Commit graph

395 commits

Author SHA1 Message Date
Alexandr Savinov
5dd9e2d5eb replace prints with logging 2024-12-15 15:06:03 +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
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
cef4311801 fix problem with a new version of yfinance library 2024-12-14 10:21:56 +01:00
Alexandr Savinov
34bbd9b94b minor changes remove unnecessary checks 2024-09-18 13:26:11 +02:00
Alexandr Savinov
2e7a5c3155 fix problem with computing end time depending on the current frequency parameter 2024-09-18 13:25:20 +02:00
Alexandr Savinov
0e140284d3 fix scheduler cron definition for 1 hour 2024-09-18 13:24:16 +02:00
Alexandr Savinov
d9b567d696 change log and requirements 2024-06-22 10:02:19 +02:00
Alexandr Savinov
e26ad02754 update config for the new parametres of binance trader 2024-06-22 10:01:13 +02:00
Alexandr Savinov
70b1802bd5 fix problems with binance trader 2024-06-22 09:58:08 +02:00
Alexandr Savinov
9988f1645e custom frequency for sending diagrams 2024-05-15 19:15:00 +02:00
Alexandr Savinov
3ed1fe4e18 update needed to support arbitrary frequencies 2024-05-14 21:32:49 +02:00
Alexandr Savinov
704158d219 allow for arbitrary frequencies in the server rather than only 1 min 2024-05-14 21:31:08 +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
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
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
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
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
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
01ed3b1234 improve regular visualization 2023-12-28 14:27:08 +01:00
Alexandr Savinov
2d974ed3bb Analyze all data at the server start 2023-12-25 17:14:37 +01:00
Alexandr Savinov
21bf49c0bd improve management of main data frame in online mode including validation logic 2023-12-24 20:22:49 +01:00
Alexandr Savinov
ea76de1b4f collect computed data in online mode 2023-12-24 16:24:18 +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
28600fe7da added two notifiers factored out previously 2023-12-10 11:52:49 +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
21c164aca6 add new sample config for the new version 2023-11-02 15:38:32 +01:00
Alexandr Savinov
8928990827 rename config section for trade model 2023-10-29 11:09:20 +01:00
Alexandr Savinov
148cf5e755 add trends arrows for the score notification 2023-10-29 10:55:52 +01:00
Alexandr Savinov
14595a97b1 check for empty frequency paramter in notifier 2023-10-28 17:46:49 +02:00