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Author	SHA1	Message	Date
Alexandr Savinov	e203cb1338	switch to pathlib and fix problem with datetime format in parsing in new pandas version	2023-08-19 15:24:06 +02:00
Alexandr Savinov	c440f7d7e8	Merge pull request #32 from woehrer12/create-folder-when-not-exist ... create folder when not exist	2023-08-19 14:59:08 +02:00
Alexandr Savinov	7fcdbd9e95	Merge pull request #31 from woehrer12/add-config-to-gitignore ... add config.json	2023-08-19 14:58:01 +02:00
Alexandr Savinov	fd5ac4d014	update config with new section for rolling predict	2023-08-19 13:41:48 +02:00
Alexandr Savinov	bc947d8d3c	fix problem without column in output of rolling predict	2023-08-19 12:51:47 +02:00
Alexandr Savinov	300b24e361	move multithreading parameters of rolling predict to config	2023-08-19 12:30:01 +02:00
Alexandr Savinov	a418179589	move parameters of rolling prediction from source code to config file	2023-08-19 12:19:58 +02:00
Alexandr Savinov	6d0fd41fb6	add exception in case the date is not found	2023-08-19 12:03:41 +02:00
Alexandr Savinov	61e40209e6	remove a lightgbm parameter incompatible with new version	2023-08-12 19:35:21 +02:00
Alexandr Savinov	8d138c0171	fix too hard limit on the number of trained records	2023-08-11 20:54:54 +02:00
Alexandr Savinov	d44ae4f8bd	minor changes in comments and parameters	2023-08-11 20:26:56 +02:00
Alexandr Savinov	6dab2a608a	improve parameterization of the train procedure	2023-08-11 20:17:11 +02:00
Alexandr Savinov	b89d0a6fc4	introduce new parameters for computing relative values of features	2023-08-10 21:36:42 +02:00
Alexandr Savinov	b2de0cc495	add slope function to itbstats feature generator	2023-08-10 18:55:42 +02:00
Alexandr Savinov	59918e38b8	add area function to itbstats feature generator	2023-08-10 18:35:00 +02:00
Alexandr Savinov	efe210967a	add two feature functions to itbstats generator	2023-08-10 17:59:04 +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	6de7c08ad1	introduce bias parameter for statistical functions	2023-08-08 18:21:28 +02:00
Julian Wöhrer	a44d5f7751	create folder when not exist	2023-08-07 20:22:57 +02:00
Julian Wöhrer	9c9ecf626d	add config.json	2023-08-07 18:08:39 +02:00
Alexandr Savinov	d121345b11	update sample configuration	2023-08-06 13:33:05 +02:00
Alexandr Savinov	1b8cf9f943	fix train signals	2023-08-06 13:30:22 +02:00
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