Commit graph

232 commits

Author SHA1 Message Date
Alexandr Savinov
422c62b5b3 move download functions to the modules with other collector functions 2026-02-06 12:36:12 +01:00
Alexandr Savinov
7a2f154381 refactor the usage of collector functions 2026-02-06 11:34:13 +01:00
Alexandr Savinov
804c3c7b78 fix an issue with tensorflow/keras import 2026-01-21 13:10:46 +01:00
Alexandr Savinov
64d51dbcdd improve download script by introducing a dispatch function returning a downloader 2026-01-19 12:22:28 +01:00
Alexandr Savinov
5bcceb21ca make downloader scrript venue-aware and move venue-specific downloaders to separate modules 2026-01-19 12:02:37 +01:00
Alexandr Savinov
26bf6c72ce move merge function from script to utilities 2026-01-09 16:50:52 +01:00
Alexandr Savinov
984f843a81 move individual classifiers into separate modules imported only if used 2026-01-08 16:19:13 +01:00
Alexandr Savinov
cdb3a2f605 refactor analyzer 2025-11-02 12:51:54 +01:00
Alexandr Savinov
4b6756f89b unify conversion of klines to df 2025-10-28 19:28:06 +01:00
Alexandr Savinov
5b685c84a2 refactor rolling predict 2025-10-12 13:49:11 +02:00
Alexandr Savinov
8a43a954d1 add binance client arguments to solve the problem with API access from US and other special locations 2025-10-12 12:35:34 +02:00
Alexandr Savinov
1a6a0e2bd3 add a separate script for executing only output tasks 2025-09-07 18:41:03 +02:00
Alexandr Savinov
4db2d695d9 improve yahoo downloading by determing the number of missing lines 2025-09-07 11:08:25 +02:00
Alexandr Savinov
39eda6af02 remove predict and scoring from train script and remove scoring from predict script 2025-08-24 13:02:51 +02:00
Alexandr Savinov
6d316eaddd minor improvements 2025-08-24 12:28:22 +02:00
Alexandr Savinov
ec00d1b082 introduce predict_length parameter and use it in scripts depending on the train or predict mode 2025-07-26 19:40:49 +02:00
Alexandr Savinov
6d085f8475 minor improvements to the usage of model store in scripts 2025-06-16 17:51:33 +02:00
Alexandr Savinov
a55a2e7bbd pass model store to feature generators and unify their signatures 2025-06-15 12:17:00 +02:00
Alexandr Savinov
65c6f4df67 implement load and store models explicitly specified in the config in model registry 2025-06-14 20:17:19 +02:00
Alexandr Savinov
6291274195 refactor model store by introducing a dedicated class 2025-06-14 12:39:27 +02:00
Alexandr Savinov
3b7cecfb94 do not import MetaTrader5 if it is not used 2025-05-12 22:45:19 +02:00
tradershubspace
c55e456f61 fix quote not found error 2025-05-12 18:15:16 +02:00
tradershubspace
8bb0033aa7 Add ticks data source support 2025-05-12 18:15:16 +02:00
tradershubspace
921d41aeb9 Add MT5 download script 2025-05-12 18:15:16 +02:00
Alexandr Savinov
7079835e18 impersonate requests to yahoo to avoid YFRateLimitError 2025-05-02 16:06:33 +02:00
Alexandr Savinov
c31db73d9f changes of columns in simulator 2025-04-26 11:13:57 +02:00
Alexandr Savinov
a385e2e6a4 improvements for simulate script 2025-04-19 11:48:06 +02:00
Alexandr Savinov
b7574501b5 move the function for backtesting into a seprate module 2025-04-17 17:48:45 +02:00
Alexandr Savinov
d3c5f7c021 propagate name change of train_signals to configs and docs 2025-04-17 17:36:48 +02:00
Alexandr Savinov
7931341531 rename train_signals to simulate 2025-04-17 17:25:18 +02:00
Alexandr Savinov
9da133c936 small adjustment of error messages in scripts 2025-04-17 17:22:55 +02:00
Alexandr Savinov
efe0fcc463 remove unused script 2025-04-17 17:20:14 +02:00
Alexandr Savinov
2e4ce13fe1 add check for existing columns 2025-03-25 20:04:36 +01:00
Alexandr Savinov
23e826274f limit download size in downloaders 2025-03-07 18:07:43 +01:00
Alexandr Savinov
5e6526c8c6 improve generator of algorithm models 2025-01-11 18:44:28 +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
c994722776 remove unused code and add a parameter for interpolation 2024-12-15 14:57:35 +01:00
Alexandr Savinov
5135f0688a remove unused functions 2024-12-14 19:26:15 +01:00
Alexandr Savinov
cef4311801 fix problem with a new version of yfinance library 2024-12-14 10:21:56 +01:00
Alexandr Savinov
648dbe57bb improvements in yahoo downloader 2024-05-11 15:45:51 +02:00
Alexandr Savinov
344c4f5806 refactor download binance and use pandas frequencies in config 2024-05-11 15:43:40 +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
bf2b48b216 re-implement predict script to use newly introduce ml-feature config 2024-03-23 18:13:57 +01:00
Alexandr Savinov
1c05e6a0bc introduce new config section for trained features and re-implement train script based on this config 2024-03-23 15:34:58 +01:00
Alexandr Savinov
400946d05c support for parquet in signal files 2024-03-16 14:06:50 +01:00
Alexandr Savinov
befa2c24dc support of parquet for predictions 2024-03-16 13:46:08 +01:00
Alexandr Savinov
ba2c8b14a9 support for parquet format for matrix file 2024-03-16 13:08:25 +01:00
Alexandr Savinov
4d1062fc03 support parquet for feature file 2024-03-16 12:31:14 +01:00
Alexandr Savinov
6d40bbcfb8 remove pandas warnings 2024-03-16 12:01:49 +01:00