add CNN prediction model

This commit is contained in:
robcaulk
2022-10-11 19:55:28 +02:00
5 changed files with 236 additions and 10 deletions

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@@ -58,4 +58,4 @@ Mandatory parameters are marked as **Required** and have to be set in one of the
| `model_reward_parameters` | Parameters used inside the user customizable `calculate_reward()` function in `ReinforcementLearner.py` <br> **Datatype:** int.
| | **Extraneous parameters**
| `keras` | If the selected model makes use of Keras (typical for Tensorflow-based prediction models), this flag needs to be activated so that the model save/loading follows Keras standards. <br> **Datatype:** Boolean. <br> Default: `False`.
| `conv_width` | The width of a convolutional neural network input tensor. This replaces the need for shifting candles (`include_shifted_candles`) by feeding in historical data points as the second dimension of the tensor. Technically, this parameter can also be used for regressors, but it only adds computational overhead and does not change the model training/prediction. <br> **Datatype:** Integer. <br> Default: `2`.
| `conv_width` | The width of a convolutional neural network input tensor. This replaces the need for shifting candles (`include_shifted_candles`) by feeding in historical data points as the second dimension of the tensor. Technically, this parameter can also be used for regressors, but it only adds computational overhead and does not change the model training/prediction. <br> **Datatype:** Integer. <br> Default: `2`.