Commit graph

172 commits

Author SHA1 Message Date
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
1727ea2150 fix problems with signaler 2021-09-04 21:28:45 +02:00
Alexandr Savinov
7cc6c70aab restructure 2021-09-04 18:19:04 +02:00
Alexandr Savinov
86601aa5bf clean App 2021-09-04 11:52:00 +02:00
Alexandr Savinov
605e6b73f8 readme 2021-09-04 11:39:38 +02:00
Alexandr Savinov
2fdd881b10 gitignore and remove unnecessary files 2021-09-04 10:30:45 +02:00
Alexandr Savinov
411dfe985c load config from file 2021-08-31 21:13:05 +02:00
Alexandr Savinov
2283a3cd69 renamings 2021-08-29 19:04:58 +02:00
Alexandr Savinov
7587295f72 renamings 2021-08-29 18:33:49 +02:00
Alexandr Savinov
f33aa572e0 split readme into documentation files 2021-08-29 17:28:04 +02:00
Alexandr Savinov
6d15939dc9 move telegram in config and separate module 2021-08-29 14:22:12 +02:00
Alexandr Savinov
dfe9a6f1d8 restructure config parameters 2021-08-29 13:37:30 +02:00
Alexandr Savinov
7929b919e1 asyncio scheduler and more running parameters from config to App 2021-08-29 13:17:22 +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
9922c08a97 trader server 2021-01-01 13:38:07 +01:00
Alexandr Savinov
e2472250b9 add linear trend feature definition 2020-12-27 11:37:14 +01:00
Alexandr Savinov
0183c5d0c9 separate signaler and trader logic 2020-12-26 17:56:54 +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
a143c88d4e create signaler server 2020-12-13 15:06:24 +01:00
Alexandr Savinov
f4e5bf6944 rename trade server to trader 2020-12-13 14:36:08 +01:00
Alexandr Savinov
8f1d47b7e4 rename collect to collector 2020-12-13 14:22:13 +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
90053716a0 Implement new label method with area ratio 2020-11-14 21:07:42 +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