search

stefan-jansen / machine-learning-for-trading

Code for Machine Learning for Algorithmic Trading, 2nd edition.
https://ml4trading.io
12.57k stars 4.03k forks source link

ML4T Workflow - Vectorized versus event driven - script data.py not found on githup package #290

Closed gmolinaro-git closed 1 year ago

gmolinaro-git commented 1 year ago

I cannot find the data.py script mentioned in the section "Vectorized versus event driven backtesting". Can someone provide it ?

stefan-jansen commented 1 year ago

You are probably looking for https://github.com/stefan-jansen/machine-learning-for-trading/blob/main/08_ml4t_workflow/00_data/data_prep.py