53 commits

Author	SHA1	Message	Date
Alexandr Savinov	73f7e1bd79	release preparation	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	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	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	d5a9249578	fix problems with labels and other parameters in online mode	2023-02-20 20:01:39 +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	8061942971	scaling scores using scaling parameters	2023-02-11 13:33:04 +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	5e1174af6a	remove warnings and minor changes	2022-12-18 10:52:17 +01:00
Alexandr Savinov	e184a30065	add change log	2022-09-04 20:22:20 +02:00
Alexandr Savinov	1a53453514	add figure to readme	2022-09-04 17:40:41 +02:00
Alexandr Savinov	a8add04e48	rename scripts	2022-08-27 13:05:49 +02:00
Alexandr Savinov	7ee44b3dbe	minor changes	2022-08-20 11:26:28 +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	57db64b1e9	add svm algorithm to other scripts	2022-08-05 21:27:46 +02:00
Alexandr Savinov	36f8a93aa5	statistical tsfresh functions for online evaluation	2022-07-24 17:43:27 +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	e8e447141a	minor changes	2022-07-23 09:12:34 +02:00
Alexandr Savinov	99e7c3a84b	fix server by integrating new conventions and functions	2022-07-18 20:23:36 +02:00
Alexandr Savinov	41419268eb	update configuration parameters	2022-07-17 10:21:42 +02:00
Alexandr Savinov	9f74cc96bd	remove unnecessary test code	2022-07-09 12:24:42 +02:00
Alexandr Savinov	a90e87c797	refactorings and optimizations	2022-06-26 17:32:41 +02:00
Alexandr Savinov	c2ad579752	fine tuning feature and label generation	2022-04-24 20:52:38 +02:00
Alexandr Savinov	d8e4749b0f	multiple sources and their processing by merger and feature generator as well as refactorings	2022-04-23 09:18:45 +02:00
Alexandr Savinov	70eb51c434	add top-bot labels with lower levels and tolerances	2022-04-19 19:05:39 +02:00
Alexandr Savinov	8f8ca8b97d	refactor generate features	2022-04-18 13:25:25 +02:00
Alexandr Savinov	5f5fb5ae1d	refactore merger to read data from config	2022-04-17 19:55:22 +02:00
Alexandr Savinov	8d7d0618dc	change the role and conventions for data folder and file names	2022-04-17 11:34:34 +02:00
Alexandr Savinov	6e60d0ca23	move train length to algo descriptor	2022-04-16 20:30:34 +02:00
Alexandr Savinov	15811b6277	move algorithm list and feature sets to config	2022-04-16 18:22:55 +02:00
Alexandr Savinov	2054ff963b	move file names to config from P class	2022-04-15 21:45:46 +02:00
Alexandr Savinov	a7c336d499	use model repo	2022-04-15 15:27:30 +02:00
Alexandr Savinov	f5cbdd0ae6	next iteration and introduce file with algo hyper-parameters	2022-04-15 11:46:19 +02:00
Alexandr Savinov	cb60795e79	improvements and parameterization	2022-04-13 16:34:38 +02:00
Alexandr Savinov	4b6fee9a9d	latest changes	2022-04-10 19:38:53 +02:00
Alexandr Savinov	451d529562	many minor changes	2022-04-02 11:50:07 +02:00
Alexandr Savinov	206725554d	signal generation and notification	2022-03-27 18:58:41 +02:00
Alexandr Savinov	515333967b	fix problems with label generation	2022-03-26 16:45:23 +01:00
Alexandr Savinov	13d73e82a7	fix problems in the service	2022-03-26 12:43:02 +01:00