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fredmontet / tars

A crypto trading bot for research and developers
MIT License
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Make utility functions to load historical data #4

Closed fredmontet closed 3 years ago

fredmontet commented 3 years ago

To create models, historical data is a must. The goal of this issue is to create a utility function to load historical data. Historical data can be found here: https://www.cryptodatadownload.com/data/ or with an API here https://polygon.io/ api.

To download historical data can take a long time and therefore, the resulting dataset should be saved somewhere (data folder is probably a good default location).

The location for this function is best in utils/data.py for instance.

fredmontet commented 3 years ago

Maybe this source is better : https://drive.google.com/drive/folders/1sqt3kvw_Y5yOfF6HLG_xfAXae0LsVZWH

It's the data from Kraken directly: https://support.kraken.com/hc/en-us/articles/360047124832-Downloadable-historical-OHLCVT-Open-High-Low-Close-Volume-Trades-data