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TradeMaster-NTU / TradeMaster

TradeMaster is an open-source platform for quantitative trading empowered by reinforcement learning :fire: :zap: :rainbow:
Apache License 2.0
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Data Preprocess Source and Custom Dataset #205

Closed cpzz50 closed 2 months ago

cpzz50 commented 3 months ago

This question is about BTC high frequency trading dataset provided.

From the csv file. Some columns like [bid1_price] has number [23090.7], but other columns like [high] have number [-0.8507737401414914]. Seems like some columns are normalized but others are not. Please advise how these data are preprocessed so I can put my own data into training.

Also about preprocessing, README indicate that the data is from Kaggle, which I found the original data doesn't contain indicators in the csv file. Wondering if it's possible disclose how those technical indicators are preprocessed.

Thank you

qinmoelei commented 2 months ago

EarnHFT contains a more detailed description of the data preprocess, which members also develop from TradeMaster. For high-frequency trading for crypto, the two repos share the same setting, and EarnHFT is much easier to read.