-
Notifications
You must be signed in to change notification settings - Fork 1
Home
mj-xmr edited this page Nov 21, 2022
·
61 revisions
Welcome to the tsqsim wiki!
- documentation, documentation, documentation.
- QT app needs to have all its lost features (due to decoupling) restored
- confidence bands (1st request from Rucknium)
- vector input/output rather than just single point (3rd request from Rucknium), that would represent multiple data sources at the same time
- finalize the diff transformation. The reconstruction of predictions is skewed. Most probably the transformation need to be done for the whole series, single threaded, rather than each independently. Uncomment tests!
- walk forward validation needs better UI and more consistency regarding data holding (adding data/records instead of replacing them for each validation window)
- early stop for the regression of predictors, rather than whole data recalculation
- plugin interface for Predictors
- plugin interface for Loss Functions
- plugin interface for Optimization Goals (todo: prediction score vs. truth, alongside the already coded pred. score vs. baseline)
- self defined transforms and scripts
- protect against look-ahead bias (series transformations to achieve stationarity, as well as individual vector transformations, to ease the writing of optimized versions of predictors). Mostly done but needs constant verification & auto testing
- time scale manipulation (low pass/high pass filters)
- seasonal corrections (before the time scale manipulation!)
- generate alternative scenarios
- networked processing
- ASCII plots (simpler than gnuplot)
- protect against look-ahead bias: done for IPredictor. Needs work for XForm.
- prediction: baseline and advanced
- weekly discrete time steps (2nd request from Rucknium). Currently the largest time steps are days. Adding monthly won't hurt either.
- optimization methods. Goal = prediction score vs. baseline prediction
- walk forward validation
- R integration
- ACF, PACF & Seasonal Decomposition plots in Python
- QT app works under latest Debian and Mac
- minimize IPredictor interface by scraping off IDataProvider from GetSymbolName
- plot learning curves (across time)
- distribution of solutions for Grid Search, just like Monte Carlo.
- plot how input parameters change the output variable
- HTML reports
- better test coverage
- debugging methods (plot each transformation individually)
- reduce compilation memory usage of URT to enable debugging
- QT app still hides weekend data
- QT app upgrade to QT6 and QCustomPlot 2
- speed up serialization
- separate simulator for stationarity optimizations
- full CLI. Currently using WX App for all configuration
- the seasonal decomposition plot is definitely reversed. How about the other plots (ACF/PACF)?
- select between
close / open / high / low
candle data source (instead of onlyclose
) - Python plots (robust) as an alternative to the QT app.
- Qt app compiles on latest Debian now
- plot the distribution of the results obtained by the MonteCarlo method
- allow various input formats and guess which one we're dealing with
- the "diff" transformation distorts the predictions (some progress was made)