drew2323 / v2trading

V2Trading platform - live trading engine, backtesting and research tool.
https://trading.mujdenik.eu
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ML scaler approach #99

Open drew2323 opened 11 months ago

drew2323 commented 11 months ago

V rámci ML multiinputu uveden scaler pro každý typ vstupu, v cfg lze nadefinovat jeho typ (standard,minmax). Scaler automaticky scaluje per feature.

Standard - nastaví 0 na mean, variance oběma směry Minmax - scaluje hodnoty na 0-1

V budoucnu zvážit scaling per feature, např. scaling override pro určitou featuru. Promyslet když pro to najdu use case.

https://chat.openai.com/share/ea0efb0c-8f7d-48bd-bba0-ad8bb4a75f27

https://scikit-learn.org/stable/auto_examples/preprocessing/plot_all_scaling.html

drew2323 commented 11 months ago

Na co se hodí různý scaler https://medium.com/@daython3/scaling-your-data-using-scikit-learn-scalers-3d4b584107d7

drew2323 commented 11 months ago

Základní informace o standardizaci a normalizaci

https://machinelearningmastery.com/how-to-scale-data-for-long-short-term-memory-networks-in-python/