33 commits

Author	SHA1	Message	Date
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	a55a2e7bbd	pass model store to feature generators and unify their signatures	2025-06-15 12:17:00 +02:00
Alexandr Savinov	9da133c936	small adjustment of error messages in scripts	2025-04-17 17:22:55 +02:00
Alexandr Savinov	2e4ce13fe1	add check for existing columns	2025-03-25 20:04:36 +01:00
Alexandr Savinov	5e6526c8c6	improve generator of algorithm models	2025-01-11 18:44:28 +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	af08227099	repair train signals script	2023-12-22 16:36:28 +01:00
Alexandr Savinov	e463ca2ffd	adapt signals batch script to the new structure	2023-12-10 13:47:38 +01:00
Alexandr Savinov	cd5db136c4	refactorings and renamings for unifying various generators	2023-12-10 11:47:25 +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	8928990827	rename config section for trade model	2023-10-29 11:09:20 +01:00
Alexandr Savinov	93a5abf048	fix problems with new names in the config	2023-10-28 15:55:11 +02:00
Alexandr Savinov	6ca33fa8b4	add diagnostic messages	2023-09-02 11:42:12 +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	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	d3637ba7f9	unify signatures of rule functions	2023-03-11 17:43:59 +01:00
Alexandr Savinov	11d15dc168	Use only one output aggregated column rather than two columns	2023-03-11 14:37:33 +01:00
Alexandr Savinov	db527b48de	use only one final score with negative values for selling and add a rule for two aggregations	2023-02-20 18:39:28 +01:00
Alexandr Savinov	cf58cf602d	add true labels to the output of labels script	2023-02-14 21:09:01 +01:00
Alexandr Savinov	51d088c986	introduce a possibility of different rule for rule-based signal generation	2023-02-12 12:38:10 +01:00
Alexandr Savinov	95881504eb	allow for two score aggregation sets in config	2023-02-12 11:50:12 +01:00
Alexandr Savinov	b493c2b267	renamings and minor changes in aggregation logic	2023-02-12 11:06:34 +01:00
Alexandr Savinov	f4ba63c783	compute and store score statistics which is needed for setting aggregation parameters	2023-02-11 19:54:09 +01:00
Alexandr Savinov	637d574f8b	better separate aggregation and signal models	2023-02-11 17:50:07 +01:00
Alexandr Savinov	5d0baec149	fix bug in signal generation with getting newly introduced score_generation parameters	2023-02-11 12:31:42 +01:00
Alexandr Savinov	62ead76e21	unite buy/sell aggregation parameters and move them into a separate section in config	2023-02-05 17:27:37 +01:00
Alexandr Savinov	b53a8ba155	split score aggregation and combination into two separate functions	2023-02-04 19:35:54 +01:00
Alexandr Savinov	eeb4b851fb	separate score post-processing and application of signal rules	2023-02-04 12:54:58 +01:00
Alexandr Savinov	5de99711be	rename scripts	2022-08-27 13:25:07 +02:00

Renamed from scripts/generate_signals.py (Browse further)