120 commits

Author	SHA1	Message	Date
Alexandr Savinov	4b70b40aae	two functions for reading translations	2023-09-24 12:33:43 +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	d44ae4f8bd	minor changes in comments and parameters	2023-08-11 20:26:56 +02:00
Alexandr Savinov	2ae11e4155	use algorithm configurations from config file instead of the model_store	2023-08-08 20:56:43 +02:00
Alexandr Savinov	1b8cf9f943	fix train signals	2023-08-06 13:30:22 +02:00
Alexandr Savinov	ac72a61523	fix problems in notifier after previous refactorings	2023-08-06 13:08:55 +02:00
Alexandr Savinov	e65059f18e	processing new score aggregation sets in all scripts	2023-08-06 11:27:35 +02:00
Alexandr Savinov	bd26775f46	integrate a new signal model into the analyzer	2023-08-05 17:23:02 +02:00
Alexandr Savinov	514cfb6b46	restructure signal model processing logic and configuration parameters	2023-08-05 16:45:01 +02:00
Alexandr Savinov	2923d210de	compute last rows from the new aggregation parameters	2023-08-05 14:18:29 +02:00
Alexandr Savinov	efced19814	update analyzer to the new logic of aggregation	2023-08-05 14:12:27 +02:00
Alexandr Savinov	b6cdd05ea9	add possibility to process windows of size 1 in talib feature generator	2023-07-23 22:21:15 +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	4fe84ee6d4	new feature generator itblib instead of binance_main and binance_secondary	2023-06-15 22:17:45 +02:00
Alexandr Savinov	116b42e778	bump version number to 0.6.dev	2023-06-13 19:54:58 +02:00
Alexandr Savinov	73f7e1bd79	release preparation	2023-03-26 15:50:23 +02:00
Alexandr Savinov	d95846eeb6	use signed trade score instead of two unsigned buy and sell scores	2023-03-26 15:47:30 +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	39a53a5df6	parameterize model folder in config	2023-03-11 10:05:43 +01:00
Alexandr Savinov	6a030bca77	add new config parameters	2023-03-05 11:10:52 +01:00
Alexandr Savinov	d5a9249578	fix problems with labels and other parameters in online mode	2023-02-20 20:01:39 +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	8061942971	scaling scores using scaling parameters	2023-02-11 13:33:04 +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	5e1174af6a	remove warnings and minor changes	2022-12-18 10:52:17 +01:00
Alexandr Savinov	e184a30065	add change log	2022-09-04 20:22:20 +02:00
Alexandr Savinov	1a53453514	add figure to readme	2022-09-04 17:40:41 +02:00
Alexandr Savinov	a8add04e48	rename scripts	2022-08-27 13:05:49 +02:00
Alexandr Savinov	7ee44b3dbe	minor changes	2022-08-20 11:26:28 +02:00
Alexandr Savinov	e647c5ed12	parameter and other minor changes	2022-08-13 22:38:27 +02:00
Alexandr Savinov	1c9d2d4072	notify about transactions and performance	2022-08-13 20:41:01 +02:00
Alexandr Savinov	447e3352f9	fix bug with detecting and saving transactions	2022-08-13 10:02:54 +02:00
Alexandr Savinov	008d7fe1c2	improve prediction in online model by selecting on algorithm type	2022-08-07 15:10:58 +02:00
Alexandr Savinov	53603f9e50	add new script for computing predictions	2022-08-07 14:04:47 +02:00
Alexandr Savinov	57db64b1e9	add svm algorithm to other scripts	2022-08-05 21:27:46 +02:00
Alexandr Savinov	36f8a93aa5	statistical tsfresh functions for online evaluation	2022-07-24 17:43:27 +02:00
Alexandr Savinov	004ace5234	allow for comments in json config and simplify its default parameters	2022-07-23 15:27:46 +02:00
Alexandr Savinov	e8e447141a	minor changes	2022-07-23 09:12:34 +02:00
Alexandr Savinov	99e7c3a84b	fix server by integrating new conventions and functions	2022-07-18 20:23:36 +02:00
Alexandr Savinov	41419268eb	update configuration parameters	2022-07-17 10:21:42 +02:00
Alexandr Savinov	9f74cc96bd	remove unnecessary test code	2022-07-09 12:24:42 +02:00
Alexandr Savinov	a90e87c797	refactorings and optimizations	2022-06-26 17:32:41 +02:00