Revert "Feat: Update convert function in tardis.py to handle .parquet files"

nkaz001 / hftbacktest

A high-frequency trading and market-making backtesting tool in Python and Rust, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books, with real-world crypto market-making examples for Binance Futures

MIT License

1.78k stars 357 forks source link

Revert "Feat: Update convert function in tardis.py to handle .parquet files" #121

Closed nkaz001 closed 1 month ago

nkaz001 commented 1 month ago

Reverts nkaz001/hftbacktest#120

Tardis.dev provides the file in .csv.gz format.