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TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
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MIssing file 'data/algorithmic_trading/AAPL/test_labeled_3_24_-0.05_0.05.csv' #181

Closed JackXueIndiana closed 1 year ago

JackXueIndiana commented 1 year ago

Can not find this file in repo: 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv'

XiaHaochong98 commented 1 year ago

We've rolled out market dynamics testing datasets with the newest release of TradeMaster. These datasets are generated by our market dynamics modeling tool with scripts in https://github.com/TradeMaster-NTU/TradeMaster/tree/1.0.0/configs/market_dynamics_modeling. Please update your project to utilize the latest dataset. Training on AAPL data is currently in the experimental phase, please try out other supporting markets. Thank you for your interest in TradeMaster.

JackXueIndiana commented 1 year ago

Got it and thanks Haochong!

Thanks, Jack

Jack Xue, Ph.D. & MBA | Principal Cloud Solution Architect for Application Innovation, Microsoft | USEC COGS CSU - Manufacturing |Desk: +1-425-421-7863, Cell: +1-317-993-1427

From: Haochong Xia @.> Sent: Wednesday, August 30, 2023 8:03 AM To: TradeMaster-NTU/TradeMaster @.> Cc: Author @.***> Subject: Re: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

We've rolled out market dynamics testing datasets with the newest release of TradeMaster. These datasets are generated by our market dynamics modeling tool with scripts in https://github.com/TradeMaster-NTU/TradeMaster/tree/1.0.0/configs/market_dynamics_modeling. Please update your project to utilize the latest dataset. Training on AAPL data is currently in the experimental phase, please try out other supporting markets. Thank you for your interest in TradeMaster

- Reply to this email directly, view it on GitHubhttps://github.com/TradeMaster-NTU/TradeMaster/issues/181#issuecomment-1699034962 or unsubscribehttps://github.com/notifications/unsubscribe-auth/AH6W6XU2ZPTP6TWCCCEBTUDXX4TYVBFKMF2HI4TJMJ2XIZLTSOBKK5TBNR2WLJDUOJ2WLJDOMFWWLO3UNBZGKYLEL5YGC4TUNFRWS4DBNZ2F6YLDORUXM2LUPGBKK5TBNR2WLJDUOJ2WLJDOMFWWLLTXMF2GG2C7MFRXI2LWNF2HTAVFOZQWY5LFUVUXG43VMWSG4YLNMWVXI2DSMVQWIX3UPFYGLLDTOVRGUZLDORPXI6LQMWWES43TOVSUG33NNVSW45FGORXXA2LDOOJIFJDUPFYGLKTSMVYG643JORXXE6NFOZQWY5LFVE2TENZZHEZTMMRUQKSHI6LQMWSWS43TOVS2K5TBNR2WLKRRHA3TANZUGQ4DKMFHORZGSZ3HMVZKMY3SMVQXIZI. You are receiving this email because you authored the thread.

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JackXueIndiana commented 1 year ago

Haochong,

Just want to confirm that in tutorials code examples we did not use LOB data as an input, right? Or I missed something?

Thanks, Jack

Jack Xue, Ph.D. & MBA | Principal Cloud Solution Architect for Application Innovation, Microsoft | USEC COGS CSU - Manufacturing |Desk: +1-425-421-7863, Cell: +1-317-993-1427

From: Jack Xue Sent: Wednesday, August 30, 2023 8:28 AM To: @.; TradeMaster-NTU/TradeMaster @.> Cc: Author @.***> Subject: RE: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

Got it and thanks Haochong!

Thanks, Jack

Jack Xue, Ph.D. & MBA | Principal Cloud Solution Architect for Application Innovation, Microsoft | USEC COGS CSU - Manufacturing |Desk: +1-425-421-7863, Cell: +1-317-993-1427

From: Haochong Xia @.**@.>> Sent: Wednesday, August 30, 2023 8:03 AM To: TradeMaster-NTU/TradeMaster @.**@.>> Cc: Author @.**@.>> Subject: Re: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

We've rolled out market dynamics testing datasets with the newest release of TradeMaster. These datasets are generated by our market dynamics modeling tool with scripts in https://github.com/TradeMaster-NTU/TradeMaster/tree/1.0.0/configs/market_dynamics_modeling. Please update your project to utilize the latest dataset. Training on AAPL data is currently in the experimental phase, please try out other supporting markets. Thank you for your interest in TradeMaster

