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This commit is contained in:
David Brazda
2024-10-03 17:05:49 +02:00
parent 978cd7e2be
commit 48db2bc9de
6 changed files with 3703 additions and 39 deletions
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42
research/strat_SUPERTREND/SUPERTREND_v1_SINGLE.ipynb
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@ -11,7 +11,7 @@
},
{
"cell_type": "code",
"execution_count": 1,
"execution_count": 2,
"metadata": {},
"outputs": [
{
@ -68,7 +68,7 @@
},
{
"cell_type": "code",
"execution_count": 2,
"execution_count": 3,
"metadata": {},
"outputs": [
{
@ -80,7 +80,9 @@
"trades_df-SPY-2024-01-01T09:30:00-2024-05-14T16:00:00.parquet\n",
"trades_df-BAC-2023-01-01T09_30_00-2024-05-25T16_00_00-47BCFOPUVWZ-100.parquet\n",
"ohlcv_df-BAC-2024-01-11T09:30:00-2024-01-12T16:00:00.parquet\n",
"trades_df-BAC-2023-01-01T09:30:00-2024-10-02T16:00:00-['4', '7', 'B', 'C', 'F', 'O', 'P', 'U', 'V', 'W', 'Z']-100.parquet\n",
"trades_df-BAC-2024-05-15T09_30_00-2024-05-25T16_00_00-47BCFOPUVWZ-100.parquet\n",
"ohlcv_df-BAC-2023-01-01T09:30:00-2024-10-02T16:00:00-['4', '7', 'B', 'C', 'F', 'O', 'P', 'U', 'V', 'W', 'Z']-100.parquet\n",
"ohlcv_df-BAC-2024-01-01T09_30_00-2024-05-25T16_00_00-47BCFOPUVWZ-100.parquet\n",
"ohlcv_df-SPY-2024-01-01T09:30:00-2024-05-14T16:00:00.parquet\n",
"ohlcv_df-BAC-2024-01-01T09_30_00-2024-05-14T16_00_00-CO4B7VPWUZF-100.parquet\n",
@ -94,7 +96,7 @@
"5"
]
},
"execution_count": 2,
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
@ -129,36 +131,22 @@
},
{
"cell_type": "code",
"execution_count": 3,
"execution_count": 1,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"<class 'pandas.core.frame.DataFrame'>\n",
"DatetimeIndex: 57966 entries, 2024-02-12 09:30:00-05:00 to 2024-02-16 15:59:59-05:00\n",
"Data columns (total 10 columns):\n",
" # Column Non-Null Count Dtype \n",
"--- ------ -------------- ----- \n",
" 0 open 57966 non-null float64 \n",
" 1 high 57966 non-null float64 \n",
" 2 low 57966 non-null float64 \n",
" 3 close 57966 non-null float64 \n",
" 4 volume 57966 non-null float64 \n",
" 5 trades 57966 non-null float64 \n",
" 6 updated 57966 non-null datetime64[ns, US/Eastern]\n",
" 7 vwap 57966 non-null float64 \n",
" 8 buyvolume 57966 non-null float64 \n",
" 9 sellvolume 57966 non-null float64 \n",
"dtypes: datetime64[ns, US/Eastern](1), float64(9)\n",
"memory usage: 4.9 MB\n"
"ename": "NameError",
"evalue": "name 'basic_data' is not defined",
"output_type": "error",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mNameError\u001b[0m Traceback (most recent call last)",
"Cell \u001b[0;32mIn[1], line 1\u001b[0m\n\u001b[0;32m----> 1\u001b[0m \u001b[43mbasic_data\u001b[49m\u001b[38;5;241m.\u001b[39mdata[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mBAC\u001b[39m\u001b[38;5;124m\"\u001b[39m]\u001b[38;5;241m.\u001b[39minfo()\n\u001b[1;32m 3\u001b[0m df \u001b[38;5;241m=\u001b[39m basic_data\u001b[38;5;241m.\u001b[39mdata[\u001b[38;5;124m\"\u001b[39m\u001b[38;5;124mBAC\u001b[39m\u001b[38;5;124m\"\u001b[39m]\n\u001b[1;32m 5\u001b[0m nan_rows \u001b[38;5;241m=\u001b[39m df[df\u001b[38;5;241m.\u001b[39misna()\u001b[38;5;241m.\u001b[39many(axis\u001b[38;5;241m=\u001b[39m\u001b[38;5;241m1\u001b[39m)]\n",
"\u001b[0;31mNameError\u001b[0m: name 'basic_data' is not defined"
]
}
],
"source": [
"basic_data.data[\"BAC\"].info()"
]
"source": []
},
{
"cell_type": "markdown",