61 commits

Author	SHA1	Message	Date
Alexandr Savinov	4f060f942e	improve and fix problems in trade simulator	2025-02-16 17:31:39 +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	34bbd9b94b	minor changes remove unnecessary checks	2024-09-18 13:26:11 +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	5a797f6c7c	better organize binance specific functions	2024-05-11 15:32:07 +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	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	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	d2f03342eb	restructure configuration by separateing different notifications and trade simulation	2023-10-28 13:33:11 +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	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	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	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	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +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	d3637ba7f9	unify signatures of rule functions	2023-03-11 17:43:59 +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	39a53a5df6	parameterize model folder in config	2023-03-11 10:05:43 +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	51d088c986	introduce a possibility of different rule for rule-based signal generation	2023-02-12 12:38:10 +01:00
Alexandr Savinov	95881504eb	allow for two score aggregation sets in config	2023-02-12 11:50:12 +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	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	b53a8ba155	split score aggregation and combination into two separate functions	2023-02-04 19:35:54 +01:00
Alexandr Savinov	eeb4b851fb	separate score post-processing and application of signal rules	2023-02-04 12:54:58 +01:00
Alexandr Savinov	5e1174af6a	remove warnings and minor changes	2022-12-18 10:52:17 +01:00
Alexandr Savinov	a8add04e48	rename scripts	2022-08-27 13:05:49 +02:00
Alexandr Savinov	e647c5ed12	parameter and other minor changes	2022-08-13 22:38:27 +02:00
Alexandr Savinov	008d7fe1c2	improve prediction in online model by selecting on algorithm type	2022-08-07 15:10:58 +02:00
Alexandr Savinov	57db64b1e9	add svm algorithm to other scripts	2022-08-05 21:27:46 +02:00
Alexandr Savinov	36f8a93aa5	statistical tsfresh functions for online evaluation	2022-07-24 17:43:27 +02:00
Alexandr Savinov	e8e447141a	minor changes	2022-07-23 09:12:34 +02:00
Alexandr Savinov	99e7c3a84b	fix server by integrating new conventions and functions	2022-07-18 20:23:36 +02:00
Alexandr Savinov	a90e87c797	refactorings and optimizations	2022-06-26 17:32:41 +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	8d7d0618dc	change the role and conventions for data folder and file names	2022-04-17 11:34:34 +02:00