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Fix #599: [Pdr bot, sim] Implement two-sided prediction #670

Merged
merged 40 commits into from
Feb 26, 2024
Merged

Fix #599: [Pdr bot, sim] Implement two-sided prediction #670

merged 40 commits into from
Feb 26, 2024

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@trentmc trentmc commented Feb 23, 2024 •
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Fix #599

@trentmc trentmc marked this pull request as draft February 23, 2024 07:49
@trentmc
Make Aimodel do classification (not regression), where classifier out…
22d9782 
…puts probabilities of class 1 vs 2 (up vs down).
@trentmc
add aimodel.py
0da4928
@trentmc
add classif_acc()
57854bd
@trentmc
aimodel is now fully classifier, with probabilities. Clean interface
96ca0ee
@trentmc
sim_engine wip
b71a521
@trentmc
bug fixes
b9d6f73
@trentmc
refactor name
4a78104
@trentmc
aimodel working really well now. Cleaner separation of roles between …
072baf3 
…factory and model. Cool contour plot:)
@trentmc
git merge main
43637ef
@trentmc
add scaffolding for two more subplots
9628426
@trentmc
add 1d scatter of predictoor profits
aac9fa3
@trentmc
add in predictoor 1d profit scatterplot; plot tweaks
9a8da45
@trentmc
mild refactor
62f7024
@trentmc
wip putting contour plot into sim_engine
57fbf25
@trentmc
wip plotting contour
10bfbca
@trentmc
update subplots grid
765eb64
@trentmc
move plot_model() into its own module
c82e909
@trentmc
add two-sided trading
a4d6376
@trentmc
reduced stake. These parameters lead to profitable staking
6fe9313
@trentmc
model on most recent BTC and ETH val
5ea6456
@trentmc
don't plot contour when not 2 vars
07562cf
@trentmc
fix most linter complaints
56ab531
@trentmc
sim_engine: fix bug - revenue not accounting for slashing
5f161b9
@trentmc
updates ppss.yaml stakes
3ea9f2d
@trentmc
pdr bot two-sided: first-cut work done. Tests still wip
7385c47
@trentmc
Refactor all predictoor agents into one class, PredictoorAgent. All p…
16162d1 
…redictoor tests pass
@trentmc
Fix bug in sim_engine: stake for profit calcs should be all stake, no…
e3cd415 
…t if correct or not
@trentmc
remove 'match'. Why: match comes in py 3.10, but CI only has py 3.8
c7d2384
@trentmc trentmc mentioned this pull request Feb 26, 2024
Closed
@trentmc trentmc marked this pull request as ready for review February 26, 2024 18:14
@trentmc trentmc merged commit e4d4ca2 into main Feb 26, 2024
5 checks passed
@trentmc trentmc deleted the issue599-twosided branch February 26, 2024 22:58
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[Pdr bot, sim] Implement two-sided prediction into sim_engine, pdr bot 1, pdr bot 3
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@trentmc