Mark Aron Szulyovszky 34105f7ca1 feat(Evaluation): added minimal transaction costs to penalize higher turnover (#125)

2022-01-07 18:27:24 +01:00

..

glassnode

feat(Data): added daily_glassnode DataCollection (#99)

2022-01-03 13:57:36 +01:00

evaluate.py

feat(Evaluation): added minimal transaction costs to penalize higher turnover (#125)

2022-01-07 18:27:24 +01:00

hashing.py

feat(DataLoader): caching MVP, added ability to use standard scaling for exogenous data, scaling is now also done before feature selection (#105)

2022-01-04 11:44:35 +01:00

helpers.py

feature(MetaLabeling): replaced previous non-functional Ensembling method with Meta-labeling method available for both lvl1 and lvl2 models (#110)

2022-01-06 16:36:45 +01:00

metrics.py

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

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

scaler.py

feat(DataLoader): caching MVP, added ability to use standard scaling for exogenous data, scaling is now also done before feature selection (#105)

2022-01-04 11:44:35 +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

types.py

feat(DataLoader): caching MVP, added ability to use standard scaling for exogenous data, scaling is now also done before feature selection (#105)

2022-01-04 11:44:35 +01:00

visualize.py

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

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