binance_exercise

Binanceのデータ処理の練習リポジトリです

約定履歴のダウンロードはこんな感じ $ python trades_download.py BTCUSDT

タイムバーの生成はこんな感じ (数字はタイムバーの間隔を秒で指定) $ python timebar_generate.py BTCUSDT 1

Name		Name	Last commit message	Last commit date
Latest commit History 60 Commits
.gitignore		.gitignore
LimitedOrderBookHFT_exercise.ipynb		LimitedOrderBookHFT_exercise.ipynb
README.md		README.md
deviation_exercise 2.ipynb		deviation_exercise 2.ipynb
deviation_exercise.ipynb		deviation_exercise.ipynb
distribution_exercise.ipynb		distribution_exercise.ipynb
exercise_util.py		exercise_util.py
fng_download.py		fng_download.py
fng_exercse.ipynb		fng_exercse.ipynb
fred_exercise.ipynb		fred_exercise.ipynb
fred_exercise_2.ipynb		fred_exercise_2.ipynb
hawkes_exercise.ipynb		hawkes_exercise.ipynb
joblib_utils.py		joblib_utils.py
makun_exercise.ipynb		makun_exercise.ipynb
numpy_exercise.ipynb		numpy_exercise.ipynb
orderbook_download.ipynb		orderbook_download.ipynb
orderbook_download.py		orderbook_download.py
orderbook_exercise.ipynb		orderbook_exercise.ipynb
orderbook_exercise2.ipynb		orderbook_exercise2.ipynb
orderflow_profile_exercise.ipynb		orderflow_profile_exercise.ipynb
richman_exercise.ipynb		richman_exercise.ipynb
richman_exercise_IC.ipynb		richman_exercise_IC.ipynb
target_symbols.py		target_symbols.py
timebar_exercise_1.ipynb		timebar_exercise_1.ipynb
timebar_exercise_2.ipynb		timebar_exercise_2.ipynb
timebar_exercise_3.ipynb		timebar_exercise_3.ipynb
timebar_exercise_4.ipynb		timebar_exercise_4.ipynb
timebar_generate.py		timebar_generate.py
trades_download.py		trades_download.py
variance_vs_highlow.ipynb		variance_vs_highlow.ipynb

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