172 commits

Author	SHA1	Message	Date
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	6cf4a40502	remove frequency from file names	2022-04-15 12:47:31 +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	9cd0f748c3	refactor training signal models	2022-03-27 19:22:02 +02:00
Alexandr Savinov	206725554d	signal generation and notification	2022-03-27 18:58:41 +02:00
Alexandr Savinov	6b047d5d1f	refactor rolling predictions	2022-03-26 19:25:37 +01:00
Alexandr Savinov	515333967b	fix problems with label generation	2022-03-26 16:45:23 +01:00
Alexandr Savinov	ce44a74b1e	refactor label generation and signals	2022-03-25 22:49:33 +01:00
Alexandr Savinov	91ef6652a0	refactor feature generation	2022-03-25 22:48:23 +01:00
Alexandr Savinov	75f0b8323f	implement main signal aggregation function and cleaning the code from old functions and drafts	2022-03-20 20:53:41 +01:00
Alexandr Savinov	7fb686fb75	restructure code for signal generation	2022-03-20 17:11:00 +01:00
Alexandr Savinov	8f0313860d	Split generate features and generate labels	2022-03-20 13:58:58 +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
Alexandr Savinov	7c587a3430	add an option for storing predictions in a separate file	2022-03-19 10:51:29 +01:00
Alexandr Savinov	1f0fae753b	read config parameter from file	2022-03-16 19:43:43 +01:00
Alexandr Savinov	8c6ae6538f	load parameters from the main configuration	2022-03-16 19:34:02 +01:00
Alexandr Savinov	731e6e257e	parameters of labels in config and extend labels	2022-03-13 20:45:12 +01:00
Alexandr Savinov	2be8b8df61	move feature generation parameters to config	2022-03-13 17:34:02 +01:00
Alexandr Savinov	4ca349e40f	formatting	2021-10-23 21:51:31 +02:00
Alexandr Savinov	9ac21aa46f	configuration options for train signal models	2021-10-10 11:47:46 +02:00
Alexandr Savinov	c764724e86	minor improvements with configuration and new package versions	2021-10-09 19:47:49 +02:00
Alexandr Savinov	7d003574d9	refactor scripts to allow for better configuration and different trade pairs	2021-10-09 14:01:10 +02:00
Alexandr Savinov	1f7f751510	parameterizing scripts	2021-09-09 20:48:11 +02:00
Alexandr Savinov	998a70646c	scripts improvements	2021-09-09 08:20:29 +02:00
Alexandr Savinov	7cc6c70aab	restructure	2021-09-04 18:19:04 +02:00
Alexandr Savinov	0058e6d6b3	intermediate results	2021-08-29 12:00:12 +02:00
Alexandr Savinov	db1fcf20af	move old code to a separate file	2021-05-02 10:46:49 +02:00
Alexandr Savinov	7b277e471b	update	2021-03-07 10:44:32 +01:00
Alexandr Savinov	44d7e667ed	new NN parameters and corresponding signal models	2021-01-25 17:31:49 +01:00
Alexandr Savinov	affa451e5e	fixes and improvements	2021-01-10 21:39:06 +01:00
Alexandr Savinov	b807f44804	add multiprocessing to rolling features	2021-01-03 13:07:43 +01:00
Alexandr Savinov	f5bb7ce619	introduce linear trend derived features	2021-01-02 21:25:55 +01:00
Alexandr Savinov	74f57a1e37	improve downloader	2020-12-25 20:00:39 +01:00
Alexandr Savinov	ecf6273def	implement analysis and signal generation procedure	2020-12-15 14:01:14 +01:00
Alexandr Savinov	63f25b694a	add metrics to train_predict_models	2020-12-14 21:48:09 +01:00
Alexandr Savinov	dab4199ec4	reimplement train_predict_models	2020-12-14 20:42:14 +01:00
Alexandr Savinov	a10a765249	refactor: move columns lists to App	2020-12-14 13:10:21 +01:00
Alexandr Savinov	6442b29580	refactor	2020-12-13 19:30:06 +01:00
Alexandr Savinov	88d748714e	refactor signal generation model search	2020-11-29 21:15:13 +01:00
Alexandr Savinov	d32b720446	refactor rolling predictions	2020-11-22 20:38:09 +01:00
Alexandr Savinov	3c99d036d4	add generic nan hnadling in classifiers during prediction	2020-11-22 11:16:39 +01:00
Alexandr Savinov	73255b88b2	refactor grid search and common package	2020-11-21 14:16:28 +01:00
Alexandr Savinov	3948d68f0b	add logistic regression	2020-11-19 19:05:11 +01:00
Alexandr Savinov	118b135457	update feature/label definitions	2020-11-15 20:23:45 +01:00
Alexandr Savinov	7bf63d1484	update descriptions of scripts	2020-11-14 21:06:33 +01:00