Commit graph

4ca349e40f formatting Alexandr Savinov 2021-10-23 21:51:31 +02:00
9ac21aa46f configuration options for train signal models Alexandr Savinov 2021-10-10 11:47:46 +02:00
c764724e86 minor improvements with configuration and new package versions Alexandr Savinov 2021-10-09 19:47:49 +02:00
7d003574d9 refactor scripts to allow for better configuration and different trade pairs Alexandr Savinov 2021-10-09 14:01:10 +02:00
1f7f751510 parameterizing scripts Alexandr Savinov 2021-09-09 20:48:11 +02:00
998a70646c scripts improvements Alexandr Savinov 2021-09-09 08:20:29 +02:00
1727ea2150 fix problems with signaler Alexandr Savinov 2021-09-04 21:28:45 +02:00
7cc6c70aab restructure Alexandr Savinov 2021-09-04 18:19:04 +02:00
86601aa5bf clean App Alexandr Savinov 2021-09-04 11:52:00 +02:00
605e6b73f8 readme Alexandr Savinov 2021-09-04 11:39:38 +02:00
2fdd881b10 gitignore and remove unnecessary files Alexandr Savinov 2021-09-04 10:30:45 +02:00
411dfe985c load config from file Alexandr Savinov 2021-08-31 21:13:05 +02:00
2283a3cd69 renamings Alexandr Savinov 2021-08-29 19:04:58 +02:00
7587295f72 renamings Alexandr Savinov 2021-08-29 18:33:49 +02:00
f33aa572e0 split readme into documentation files Alexandr Savinov 2021-08-29 17:28:04 +02:00
6d15939dc9 move telegram in config and separate module Alexandr Savinov 2021-08-29 14:22:12 +02:00
dfe9a6f1d8 restructure config parameters Alexandr Savinov 2021-08-29 13:37:30 +02:00
7929b919e1 asyncio scheduler and more running parameters from config to App Alexandr Savinov 2021-08-29 13:17:22 +02:00
0058e6d6b3 intermediate results Alexandr Savinov 2021-08-29 12:00:12 +02:00
db1fcf20af move old code to a separate file Alexandr Savinov 2021-05-02 10:46:49 +02:00
7b277e471b update Alexandr Savinov 2021-03-07 10:44:32 +01:00
44d7e667ed new NN parameters and corresponding signal models Alexandr Savinov 2021-01-25 17:31:49 +01:00
affa451e5e fixes and improvements Alexandr Savinov 2021-01-10 21:39:06 +01:00
b807f44804 add multiprocessing to rolling features Alexandr Savinov 2021-01-03 13:07:43 +01:00
f5bb7ce619 introduce linear trend derived features Alexandr Savinov 2021-01-02 21:25:55 +01:00
9922c08a97 trader server Alexandr Savinov 2021-01-01 13:38:07 +01:00
e2472250b9 add linear trend feature definition Alexandr Savinov 2020-12-27 11:37:14 +01:00
0183c5d0c9 separate signaler and trader logic Alexandr Savinov 2020-12-26 17:56:54 +01:00
74f57a1e37 improve downloader Alexandr Savinov 2020-12-25 20:00:39 +01:00
ecf6273def implement analysis and signal generation procedure Alexandr Savinov 2020-12-15 14:01:14 +01:00
63f25b694a add metrics to train_predict_models Alexandr Savinov 2020-12-14 21:48:09 +01:00
dab4199ec4 reimplement train_predict_models Alexandr Savinov 2020-12-14 20:42:14 +01:00
a10a765249 refactor: move columns lists to App Alexandr Savinov 2020-12-14 13:10:21 +01:00
6442b29580 refactor Alexandr Savinov 2020-12-13 19:30:06 +01:00
a143c88d4e create signaler server Alexandr Savinov 2020-12-13 15:06:24 +01:00
f4e5bf6944 rename trade server to trader Alexandr Savinov 2020-12-13 14:36:08 +01:00
8f1d47b7e4 rename collect to collector Alexandr Savinov 2020-12-13 14:22:13 +01:00
88d748714e refactor signal generation model search Alexandr Savinov 2020-11-29 21:15:13 +01:00
d32b720446 refactor rolling predictions Alexandr Savinov 2020-11-22 20:38:09 +01:00
