This PR includes both my own strategy for day trading (based on a simple LSTM neural network) and a couple of small changes to the backtesting lib that should not affect other students usage of the lib.
Alongside my strategy, I created a folder for it's additional data an utility files (for splitting the dataset into training and testing samples etc). Since those are all necessary for my model to work, I feel like they should also be included in those changes, however, if the maintainer disagrees I can remove the directory or some target files.
This PR includes both my own strategy for day trading (based on a simple LSTM neural network) and a couple of small changes to the backtesting lib that should not affect other students usage of the lib.
Alongside my strategy, I created a folder for it's additional data an utility files (for splitting the dataset into training and testing samples etc). Since those are all necessary for my model to work, I feel like they should also be included in those changes, however, if the maintainer disagrees I can remove the directory or some target files.
Cheers 🍾