Use VPIN in my chosen stock measurement

hanxixuana / flowrisk

A Python Implementation of Measures for Order Flow Risk, e.g. VPIN

MIT License

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Use VPIN in my chosen stock measurement #5

Open Izumishiho opened 1 year ago

Izumishiho commented 1 year ago

Hello. I want to use this VPIN model to measure my stocks through python, but when I use, I can only use the data from original stock data(such as 'gd'). How can i substitute the data from the explanation to my own? thx

stellawangy commented 10 months ago

Hi, i wonder if you have solved this question?

hanxixuana commented 6 months ago

Hi! Sorry for missing it for more than one year coz I don’t usually login after I graduated.

In short, you may put your own data in a dataframe and feed it to BulkVPIN.

Please refer to the ipython notebook.