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Simon/OHLCVPredictor
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6 Commits

Author SHA1 Message Date
Simon Moisy
70da858aac Update inference documentation and main script for improved usability. Revise README for clarity on data requirements and minimal usage. Adjust main.py to ensure proper handling of test predictions and add checks for local variables before plotting. 2025-08-12 15:12:07 +08:00
Simon Moisy
add3fbcf19 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. 2025-08-11 16:53:39 +08:00
Simon Moisy
b56d9ea3a1 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. 2025-06-25 13:39:49 +08:00
Simon Moisy
120c366576 best prediction so far 2025-06-03 16:46:01 +08:00
Simon Moisy
0bbb0e52af 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) 2025-06-03 15:40:43 +08:00
Simon Moisy
8d3f045a92 init 2025-05-31 00:57:31 +08:00
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