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Author SHA1 Message Date
Alexandr Savinov
e184a30065 add change log v0.4.0 2022-09-04 20:22:20 +02:00
Alexandr Savinov
08e1600fd4 add sample configuration 2022-09-04 18:35:07 +02:00
Alexandr Savinov
a4d28e3aea update figure in readme 2022-09-04 17:47:48 +02:00
Alexandr Savinov
1a53453514 add figure to readme 2022-09-04 17:40:41 +02:00
Alexandr Savinov
5de99711be rename scripts 2022-08-27 13:25:07 +02:00
Alexandr Savinov
a8add04e48 rename scripts 2022-08-27 13:05:49 +02:00
Alexandr Savinov
a70d52ac05 readme update 2022-08-21 11:12:13 +02:00
Alexandr Savinov
7ee44b3dbe minor changes 2022-08-20 11:26:28 +02:00
Alexandr Savinov
94e7f50683 bugs with zero division 2022-08-20 11:21:25 +02:00
Alexandr Savinov
aa6e2427cf binance downloader loads all symbols described in data sources 2022-08-14 20:40:43 +02:00
Alexandr Savinov
063c92ffda modify parameters of label generation 2022-08-14 19:37:08 +02:00
Alexandr Savinov
d48781e051 refactor performance metrics for trade simulation 2022-08-14 16:54:29 +02:00
Alexandr Savinov
1f2686a34c improve signal generation by removing unnecessary output and renamings 2022-08-14 10:27:06 +02:00
Alexandr Savinov
e647c5ed12 parameter and other minor changes 2022-08-13 22:38:27 +02:00
Alexandr Savinov
1c9d2d4072 notify about transactions and performance 2022-08-13 20:41:01 +02:00
Alexandr Savinov
447e3352f9 fix bug with detecting and saving transactions 2022-08-13 10:02:54 +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
53603f9e50 add new script for computing predictions 2022-08-07 14:04:47 +02:00
Alexandr Savinov
168b7fd477 fix bug with splitting label and algo as well as some minor changes 2022-08-07 14:02:28 +02:00
Alexandr Savinov
6fbb6834bc function for splitting labal and algorithm as separator as a parameter 2022-08-07 11:13:48 +02:00
Alexandr Savinov
d5731c714f add a new script generate signals 2022-08-06 18:26:54 +02:00
Alexandr Savinov
7e1f629a94 refactor train predict models and move performance computation to a common module 2022-08-06 10:05:33 +02:00
Alexandr Savinov
57db64b1e9 add svm algorithm to other scripts 2022-08-05 21:27:46 +02:00
Alexandr Savinov
a3e7a658e2 fix problems with support vector classifier and add it to model store 2022-08-05 20:24:42 +02:00
Alexandr Savinov
3d4e84f7d9 fix errors in yahoo downloader 2022-07-31 11:55:54 +02:00
Alexandr Savinov
0353421ee2 add license 2022-07-31 10:50:22 +02:00
Alexandr Savinov
36f8a93aa5 statistical tsfresh functions for online evaluation 2022-07-24 17:43:27 +02:00
Alexandr Savinov
aad475616b parameterization and small changes 2022-07-24 11:06:33 +02:00
Alexandr Savinov
004ace5234 allow for comments in json config and simplify its default parameters 2022-07-23 15:27:46 +02:00
Alexandr Savinov
4287adaa58 rename feature set to binance main and secondary 2022-07-23 10:03:47 +02:00
Alexandr Savinov
e8e447141a minor changes 2022-07-23 09:12:34 +02:00
Alexandr Savinov
b89f476ee5 simplify and improve rolling predictions 2022-07-18 21:53:50 +02:00
Alexandr Savinov
99e7c3a84b fix server by integrating new conventions and functions 2022-07-18 20:23:36 +02:00
Alexandr Savinov
cdab2f2e59 fix train signal models 2022-07-17 21:32:45 +02:00
Alexandr Savinov
79cd2323d6 add new feature definitions from tsfresh 2022-07-17 13:58:41 +02:00
Alexandr Savinov
41419268eb update configuration parameters 2022-07-17 10:21:42 +02:00
Alexandr Savinov
37f8113dc3 fix problem with nan handling in a feature function 2022-07-17 10:14:30 +02:00
Alexandr Savinov
99829c7d30 rename configuration parameters 2022-07-17 10:04:20 +02:00
Alexandr Savinov
dbacf65c7b refactor train models 2022-07-16 11:41:27 +02:00
Alexandr Savinov
297da5c405 fix problems of previous commit by adding files 2022-07-16 11:31:08 +02:00
Alexandr Savinov
fffe57aa00 label generation improvements and refactorings 2022-07-16 11:24:04 +02:00
Alexandr Savinov
3feeacb7ff feature generation improvements and refactorings 2022-07-16 11:08:53 +02:00
Alexandr Savinov
3002c8833f merge data daily raster and improvements 2022-07-16 10:09:56 +02:00
Alexandr Savinov
af184dc27c minor adjustments in yahoo downloader 2022-07-10 12:17:16 +02:00
Alexandr Savinov
45684441ff add yahoo downloader 2022-07-10 11:14:47 +02:00
Alexandr Savinov
9f74cc96bd remove unnecessary test code v0.3.0 2022-07-09 12:24:42 +02:00
Alexandr Savinov
a84b63a97b add sample configs and update readme 2022-07-09 12:12:39 +02:00
Alexandr Savinov
4e223b9b0e update readme 2022-07-09 10:55:37 +02:00
Alexandr Savinov
8bd167e164 remove unnecessary files 2022-07-03 17:45:01 +02:00
Alexandr Savinov
9b1e216ea3 Merge remote-tracking branch 'origin2/master' 
# Conflicts:
#	README.md
#	common/classifiers.py
#	common/feature_generation.py
#	common/label_generation.py
#	common/signal_generation.py
#	common/utils.py
#	requirements.txt
#	scripts/depth_to_features.py
#	scripts/download_data.py
#	scripts/generate_features.py
#	scripts/generate_rolling_predictions.py
#	scripts/merge_data.py
#	scripts/train_predict_models.py
#	scripts/train_signal_models.py
#	service/App.py
#	service/analyzer.py
#	service/collector.py
#	service/notifier.py
#	service/server.py
#	tests/test_classifiers.py
 2022-07-03 17:14:22 +02:00