113 commits

Author	SHA1	Message	Date
Alexandr Savinov	549f67a693	bids and asks densities to features	2020-05-01 22:21:28 +02:00
Alexandr Savinov	7f9514c28d	add script to generate features from depth data	2020-05-01 12:40:23 +02:00
Alexandr Savinov	0cd29f876c	latest changes	2020-04-30 14:04:00 +02:00
Alexandr Savinov	015700d370	rolling predictions and training with several horizons	2020-03-31 23:20:07 +02:00
Alexandr Savinov	3bfdb36dd1	training signal models using in addition two previous scores	2020-03-31 11:49:34 +02:00
Alexandr Savinov	f09f174bb6	trade server in data mode without trading	2020-03-30 20:54:26 +02:00
Alexandr Savinov	52a682a317	delete obsolete files	2020-03-30 10:21:13 +02:00
Alexandr Savinov	0d5436490d	train signal models	2020-03-29 23:28:49 +02:00
Alexandr Savinov	1cef7bac4c	add train signal models	2020-03-29 10:35:49 +02:00
Alexandr Savinov	8b4a978615	generate rolling predictions	2020-03-27 10:52:14 +01:00
Alexandr Savinov	00725bfa61	implement train predict models	2020-03-26 15:13:51 +01:00
Alexandr Savinov	a137cc934d	restructure feature/label generation and other numerous changes	2020-03-25 20:38:40 +01:00
Alexandr Savinov	a6bf49d31e	initial commit	2020-02-23 20:45:50 +01:00