readme change
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@ -16,6 +16,9 @@ Modules:
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- remotely fetches daily trade data
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- manages trade cache (daily trade files per symbol) and aggregation cache (per symbola and requested period)
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- numba compiled aggregator for required output (time based, dollars, volume bars, renkos...).
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- additional columns calculated from tick data and included in bars
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- buyvolume, sellvolume - total amount of volume triggered by aggressive orders (estimated by Lee-Ready algorithm)
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- buytrades, selltrades - total amount of trades in each bar grouped by side of aggregsive orders
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Detailed examples in [tests/data_loader_tryme.ipynb](tests/data_loader_tryme.ipynb)
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