Merge requests · ie421_high_frequency_trading_fall_2022 / ie421_hft_fall_2022_group_01 / hft_project

Fix collector

!21 · created Nov 03, 2022 by youlyu2
- Merged
- Approved
updated Nov 03, 2022
add ETH

!22 · created Nov 03, 2022 by youlyu2
- Merged
- Approved
updated Nov 03, 2022
New task executor format

!23 · created Nov 03, 2022 by youlyu2
- Merged
- Approved
updated Nov 03, 2022
Added bachlelier method (minor detail still need to be completed)

!24 · created Nov 03, 2022 by zehao3
- Merged
- Approved
updated Nov 03, 2022
Update README.md

!25 · created Nov 03, 2022 by zehao3
- Merged
- Approved
updated Nov 03, 2022
Add visualizations, realized that json_to_df may spend a lot fo time parsing...

!26 · created Nov 03, 2022 by yaowenc2
- Merged
- Approved
updated Nov 03, 2022
merge Unmerged

!28 · created Nov 20, 2022 by youlyu2
- Merged
- Approved
updated Nov 20, 2022
Wrapped granger casuality and cross correlation to classes

!29 · created Nov 22, 2022 by yaowenc2
- Merged
- Approved
updated Nov 26, 2022
Updated parser.py to include parse_parquet. Realizing that some data might be corrupted

!30 · created Nov 26, 2022 by yaowenc2
- Merged
- Approved
updated Nov 26, 2022
Updated loading method. No longer need the internal json file.

!31 · created Nov 30, 2022 by youlyu2
- Merged
- Approved
updated Dec 01, 2022
Add data visualization

!33 · created Dec 02, 2022 by youlyu2
- Merged
- Approved
updated Dec 02, 2022
Added the Naples framework(haven't tested with actual data yet)

!34 · created Dec 26, 2022 by yaowenc2
- Merged
- Approved
updated Dec 27, 2022
Enhance collector

!35 · created Jan 04, 2023 by yaowenc2
- Merged
- Approved
updated Jan 05, 2023
Add citation for paper readme

!37 · created Jan 05, 2023 by yaowenc2
- Merged
- Approved
updated Jan 05, 2023
Conducted Analysis with NAPLES estimator

!36 · created Jan 05, 2023 by yaowenc2
- Merged
- Approved
updated Jan 05, 2023
Reorganize datacollector format

!38 · created Jan 07, 2023 by yaowenc2
- Merged
- Approved
updated Jan 07, 2023
Create collect monthly data method, which allows custom input of month and collects given data

!39 · created Jan 08, 2023 by yaowenc2
- Merged
- Approved
updated Jan 08, 2023
Automate analyzing of data

!40 · created Jan 10, 2023 by yaowenc2
- Merged
- Approved
updated Jan 10, 2023
Try except around the reading of files to avoid edge cases where given data is not available in a day

!41 · created Jan 11, 2023 by yaowenc2
- Merged
- Approved
updated Jan 11, 2023
Add interface

!42 · created Jan 11, 2023 by youlyu2
- Merged
- Approved
updated Jan 11, 2023