research added

This commit is contained in:
David Brazda
2024-06-13 11:02:00 +02:00
parent 1659cc7a6e
commit 8e89347f5c
8 changed files with 1619132 additions and 4 deletions

View File

@ -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,

View File

@ -43884,8 +43884,7 @@
"# ))\n",
"\n",
"# thirtymin_slope_to_compare.vbt.plot(fig=fig, add_trace_kwargs=dict(secondary_y=True), trace_kwargs=dict(name=\"30min slope\",\n",
"# line=dict(color=\"yellow\"),\n",
" \n",
"# line=dict(color=\"yellow\"), \n",
"# fill=None,\n",
"# connectgaps=True,\n",
"# ))\n",

File diff suppressed because one or more lines are too long

File diff suppressed because one or more lines are too long

File diff suppressed because one or more lines are too long

File diff suppressed because one or more lines are too long

File diff suppressed because one or more lines are too long

View File