25 commits

Author	SHA1	Message	Date
Alexandr Savinov	9da133c936	small adjustment of error messages in scripts	2025-04-17 17:22:55 +02:00
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	4d1062fc03	support parquet for feature file	2024-03-16 12:31:14 +01:00
Alexandr Savinov	ebcd23cfa6	add parquet support for merge-features step	2024-03-16 11:42:24 +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	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	c5f4251e91	add ISO date format to all date parsers and readers	2023-08-24 20:24:11 +02:00
Alexandr Savinov	8d138c0171	fix too hard limit on the number of trained records	2023-08-11 20:54:54 +02:00
Alexandr Savinov	d22bdfc21f	requirements and some minor changes in printing	2023-08-06 12:03:55 +02:00
Alexandr Savinov	a74491d26e	refactor highlow2 label generator by introducing its own configuration	2023-07-29 22:45:42 +02:00
Alexandr Savinov	035b3b3c25	fix problem with topbot label names	2023-07-29 15:14:56 +02:00
Alexandr Savinov	b1209dd776	modify processing of relative parameters of feature generator	2023-07-28 08:46:52 +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	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +02:00
Alexandr Savinov	f84a53f6d0	add talib feature generator and improve output during feature generation	2023-06-13 21:13:55 +02:00
Alexandr Savinov	e0718da911	increase default train size	2023-03-26 15:46:12 +02:00
Alexandr Savinov	34c7904391	integrate new labels and adjust its parameters	2023-02-19 20:50:25 +01:00
Alexandr Savinov	5e1174af6a	remove warnings and minor changes	2022-12-18 10:52:17 +01:00
Alexandr Savinov	a8add04e48	rename scripts	2022-08-27 13:05:49 +02:00

Renamed from scripts/generate_features.py (Browse further)