113 commits

Author	SHA1	Message	Date
Alexandr Savinov	6b047d5d1f	refactor rolling predictions	2022-03-26 19:25:37 +01:00
Alexandr Savinov	515333967b	fix problems with label generation	2022-03-26 16:45:23 +01:00
Alexandr Savinov	ce44a74b1e	refactor label generation and signals	2022-03-25 22:49:33 +01:00
Alexandr Savinov	91ef6652a0	refactor feature generation	2022-03-25 22:48:23 +01:00
Alexandr Savinov	75f0b8323f	implement main signal aggregation function and cleaning the code from old functions and drafts	2022-03-20 20:53:41 +01:00
Alexandr Savinov	7fb686fb75	restructure code for signal generation	2022-03-20 17:11:00 +01:00
Alexandr Savinov	8f0313860d	Split generate features and generate labels	2022-03-20 13:58:58 +01:00
Alexandr Savinov	af0d253a0c	add functions for generating top-bot labels	2022-03-20 11:04:43 +01:00
Alexandr Savinov	f1a28fe077	initial commit	2022-03-20 10:09:33 +01:00
Alexandr Savinov	7c587a3430	add an option for storing predictions in a separate file	2022-03-19 10:51:29 +01:00
Alexandr Savinov	1f0fae753b	read config parameter from file	2022-03-16 19:43:43 +01:00
Alexandr Savinov	8c6ae6538f	load parameters from the main configuration	2022-03-16 19:34:02 +01:00
Alexandr Savinov	731e6e257e	parameters of labels in config and extend labels	2022-03-13 20:45:12 +01:00
Alexandr Savinov	2be8b8df61	move feature generation parameters to config	2022-03-13 17:34:02 +01:00
Alexandr Savinov	4ca349e40f	formatting	2021-10-23 21:51:31 +02:00
Alexandr Savinov	9ac21aa46f	configuration options for train signal models	2021-10-10 11:47:46 +02:00
Alexandr Savinov	c764724e86	minor improvements with configuration and new package versions	2021-10-09 19:47:49 +02:00
Alexandr Savinov	7d003574d9	refactor scripts to allow for better configuration and different trade pairs	2021-10-09 14:01:10 +02:00
Alexandr Savinov	1f7f751510	parameterizing scripts	2021-09-09 20:48:11 +02:00
Alexandr Savinov	998a70646c	scripts improvements	2021-09-09 08:20:29 +02:00
Alexandr Savinov	7cc6c70aab	restructure	2021-09-04 18:19:04 +02:00
Alexandr Savinov	0058e6d6b3	intermediate results	2021-08-29 12:00:12 +02:00
Alexandr Savinov	db1fcf20af	move old code to a separate file	2021-05-02 10:46:49 +02:00
Alexandr Savinov	7b277e471b	update	2021-03-07 10:44:32 +01:00
Alexandr Savinov	44d7e667ed	new NN parameters and corresponding signal models	2021-01-25 17:31:49 +01:00
Alexandr Savinov	affa451e5e	fixes and improvements	2021-01-10 21:39:06 +01:00
Alexandr Savinov	b807f44804	add multiprocessing to rolling features	2021-01-03 13:07:43 +01:00
Alexandr Savinov	f5bb7ce619	introduce linear trend derived features	2021-01-02 21:25:55 +01:00
Alexandr Savinov	74f57a1e37	improve downloader	2020-12-25 20:00:39 +01:00
Alexandr Savinov	ecf6273def	implement analysis and signal generation procedure	2020-12-15 14:01:14 +01:00
Alexandr Savinov	63f25b694a	add metrics to train_predict_models	2020-12-14 21:48:09 +01:00
Alexandr Savinov	dab4199ec4	reimplement train_predict_models	2020-12-14 20:42:14 +01:00
Alexandr Savinov	a10a765249	refactor: move columns lists to App	2020-12-14 13:10:21 +01:00
Alexandr Savinov	6442b29580	refactor	2020-12-13 19:30:06 +01:00
Alexandr Savinov	88d748714e	refactor signal generation model search	2020-11-29 21:15:13 +01:00
Alexandr Savinov	d32b720446	refactor rolling predictions	2020-11-22 20:38:09 +01:00
Alexandr Savinov	3c99d036d4	add generic nan hnadling in classifiers during prediction	2020-11-22 11:16:39 +01:00
Alexandr Savinov	73255b88b2	refactor grid search and common package	2020-11-21 14:16:28 +01:00
Alexandr Savinov	3948d68f0b	add logistic regression	2020-11-19 19:05:11 +01:00
Alexandr Savinov	118b135457	update feature/label definitions	2020-11-15 20:23:45 +01:00
Alexandr Savinov	7bf63d1484	update descriptions of scripts	2020-11-14 21:06:33 +01:00
Alexandr Savinov	ccb9c07eba	latest changes	2020-09-22 09:36:22 +02:00
Alexandr Savinov	67759bb02f	update	2020-09-13 18:22:25 +02:00
Alexandr Savinov	2e7cc5e82d	rolling predictions new version with klines and futures together	2020-05-17 21:14:52 +02:00
Alexandr Savinov	8ba4f31aa6	generation of derived features from merged source files	2020-05-17 16:52:30 +02:00
Alexandr Savinov	d36263f044	merge source input files into one output file with all source columns	2020-05-17 14:06:19 +02:00
Alexandr Savinov	7262fffa36	processing multiple files	2020-05-17 13:16:58 +02:00
Alexandr Savinov	b2df8f37ca	features for depth and futures	2020-05-09 20:14:22 +02:00
Alexandr Savinov	072e012e1c	merge depth, futures and klines	2020-05-08 20:08:13 +02:00
Alexandr Savinov	95a661e4a8	finished feature generation for depth	2020-05-02 15:12:07 +02:00