135 commits

Author	SHA1	Message	Date
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	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	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
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