Commit graph

491 commits

Author SHA1 Message Date
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
6116f2ead1 improve diagrams 2025-04-06 11:03:34 +02:00
Alexandr Savinov
3db7488085 minor change to the diagram 2025-04-06 00:23:31 +02:00
Alexandr Savinov
b8d48fe320 sample config file is added with 1h time raster and SVM as ML algorithm 2025-03-31 19:34:25 +02:00
Alexandr Savinov
4a43eed81b update sample config 2025-03-30 20:33:13 +02:00
Alexandr Savinov
6385f534ce minor fixes in output functions 2025-03-30 20:26:03 +02:00
Alexandr Savinov
1b6899b127 rename 1min config sample 2025-03-30 14:27:40 +02:00
Alexandr Savinov
89a9454360 remove configs from previous versions 2025-03-30 14:25:01 +02:00
Alexandr Savinov
8acddd7bb9 adjust config to new notification logic 2025-03-30 14:12:11 +02:00
Alexandr Savinov
f20b89aa53 change notificiation conditions 2025-03-30 14:07:33 +02:00
Alexandr Savinov
6682b9a34e change conditions for making async or sync calls 2025-03-25 20:27:43 +01:00
Alexandr Savinov
2e4ce13fe1 add check for existing columns 2025-03-25 20:04:36 +01:00
Alexandr Savinov
0c8ecd361f change signature of output functions and pass explicitly data and config 2025-03-25 19:56:20 +01:00
Alexandr Savinov
9f5abb3207 pass parameters for early stopping from config to the object 2025-03-09 12:06:11 +01:00
Alexandr Savinov
5cd6f16e67 changelog 2025-03-08 10:54:24 +01:00
Alexandr Savinov
4465f3f304 store all models in pickle without keras saver/loader 2025-03-08 10:53:54 +01:00
Alexandr Savinov
23e826274f limit download size in downloaders 2025-03-07 18:07:43 +01:00
Alexandr Savinov
055abc346f remove unused attributes for training 'shifts' and 'predict' 2025-03-07 17:16:37 +01:00
Alexandr Savinov
5daee2abbc restructure config parameters for training 2025-03-07 16:46:14 +01:00
Alexandr Savinov
98c572b793 introduce parameter for selecting every nth row for training 2025-03-02 20:12:58 +01:00
Alexandr Savinov
5e954e08df improve the logic of preparing train data 2025-03-02 18:01:24 +01:00
Alexandr Savinov
e803739cc0 change the way transaction path is specified in transaction simulator 2025-02-22 12:31:37 +01:00
Alexandr Savinov
4f060f942e improve and fix problems in trade simulator 2025-02-16 17:31:39 +01:00
Alexandr Savinov
afda20981a change the sample config to the new format of outputs 2025-02-16 12:49:10 +01:00
Alexandr Savinov
bbcb3ab4eb fix problems with function signatures 2025-02-16 12:47:07 +01:00
Alexandr Savinov
e3012483c7 swtich to async calls for output functions 2025-02-16 12:46:03 +01:00
Alexandr Savinov
a2f1eb40f1 change signatures of existing output functions according to the new convention for generic extandable output functions 2025-02-15 13:35:21 +01:00
Alexandr Savinov
1093298895 refactor: move all output functions like notifiers and traders into a standard extandable set of outputs 2025-02-15 13:32:24 +01:00
Alexandr Savinov
3f3af10982 refactor: move notifiers and traders into a new separate package 2025-02-15 12:01:25 +01:00
Alexandr Savinov
a2a8be8610 refactor: move collector functions to a new serparate package 2025-02-15 11:48:02 +01:00
Alexandr Savinov
63d9985f6f move function name resolution function to utils package 2025-02-15 11:25:08 +01:00
Alexandr Savinov
9f07301032 allow for empty algorithm set 2025-02-12 20:52:50 +01:00
Alexandr Savinov
d7470b7fe1 use a new model loading function in the server 2025-01-11 19:28:34 +01:00
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
7c50eebbf0 remove logging configuration from trading because it is done in the server already 2024-12-15 17:36:42 +01:00
Alexandr Savinov
bffbcfb47b logging parameters of the server 2024-12-15 15:25:11 +01:00
Alexandr Savinov
0f6f99d3da remove unused packages with collectors 2024-12-15 15:16:21 +01:00
Alexandr Savinov
5dd9e2d5eb replace prints with logging 2024-12-15 15:06:03 +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
8c59dc94eb adjust train parameters 2024-12-14 10:27:28 +01:00