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Author	SHA1	Message	Date
Alexandr Savinov	dab4199ec4	reimplement train_predict_models	2020-12-14 20:42:14 +01:00
Alexandr Savinov	a10a765249	refactor: move columns lists to App	2020-12-14 13:10:21 +01:00
Alexandr Savinov	6442b29580	refactor	2020-12-13 19:30:06 +01:00
Alexandr Savinov	a143c88d4e	create signaler server	2020-12-13 15:06:24 +01:00
Alexandr Savinov	f4e5bf6944	rename trade server to trader	2020-12-13 14:36:08 +01:00
Alexandr Savinov	8f1d47b7e4	rename collect to collector	2020-12-13 14:22:13 +01:00
Alexandr Savinov	88d748714e	refactor signal generation model search	2020-11-29 21:15:13 +01:00
Alexandr Savinov	d32b720446	refactor rolling predictions	2020-11-22 20:38:09 +01:00
Alexandr Savinov	3c99d036d4	add generic nan hnadling in classifiers during prediction	2020-11-22 11:16:39 +01:00
Alexandr Savinov	73255b88b2	refactor grid search and common package	2020-11-21 14:16:28 +01:00
Alexandr Savinov	3948d68f0b	add logistic regression	2020-11-19 19:05:11 +01:00
Alexandr Savinov	118b135457	update feature/label definitions	2020-11-15 20:23:45 +01:00
Alexandr Savinov	90053716a0	Implement new label method with area ratio	2020-11-14 21:07:42 +01:00
Alexandr Savinov	7bf63d1484	update descriptions of scripts	2020-11-14 21:06:33 +01:00
Alexandr Savinov	ccb9c07eba	latest changes	2020-09-22 09:36:22 +02:00
Alexandr Savinov	67759bb02f	update	2020-09-13 18:22:25 +02:00
Alexandr Savinov	2e7cc5e82d	rolling predictions new version with klines and futures together	2020-05-17 21:14:52 +02:00
Alexandr Savinov	8ba4f31aa6	generation of derived features from merged source files	2020-05-17 16:52:30 +02:00
Alexandr Savinov	d36263f044	merge source input files into one output file with all source columns	2020-05-17 14:06:19 +02:00
Alexandr Savinov	7262fffa36	processing multiple files	2020-05-17 13:16:58 +02:00
Alexandr Savinov	b2df8f37ca	features for depth and futures	2020-05-09 20:14:22 +02:00
Alexandr Savinov	072e012e1c	merge depth, futures and klines	2020-05-08 20:08:13 +02:00
Alexandr Savinov	95a661e4a8	finished feature generation for depth	2020-05-02 15:12:07 +02:00
Alexandr Savinov	1fcecf542b	fix bug with empty bins discretization	2020-05-02 13:13:17 +02:00
Alexandr Savinov	549f67a693	bids and asks densities to features	2020-05-01 22:21:28 +02:00
Alexandr Savinov	0314cdc14e	add tests of density for bids	2020-05-01 21:39:02 +02:00
Alexandr Savinov	c054dbd06d	reimplement density computation	2020-05-01 18:00:47 +02:00
Alexandr Savinov	7f9514c28d	add script to generate features from depth data	2020-05-01 12:40:23 +02:00
Alexandr Savinov	6d8527f168	update depth discretization	2020-05-01 11:11:34 +02:00
Alexandr Savinov	93efd5253e	implement discretization of depth	2020-05-01 10:11:48 +02:00
Alexandr Savinov	0cd29f876c	latest changes	2020-04-30 14:04:00 +02:00
Alexandr Savinov	015700d370	rolling predictions and training with several horizons	2020-03-31 23:20:07 +02:00
Alexandr Savinov	3bfdb36dd1	training signal models using in addition two previous scores	2020-03-31 11:49:34 +02:00
Alexandr Savinov	f09f174bb6	trade server in data mode without trading	2020-03-30 20:54:26 +02:00
Alexandr Savinov	52a682a317	delete obsolete files	2020-03-30 10:21:13 +02:00
Alexandr Savinov	0d5436490d	train signal models	2020-03-29 23:28:49 +02:00
Alexandr Savinov	1cef7bac4c	add train signal models	2020-03-29 10:35:49 +02:00
Alexandr Savinov	8b4a978615	generate rolling predictions	2020-03-27 10:52:14 +01:00
Alexandr Savinov	00725bfa61	implement train predict models	2020-03-26 15:13:51 +01:00
Alexandr Savinov	a137cc934d	restructure feature/label generation and other numerous changes	2020-03-25 20:38:40 +01:00
Alexandr Savinov	777ea47edc	next steps: refactoring state and order functions	2020-03-15 20:31:12 +01:00
Alexandr Savinov	5e430b6e20	intermediate changes	2020-03-08 21:09:08 +01:00
Alexandr Savinov	ddfa23abe4	intermediate changes (with errors)	2020-03-08 10:58:28 +01:00
Alexandr Savinov	8eeb0e2453	minor changes	2020-02-25 21:26:05 +01:00
Alexandr Savinov	a6bf49d31e	initial commit	2020-02-23 20:45:50 +01:00