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Merge Working Version into Main #86

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Merge Working Version into Main #86

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rodrigommorais and others added 9 commits December 11, 2022 15:09
* first version of indicators calculation

* Indicators from dictionary to df

* wrong indicators call in main

* refactor: switch from talib to ta

Co-authored-by: Fernandes_Gu <[email protected]>
* comparisons S&P/tatu-re

* Performance comparison with S&P500 portfolio

* bug fix: buying over cash limit

* calculate target variable and specify 2 week timeseries df

* add: calculate target function

Co-authored-by: rodrigommorais <[email protected]>
Co-authored-by: aateg <[email protected]>
* first version of model, without hiperparameters

* fix: create models directory if doesn't exists before saving

* integrate model with recommentation engine
* first version of model, without hiperparameters

* fix: create models directory if doesn't exists before saving

* integrate model with recommentation engine

* upgrade structure and create linear regression

* add linear regression engine

* add: setuptools

* integrate pyproject.toml to use scripts

* fix: linear regression pipeline

* Integrate with recommendation engine
* bug fix - close #69

* close instead of open
* [WIP] integrating evaluation tool

* add portfolio to model

* finish evaluation
* WIP refactoring ahmm

* integrate ahmm

* Integrate with portfolio
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3 participants