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Author	SHA1	Message	Date
Alexandr Savinov	ac72a61523	fix problems in notifier after previous refactorings	2023-08-06 13:08:55 +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	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	920bf3a2b0	introduce aggregation sets and restructure aggregation parameters	2023-08-05 12:02:07 +02:00
Alexandr Savinov	497fc7aa06	update readme	2023-08-05 10:14:18 +02:00
Alexandr Savinov	33c6a557b5	compute relative values for itbstats generator	2023-07-31 21:29:37 +02:00
Alexandr Savinov	204648b57e	implement function list parameter in itbstats generator	2023-07-31 20:56:06 +02:00
Alexandr Savinov	b3b2249c04	add some new features to itbstat feature generator	2023-07-31 18:44:52 +02:00
Alexandr Savinov	a74491d26e	refactor highlow2 label generator by introducing its own configuration	2023-07-29 22:45:42 +02:00
Alexandr Savinov	966315127c	parameterize topbot label generator using its own configuration	2023-07-29 15:39:26 +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	b6cdd05ea9	add possibility to process windows of size 1 in talib feature generator	2023-07-23 22:21:15 +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	690e38b877	remove dependency on tsfresh	2023-07-22 11:50:37 +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	7097b0cf6b	implement stream/online mode for the talib feature function	2023-06-14 21:41:20 +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	4c0082f40e	initial implementation of the feature function for talib integration	2023-06-13 19:57:16 +02:00
Alexandr Savinov	116b42e778	bump version number to 0.6.dev	2023-06-13 19:54:58 +02:00
Alexandr Savinov	a7b69a5e9e	update readme	2023-05-14 18:58:20 +02:00
Alexandr Savinov	d1883f443d	fix memory leak in tensorflow because of repeated predictions in a loop	2023-05-14 14:13:53 +02:00
Alexandr Savinov	73f7e1bd79	release preparation v0.5.0	2023-03-26 15:50:23 +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	e15dac43a5	update requirements.txt	2023-03-26 15:44:34 +02:00
Alexandr Savinov	d3637ba7f9	unify signatures of rule functions	2023-03-11 17:43:59 +01:00
Alexandr Savinov	67aacc893a	fix bug in predict	2023-03-11 17:31:16 +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	504793cd3b	fix problem in train signals	2023-03-11 12:20:01 +01:00
Alexandr Savinov	2861ad384d	readme and changelog update	2023-03-11 11:34:19 +01:00
Alexandr Savinov	7bdf6542fe	fix error in finding labels	2023-03-11 10:12:19 +01:00
Alexandr Savinov	39a53a5df6	parameterize model folder in config	2023-03-11 10:05:43 +01:00
Alexandr Savinov	6a030bca77	add new config parameters	2023-03-05 11:10:52 +01:00
Alexandr Savinov	eb2b6512e9	move train model grid parameters to the config file	2023-03-03 18:32:17 +01:00
Alexandr Savinov	86b0ffcd3f	fix problem in the score combination function	2023-03-03 15:02:26 +01:00
Alexandr Savinov	d5a9249578	fix problems with labels and other parameters in online mode	2023-02-20 20:01:39 +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	34c7904391	integrate new labels and adjust its parameters	2023-02-19 20:50:25 +01:00
Alexandr Savinov	8df32737f6	fix bug in processing return labels	2023-02-19 15:09:07 +01:00
Alexandr Savinov	9e02330161	add function for label generation based on crossing thresholds	2023-02-19 14:05:38 +01:00