- Reply to this email directly, view it on GitHubhttps://github.com/TradeMaster-NTU/TradeMaster/issues/181#issuecomment-1699034962 or unsubscribehttps://github.com/notifications/unsubscribe-auth/AH6W6XU2ZPTP6TWCCCEBTUDXX4TYVBFKMF2HI4TJMJ2XIZLTSOBKK5TBNR2WLJDUOJ2WLJDOMFWWLO3UNBZGKYLEL5YGC4TUNFRWS4DBNZ2F6YLDORUXM2LUPGBKK5TBNR2WLJDUOJ2WLJDOMFWWLLTXMF2GG2C7MFRXI2LWNF2HTAVFOZQWY5LFUVUXG43VMWSG4YLNMWVXI2DSMVQWIX3UPFYGLLDTOVRGUZLDORPXI6LQMWWES43TOVSUG33NNVSW45FGORXXA2LDOOJIFJDUPFYGLKTSMVYG643JORXXE6NFOZQWY5LFVE2TENZZHEZTMMRUQKSHI6LQMWSWS43TOVS2K5TBNR2WLKRRHA3TANZUGQ4DKMFHORZGSZ3HMVZKMY3SMVQXIZI. You are receiving this email because you authored the thread.

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XiaHaochong98 commented 1 year ago

Dear Jack,

For the most part of the TradeMaster project, we do not utilize LOB data and only focus on OHLCV because of data accessibility.

However, we do provide an example of HFT (https://github.com/TradeMaster-NTU/TradeMaster/blob/1.0.0/tools/high_frequency_trading/train.py) with LOB data (https://github.com/TradeMaster-NTU/TradeMaster/tree/1.0.0/data/high_frequency_trading/small_BTC), as a very primal example of our ongoing research using RL for HFT which has just been submitted for AAAI for review.

Yours, Haochong Xia

发件人: Jack Xue, Ph.D. @.> 发送时间: 2023年9月6日 0:53 收件人: TradeMaster-NTU/TradeMaster @.> 抄送: #XIA HAOCHONG# @.>; Comment @.> 主题: Re: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

Haochong,

Just want to confirm that in tutorials code examples we did not use LOB data as an input, right? Or I missed something?

Thanks, Jack

Jack Xue, Ph.D. & MBA | Principal Cloud Solution Architect for Application Innovation, Microsoft | USEC COGS CSU - Manufacturing |Desk: +1-425-421-7863, Cell: +1-317-993-1427

From: Jack Xue Sent: Wednesday, August 30, 2023 8:28 AM To: @.; TradeMaster-NTU/TradeMaster @.> Cc: Author @.***> Subject: RE: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

Got it and thanks Haochong!

Thanks, Jack

Jack Xue, Ph.D. & MBA | Principal Cloud Solution Architect for Application Innovation, Microsoft | USEC COGS CSU - Manufacturing |Desk: +1-425-421-7863, Cell: +1-317-993-1427

From: Haochong Xia @.**@.>> Sent: Wednesday, August 30, 2023 8:03 AM To: TradeMaster-NTU/TradeMaster @.**@.>> Cc: Author @.**@.>> Subject: Re: [TradeMaster-NTU/TradeMaster] MIssing file 'data/algorithmic_trading/AAPL/test_labeled_324-0.05_0.05.csv' (Issue #181)

We've rolled out market dynamics testing datasets with the newest release of TradeMaster. These datasets are generated by our market dynamics modeling tool with scripts in https://github.com/TradeMaster-NTU/TradeMaster/tree/1.0.0/configs/market_dynamics_modeling. Please update your project to utilize the latest dataset. Training on AAPL data is currently in the experimental phase, please try out other supporting markets. Thank you for your interest in TradeMaster

- Reply to this email directly, view it on GitHubhttps://github.com/TradeMaster-NTU/TradeMaster/issues/181#issuecomment-1699034962 or unsubscribehttps://github.com/notifications/unsubscribe-auth/AH6W6XU2ZPTP6TWCCCEBTUDXX4TYVBFKMF2HI4TJMJ2XIZLTSOBKK5TBNR2WLJDUOJ2WLJDOMFWWLO3UNBZGKYLEL5YGC4TUNFRWS4DBNZ2F6YLDORUXM2LUPGBKK5TBNR2WLJDUOJ2WLJDOMFWWLLTXMF2GG2C7MFRXI2LWNF2HTAVFOZQWY5LFUVUXG43VMWSG4YLNMWVXI2DSMVQWIX3UPFYGLLDTOVRGUZLDORPXI6LQMWWES43TOVSUG33NNVSW45FGORXXA2LDOOJIFJDUPFYGLKTSMVYG643JORXXE6NFOZQWY5LFVE2TENZZHEZTMMRUQKSHI6LQMWSWS43TOVS2K5TBNR2WLKRRHA3TANZUGQ4DKMFHORZGSZ3HMVZKMY3SMVQXIZI. You are receiving this email because you authored the thread.

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