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 |
|