3c99d036d4 add generic nan hnadling in classifiers during prediction Alexandr Savinov 2020-11-22 11:16:39 +01:00
73255b88b2 refactor grid search and common package Alexandr Savinov 2020-11-21 14:16:28 +01:00
3948d68f0b add logistic regression Alexandr Savinov 2020-11-19 19:05:11 +01:00
118b135457 update feature/label definitions Alexandr Savinov 2020-11-15 20:23:45 +01:00
90053716a0 Implement new label method with area ratio Alexandr Savinov 2020-11-14 21:07:42 +01:00
7bf63d1484 update descriptions of scripts Alexandr Savinov 2020-11-14 21:06:33 +01:00
ccb9c07eba latest changes Alexandr Savinov 2020-09-22 09:36:22 +02:00
67759bb02f update Alexandr Savinov 2020-09-13 18:22:25 +02:00
2e7cc5e82d rolling predictions new version with klines and futures together Alexandr Savinov 2020-05-17 21:14:52 +02:00
8ba4f31aa6 generation of derived features from merged source files Alexandr Savinov 2020-05-17 16:52:30 +02:00
d36263f044 merge source input files into one output file with all source columns Alexandr Savinov 2020-05-17 14:06:19 +02:00
7262fffa36 processing multiple files Alexandr Savinov 2020-05-17 13:16:58 +02:00
b2df8f37ca features for depth and futures Alexandr Savinov 2020-05-09 20:14:22 +02:00
072e012e1c merge depth, futures and klines Alexandr Savinov 2020-05-08 20:08:13 +02:00
95a661e4a8 finished feature generation for depth Alexandr Savinov 2020-05-02 15:12:07 +02:00
1fcecf542b fix bug with empty bins discretization Alexandr Savinov 2020-05-02 13:13:17 +02:00
549f67a693 bids and asks densities to features Alexandr Savinov 2020-05-01 22:21:28 +02:00
0314cdc14e add tests of density for bids Alexandr Savinov 2020-05-01 21:39:02 +02:00
c054dbd06d reimplement density computation Alexandr Savinov 2020-05-01 18:00:47 +02:00
7f9514c28d add script to generate features from depth data Alexandr Savinov 2020-05-01 12:40:23 +02:00
6d8527f168 update depth discretization Alexandr Savinov 2020-05-01 11:11:34 +02:00
93efd5253e implement discretization of depth Alexandr Savinov 2020-05-01 10:11:48 +02:00
0cd29f876c latest changes Alexandr Savinov 2020-04-30 14:04:00 +02:00
015700d370 rolling predictions and training with several horizons Alexandr Savinov 2020-03-31 23:20:07 +02:00
3bfdb36dd1 training signal models using in addition two previous scores Alexandr Savinov 2020-03-31 11:49:34 +02:00
f09f174bb6 trade server in data mode without trading Alexandr Savinov 2020-03-30 20:54:26 +02:00
52a682a317 delete obsolete files Alexandr Savinov 2020-03-30 10:21:13 +02:00
0d5436490d train signal models Alexandr Savinov 2020-03-29 23:28:49 +02:00
1cef7bac4c add train signal models Alexandr Savinov 2020-03-29 10:35:49 +02:00
8b4a978615 generate rolling predictions Alexandr Savinov 2020-03-27 10:52:14 +01:00
00725bfa61 implement train predict models Alexandr Savinov 2020-03-26 15:13:51 +01:00
a137cc934d restructure feature/label generation and other numerous changes Alexandr Savinov 2020-03-25 20:38:40 +01:00
777ea47edc next steps: refactoring state and order functions Alexandr Savinov 2020-03-15 20:31:12 +01:00
5e430b6e20 intermediate changes Alexandr Savinov 2020-03-08 21:09:08 +01:00
ddfa23abe4 intermediate changes (with errors) Alexandr Savinov 2020-03-08 10:58:28 +01:00
8eeb0e2453 minor changes Alexandr Savinov 2020-02-25 21:26:05 +01:00
a6bf49d31e initial commit Alexandr Savinov 2020-02-23 20:45:50 +01:00