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feat(Data): create DataSource, DataCollection, added hourly crypto data (#96)

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* feat(Data): create DataSource, DataCollection, added hourly crypto data

* fix(Data): hourly data format, loading & config
This commit is contained in:
Mark Aron Szulyovszky
2021-12-31 19:04:27 +01:00
committed by GitHub
parent f762ceed2a
commit 442915f847
59 changed files with 276175 additions and 43473 deletions
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exploration.ipynb
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@@ -14,7 +14,7 @@
"import numpy as np\n",
"from feature_extractors.feature_extractor_presets import presets\n",
"\n",
"X, y, target_returns = load_data(path = './data', target_asset = 'BTC_USD', load_other_assets = True, log_returns=False, forecasting_horizon= 1, own_features= presets[\"level_2\"],\n",
"X, y, target_returns = load_data(path = './data', target_asset = 'BTC_USD', load_non_target_asset = True, log_returns=False, forecasting_horizon= 1, own_features= presets[\"level_2\"],\n",
" other_features= presets[\"level_2\"],\n",
" index_column= 'int',\n",
" method= 'classification',\n",