173 cometimentos

Autor(a)	SHA1	Mensagem	Data
Alexandr Savinov	c299e61b4c	removed deprecated and unused code	2025-01-11 19:02:01 +01:00
Alexandr Savinov	5e6526c8c6	improve generator of algorithm models	2025-01-11 18:44:28 +01:00
Alexandr Savinov	d72350f701	fix problem with loss function not found in nn algorithm	2024-12-21 11:53:14 +01:00
Alexandr Savinov	d095ff9998	add possitibility of regression models for nn algorithm	2024-12-17 18:49:01 +01:00
Alexandr Savinov	66837d5607	add a possibility to have regression algorithms	2024-12-15 21:52:18 +01:00
Alexandr Savinov	8c59dc94eb	adjust train parameters	2024-12-14 10:27:28 +01:00
Alexandr Savinov	5c335126ed	remove unused functions	2024-12-14 10:26:50 +01:00
Alexandr Savinov	0e140284d3	fix scheduler cron definition for 1 hour	2024-09-18 13:24:16 +02:00
Alexandr Savinov	cd5a4690e3	implement a function for getting interval given pandas frequency	2024-05-14 21:29:54 +02:00
Alexandr Savinov	c4ee440158	processing arbitrary frequencies rather than hard-cded 1min	2024-05-12 19:17:10 +02:00
Alexandr Savinov	5a797f6c7c	better organize binance specific functions	2024-05-11 15:32:07 +02:00
Alexandr Savinov	1ae6dccd28	adjust diagram and remove pandas warning	2024-05-11 15:29:24 +02:00
Alexandr Savinov	c47ff0b7f4	adjust nn classifier parameters and requirements	2024-05-11 15:27:08 +02:00
Alexandr Savinov	529fde97db	refactoring: move new train/predict generators to common location and other minor changes	2024-03-24 13:22:52 +01:00
Alexandr Savinov	76efaa84f9	re-implement predicted features using new generators in online mode	2024-03-24 12:25:59 +01:00
Alexandr Savinov	72e5d37ef5	example of a custom external feature generator	2024-03-17 11:16:33 +01:00
Alexandr Savinov	bd0cc7c9b7	external generators with names resolved to functions	2024-03-17 11:12:55 +01:00
Alexandr Savinov	400946d05c	support for parquet in signal files	2024-03-16 14:06:50 +01:00
Alexandr Savinov	2d974ed3bb	Analyze all data at the server start	2023-12-25 17:14:37 +01:00
Alexandr Savinov	af08227099	repair train signals script	2023-12-22 16:36:28 +01:00
Alexandr Savinov	0a2f3c42aa	adapt predict script to the new config structure	2023-12-10 14:56:35 +01:00
Alexandr Savinov	b4b75662b6	added a dispatcher for generators	2023-12-10 11:51:26 +01:00
Alexandr Savinov	cd5db136c4	refactorings and renamings for unifying various generators	2023-12-10 11:47:25 +01:00
Alexandr Savinov	8c24ef07c1	refactor the structure of processing for online/stream part (batch scripts to be updated)	2023-12-09 19:59:29 +01:00
Alexandr Savinov	8bd22a6cc9	change order of arguments of simulation function and adjust its output	2023-11-19 15:17:16 +01:00
Alexandr Savinov	7dd353d629	parameterize layers of neural network classifier	2023-10-15 17:00:29 +02:00
Alexandr Savinov	8c1ca2b7a1	fix a bug in TA feature generator	2023-10-03 13:16:38 +02:00
Alexandr Savinov	1df71039cd	switch back to h5 format because the new keras format does not work on aarch64 platform	2023-08-31 19:31:27 +02:00
Alexandr Savinov	0c6d2f71dd	minor parameter adjustments	2023-08-27 12:30:16 +02:00
Alexandr Savinov	1ab71678bc	check if a talib function is streamable	2023-08-26 18:32:06 +02:00
Alexandr Savinov	da4f8ec174	introduce two versions of skew and kurtosis from scipy and from pandas	2023-08-26 11:28:04 +02:00
Alexandr Savinov	9977be4340	fix bugs with date format and score column from config	2023-08-25 22:27:28 +02:00
Alexandr Savinov	c5f4251e91	add ISO date format to all date parsers and readers	2023-08-24 20:24:11 +02:00
Alexandr Savinov	0db81899ab	remove one redundant config param and change signature of rule methods	2023-08-24 18:53:44 +02:00
Alexandr Savinov	ee1f28a563	use relative tolerance instead of absolute tolerance in topbot2 label generator	2023-08-20 10:59:11 +02:00
Alexandr Savinov	6d0fd41fb6	add exception in case the date is not found	2023-08-19 12:03:41 +02:00
Alexandr Savinov	61e40209e6	remove a lightgbm parameter incompatible with new version	2023-08-12 19:35:21 +02:00
Alexandr Savinov	d44ae4f8bd	minor changes in comments and parameters	2023-08-11 20:26:56 +02:00
Alexandr Savinov	b89d0a6fc4	introduce new parameters for computing relative values of features	2023-08-10 21:36:42 +02:00
Alexandr Savinov	b2de0cc495	add slope function to itbstats feature generator	2023-08-10 18:55:42 +02:00
Alexandr Savinov	59918e38b8	add area function to itbstats feature generator	2023-08-10 18:35:00 +02:00
Alexandr Savinov	efe210967a	add two feature functions to itbstats generator	2023-08-10 17:59:04 +02:00
Alexandr Savinov	2ae11e4155	use algorithm configurations from config file instead of the model_store	2023-08-08 20:56:43 +02:00
Alexandr Savinov	6de7c08ad1	introduce bias parameter for statistical functions	2023-08-08 18:21:28 +02:00
Alexandr Savinov	514cfb6b46	restructure signal model processing logic and configuration parameters	2023-08-05 16:45:01 +02:00
Alexandr Savinov	920bf3a2b0	introduce aggregation sets and restructure aggregation parameters	2023-08-05 12:02:07 +02:00
Alexandr Savinov	33c6a557b5	compute relative values for itbstats generator	2023-07-31 21:29:37 +02:00
Alexandr Savinov	204648b57e	implement function list parameter in itbstats generator	2023-07-31 20:56:06 +02:00
Alexandr Savinov	b3b2249c04	add some new features to itbstat feature generator	2023-07-31 18:44:52 +02:00
Alexandr Savinov	a74491d26e	refactor highlow2 label generator by introducing its own configuration	2023-07-29 22:45:42 +02:00