mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 11:17:47 +00:00
Mark Aron Szulyovszky
c9f8ed1304
* 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
11 lines
251 B
Python
11 lines
251 B
Python
import pandas as pd
|
|
import numpy as np
|
|
from scipy.stats import shapiro
|
|
|
|
|
|
def get_close_low_high(df: pd.DataFrame) -> tuple[pd.Series, pd.Series, pd.Series]:
|
|
close = df["close"]
|
|
low = df["low"]
|
|
high = df["high"]
|
|
return close, low, high
|