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feat(Data): added script to download data from binance (#224)

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* feat(Data): added script to download data from binance

* feat(Data): saving unified parquet file/loading

* fix(Config): tweak the cusum filter's threshold

* fix(Dependencies): added binance_historical_data
This commit is contained in:
Mark Aron Szulyovszky
2022-02-20 12:30:53 +01:00
committed by GitHub
parent 7a443d93e4
commit c9f8ed1304
11 changed files with 85 additions and 101 deletions
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config/presets.py
+1 -1
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@@ -20,7 +20,7 @@ def get_default_config() -> RawConfig:
retrain_every=1000,
scaler="minmax", # 'normalize' 'minmax' 'standardize' 'robust'
assets=["fivemin_crypto"],
target_asset="BTC_USD",
target_asset="BTCUSDT",
other_assets=[],
exogenous_data=[],
load_non_target_asset=True,