股票买卖最佳时机leetcode-HFTrading:用神经网络构建高频交易引擎

上传者: 38702339 | 上传时间: 2021-08-28 23:50:41 | 文件大小: 519KB | 文件类型: ZIP
股票买卖最佳时机leetcode 一分钟一分钟的交易项目 用神经网络构建一分钟一分钟的交易引擎 这是 Kojack 项目的存储库,这是我为 Metis 设计的最终项目。 请阅读此文件作为存储库中代码的指南。 stage1.ipynb:此笔记本假定您已从德意志交易所的 Amazon S3 存储桶中的 xetra 文件下载文件夹,并且这些文件夹与此笔记本位于同一目录中。 这个笔记本将数据读入一个数据框,保存 10 种最常交易的证券的数据。 这些碰巧都是公司股票。 stage2.ipynb:这个notebook假设stage1.ipynb生成的pickle文件和这个notebook在同一个目录下。 这个笔记本从那个泡菜文件中读取数据,并填写任何给定股票没有交易的时间的数据。 stage3.ipynb:这个notebook假设stage2.ipynb生成的pickle文件和这个notebook在同一个目录下。 该笔记本从该 pickle 文件中读取数据,并添加滞后变量作为初始分类模型的预测变量。 请注意,添加滞后变量后,数据对于单个泡菜文件来说变得太大,因此该笔记本生成 10 个泡菜文件。 R

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