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OrderBook Tick Data Trading Strategy(1)

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  • Update : 2020-05-24
  • Size : 13.28mb
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  • Author ：lintao123
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orderbook tick driven high frequency strategy
Packet file list
(Preview for download)
FilenameSizeUpdate
OrderBook Tick Data Trading Strategy 0 2018-05-30
OrderBook Tick Data Trading Strategy\.DS_Store 6148 2018-05-30
__MACOSX 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\._.DS_Store 120 2018-05-30
OrderBook Tick Data Trading Strategy\Graph 0 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\Quantity.png 485568 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._Quantity.png 172 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\P_L.png 221221 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._P_L.png 172 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\depth.png 73459 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._depth.png 172 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\CV_Best_Model.png 286925 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._CV_Best_Model.png 172 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\prediction.png 89940 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._prediction.png 172 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\Price_B1A1.png 171990 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._Price_B1A1.png 228 2017-02-14
OrderBook Tick Data Trading Strategy\Graph\pipline.png 206523 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Graph\._pipline.png 228 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\._Graph 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation 0 2018-05-30
OrderBook Tick Data Trading Strategy\Data_Transformation\Data_Problem.txt 7522 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._Data_Problem.txt 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\.DS_Store 6148 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._.DS_Store 120 2018-05-30
OrderBook Tick Data Trading Strategy\Data_Transformation\order book data 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\Data_Transformation_Code.ipynb 63031 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\._Data_Transformation_Code.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\order_book_3_2014_1_2.csv 3292 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\._order_book_3_2014_1_2.csv 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\.ipynb_checkpoints 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\.ipynb_checkpoints\Data_Transformation_Code-checkpoint.ipynb 63031 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\.ipynb_checkpoints 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\.ipynb_checkpoints\._Data_Transformation_Code-checkpoint.ipynb 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\order book data\._.ipynb_checkpoints 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._order book data 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\order_book_3_2014_1_2.csv~ 6404454 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._order_book_3_2014_1_2.csv~ 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\order_book_3_2014_1_2_UP.csv 6752803 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._order_book_3_2014_1_2_UP.csv 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\order_book_3_2014_1_2.csv 6217396 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._order_book_3_2014_1_2.csv 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\order_book_3_2014_1_2_DOWN.csv 8193762 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._order_book_3_2014_1_2_DOWN.csv 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\Train_Test_Builder.ipynb 47123 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._Train_Test_Builder.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints\Train_Test_Builder-checkpoint.ipynb 47262 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints\._Train_Test_Builder-checkpoint.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints\Train_Test_Data_Builder_Feature_Rise_Extractor-checkpoint.ipynb 768567 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\.ipynb_checkpoints\._Train_Test_Data_Builder_Feature_Rise_Extractor-checkpoint.ipynb 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\Train_Test_Builder\._.ipynb_checkpoints 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._Train_Test_Builder 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\.ipynb_checkpoints 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\.ipynb_checkpoints\Untitled-checkpoint.ipynb 72 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\.ipynb_checkpoints 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\.ipynb_checkpoints\._Untitled-checkpoint.ipynb 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._.ipynb_checkpoints 172 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\message_data 0 2017-02-14
OrderBook Tick Data Trading Strategy\Data_Transformation\message_data\CN_Futures_2014.01.02.csv 9080439 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\message_data 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\message_data\._CN_Futures_2014.01.02.csv 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Data_Transformation\._message_data 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\._Data_Transformation 172 2018-05-30
OrderBook Tick Data Trading Strategy\Feature_Selection 0 2018-05-30
OrderBook Tick Data Trading Strategy\Feature_Selection\SGX_A50_Market_Feature.ipynb 1393874 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\._SGX_A50_Market_Feature.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Feature_Selection\.DS_Store 6148 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\._.DS_Store 120 2018-05-30
OrderBook Tick Data Trading Strategy\Feature_Selection\Train_Test_Data_Builder_Feature_Depth_Extractor.ipynb 3899308 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\._Train_Test_Data_Builder_Feature_Depth_Extractor.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Feature_Selection\Train_Test_Data_Builder_Feature_Rise_Extractor.ipynb 768567 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\._Train_Test_Data_Builder_Feature_Rise_Extractor.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints 0 2017-02-14
OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints\SGX_A50_Market_Feature-checkpoint.ipynb 1393874 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints\._SGX_A50_Market_Feature-checkpoint.ipynb 172 2017-02-14
OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints\Train_Test_Data_Builder_Feature_Rise_Extractor-checkpoint.ipynb 768567 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\.ipynb_checkpoints\._Train_Test_Data_Builder_Feature_Rise_Extractor-checkpoint.ipynb 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Feature_Selection\._.ipynb_checkpoints 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\._Feature_Selection 172 2018-05-30
OrderBook Tick Data Trading Strategy\README.md 1039 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\._README.md 228 2017-02-14
OrderBook Tick Data Trading Strategy\Model_Selection 0 2017-02-14
OrderBook Tick Data Trading Strategy\Model_Selection\.ipynb_checkpoints 0 2017-02-14
OrderBook Tick Data Trading Strategy\Model_Selection\.ipynb_checkpoints\Model_Selection-checkpoint.ipynb 892403 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Model_Selection 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Model_Selection\.ipynb_checkpoints 0 2018-05-30
__MACOSX\OrderBook Tick Data Trading Strategy\Model_Selection\.ipynb_checkpoints\._Model_Selection-checkpoint.ipynb 172 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Model_Selection\._.ipynb_checkpoints 172 2017-02-14
OrderBook Tick Data Trading Strategy\Model_Selection\Model_Selection.ipynb 892403 2017-02-14
__MACOSX\OrderBook Tick Data Trading Strategy\Model_Selection\._Model_Selection.ipynb 172 2017-02-14
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