diff --git a/DESCRIPTION b/DESCRIPTION index d84d26a..6a028fa 100644 --- a/DESCRIPTION +++ b/DESCRIPTION @@ -28,7 +28,6 @@ Imports: ReinforcementLearning, openssl, stats, - moments, cluster Suggests: testthat (>= 2.1.0), diff --git a/R/mt_make_model.R b/R/mt_make_model.R index 878e214..56b6305 100644 --- a/R/mt_make_model.R +++ b/R/mt_make_model.R @@ -44,7 +44,6 @@ #' library(h2o) #' library(lazytrade) #' library(stats) -#' library(moments) #' #' path_model <- normalizePath(tempdir(),winslash = "/") #' path_data <- normalizePath(tempdir(),winslash = "/") diff --git a/R/mt_stat_evaluate.R b/R/mt_stat_evaluate.R index 6318c50..5053347 100644 --- a/R/mt_stat_evaluate.R +++ b/R/mt_stat_evaluate.R @@ -31,7 +31,6 @@ #' library(readr) #' library(lazytrade) #' library(stats) -#' library(moments) #' #' path_model <- normalizePath(tempdir(),winslash = "/") #' path_data <- normalizePath(tempdir(),winslash = "/") diff --git a/R/mt_stat_transf.R b/R/mt_stat_transf.R index 31af2ef..46abb68 100644 --- a/R/mt_stat_transf.R +++ b/R/mt_stat_transf.R @@ -35,7 +35,6 @@ #' library(magrittr) #' library(readr) #' library(lazytrade) -#' library(moments) #' #' path_data <- normalizePath(tempdir(),winslash = "/") #' diff --git a/man/aml_collect_data.Rd b/man/aml_collect_data.Rd index 9bff679..aa2f494 100644 --- a/man/aml_collect_data.Rd +++ b/man/aml_collect_data.Rd @@ -5,7 +5,13 @@ \title{Function to read new data, transform, aggregate and save data for further retraining of regression model for a single currency pair} \usage{ -aml_collect_data(indicator_dataset, symbol, timeframe, path_data) +aml_collect_data( + indicator_dataset, + symbol, + timeframe, + path_data, + max_nrows = 2500 +) } \arguments{ \item{indicator_dataset}{Dataset containing assets indicator which pattern will be used as predictor} @@ -15,6 +21,8 @@ aml_collect_data(indicator_dataset, symbol, timeframe, path_data) \item{timeframe}{Data timeframe e.g. 1 min} \item{path_data}{Path where the aggregated historical data is stored, if exists in rds format} + +\item{max_nrows}{Integer, Maximum number of rows to collect} } \value{ Function is writing files into Decision Support System folder, mainly file object with the model @@ -25,8 +33,7 @@ Data objects are transformed to be suitable for Regression Modelling. Price change will be in the column 'LABEL', column X1 will keep the time index Result will be written to a new or aggregated to the existing '.rds' file -Function is also checking that generated dataset is not too big. -Should the dataset is too big (e.g. > 50000 rows), then only latest 40000 rows will be used. +Function is keeping generated dataset to be not larger than specified by the user } \details{ Function is not handling shift of the price and indicator datasets. diff --git a/man/mt_make_model.Rd b/man/mt_make_model.Rd index 9558f08..934fc67 100644 --- a/man/mt_make_model.Rd +++ b/man/mt_make_model.Rd @@ -66,7 +66,6 @@ library(readr) library(h2o) library(lazytrade) library(stats) -library(moments) path_model <- normalizePath(tempdir(),winslash = "/") path_data <- normalizePath(tempdir(),winslash = "/") diff --git a/man/mt_stat_evaluate.Rd b/man/mt_stat_evaluate.Rd index bb0645a..27b5638 100644 --- a/man/mt_stat_evaluate.Rd +++ b/man/mt_stat_evaluate.Rd @@ -38,7 +38,6 @@ library(dplyr) library(readr) library(lazytrade) library(stats) -library(moments) path_model <- normalizePath(tempdir(),winslash = "/") path_data <- normalizePath(tempdir(),winslash = "/") diff --git a/man/mt_stat_transf.Rd b/man/mt_stat_transf.Rd index 3d79f74..41baa41 100644 --- a/man/mt_stat_transf.Rd +++ b/man/mt_stat_transf.Rd @@ -55,7 +55,6 @@ library(stats) library(magrittr) library(readr) library(lazytrade) -library(moments) path_data <- normalizePath(tempdir(),winslash = "/")