Simon Moisy
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add3fbcf19
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Add evaluation module with walk-forward CV and metrics computation. Enhance feature engineering with additional OHLCV features and rolling statistics. Update main script to integrate walk-forward CV for feature importance and pruning.
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2025-08-11 16:53:39 +08:00 |
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Simon Moisy
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a419764fff
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Enhance CustomXGBoostGPU for inference by making training data optional and adding model loading functionality. Update feature engineering to support caching and improve data handling. Introduce a new inference example and README for better usability in other projects.
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2025-08-08 09:38:18 +08:00 |
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Simon Moisy
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b56d9ea3a1
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Remove print statements for loading cached features and replace pandas-ta with ta library for technical indicators in feature engineering and calculations. Simplify Supertrend implementation using ATR and moving averages.
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2025-06-25 13:39:49 +08:00 |
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Simon Moisy
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0bbb0e52af
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Did feature selection, moved from RMSE to MAE for accuracy testing (maybe not a good idea after all), fine tuned hyperparameters a bit (need to do more)
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2025-06-03 15:40:43 +08:00 |
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