From 4bc85be3ea0109ab9c9dbf8df691dac332d9152a Mon Sep 17 00:00:00 2001 From: David Brazda Date: Fri, 4 Oct 2024 12:18:09 +0200 Subject: [PATCH] update --- research/robustness/eval_robustness.ipynb | 1160 +-------------------- 1 file changed, 8 insertions(+), 1152 deletions(-) diff --git a/research/robustness/eval_robustness.ipynb b/research/robustness/eval_robustness.ipynb index a104be6..f5d1f65 100644 --- a/research/robustness/eval_robustness.ipynb +++ b/research/robustness/eval_robustness.ipynb @@ -42,47 +42,9 @@ }, { "cell_type": "code", - "execution_count": 6, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "data": { - "application/vnd.jupyter.widget-view+json": { - "model_id": "f198fa0dc12a432b8f1943e69e4053de", - "version_major": 2, - "version_minor": 0 - }, - "text/plain": [ - "100%|##########| 1/1 [00:02<00:00, 2.11s/it, symbol=BAC]" - ] - }, - "metadata": {}, - "output_type": "display_data" - }, - { - "name": "stdout", - "output_type": "stream", - "text": [ - "\n", - "DatetimeIndex: 29909 entries, 2024-08-01 09:30:00-04:00 to 2024-08-02 15:59:59-04:00\n", - "Data columns (total 10 columns):\n", - " # Column Non-Null Count Dtype \n", - "--- ------ -------------- ----- \n", - " 0 open 29909 non-null float64 \n", - " 1 high 29909 non-null float64 \n", - " 2 low 29909 non-null float64 \n", - " 3 close 29909 non-null float64 \n", - " 4 volume 29909 non-null float64 \n", - " 5 trades 29909 non-null float64 \n", - " 6 updated 29909 non-null datetime64[ns, UTC]\n", - " 7 vwap 29909 non-null float64 \n", - " 8 buyvolume 29909 non-null float64 \n", - " 9 sellvolume 29909 non-null float64 \n", - "dtypes: datetime64[ns, UTC](1), float64(9)\n", - "memory usage: 2.5 MB\n" - ] - } - ], + "outputs": [], "source": [ "#fetching US-STOCKS ohlcv_1s\n", "from lib.db import Connection\n", @@ -100,409 +62,9 @@ }, { "cell_type": "code", - "execution_count": 8, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "data": { - "text/html": [ - "" - ], - "text/plain": [ - "" - ] - }, - "metadata": {}, - "output_type": "display_data" - } - ], + "outputs": [], "source": [ "#basic_data.ohlcv.data[SYMBOL].lw.plot()\n", "basic_data.data[SYMBOL].lw.plot(size=\"s\")" @@ -510,724 +72,18 @@ }, { "cell_type": "code", - "execution_count": 18, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "data": { - "text/html": [ - "" - ], - "text/plain": [ - "" - ] - }, - "metadata": {}, - "output_type": "display_data" - } - ], + "outputs": [], "source": [ "basic_data.data[SYMBOL].vwap.lw.plot()\n" ] }, { "cell_type": "code", - "execution_count": 16, + "execution_count": null, "metadata": {}, - "outputs": [ - { - "data": { - "text/html": [ - "" - ], - "text/plain": [ - "" - ] - }, - "metadata": {}, - "output_type": "display_data" - } - ], + "outputs": [], "source": [ "basic_data.data[SYMBOL].vwap.lw.plot(histogram=(basic_data.data[SYMBOL].trades, \"trades\"))\n", "\n",