60 commits

Author	SHA1	Message	Date
tradershubspace	ea901cf2b4	update global state variables	2025-05-12 18:15:16 +02:00
tradershubspace	aa35c304b8	Add Venue type	2025-05-12 18:15:16 +02:00
tradershubspace	ada762f74e	updated account info usage	2025-05-12 18:15:16 +02:00
tradershubspace	f6c0197c8d	Add Account info types	2025-05-12 18:15:16 +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	4f060f942e	improve and fix problems in trade simulator	2025-02-16 17:31:39 +01:00
Alexandr Savinov	70b1802bd5	fix problems with binance trader	2024-06-22 09:58:08 +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	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	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	93a5abf048	fix problems with new names in the config	2023-10-28 15:55:11 +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	4b70b40aae	two functions for reading translations	2023-09-24 12:33:43 +02:00
Alexandr Savinov	d44ae4f8bd	minor changes in comments and parameters	2023-08-11 20:26:56 +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	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
Alexandr Savinov	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +02:00
Alexandr Savinov	11d15dc168	Use only one output aggregated column rather than two columns	2023-03-11 14:37:33 +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	51d088c986	introduce a possibility of different rule for rule-based signal generation	2023-02-12 12:38:10 +01:00
Alexandr Savinov	b493c2b267	renamings and minor changes in aggregation logic	2023-02-12 11:06:34 +01:00
Alexandr Savinov	637d574f8b	better separate aggregation and signal models	2023-02-11 17:50:07 +01:00
Alexandr Savinov	8061942971	scaling scores using scaling parameters	2023-02-11 13:33:04 +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	7ee44b3dbe	minor changes	2022-08-20 11:26:28 +02:00
Alexandr Savinov	53603f9e50	add new script for computing predictions	2022-08-07 14:04:47 +02:00
Alexandr Savinov	004ace5234	allow for comments in json config and simplify its default parameters	2022-07-23 15:27:46 +02:00
Alexandr Savinov	99e7c3a84b	fix server by integrating new conventions and functions	2022-07-18 20:23:36 +02:00
Alexandr Savinov	41419268eb	update configuration parameters	2022-07-17 10:21:42 +02:00
Alexandr Savinov	9f74cc96bd	remove unnecessary test code	2022-07-09 12:24:42 +02:00
Alexandr Savinov	a90e87c797	refactorings and optimizations	2022-06-26 17:32:41 +02:00
Alexandr Savinov	c2ad579752	fine tuning feature and label generation	2022-04-24 20:52:38 +02:00
Alexandr Savinov	d8e4749b0f	multiple sources and their processing by merger and feature generator as well as refactorings	2022-04-23 09:18:45 +02:00
Alexandr Savinov	70eb51c434	add top-bot labels with lower levels and tolerances	2022-04-19 19:05:39 +02:00
Alexandr Savinov	8f8ca8b97d	refactor generate features	2022-04-18 13:25:25 +02:00
Alexandr Savinov	5f5fb5ae1d	refactore merger to read data from config	2022-04-17 19:55:22 +02:00
Alexandr Savinov	8d7d0618dc	change the role and conventions for data folder and file names	2022-04-17 11:34:34 +02:00
Alexandr Savinov	6e60d0ca23	move train length to algo descriptor	2022-04-16 20:30:34 +02:00
Alexandr Savinov	15811b6277	move algorithm list and feature sets to config	2022-04-16 18:22:55 +02:00
Alexandr Savinov	2054ff963b	move file names to config from P class	2022-04-15 21:45:46 +02:00