Commit graph

5e954e08df improve the logic of preparing train data Alexandr Savinov 2025-03-02 18:01:24 +01:00
e803739cc0 change the way transaction path is specified in transaction simulator Alexandr Savinov 2025-02-22 12:31:37 +01:00
4f060f942e improve and fix problems in trade simulator Alexandr Savinov 2025-02-16 17:31:39 +01:00
afda20981a change the sample config to the new format of outputs Alexandr Savinov 2025-02-16 12:49:10 +01:00
bbcb3ab4eb fix problems with function signatures Alexandr Savinov 2025-02-16 12:47:07 +01:00
e3012483c7 swtich to async calls for output functions Alexandr Savinov 2025-02-16 12:46:03 +01:00
a2f1eb40f1 change signatures of existing output functions according to the new convention for generic extandable output functions Alexandr Savinov 2025-02-15 13:35:21 +01:00
1093298895 refactor: move all output functions like notifiers and traders into a standard extandable set of outputs Alexandr Savinov 2025-02-15 13:32:24 +01:00
3f3af10982 refactor: move notifiers and traders into a new separate package Alexandr Savinov 2025-02-15 12:01:25 +01:00
a2a8be8610 refactor: move collector functions to a new serparate package Alexandr Savinov 2025-02-15 11:48:02 +01:00
63d9985f6f move function name resolution function to utils package Alexandr Savinov 2025-02-15 11:25:08 +01:00
9f07301032 allow for empty algorithm set Alexandr Savinov 2025-02-12 20:52:50 +01:00
d7470b7fe1 use a new model loading function in the server Alexandr Savinov 2025-01-11 19:28:34 +01:00
c299e61b4c removed deprecated and unused code Alexandr Savinov 2025-01-11 19:02:01 +01:00
5e6526c8c6 improve generator of algorithm models Alexandr Savinov 2025-01-11 18:44:28 +01:00
d72350f701 fix problem with loss function not found in nn algorithm Alexandr Savinov 2024-12-21 11:53:14 +01:00
d095ff9998 add possitibility of regression models for nn algorithm Alexandr Savinov 2024-12-17 18:49:01 +01:00
66837d5607 add a possibility to have regression algorithms Alexandr Savinov 2024-12-15 21:52:18 +01:00
7c50eebbf0 remove logging configuration from trading because it is done in the server already Alexandr Savinov 2024-12-15 17:36:42 +01:00
bffbcfb47b logging parameters of the server Alexandr Savinov 2024-12-15 15:25:11 +01:00
0f6f99d3da remove unused packages with collectors Alexandr Savinov 2024-12-15 15:16:21 +01:00
5dd9e2d5eb replace prints with logging Alexandr Savinov 2024-12-15 15:06:03 +01:00
c994722776 remove unused code and add a parameter for interpolation Alexandr Savinov 2024-12-15 14:57:35 +01:00
5135f0688a remove unused functions Alexandr Savinov 2024-12-14 19:26:15 +01:00
8c59dc94eb adjust train parameters Alexandr Savinov 2024-12-14 10:27:28 +01:00
5c335126ed remove unused functions Alexandr Savinov 2024-12-14 10:26:50 +01:00
cef4311801 fix problem with a new version of yfinance library Alexandr Savinov 2024-12-14 10:21:56 +01:00
34bbd9b94b minor changes remove unnecessary checks Alexandr Savinov 2024-09-18 13:26:11 +02:00
2e7a5c3155 fix problem with computing end time depending on the current frequency parameter Alexandr Savinov 2024-09-18 13:25:20 +02:00
0e140284d3 fix scheduler cron definition for 1 hour Alexandr Savinov 2024-09-18 13:24:16 +02:00
d9b567d696 change log and requirements Alexandr Savinov 2024-06-22 10:02:19 +02:00
e26ad02754 update config for the new parametres of binance trader Alexandr Savinov 2024-06-22 10:01:13 +02:00
70b1802bd5 fix problems with binance trader Alexandr Savinov 2024-06-22 09:58:08 +02:00
