커밋 그래프

6e60d0ca23 move train length to algo descriptor Alexandr Savinov 2022-04-16 20:30:34 +02:00
15811b6277 move algorithm list and feature sets to config Alexandr Savinov 2022-04-16 18:22:55 +02:00
2054ff963b move file names to config from P class Alexandr Savinov 2022-04-15 21:45:46 +02:00
a7c336d499 use model repo Alexandr Savinov 2022-04-15 15:27:30 +02:00
6cf4a40502 remove frequency from file names Alexandr Savinov 2022-04-15 12:47:31 +02:00
f5cbdd0ae6 next iteration and introduce file with algo hyper-parameters Alexandr Savinov 2022-04-15 11:46:19 +02:00
cb60795e79 improvements and parameterization Alexandr Savinov 2022-04-13 16:34:38 +02:00
4b6fee9a9d latest changes Alexandr Savinov 2022-04-10 19:38:53 +02:00
451d529562 many minor changes Alexandr Savinov 2022-04-02 11:50:07 +02:00
9cd0f748c3 refactor training signal models Alexandr Savinov 2022-03-27 19:22:02 +02:00
206725554d signal generation and notification Alexandr Savinov 2022-03-27 18:58:41 +02:00
6b047d5d1f refactor rolling predictions Alexandr Savinov 2022-03-26 19:25:37 +01:00
515333967b fix problems with label generation Alexandr Savinov 2022-03-26 16:45:23 +01:00
13d73e82a7 fix problems in the service Alexandr Savinov 2022-03-26 12:43:02 +01:00
ce44a74b1e refactor label generation and signals Alexandr Savinov 2022-03-25 22:49:33 +01:00
91ef6652a0 refactor feature generation Alexandr Savinov 2022-03-25 22:48:23 +01:00
75f0b8323f implement main signal aggregation function and cleaning the code from old functions and drafts Alexandr Savinov 2022-03-20 20:53:41 +01:00
7fb686fb75 restructure code for signal generation Alexandr Savinov 2022-03-20 17:11:00 +01:00
8f0313860d Split generate features and generate labels Alexandr Savinov 2022-03-20 13:58:58 +01:00
af0d253a0c add functions for generating top-bot labels Alexandr Savinov 2022-03-20 11:04:43 +01:00
f1a28fe077 initial commit Alexandr Savinov 2022-03-20 10:09:33 +01:00
7c587a3430 add an option for storing predictions in a separate file v0.2.0 Alexandr Savinov 2022-03-19 10:51:29 +01:00
1f0fae753b read config parameter from file Alexandr Savinov 2022-03-16 19:43:43 +01:00
8c6ae6538f load parameters from the main configuration Alexandr Savinov 2022-03-16 19:34:02 +01:00
731e6e257e parameters of labels in config and extend labels Alexandr Savinov 2022-03-13 20:45:12 +01:00
2be8b8df61 move feature generation parameters to config Alexandr Savinov 2022-03-13 17:34:02 +01:00
0e52971ad4 readme update with more info on configuration and procedures Alexandr Savinov 2022-02-06 13:29:34 +01:00
478d6bd57e add more details about configuration parameters Alexandr Savinov 2022-02-06 11:38:26 +01:00
780e6598eb minor parameter changes in configuration Alexandr Savinov 2022-02-01 20:47:05 +01:00
596b78658b versions v0.1.0 Alexandr Savinov 2021-11-01 10:35:47 +01:00
9ba7f5b458

Update README.md Alexandr Savinov 2021-11-01 10:01:40 +01:00
84f2fed61d improve notifier and configuration parameters Alexandr Savinov 2021-10-31 14:09:21 +01:00
320e5bc4e3

