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research added (#207)

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David Brazda
2024-06-13 11:02:41 +02:00
committed by GitHub
parent 132391c915
commit 702328a242
8 changed files with 1619132 additions and 4 deletions
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research/prepare_aggregatied_data.ipynb
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@ -5,7 +5,7 @@
"metadata": {},
"source": [
"# Loading trades and vectorized aggregation\n",
"Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\n",
"This notebook fetches the trades from remote or local cache and aggregates them to bars of given type (time, volume, dollar) and resolution\n",
"\n",
"`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\n",
"`aggregate_trades` acceptss `trades_df` and ressolution and type of bars (VOLUME, TIME, DOLLAR) and return aggregated ohlcv dataframe `ohlcv_df`"
@ -1594,7 +1594,7 @@
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.10.11"
"version": "3.10.10"
}
},
"nbformat": 4,