290 commits

This branch

This branch

All branches

Author	SHA1	Message	Date
Alexandr Savinov	3eb9cbe5ed	release preparation v0.6.0	2023-10-05 12:32:46 +02:00
Alexandr Savinov	e7a1cf1906	update requirements and changelog	2023-10-05 12:21:40 +02:00
Alexandr Savinov	348041b71e	update sample config file	2023-10-05 12:02:55 +02:00
Alexandr Savinov	8c1ca2b7a1	fix a bug in TA feature generator	2023-10-03 13:16:38 +02:00
Alexandr Savinov	5485ca3956	minor improvements	2023-10-01 20:51:09 +02:00
Alexandr Savinov	382cd03926	improve notification logic	2023-09-30 12:58:45 +02:00
Alexandr Savinov	b276675073	improve sending notifications	2023-09-26 21:21:45 +02:00
Alexandr Savinov	09ad6355bc	add visualization functions	2023-09-24 15:20:24 +02:00
Alexandr Savinov	4b70b40aae	two functions for reading translations	2023-09-24 12:33:43 +02:00
Alexandr Savinov	6ca33fa8b4	add diagnostic messages	2023-09-02 11:42:12 +02:00
Alexandr Savinov	68a566b8f9	train signal model move some parameters to config	2023-09-02 10:44:14 +02:00
Alexandr Savinov	7b8a9cd82a	train signals compute separately directions and move some parameters to config	2023-09-02 10:29:47 +02:00
Alexandr Savinov	1df71039cd	switch back to h5 format because the new keras format does not work on aarch64 platform	2023-08-31 19:31:27 +02:00
Alexandr Savinov	1289504982	updae requirements	2023-08-27 16:53:54 +02:00
Alexandr Savinov	66a09d2595	update sample config	2023-08-27 16:43:38 +02:00
Alexandr Savinov	0c6d2f71dd	minor parameter adjustments	2023-08-27 12:30:16 +02:00
Alexandr Savinov	233cc9ad17	move all config files to a separate folder	2023-08-26 23:21:48 +02:00
Alexandr Savinov	1ab71678bc	check if a talib function is streamable	2023-08-26 18:32:06 +02:00
Alexandr Savinov	da4f8ec174	introduce two versions of skew and kurtosis from scipy and from pandas	2023-08-26 11:28:04 +02:00
Alexandr Savinov	9977be4340	fix bugs with date format and score column from config	2023-08-25 22:27:28 +02:00
Alexandr Savinov	c5f4251e91	add ISO date format to all date parsers and readers	2023-08-24 20:24:11 +02:00
Alexandr Savinov	0db81899ab	remove one redundant config param and change signature of rule methods	2023-08-24 18:53:44 +02:00
Alexandr Savinov	ee1f28a563	use relative tolerance instead of absolute tolerance in topbot2 label generator	2023-08-20 10:59:11 +02:00
Alexandr Savinov	6d88256b34	minor improvements in predict and predict rolling	2023-08-20 09:47:19 +02:00
Alexandr Savinov	384dcc7d9e	apply multiprocessing to all jobs of one train-predict step	2023-08-19 17:44:15 +02:00
Alexandr Savinov	cca8214df5	bug in rolling predict	2023-08-19 16:40:59 +02:00
Alexandr Savinov	d707fd5a48	small improvements in downloaders for file and path handling	2023-08-19 15:43:04 +02:00
Alexandr Savinov	e203cb1338	switch to pathlib and fix problem with datetime format in parsing in new pandas version	2023-08-19 15:24:06 +02:00
Alexandr Savinov	c440f7d7e8	Merge pull request #32 from woehrer12/create-folder-when-not-exist ... create folder when not exist	2023-08-19 14:59:08 +02:00
Alexandr Savinov	7fcdbd9e95	Merge pull request #31 from woehrer12/add-config-to-gitignore ... add config.json	2023-08-19 14:58:01 +02:00
Alexandr Savinov	fd5ac4d014	update config with new section for rolling predict	2023-08-19 13:41:48 +02:00
Alexandr Savinov	bc947d8d3c	fix problem without column in output of rolling predict	2023-08-19 12:51:47 +02:00
Alexandr Savinov	300b24e361	move multithreading parameters of rolling predict to config	2023-08-19 12:30:01 +02:00
Alexandr Savinov	a418179589	move parameters of rolling prediction from source code to config file	2023-08-19 12:19:58 +02:00
Alexandr Savinov	6d0fd41fb6	add exception in case the date is not found	2023-08-19 12:03:41 +02:00
Alexandr Savinov	61e40209e6	remove a lightgbm parameter incompatible with new version	2023-08-12 19:35:21 +02:00
Alexandr Savinov	8d138c0171	fix too hard limit on the number of trained records	2023-08-11 20:54:54 +02:00
Alexandr Savinov	d44ae4f8bd	minor changes in comments and parameters	2023-08-11 20:26:56 +02:00
Alexandr Savinov	6dab2a608a	improve parameterization of the train procedure	2023-08-11 20:17:11 +02:00
Alexandr Savinov	b89d0a6fc4	introduce new parameters for computing relative values of features	2023-08-10 21:36:42 +02:00
Alexandr Savinov	b2de0cc495	add slope function to itbstats feature generator	2023-08-10 18:55:42 +02:00
Alexandr Savinov	59918e38b8	add area function to itbstats feature generator	2023-08-10 18:35:00 +02:00
Alexandr Savinov	efe210967a	add two feature functions to itbstats generator	2023-08-10 17:59:04 +02:00
Alexandr Savinov	2ae11e4155	use algorithm configurations from config file instead of the model_store	2023-08-08 20:56:43 +02:00
Alexandr Savinov	6de7c08ad1	introduce bias parameter for statistical functions	2023-08-08 18:21:28 +02:00
Julian Wöhrer	a44d5f7751	create folder when not exist	2023-08-07 20:22:57 +02:00
Julian Wöhrer	9c9ecf626d	add config.json	2023-08-07 18:08:39 +02:00
Alexandr Savinov	d121345b11	update sample configuration	2023-08-06 13:33:05 +02:00
Alexandr Savinov	1b8cf9f943	fix train signals	2023-08-06 13:30:22 +02:00
Alexandr Savinov	ac72a61523	fix problems in notifier after previous refactorings	2023-08-06 13:08:55 +02:00