iterator() sampling frames of data on 1-5m timeframe

timothyyu / gdax-orderbook-ml

Application of machine learning to the Coinbase (GDAX) orderbook

BSD 3-Clause "New" or "Revised" License

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Open timothyyu opened 6 years ago

timothyyu commented 6 years ago

1-5m sampling frames of data, prior to transfer learning related to #47

timothyyu commented 6 years ago

related to #38 ohlc data stored in dataframe --->feather format + mongo ideal