search

ogallagher / marketsense

Leverage the human neural network to predict market asset values
Other
1 stars 0 forks source link

Enforce session sample size #28

Closed ogallagher closed 3 years ago

ogallagher commented 3 years ago

As mentioned here, it is becoming a problem that the estimated interval size needed to fetch the desired number of trade bars for a sample during training is not enough, as it doesn’t account for closed exchange hours or weekends.

ogallagher commented 3 years ago

Done, using the outputsize Twelvedata API time_series endpoint parameter!