mirror of
https://github.com/webclinic017/drift.git
synced 2026-07-28 19:27:47 +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
61 lines
1.2 KiB
Python
61 lines
1.2 KiB
Python
from .types import Path, FileName, DataSource, DataCollection
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from utils.helpers import flatten
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def transform_to_data_collection(path: str, file_names: list[str]) -> DataCollection:
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return list(zip([path] * len(file_names), file_names))
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__daily_etf = ["GLD", "IEF", "QQQ", "SPY", "TLT"]
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__5min_crypto = [
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"TRXUSDT",
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"XRPUSDT",
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"ADAUSDT",
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"SOLUSDT",
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"AVAXUSDT",
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"DOTUSDT",
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"ETHUSDT",
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"LTCUSDT",
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"BNBUSDT",
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"BTCUSDT",
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"ETCUSDT",
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]
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__daily_glassnode = [
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"rhodl_ratio",
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# 'cvdd',
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"nvt_ratio",
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"nvt_signal",
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"velocity",
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"supply_adjusted_cdd",
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"binary_cdd",
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"supply_adjusted_dormancy",
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"puell_multiple",
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"asopr",
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"reserve_risk",
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"sopr",
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"cdd",
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"asol",
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"msol",
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"dormancy",
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"liveliness",
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"relative_unrealized_profit",
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"relative_unrealized_loss",
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"nupl",
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"sth_nupl",
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"lth_nupl",
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"ssr",
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"bvin",
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# 'hash_rate'
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]
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data_collections = dict(
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daily_etf=transform_to_data_collection("data/daily_etf", __daily_etf),
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fivemin_crypto=transform_to_data_collection("data/5min_crypto", __5min_crypto),
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daily_glassnode=transform_to_data_collection(
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"data/daily_glassnode", __daily_glassnode
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),
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)
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