Do NOT do this issue until we're past #1278 "Experiment: Reframe to classify 'will price go up anytime in next 5 min?', etc.". WHY: because it there would be massive code conflict
Background / motivation
Background: we ran historical-mock simulation with status-quo trading, for each of the 10 five-min feeds. Some made $, some lost $. But in aggregate they make $.
We want to make it easy to do simulation across >1 feeds at once. (For same time-scale, eg all 10 five-min feeds.)
TODOs
[ ] Modify sim_engine to handle >1 five-min feeds at once
[ ] Plots get updated to handle this.
Related github issues
#1257 Integrate subgraph prediction into sim trading
Do NOT do this issue until we're past #1278 "Experiment: Reframe to classify 'will price go up anytime in next 5 min?', etc.". WHY: because it there would be massive code conflict
Background / motivation
Background: we ran historical-mock simulation with status-quo trading, for each of the 10 five-min feeds. Some made $, some lost $. But in aggregate they make $.
We want to make it easy to do simulation across >1 feeds at once. (For same time-scale, eg all 10 five-min feeds.)
TODOs
Related github issues