232 commits

Author	SHA1	Message	Date
Alexandr Savinov	ebcd23cfa6	add parquet support for merge-features step	2024-03-16 11:42:24 +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	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	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	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	b0cec6cd27	remove unnecessary script	2023-10-15 16:21:02 +02:00
Alexandr Savinov	5485ca3956	minor improvements	2023-10-01 20:51:09 +02:00
Alexandr Savinov	6ca33fa8b4	add diagnostic messages	2023-09-02 11:42:12 +02:00
Alexandr Savinov	68a566b8f9	train signal model move some parameters to config	2023-09-02 10:44:14 +02:00
Alexandr Savinov	7b8a9cd82a	train signals compute separately directions and move some parameters to config	2023-09-02 10:29:47 +02:00
Alexandr Savinov	0c6d2f71dd	minor parameter adjustments	2023-08-27 12:30:16 +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	6d88256b34	minor improvements in predict and predict rolling	2023-08-20 09:47:19 +02:00
Alexandr Savinov	384dcc7d9e	apply multiprocessing to all jobs of one train-predict step	2023-08-19 17:44:15 +02:00
Alexandr Savinov	cca8214df5	bug in rolling predict	2023-08-19 16:40:59 +02:00
Alexandr Savinov	d707fd5a48	small improvements in downloaders for file and path handling	2023-08-19 15:43:04 +02:00
Alexandr Savinov	e203cb1338	switch to pathlib and fix problem with datetime format in parsing in new pandas version	2023-08-19 15:24:06 +02:00
Alexandr Savinov	c440f7d7e8	Merge pull request #32 from woehrer12/create-folder-when-not-exist ... create folder when not exist	2023-08-19 14:59:08 +02:00
Alexandr Savinov	bc947d8d3c	fix problem without column in output of rolling predict	2023-08-19 12:51:47 +02:00
Alexandr Savinov	300b24e361	move multithreading parameters of rolling predict to config	2023-08-19 12:30:01 +02:00
Alexandr Savinov	a418179589	move parameters of rolling prediction from source code to config file	2023-08-19 12:19:58 +02:00
Alexandr Savinov	8d138c0171	fix too hard limit on the number of trained records	2023-08-11 20:54:54 +02:00
Alexandr Savinov	6dab2a608a	improve parameterization of the train procedure	2023-08-11 20:17:11 +02:00
Alexandr Savinov	2ae11e4155	use algorithm configurations from config file instead of the model_store	2023-08-08 20:56:43 +02:00
Julian Wöhrer	a44d5f7751	create folder when not exist	2023-08-07 20:22:57 +02:00
Alexandr Savinov	1b8cf9f943	fix train signals	2023-08-06 13:30:22 +02:00
Alexandr Savinov	d22bdfc21f	requirements and some minor changes in printing	2023-08-06 12:03:55 +02:00
Alexandr Savinov	e65059f18e	processing new score aggregation sets in all scripts	2023-08-06 11:27:35 +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	a74491d26e	refactor highlow2 label generator by introducing its own configuration	2023-07-29 22:45:42 +02:00
Alexandr Savinov	035b3b3c25	fix problem with topbot label names	2023-07-29 15:14:56 +02:00
Alexandr Savinov	b1209dd776	modify processing of relative parameters of feature generator	2023-07-28 08:46:52 +02:00
Alexandr Savinov	1b3b9d7583	parameterize tsfresh feature generator by its own config and remove its global config parameters	2023-07-22 15:15:02 +02:00
Alexandr Savinov	359300b228	remove area features and labels which is now in itblib generator	2023-07-22 14:51:27 +02:00
Alexandr Savinov	86098138d8	remove 'futures' feature generator to be replaced by other feature generators	2023-07-22 14:08:31 +02:00
Alexandr Savinov	8eb2b3cfe5	remove yahoo_main and yahoo_seconday feature generators to be replaced by talib or itblib	2023-07-22 13:42:24 +02:00
Alexandr Savinov	ca2e7ad91c	add itbstats feature generator	2023-07-22 13:18:15 +02:00
Alexandr Savinov	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +02:00
Alexandr Savinov	f84a53f6d0	add talib feature generator and improve output during feature generation	2023-06-13 21:13:55 +02:00
Alexandr Savinov	4ec1e2d692	improvement: add output to label generation loop	2023-06-13 20:01:50 +02:00
Alexandr Savinov	d95846eeb6	use signed trade score instead of two unsigned buy and sell scores	2023-03-26 15:47:30 +02:00
Alexandr Savinov	e0718da911	increase default train size	2023-03-26 15:46:12 +02:00
Alexandr Savinov	d3637ba7f9	unify signatures of rule functions	2023-03-11 17:43:59 +01:00