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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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feature_extractors/feature_extractor_presets.py
-2
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@@ -15,7 +15,6 @@ from .feature_extractors import (
)
from .fractional_differentiation import (
feature_fractional_differentiation,
feature_fractional_differentiation_log,
)
__presets = dict(
@@ -40,7 +39,6 @@ __presets = dict(
stod=[("stod", feature_STOD, [100, 300, 2000])],
stok=[("stok", feature_STOK, [100, 300, 2000])],
fracdiff=[("fracdiff", feature_fractional_differentiation, [100, 300])],
fracdiff_log=[("fracdiff_log", feature_fractional_differentiation_log, [100, 300])],
z_score=[("z_score", feature_expanding_zscore, [100])],
)