21 commits

Author	SHA1	Message	Date
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	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	1b8cf9f943	fix train signals	2023-08-06 13:30:22 +02:00
Alexandr Savinov	e65059f18e	processing new score aggregation sets in all scripts	2023-08-06 11:27:35 +02:00
Alexandr Savinov	514cfb6b46	restructure signal model processing logic and configuration parameters	2023-08-05 16:45:01 +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	504793cd3b	fix problem in train signals	2023-03-11 12:20:01 +01:00
Alexandr Savinov	eb2b6512e9	move train model grid parameters to the config file	2023-03-03 18:32:17 +01:00
Alexandr Savinov	db527b48de	use only one final score with negative values for selling and add a rule for two aggregations	2023-02-20 18:39:28 +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	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	5de99711be	rename scripts	2022-08-27 13:25:07 +02:00

Renamed from scripts/train_signal_models.py (Browse further)