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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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data_loader/collections.py
+11 -7
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@@ -9,13 +9,17 @@ def transform_to_data_collection(path: str, file_names: list[str]) -> DataCollec
__daily_etf = ["GLD", "IEF", "QQQ", "SPY", "TLT"]
__5min_crypto = [
"BTC_USD",
"ETC_USD",
"ETH_USD",
"LTC_USD",
"TRX_USD",
"XLM_USD",
"XMR_USD",
"TRXUSDT",
"XRPUSDT",
"ADAUSDT",
"SOLUSDT",
"AVAXUSDT",
"DOTUSDT",
"ETHUSDT",
"LTCUSDT",
"BNBUSDT",
"BTCUSDT",
"ETCUSDT",
]
__daily_glassnode = [