Commit graph

13 commits

Author SHA1 Message Date
Alexandr Savinov
d3637ba7f9 unify signatures of rule functions 2023-03-11 17:43:59 +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
eb2b6512e9 move train model grid parameters to the config file 2023-03-03 18:32:17 +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
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
637d574f8b better separate aggregation and signal models 2023-02-11 17:50:07 +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
5de99711be rename scripts 2022-08-27 13:25:07 +02:00
Renamed from scripts/train_signal_models.py (Browse further)