9988f1645e custom frequency for sending diagrams Alexandr Savinov 2024-05-15 19:15:00 +02:00
3ed1fe4e18 update needed to support arbitrary frequencies Alexandr Savinov 2024-05-14 21:32:49 +02:00
704158d219 allow for arbitrary frequencies in the server rather than only 1 min Alexandr Savinov 2024-05-14 21:31:08 +02:00
cd5a4690e3 implement a function for getting interval given pandas frequency Alexandr Savinov 2024-05-14 21:29:54 +02:00
c4ee440158 processing arbitrary frequencies rather than hard-cded 1min Alexandr Savinov 2024-05-12 19:17:10 +02:00
648dbe57bb improvements in yahoo downloader Alexandr Savinov 2024-05-11 15:45:51 +02:00
344c4f5806 refactor download binance and use pandas frequencies in config Alexandr Savinov 2024-05-11 15:43:40 +02:00
5a797f6c7c better organize binance specific functions Alexandr Savinov 2024-05-11 15:32:07 +02:00
1ae6dccd28 adjust diagram and remove pandas warning Alexandr Savinov 2024-05-11 15:29:24 +02:00
c47ff0b7f4 adjust nn classifier parameters and requirements Alexandr Savinov 2024-05-11 15:27:08 +02:00
529fde97db refactoring: move new train/predict generators to common location and other minor changes Alexandr Savinov 2024-03-24 13:22:52 +01:00
76efaa84f9 re-implement predicted features using new generators in online mode Alexandr Savinov 2024-03-24 12:25:59 +01:00
bf2b48b216 re-implement predict script to use newly introduce ml-feature config Alexandr Savinov 2024-03-23 18:13:57 +01:00
1c05e6a0bc introduce new config section for trained features and re-implement train script based on this config Alexandr Savinov 2024-03-23 15:34:58 +01:00
72e5d37ef5 example of a custom external feature generator Alexandr Savinov 2024-03-17 11:16:33 +01:00
bd0cc7c9b7 external generators with names resolved to functions Alexandr Savinov 2024-03-17 11:12:55 +01:00
400946d05c support for parquet in signal files Alexandr Savinov 2024-03-16 14:06:50 +01:00
befa2c24dc support of parquet for predictions Alexandr Savinov 2024-03-16 13:46:08 +01:00
ba2c8b14a9 support for parquet format for matrix file Alexandr Savinov 2024-03-16 13:08:25 +01:00
4d1062fc03 support parquet for feature file Alexandr Savinov 2024-03-16 12:31:14 +01:00
6d40bbcfb8 remove pandas warnings Alexandr Savinov 2024-03-16 12:01:49 +01:00
ebcd23cfa6 add parquet support for merge-features step Alexandr Savinov 2024-03-16 11:42:24 +01:00
01ed3b1234 improve regular visualization Alexandr Savinov 2023-12-28 14:27:08 +01:00
2d974ed3bb Analyze all data at the server start Alexandr Savinov 2023-12-25 17:14:37 +01:00
21bf49c0bd improve management of main data frame in online mode including validation logic Alexandr Savinov 2023-12-24 20:22:49 +01:00
ea76de1b4f collect computed data in online mode Alexandr Savinov 2023-12-24 16:24:18 +01:00
af08227099 repair train signals script Alexandr Savinov 2023-12-22 16:36:28 +01:00
0a2f3c42aa adapt predict script to the new config structure Alexandr Savinov 2023-12-10 14:56:35 +01:00
e463ca2ffd adapt signals batch script to the new structure Alexandr Savinov 2023-12-10 13:47:38 +01:00
28600fe7da added two notifiers factored out previously Alexandr Savinov 2023-12-10 11:52:49 +01:00
b4b75662b6 added a dispatcher for generators Alexandr Savinov 2023-12-10 11:51:26 +01:00
cd5db136c4 refactorings and renamings for unifying various generators Alexandr Savinov 2023-12-10 11:47:25 +01:00
