Mark Aron Szulyovszky 7aedb91069 feat(Data): added various data loading config options, walk forward method draft (#9) ...

* feat(Eval): added format_data_for_backtest()

* feat(Data): added many configurable parameters to load_files to reduce boilerplate and prepare for HPO

* feat(Core): added walk forward method of training/testing

* fix(Model): remove the unnecessary softmax activation from the keras models

* feat(Core): added walk_forward_train_test()

2021-12-01 09:28:24 +01:00

..

evaluate.py

feat(Data): added various data loading config options, walk forward method draft (#9)

2021-12-01 09:28:24 +01:00

get_prices.py

feat(Forecasting): pytorch-forecasting scaffolding is now working, added narrow data format, fixed missing time column index name (#5)

2021-11-16 10:00:26 +01:00

normalize.py

feat(Model): now successfully training the basic LSTM model

2021-11-11 18:29:05 +01:00

rolling.py

feat(Models): added MAE & RMSE metrics, fixed NaN & Inf values in data,

2021-11-14 23:50:25 +01:00

sktime.py

feat(Models): added a basic sktime model and missing USD crypto currency pairs (#7)

2021-11-17 22:28:34 +01:00

sliding_window.py

feat(Data): added various data loading config options, walk forward method draft (#9)

2021-12-01 09:28:24 +01:00

technical_indicators.py

feat(Data): added new derived features + asset pairs for crypto tickers (#6)

2021-11-17 12:07:49 +01:00

visualize.py

feat(Model): now successfully training the basic LSTM model

2021-11-11 18:29:05 +01:00