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Author	SHA1	Message	Date
Alexandr Savinov	73f7e1bd79	release preparation v0.5.0	2023-03-26 15:50:23 +02:00
Alexandr Savinov	d95846eeb6	use signed trade score instead of two unsigned buy and sell scores	2023-03-26 15:47:30 +02:00
Alexandr Savinov	e0718da911	increase default train size	2023-03-26 15:46:12 +02:00
Alexandr Savinov	e15dac43a5	update requirements.txt	2023-03-26 15:44:34 +02:00
Alexandr Savinov	d3637ba7f9	unify signatures of rule functions	2023-03-11 17:43:59 +01:00
Alexandr Savinov	67aacc893a	fix bug in predict	2023-03-11 17:31:16 +01:00
Alexandr Savinov	11d15dc168	Use only one output aggregated column rather than two columns	2023-03-11 14:37:33 +01:00
Alexandr Savinov	504793cd3b	fix problem in train signals	2023-03-11 12:20:01 +01:00
Alexandr Savinov	2861ad384d	readme and changelog update	2023-03-11 11:34:19 +01:00
Alexandr Savinov	7bdf6542fe	fix error in finding labels	2023-03-11 10:12:19 +01:00
Alexandr Savinov	39a53a5df6	parameterize model folder in config	2023-03-11 10:05:43 +01:00
Alexandr Savinov	6a030bca77	add new config parameters	2023-03-05 11:10:52 +01:00
Alexandr Savinov	eb2b6512e9	move train model grid parameters to the config file	2023-03-03 18:32:17 +01:00
Alexandr Savinov	86b0ffcd3f	fix problem in the score combination function	2023-03-03 15:02:26 +01:00
Alexandr Savinov	d5a9249578	fix problems with labels and other parameters in online mode	2023-02-20 20:01:39 +01:00
Alexandr Savinov	db527b48de	use only one final score with negative values for selling and add a rule for two aggregations	2023-02-20 18:39:28 +01:00
Alexandr Savinov	34c7904391	integrate new labels and adjust its parameters	2023-02-19 20:50:25 +01:00
Alexandr Savinov	8df32737f6	fix bug in processing return labels	2023-02-19 15:09:07 +01:00
Alexandr Savinov	9e02330161	add function for label generation based on crossing thresholds	2023-02-19 14:05:38 +01:00
Alexandr Savinov	7fe0d8eaf5	switch to percentage as a threshold parameter	2023-02-19 13:04:09 +01:00
Alexandr Savinov	286520eeba	improvements to the new labeling function for finding cross thresholds	2023-02-19 12:04:01 +01:00
Alexandr Savinov	cc3610689b	additional helper function for new label generation	2023-02-18 20:58:38 +01:00
Alexandr Savinov	7a363ca38d	add a new function for label generation	2023-02-18 17:19:32 +01:00
Alexandr Savinov	cf58cf602d	add true labels to the output of labels script	2023-02-14 21:09:01 +01:00
Alexandr Savinov	51d088c986	introduce a possibility of different rule for rule-based signal generation	2023-02-12 12:38:10 +01:00
Alexandr Savinov	95881504eb	allow for two score aggregation sets in config	2023-02-12 11:50:12 +01:00
Alexandr Savinov	b493c2b267	renamings and minor changes in aggregation logic	2023-02-12 11:06:34 +01:00
Alexandr Savinov	f4ba63c783	compute and store score statistics which is needed for setting aggregation parameters	2023-02-11 19:54:09 +01:00
Alexandr Savinov	637d574f8b	better separate aggregation and signal models	2023-02-11 17:50:07 +01:00
Alexandr Savinov	8061942971	scaling scores using scaling parameters	2023-02-11 13:33:04 +01:00
Alexandr Savinov	5d0baec149	fix bug in signal generation with getting newly introduced score_generation parameters	2023-02-11 12:31:42 +01:00
Alexandr Savinov	95f727ae67	added modified config with new score aggregation section	2023-02-05 17:28:34 +01:00
Alexandr Savinov	62ead76e21	unite buy/sell aggregation parameters and move them into a separate section in config	2023-02-05 17:27:37 +01:00
Alexandr Savinov	b53a8ba155	split score aggregation and combination into two separate functions	2023-02-04 19:35:54 +01:00
Alexandr Savinov	eeb4b851fb	separate score post-processing and application of signal rules	2023-02-04 12:54:58 +01:00
Alexandr Savinov	2b2b7ab57d	restructure code of signal generation	2023-02-03 19:52:07 +01:00
Alexandr Savinov	5e1174af6a	remove warnings and minor changes	2022-12-18 10:52:17 +01:00
Alexandr Savinov	1340b30639	refactor extreme labels for performance and to removing warning	2022-12-18 10:47:54 +01:00
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