8c24ef07c1 refactor the structure of processing for online/stream part (batch scripts to be updated) Alexandr Savinov 2023-12-09 19:59:29 +01:00
8bd22a6cc9 change order of arguments of simulation function and adjust its output Alexandr Savinov 2023-11-19 15:17:16 +01:00
21c164aca6 add new sample config for the new version Alexandr Savinov 2023-11-02 15:38:32 +01:00
8928990827 rename config section for trade model Alexandr Savinov 2023-10-29 11:09:20 +01:00
148cf5e755 add trends arrows for the score notification Alexandr Savinov 2023-10-29 10:55:52 +01:00
14595a97b1 check for empty frequency paramter in notifier Alexandr Savinov 2023-10-28 17:46:49 +02:00
93a5abf048 fix problems with new names in the config Alexandr Savinov 2023-10-28 15:55:11 +02:00
d2f03342eb restructure configuration by separateing different notifications and trade simulation Alexandr Savinov 2023-10-28 13:33:11 +02:00
682a748936 introduce a new score notification logic Alexandr Savinov 2023-10-28 11:43:20 +02:00
7dd353d629 parameterize layers of neural network classifier Alexandr Savinov 2023-10-15 17:00:29 +02:00
b0cec6cd27 remove unnecessary script Alexandr Savinov 2023-10-15 16:21:02 +02:00
beb64d5613

Merge d1c77c825f into 3eb9cbe5ed woehrer12 2023-10-12 17:21:58 -06:00
3eb9cbe5ed release preparation v0.6.0 Alexandr Savinov 2023-10-05 12:32:46 +02:00
e7a1cf1906 update requirements and changelog Alexandr Savinov 2023-10-05 12:21:40 +02:00
348041b71e update sample config file Alexandr Savinov 2023-10-05 12:02:55 +02:00
8c1ca2b7a1 fix a bug in TA feature generator Alexandr Savinov 2023-10-03 13:16:38 +02:00
5485ca3956 minor improvements Alexandr Savinov 2023-10-01 20:51:09 +02:00
382cd03926 improve notification logic Alexandr Savinov 2023-09-30 12:58:45 +02:00
b276675073 improve sending notifications Alexandr Savinov 2023-09-26 21:21:45 +02:00
09ad6355bc add visualization functions Alexandr Savinov 2023-09-24 15:20:24 +02:00
4b70b40aae two functions for reading translations Alexandr Savinov 2023-09-24 12:33:43 +02:00
6ca33fa8b4 add diagnostic messages Alexandr Savinov 2023-09-02 11:42:12 +02:00
68a566b8f9 train signal model move some parameters to config Alexandr Savinov 2023-09-02 10:44:14 +02:00
7b8a9cd82a train signals compute separately directions and move some parameters to config Alexandr Savinov 2023-09-02 10:29:47 +02:00
1df71039cd switch back to h5 format because the new keras format does not work on aarch64 platform Alexandr Savinov 2023-08-31 19:31:27 +02:00
1289504982 updae requirements Alexandr Savinov 2023-08-27 16:53:54 +02:00
66a09d2595 update sample config Alexandr Savinov 2023-08-27 16:43:38 +02:00
0c6d2f71dd minor parameter adjustments Alexandr Savinov 2023-08-27 12:30:16 +02:00
233cc9ad17 move all config files to a separate folder Alexandr Savinov 2023-08-26 23:21:48 +02:00
1ab71678bc check if a talib function is streamable Alexandr Savinov 2023-08-26 18:32:06 +02:00
da4f8ec174 introduce two versions of skew and kurtosis from scipy and from pandas Alexandr Savinov 2023-08-26 11:28:04 +02:00
9977be4340 fix bugs with date format and score column from config Alexandr Savinov 2023-08-25 22:27:28 +02:00
c5f4251e91 add ISO date format to all date parsers and readers Alexandr Savinov 2023-08-24 20:24:11 +02:00
0db81899ab remove one redundant config param and change signature of rule methods Alexandr Savinov 2023-08-24 18:53:44 +02:00
ee1f28a563 use relative tolerance instead of absolute tolerance in topbot2 label generator Alexandr Savinov 2023-08-20 10:59:11 +02:00