Update README.md Alexandr Savinov 2021-10-31 14:06:55 +01:00
a1964d7f36

Update README.md Alexandr Savinov 2021-10-31 14:06:03 +01:00
70fc16e585 logo modified Alexandr Savinov 2021-10-31 13:54:51 +01:00
524c919692 add logo Alexandr Savinov 2021-10-31 13:45:46 +01:00
4a954d195e add readme Alexandr Savinov 2021-10-31 13:33:24 +01:00
e7e7349ec7 remove unnecessary files Alexandr Savinov 2021-10-24 11:13:55 +02:00
45022c2647 notification options Alexandr Savinov 2021-10-23 21:51:55 +02:00
4ca349e40f formatting Alexandr Savinov 2021-10-23 21:51:31 +02:00
9ac21aa46f configuration options for train signal models Alexandr Savinov 2021-10-10 11:47:46 +02:00
c764724e86 minor improvements with configuration and new package versions Alexandr Savinov 2021-10-09 19:47:49 +02:00
7d003574d9 refactor scripts to allow for better configuration and different trade pairs Alexandr Savinov 2021-10-09 14:01:10 +02:00
1f7f751510 parameterizing scripts Alexandr Savinov 2021-09-09 20:48:11 +02:00
998a70646c scripts improvements Alexandr Savinov 2021-09-09 08:20:29 +02:00
1727ea2150 fix problems with signaler Alexandr Savinov 2021-09-04 21:28:45 +02:00
7cc6c70aab restructure Alexandr Savinov 2021-09-04 18:19:04 +02:00
86601aa5bf clean App Alexandr Savinov 2021-09-04 11:52:00 +02:00
605e6b73f8 readme Alexandr Savinov 2021-09-04 11:39:38 +02:00
2fdd881b10 gitignore and remove unnecessary files Alexandr Savinov 2021-09-04 10:30:45 +02:00
411dfe985c load config from file Alexandr Savinov 2021-08-31 21:13:05 +02:00
2283a3cd69 renamings Alexandr Savinov 2021-08-29 19:04:58 +02:00
7587295f72 renamings Alexandr Savinov 2021-08-29 18:33:49 +02:00
f33aa572e0 split readme into documentation files Alexandr Savinov 2021-08-29 17:28:04 +02:00
6d15939dc9 move telegram in config and separate module Alexandr Savinov 2021-08-29 14:22:12 +02:00
dfe9a6f1d8 restructure config parameters Alexandr Savinov 2021-08-29 13:37:30 +02:00
7929b919e1 asyncio scheduler and more running parameters from config to App Alexandr Savinov 2021-08-29 13:17:22 +02:00
0058e6d6b3 intermediate results Alexandr Savinov 2021-08-29 12:00:12 +02:00
db1fcf20af move old code to a separate file Alexandr Savinov 2021-05-02 10:46:49 +02:00
7b277e471b update Alexandr Savinov 2021-03-07 10:44:32 +01:00
44d7e667ed new NN parameters and corresponding signal models Alexandr Savinov 2021-01-25 17:31:49 +01:00
affa451e5e fixes and improvements Alexandr Savinov 2021-01-10 21:39:06 +01:00
b807f44804 add multiprocessing to rolling features Alexandr Savinov 2021-01-03 13:07:43 +01:00
f5bb7ce619 introduce linear trend derived features Alexandr Savinov 2021-01-02 21:25:55 +01:00
9922c08a97 trader server Alexandr Savinov 2021-01-01 13:38:07 +01:00
e2472250b9 add linear trend feature definition Alexandr Savinov 2020-12-27 11:37:14 +01:00
0183c5d0c9 separate signaler and trader logic Alexandr Savinov 2020-12-26 17:56:54 +01:00
74f57a1e37 improve downloader Alexandr Savinov 2020-12-25 20:00:39 +01:00
ecf6273def implement analysis and signal generation procedure Alexandr Savinov 2020-12-15 14:01:14 +01:00
63f25b694a add metrics to train_predict_models Alexandr Savinov 2020-12-14 21:48:09 +01:00
dab4199ec4 reimplement train_predict_models Alexandr Savinov 2020-12-14 20:42:14 +01:00
a10a765249 refactor: move columns lists to App Alexandr Savinov 2020-12-14 13:10:21 +01:00
6442b29580 refactor Alexandr Savinov 2020-12-13 19:30:06 +01:00
a143c88d4e create signaler server Alexandr Savinov 2020-12-13 15:06:24 +01:00
f4e5bf6944 rename trade server to trader Alexandr Savinov 2020-12-13 14:36:08 +01:00
8f1d47b7e4 rename collect to collector Alexandr Savinov 2020-12-13 14:22:13 +01:00
88d748714e refactor signal generation model search Alexandr Savinov 2020-11-29 21:15:13 +01:00
d32b720446 refactor rolling predictions Alexandr Savinov 2020-11-22 20:38:09 +01:00
3c99d036d4 add generic nan hnadling in classifiers during prediction Alexandr Savinov 2020-11-22 11:16:39 +01:00
73255b88b2 refactor grid search and common package Alexandr Savinov 2020-11-21 14:16:28 +01:00
3948d68f0b add logistic regression Alexandr Savinov 2020-11-19 19:05:11 +01:00
118b135457 update feature/label definitions Alexandr Savinov 2020-11-15 20:23:45 +01:00
90053716a0 Implement new label method with area ratio Alexandr Savinov 2020-11-14 21:07:42 +01:00
7bf63d1484 update descriptions of scripts Alexandr Savinov 2020-11-14 21:06:33 +01:00
ccb9c07eba latest changes Alexandr Savinov 2020-09-22 09:36:22 +02:00
67759bb02f update Alexandr Savinov 2020-09-13 18:22:25 +02:00
2e7cc5e82d rolling predictions new version with klines and futures together Alexandr Savinov 2020-05-17 21:14:52 +02:00
8ba4f31aa6 generation of derived features from merged source files Alexandr Savinov 2020-05-17 16:52:30 +02:00
d36263f044 merge source input files into one output file with all source columns Alexandr Savinov 2020-05-17 14:06:19 +02:00
7262fffa36 processing multiple files Alexandr Savinov 2020-05-17 13:16:58 +02:00
b2df8f37ca features for depth and futures Alexandr Savinov 2020-05-09 20:14:22 +02:00
072e012e1c merge depth, futures and klines Alexandr Savinov 2020-05-08 20:08:13 +02:00
95a661e4a8 finished feature generation for depth Alexandr Savinov 2020-05-02 15:12:07 +02:00
1fcecf542b fix bug with empty bins discretization Alexandr Savinov 2020-05-02 13:13:17 +02:00
549f67a693 bids and asks densities to features Alexandr Savinov 2020-05-01 22:21:28 +02:00
0314cdc14e add tests of density for bids Alexandr Savinov 2020-05-01 21:39:02 +02:00
c054dbd06d reimplement density computation Alexandr Savinov 2020-05-01 18:00:47 +02:00
7f9514c28d add script to generate features from depth data Alexandr Savinov 2020-05-01 12:40:23 +02:00
6d8527f168 update depth discretization Alexandr Savinov 2020-05-01 11:11:34 +02:00
93efd5253e implement discretization of depth Alexandr Savinov 2020-05-01 10:11:48 +02:00