Simon/OHLCVPredictor

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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

Add comprehensive rules for project management, including global development standards, architecture guidelines, code review processes, context management, task generation, and iterative workflows. Establish documentation standards and refactoring protocols to enhance maintainability and prevent technical debt.

2025-06-25 13:39:02 +08:00

.gitignore

Initial commit

2025-05-30 16:47:08 +00:00

.python-version

init

2025-05-31 00:57:31 +08:00

custom_xgboost.py

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.

2025-08-08 09:38:18 +08:00

evaluation.py

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

feature_engineering.py

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

inference_example.py

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.

2025-08-08 09:38:18 +08:00

INFERENCE_README.md

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.

2025-08-08 09:38:18 +08:00

main.py

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

plot_results.py

init

2025-05-31 00:57:31 +08:00

predictor.py

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.

2025-08-08 09:38:18 +08:00

pyproject.toml

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.

2025-08-08 09:38:18 +08:00

README.md

Initial commit

2025-05-30 16:47:08 +00:00

requirements.txt

init

2025-05-31 00:57:31 +08:00

technical_indicator_functions.py

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

uv.lock

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.

2025-08-08 09:38:18 +08:00

README.md

OHLCVPredictor