Commit graph

155 commits

Author SHA1 Message Date
Alexandr Savinov
70b1802bd5 fix problems with binance trader 2024-06-22 09:58:08 +02:00
Alexandr Savinov
9988f1645e custom frequency for sending diagrams 2024-05-15 19:15:00 +02:00
Alexandr Savinov
3ed1fe4e18 update needed to support arbitrary frequencies 2024-05-14 21:32:49 +02:00
Alexandr Savinov
704158d219 allow for arbitrary frequencies in the server rather than only 1 min 2024-05-14 21:31:08 +02:00
Alexandr Savinov
c4ee440158 processing arbitrary frequencies rather than hard-cded 1min 2024-05-12 19:17:10 +02:00
Alexandr Savinov
344c4f5806 refactor download binance and use pandas frequencies in config 2024-05-11 15:43:40 +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
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
ebcd23cfa6 add parquet support for merge-features step 2024-03-16 11:42:24 +01:00
Alexandr Savinov
01ed3b1234 improve regular visualization 2023-12-28 14:27:08 +01:00
Alexandr Savinov
2d974ed3bb Analyze all data at the server start 2023-12-25 17:14:37 +01:00
Alexandr Savinov
21bf49c0bd improve management of main data frame in online mode including validation logic 2023-12-24 20:22:49 +01:00
Alexandr Savinov
ea76de1b4f collect computed data in online mode 2023-12-24 16:24:18 +01:00
Alexandr Savinov
28600fe7da added two notifiers factored out previously 2023-12-10 11:52:49 +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
8928990827 rename config section for trade model 2023-10-29 11:09:20 +01:00
Alexandr Savinov
148cf5e755 add trends arrows for the score notification 2023-10-29 10:55:52 +01:00
Alexandr Savinov
14595a97b1 check for empty frequency paramter in notifier 2023-10-28 17:46:49 +02:00
Alexandr Savinov
93a5abf048 fix problems with new names in the config 2023-10-28 15:55:11 +02:00
Alexandr Savinov
d2f03342eb restructure configuration by separateing different notifications and trade simulation 2023-10-28 13:33:11 +02:00
Alexandr Savinov
682a748936 introduce a new score notification logic 2023-10-28 11:43:20 +02:00
Alexandr Savinov
b0cec6cd27 remove unnecessary script 2023-10-15 16:21:02 +02:00
Alexandr Savinov
3eb9cbe5ed release preparation 2023-10-05 12:32:46 +02:00
Alexandr Savinov
5485ca3956 minor improvements 2023-10-01 20:51:09 +02:00
Alexandr Savinov
382cd03926 improve notification logic 2023-09-30 12:58:45 +02:00
Alexandr Savinov
b276675073 improve sending notifications 2023-09-26 21:21:45 +02:00
Alexandr Savinov
09ad6355bc add visualization functions 2023-09-24 15:20:24 +02:00
Alexandr Savinov
4b70b40aae two functions for reading translations 2023-09-24 12:33:43 +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
d44ae4f8bd minor changes in comments and parameters 2023-08-11 20:26:56 +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
1b8cf9f943 fix train signals 2023-08-06 13:30:22 +02:00
Alexandr Savinov
ac72a61523 fix problems in notifier after previous refactorings 2023-08-06 13:08:55 +02:00
Alexandr Savinov
e65059f18e processing new score aggregation sets in all scripts 2023-08-06 11:27:35 +02:00
Alexandr Savinov
bd26775f46 integrate a new signal model into the analyzer 2023-08-05 17:23:02 +02:00
Alexandr Savinov
514cfb6b46 restructure signal model processing logic and configuration parameters 2023-08-05 16:45:01 +02:00
Alexandr Savinov
2923d210de compute last rows from the new aggregation parameters 2023-08-05 14:18:29 +02:00
Alexandr Savinov
efced19814 update analyzer to the new logic of aggregation 2023-08-05 14:12:27 +02:00
Alexandr Savinov
b6cdd05ea9 add possibility to process windows of size 1 in talib feature generator 2023-07-23 22:21:15 +02:00
Alexandr Savinov
359300b228 remove area features and labels which is now in itblib generator 2023-07-22 14:51:27 +02:00