138 commits

Author	SHA1	Message	Date
Alexandr Savinov	f8e739cfb7	release preparation	2025-04-27 17:33:34 +02:00
Alexandr Savinov	c31db73d9f	changes of columns in simulator	2025-04-26 11:13:57 +02:00
Alexandr Savinov	a385e2e6a4	improvements for simulate script	2025-04-19 11:48:06 +02:00
Alexandr Savinov	b7574501b5	move the function for backtesting into a seprate module	2025-04-17 17:48:45 +02:00
Alexandr Savinov	6682b9a34e	change conditions for making async or sync calls	2025-03-25 20:27:43 +01:00
Alexandr Savinov	9f5abb3207	pass parameters for early stopping from config to the object	2025-03-09 12:06:11 +01:00
Alexandr Savinov	4465f3f304	store all models in pickle without keras saver/loader	2025-03-08 10:53:54 +01:00
Alexandr Savinov	055abc346f	remove unused attributes for training 'shifts' and 'predict'	2025-03-07 17:16:37 +01:00
Alexandr Savinov	5daee2abbc	restructure config parameters for training	2025-03-07 16:46:14 +01:00
Alexandr Savinov	98c572b793	introduce parameter for selecting every nth row for training	2025-03-02 20:12:58 +01:00
Alexandr Savinov	5e954e08df	improve the logic of preparing train data	2025-03-02 18:01:24 +01:00
Alexandr Savinov	e803739cc0	change the way transaction path is specified in transaction simulator	2025-02-22 12:31:37 +01:00
Alexandr Savinov	e3012483c7	swtich to async calls for output functions	2025-02-16 12:46:03 +01:00
Alexandr Savinov	1093298895	refactor: move all output functions like notifiers and traders into a standard extandable set of outputs	2025-02-15 13:32:24 +01:00
Alexandr Savinov	63d9985f6f	move function name resolution function to utils package	2025-02-15 11:25:08 +01:00
Alexandr Savinov	c299e61b4c	removed deprecated and unused code	2025-01-11 19:02:01 +01:00
Alexandr Savinov	5e6526c8c6	improve generator of algorithm models	2025-01-11 18:44:28 +01:00
Alexandr Savinov	d72350f701	fix problem with loss function not found in nn algorithm	2024-12-21 11:53:14 +01:00
Alexandr Savinov	d095ff9998	add possitibility of regression models for nn algorithm	2024-12-17 18:49:01 +01:00
Alexandr Savinov	66837d5607	add a possibility to have regression algorithms	2024-12-15 21:52:18 +01:00
Alexandr Savinov	8c59dc94eb	adjust train parameters	2024-12-14 10:27:28 +01:00
Alexandr Savinov	5c335126ed	remove unused functions	2024-12-14 10:26:50 +01:00
Alexandr Savinov	0e140284d3	fix scheduler cron definition for 1 hour	2024-09-18 13:24:16 +02:00
Alexandr Savinov	cd5a4690e3	implement a function for getting interval given pandas frequency	2024-05-14 21:29:54 +02:00
Alexandr Savinov	c4ee440158	processing arbitrary frequencies rather than hard-cded 1min	2024-05-12 19:17:10 +02:00
Alexandr Savinov	5a797f6c7c	better organize binance specific functions	2024-05-11 15:32:07 +02:00
Alexandr Savinov	1ae6dccd28	adjust diagram and remove pandas warning	2024-05-11 15:29:24 +02:00
Alexandr Savinov	c47ff0b7f4	adjust nn classifier parameters and requirements	2024-05-11 15:27:08 +02:00
Alexandr Savinov	529fde97db	refactoring: move new train/predict generators to common location and other minor changes	2024-03-24 13:22:52 +01:00
Alexandr Savinov	76efaa84f9	re-implement predicted features using new generators in online mode	2024-03-24 12:25:59 +01:00
Alexandr Savinov	72e5d37ef5	example of a custom external feature generator	2024-03-17 11:16:33 +01:00
Alexandr Savinov	bd0cc7c9b7	external generators with names resolved to functions	2024-03-17 11:12:55 +01:00
Alexandr Savinov	400946d05c	support for parquet in signal files	2024-03-16 14:06:50 +01:00
Alexandr Savinov	2d974ed3bb	Analyze all data at the server start	2023-12-25 17:14:37 +01:00
Alexandr Savinov	af08227099	repair train signals script	2023-12-22 16:36:28 +01:00
Alexandr Savinov	0a2f3c42aa	adapt predict script to the new config structure	2023-12-10 14:56:35 +01:00
Alexandr Savinov	b4b75662b6	added a dispatcher for generators	2023-12-10 11:51:26 +01:00
Alexandr Savinov	cd5db136c4	refactorings and renamings for unifying various generators	2023-12-10 11:47:25 +01:00
Alexandr Savinov	8c24ef07c1	refactor the structure of processing for online/stream part (batch scripts to be updated)	2023-12-09 19:59:29 +01:00
Alexandr Savinov	8bd22a6cc9	change order of arguments of simulation function and adjust its output	2023-11-19 15:17:16 +01:00
Alexandr Savinov	7dd353d629	parameterize layers of neural network classifier	2023-10-15 17:00:29 +02:00
Alexandr Savinov	8c1ca2b7a1	fix a bug in TA feature generator	2023-10-03 13:16:38 +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	0c6d2f71dd	minor parameter adjustments	2023-08-27 12:30:16 +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