Open sjl070707 opened 6 years ago
comparison file located at project/2018-06-17-comparison-bt-prediction-vs-live-prediction/output/
csv created under
project/2018-06-17-comparison-bt-prediction-vs-live-prediction/output/live_pred_vs_bt_pred_tradeday_20180617.pickle.xz.csv
2nd file produced, live_pred_vs_bt_pred_tradeday_20180618.pickle.xz.csv
append them together for further analysis.
also noticed not every minute is predicted, missgin about 1/3. are missing minutes clustered together? or scattered through out the day?
related to bitfinex etl?
for given sample do we need to fix our live predicter?