207 commits

Author	SHA1	Message	Date
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	d3c5f7c021	propagate name change of train_signals to configs and docs	2025-04-17 17:36:48 +02:00
Alexandr Savinov	7931341531	rename train_signals to simulate	2025-04-17 17:25:18 +02:00
Alexandr Savinov	9da133c936	small adjustment of error messages in scripts	2025-04-17 17:22:55 +02:00
Alexandr Savinov	efe0fcc463	remove unused script	2025-04-17 17:20:14 +02:00
Alexandr Savinov	2e4ce13fe1	add check for existing columns	2025-03-25 20:04:36 +01:00
Alexandr Savinov	23e826274f	limit download size in downloaders	2025-03-07 18:07:43 +01:00
Alexandr Savinov	5e6526c8c6	improve generator of algorithm models	2025-01-11 18:44:28 +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	c994722776	remove unused code and add a parameter for interpolation	2024-12-15 14:57:35 +01:00
Alexandr Savinov	5135f0688a	remove unused functions	2024-12-14 19:26:15 +01:00
Alexandr Savinov	cef4311801	fix problem with a new version of yfinance library	2024-12-14 10:21:56 +01:00
Alexandr Savinov	648dbe57bb	improvements in yahoo downloader	2024-05-11 15:45:51 +02:00
Alexandr Savinov	344c4f5806	refactor download binance and use pandas frequencies in config	2024-05-11 15:43:40 +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	bf2b48b216	re-implement predict script to use newly introduce ml-feature config	2024-03-23 18:13:57 +01:00
Alexandr Savinov	1c05e6a0bc	introduce new config section for trained features and re-implement train script based on this config	2024-03-23 15:34:58 +01:00
Alexandr Savinov	400946d05c	support for parquet in signal files	2024-03-16 14:06:50 +01:00
Alexandr Savinov	befa2c24dc	support of parquet for predictions	2024-03-16 13:46:08 +01:00
Alexandr Savinov	ba2c8b14a9	support for parquet format for matrix file	2024-03-16 13:08:25 +01:00
Alexandr Savinov	4d1062fc03	support parquet for feature file	2024-03-16 12:31:14 +01:00
Alexandr Savinov	6d40bbcfb8	remove pandas warnings	2024-03-16 12:01:49 +01:00
Alexandr Savinov	ebcd23cfa6	add parquet support for merge-features step	2024-03-16 11:42:24 +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	e463ca2ffd	adapt signals batch script to the new structure	2023-12-10 13:47:38 +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	8928990827	rename config section for trade model	2023-10-29 11:09:20 +01:00
Alexandr Savinov	93a5abf048	fix problems with new names in the config	2023-10-28 15:55:11 +02:00
Alexandr Savinov	b0cec6cd27	remove unnecessary script	2023-10-15 16:21:02 +02:00
Alexandr Savinov	5485ca3956	minor improvements	2023-10-01 20:51:09 +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	0c6d2f71dd	minor parameter adjustments	2023-08-27 12:30:16 +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	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	bc947d8d3c	fix problem without column in output of rolling predict	2023-08-19 12:51:47 +02:00