35 commits

Author	SHA1	Message	Date
Alexandr Savinov	8c1ca2b7a1	fix a bug in TA feature generator	2023-10-03 13:16:38 +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	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	6de7c08ad1	introduce bias parameter for statistical functions	2023-08-08 18:21:28 +02:00
Alexandr Savinov	33c6a557b5	compute relative values for itbstats generator	2023-07-31 21:29:37 +02:00
Alexandr Savinov	204648b57e	implement function list parameter in itbstats generator	2023-07-31 20:56:06 +02:00
Alexandr Savinov	b3b2249c04	add some new features to itbstat feature generator	2023-07-31 18:44:52 +02:00
Alexandr Savinov	b1209dd776	modify processing of relative parameters of feature generator	2023-07-28 08:46:52 +02:00
Alexandr Savinov	b6cdd05ea9	add possibility to process windows of size 1 in talib feature generator	2023-07-23 22:21:15 +02:00
Alexandr Savinov	1b3b9d7583	parameterize tsfresh feature generator by its own config and remove its global config parameters	2023-07-22 15:15:02 +02:00
Alexandr Savinov	359300b228	remove area features and labels which is now in itblib generator	2023-07-22 14:51:27 +02:00
Alexandr Savinov	86098138d8	remove 'futures' feature generator to be replaced by other feature generators	2023-07-22 14:08:31 +02:00
Alexandr Savinov	8eb2b3cfe5	remove yahoo_main and yahoo_seconday feature generators to be replaced by talib or itblib	2023-07-22 13:42:24 +02:00
Alexandr Savinov	ca2e7ad91c	add itbstats feature generator	2023-07-22 13:18:15 +02:00
Alexandr Savinov	690e38b877	remove dependency on tsfresh	2023-07-22 11:50:37 +02:00
Alexandr Savinov	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +02:00
Alexandr Savinov	7097b0cf6b	implement stream/online mode for the talib feature function	2023-06-14 21:41:20 +02:00
Alexandr Savinov	4c0082f40e	initial implementation of the feature function for talib integration	2023-06-13 19:57:16 +02:00
Alexandr Savinov	7ee44b3dbe	minor changes	2022-08-20 11:26:28 +02:00
Alexandr Savinov	36f8a93aa5	statistical tsfresh functions for online evaluation	2022-07-24 17:43:27 +02:00
Alexandr Savinov	4287adaa58	rename feature set to binance main and secondary	2022-07-23 10:03:47 +02:00
Alexandr Savinov	79cd2323d6	add new feature definitions from tsfresh	2022-07-17 13:58:41 +02:00
Alexandr Savinov	99829c7d30	rename configuration parameters	2022-07-17 10:04:20 +02:00
Alexandr Savinov	3feeacb7ff	feature generation improvements and refactorings	2022-07-16 11:08:53 +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	8f8ca8b97d	refactor generate features	2022-04-18 13:25:25 +02:00
Alexandr Savinov	91ef6652a0	refactor feature generation	2022-03-25 22:48:23 +01:00
Alexandr Savinov	f1a28fe077	initial commit	2022-03-20 10:09:33 +01:00