research added (#207)
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"metadata": {},
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"source": [
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"# Loading trades and vectorized aggregation\n",
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"Describes how to fetch trades (remote/cached) and use new vectorized aggregation to aggregate bars of given type (time, volume, dollar) and resolution\n",
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"This notebook fetches the trades from remote or local cache and aggregates them to bars of given type (time, volume, dollar) and resolution\n",
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"\n",
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"`fetch_trades_parallel` enables to fetch trades of given symbol and interval, also can filter conditions and minimum size. return `trades_df`\n",
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"`aggregate_trades` acceptss `trades_df` and ressolution and type of bars (VOLUME, TIME, DOLLAR) and return aggregated ohlcv dataframe `ohlcv_df`"
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.10.11"
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"version": "3.10.10"
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}
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},
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"nbformat": 4,
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"\n",
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"# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\n",
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"# line=dict(color=\"yellow\"), \n",
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" \n",
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"# fill=None,\n",
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"# connectgaps=True,\n",
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"# ))\n",
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research/strat_ORDER_IMBALANCE/v1_MULTI.ipynb
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research/strat_ORDER_IMBALANCE/v1_MULTI.ipynb
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research/strat_ORDER_IMBALANCE/v1_SINGLE.ipynb
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research/strat_ORDER_IMBALANCE/v1_SINGLE.ipynb
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research/strat_ORDER_IMBALANCE/v2_SINGLE.ipynb
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research/strat_ORDER_IMBALANCE/v2_SINGLE.ipynb
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research/strat_TIME_ENTRIES copy/v1_MULTI.ipynb
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research/strat_TIME_ENTRIES copy/v1_SINGLE.ipynb
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research/strat_TIME_ENTRIES copy/v1_SINGLE.ipynb
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v2realbot/tools/__init__.py
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v2realbot/tools/__init__.py
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