Mark Aron Szulyovszky eea88103f4 feat(Metrics): added probabilistic sharpe ratio (#82) ...

* feat(Metrics): added probabilistic sharpe ratio

* Apply suggestions from code review

2021-12-23 17:06:22 +01:00

..

evaluate.py

feat(Metrics): added probabilistic sharpe ratio (#82)

2021-12-23 17:06:22 +01:00

get_prices.py

refactor(Reporting): only report the last model's results, moved wandb-related functions to reporting (#69)

2021-12-22 12:04:38 +01:00

helpers.py

feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77)

2021-12-23 10:35:20 +01:00

load_data.py

feat(Data): add option to predict 3 classes (#79)

2021-12-23 13:24:56 +01:00

metrics.py

feat(Metrics): added probabilistic sharpe ratio (#82)

2021-12-23 17:06:22 +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

technical_indicators.py

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

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

typing.py

feat(Config): feature extractors are enabled one-by-one with a bool, added previous model to model.fit() (#77)

2021-12-23 10:35:20 +01:00

visualize.py

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

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