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Author SHA1 Message Date
Alexandr Savinov
6d40bbcfb8 remove pandas warnings 2024-03-16 12:01:49 +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
af08227099 repair train signals script 2023-12-22 16:36:28 +01:00
Alexandr Savinov
0a2f3c42aa adapt predict script to the new config structure 2023-12-10 14:56:35 +01:00
Alexandr Savinov
e463ca2ffd adapt signals batch script to the new structure 2023-12-10 13:47:38 +01:00
Alexandr Savinov
28600fe7da added two notifiers factored out previously 2023-12-10 11:52:49 +01:00
Alexandr Savinov
b4b75662b6 added a dispatcher for generators 2023-12-10 11:51:26 +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
8bd22a6cc9 change order of arguments of simulation function and adjust its output 2023-11-19 15:17:16 +01:00
Alexandr Savinov
21c164aca6 add new sample config for the new version 2023-11-02 15:38:32 +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
7dd353d629 parameterize layers of neural network classifier 2023-10-15 17:00:29 +02:00
Alexandr Savinov
b0cec6cd27 remove unnecessary script 2023-10-15 16:21:02 +02:00
Alexandr Savinov
3eb9cbe5ed release preparation v0.6.0 2023-10-05 12:32:46 +02:00
Alexandr Savinov
e7a1cf1906 update requirements and changelog 2023-10-05 12:21:40 +02:00
Alexandr Savinov
348041b71e update sample config file 2023-10-05 12:02:55 +02:00
Alexandr Savinov
8c1ca2b7a1 fix a bug in TA feature generator 2023-10-03 13:16:38 +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
6ca33fa8b4 add diagnostic messages 2023-09-02 11:42:12 +02:00
Alexandr Savinov
68a566b8f9 train signal model move some parameters to config 2023-09-02 10:44:14 +02:00
Alexandr Savinov
7b8a9cd82a train signals compute separately directions and move some parameters to config 2023-09-02 10:29:47 +02:00
Alexandr Savinov
1df71039cd switch back to h5 format because the new keras format does not work on aarch64 platform 2023-08-31 19:31:27 +02:00
Alexandr Savinov
1289504982 updae requirements 2023-08-27 16:53:54 +02:00
Alexandr Savinov
66a09d2595 update sample config 2023-08-27 16:43:38 +02:00
Alexandr Savinov
0c6d2f71dd minor parameter adjustments 2023-08-27 12:30:16 +02:00
Alexandr Savinov
233cc9ad17 move all config files to a separate folder 2023-08-26 23:21:48 +02:00
Alexandr Savinov
1ab71678bc check if a talib function is streamable 2023-08-26 18:32:06 +02:00
Alexandr Savinov
da4f8ec174 introduce two versions of skew and kurtosis from scipy and from pandas 2023-08-26 11:28:04 +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
ee1f28a563 use relative tolerance instead of absolute tolerance in topbot2 label generator 2023-08-20 10:59:11 +02:00
Alexandr Savinov
6d88256b34 minor improvements in predict and predict rolling 2023-08-20 09:47:19 +02:00
Alexandr Savinov
384dcc7d9e apply multiprocessing to all jobs of one train-predict step 2023-08-19 17:44:15 +02:00
Alexandr Savinov
cca8214df5 bug in rolling predict 2023-08-19 16:40:59 +02:00
Alexandr Savinov
d707fd5a48 small improvements in downloaders for file and path handling 2023-08-19 15:43:04 +02:00