ML support
amor71 opened this issue · comments
Is your feature request related to a problem? Please describe.
some strategies seem to work well on certain stocks and certain setups, and less for others.
Describe the solution you'd like
extend market miner for off-market calculation of a NN that will predict the affinity of stock to a specific strategy
Describe alternatives you've considered
direct caluclatuon
step one: normalize strategy decisions on buy/sell by tracking profit (or loss) on the open positions.
how-to:
- Add P&L DB table,
- Add a consolidation task, running at the end of the trading day.
Tracked here
Release as 0.0.80
0.0.80 release!
step two: calculating strategy p-value.
to be released as 0.0.82
step three: high-level (R)NN model description and feedback look architecture
To be released as 0.0.90, to Pull Request
ML Design + LSTM notebook was released as part of 0.0.86 and is not available. The next steps will be published later.
Evolve LSTM models to Attention models
Stale issue message
still WIP