34 commits

Author	SHA1	Message	Date
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	51d088c986	introduce a possibility of different rule for rule-based signal generation	2023-02-12 12:38:10 +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	7ee44b3dbe	minor changes	2022-08-20 11:26:28 +02:00
Alexandr Savinov	53603f9e50	add new script for computing predictions	2022-08-07 14:04:47 +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	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	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
Alexandr Savinov	ce44a74b1e	refactor label generation and signals	2022-03-25 22:49:33 +01:00
Alexandr Savinov	af0d253a0c	add functions for generating top-bot labels	2022-03-20 11:04:43 +01:00
Alexandr Savinov	f1a28fe077	initial commit	2022-03-20 10:09:33 +01:00