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Refactor to only use PLS and to introduce cross-validation
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noahbclarkson committed Nov 15, 2024
1 parent 35a8b9c commit 20872c6
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Showing 31 changed files with 1,916 additions and 1,850 deletions.
6 changes: 0 additions & 6 deletions .gitignore
Original file line number Diff line number Diff line change
Expand Up @@ -9,13 +9,7 @@ Cargo.lock
# These are backup files generated by rustfmt
**/*.rs.bk


# Added by cargo

/target

# Configuration files (these files are generated by the program so we don't need to include them).
config.yml
tickers.txt
*.csv
*.log
11 changes: 4 additions & 7 deletions Cargo.toml
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Expand Up @@ -8,12 +8,9 @@ binance = { git = "https://github.com/wisespace-io/binance-rs.git" }
serde = { version = "1.0", features = ["derive"] }
serde_yaml = "0.9"
chrono = "0.4"
futures = "0.3"
tokio = { version = "1.40", features = ["full"] }
ta = "0.5"
csv = "1.3"
thiserror = "1.0"
once_cell = "1.20"
thiserror = "2.0"
tracing = "0.1"
tracing-subscriber = { version = "0.3", features = [
"fmt",
Expand All @@ -22,11 +19,11 @@ tracing-subscriber = { version = "0.3", features = [
"time",
] }
tracing-appender = "0.2"
smartcore = { git = "https://github.com/smartcorelib/smartcore", branch = "development" }
linfa = "0.7"
linfa-pls = "0.7"
ndarray = "0.15"
derive_builder = "0.20"

[dev-dependencies]
tempfile = "3.13"
serial_test = "3.1"
tempfile = "3.14"
criterion = "0.5"
285 changes: 0 additions & 285 deletions src/algorithm.rs

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