Merge requests · ie421_high_frequency_trading_spring_2024 / ie421_hft_spring_2024_group_07 / group_07_project

LSTM_Crypto model development and data parsing

!1 · created Apr 02, 2024 by kyleryu2
- Merged
- Approved
updated Apr 02, 2024
added training loop

!2 · created Apr 02, 2024 by joywan2
- Merged
- Approved
updated Apr 02, 2024
Put in snapshot csv data

!3 · created Apr 02, 2024 by nikunjt2
- Merged
- Approved
updated Apr 02, 2024
Resolve "Adapt LSTM to new data format"

!4 · created Apr 09, 2024 by kyleryu2
- Merged
- Approved
updated Apr 09, 2024
Adjusted LSTM hyperparameters to improve model accuracy

!5 · created Apr 09, 2024 by joywan2
- Merged
- Approved
updated Apr 09, 2024
Resolve "Adjust LSTM hyperparameters"

!6 · created Apr 09, 2024 by joywan2
- Closed
updated Apr 09, 2024
test

!7 · created Apr 09, 2024 by joywan2
- Closed
updated Apr 09, 2024
Changed data reading code and added more data

!8 · created Apr 16, 2024 by joywan2
- Merged
- Approved
updated Apr 16, 2024
Changed training and testing split; minor modifications to data preprocessing

!9 · created Apr 16, 2024 by kyleryu2
- Merged
- Approved
updated Apr 16, 2024
Add new directory for preprocessing code (uniform grid, labelling)

!10 · created Apr 16, 2024 by stan19
- Merged
- Approved
updated Apr 16, 2024
Draft: Resolve "Implement real time data collection"

!11 · created Apr 16, 2024 by nikunjt2
- Closed
updated Apr 16, 2024
testing with ccxt data retrieval

!12 · created Apr 16, 2024 by nikunjt2
- Merged
updated Apr 16, 2024
Upload File for preprocessing steps based on Abhinav (2019) and Cont et. al. (2011)

!13 · created Apr 17, 2024 by stan19
- Merged
- Approved
updated May 06, 2024
files for campus cluster setup

!14 · created Apr 26, 2024 by stan19
- Merged
- Approved
updated May 06, 2024
Implemented CNN and improved the LSTM model. Also added visual training...

!15 · created May 06, 2024 by joywan2
- Merged
updated May 06, 2024
Replace LSTM_Crypto.ipynb

!16 · created May 06, 2024 by kyleryu2
- Merged
updated May 06, 2024
Upload New File

!17 · created May 09, 2024 by stan19
- Merged
- Approved
updated May 11, 2024
GRU model testing and training

!18 · created May 11, 2024 by nikunjt2
updated May 11, 2024
flaskpage

!19 · created May 12, 2024 by nikunjt2
- Merged
updated May 12, 2024
flask takes multiple files, all on one page

!20 · created May 13, 2024 by nikunjt2
- Closed
updated May 14, 2024