Data collection, enhancement, and metrics calculation.

Last update: Dec 23, 2022

Related tags

Data Analysis l3_data_collection

Overview

l3_data_collection

Data collection, enhancement, and metrics calculation.

Summary

Repository containing code for QuantDAO's JDT data collection task.

Data is collected from the exchanges listed below, normalised, LOB constructed, and metrics calculated.

OKex
Phemex
FTX
Kraken
Kucoin
Huobi
Deribit
Bitfinex

Rayman: We need to choose 6 of these to work on.

Rayman: Richard wants L3 Order Book granularity... But this isn't possible as the Websockets don't provide a proper order_id for each order. Therefore it's impossible to match trades data exactly to order book update data. We wouldn't know how to interpret the number of cancellations and orders within a single order book price level quantity change. Please clarify with him today (18/01/2022), as I won't be awake till pretty late.

Dependencies

These packages must be manually installed if not installed already.

pip install numpy

Usage

TBC once implementation is better defined.

Owner

Ruiwyn

GitHub Repository

MEAD: A Large-scale Audio-visual Dataset for Emotional Talking-face Generation [ECCV2020]

MEAD: A Large-scale Audio-visual Dataset for Emotional Talking-face Generation [ECCV2020] by Kaisiyuan Wang, Qianyi Wu, Linsen Song, Zhuoqian Yang, Wa

112 Dec 28, 2022

Automated Exploration Data Analysis on a financial dataset

Automated EDA on financial dataset Just a simple way to get automated Exploration Data Analysis from financial dataset (OHLCV) using Streamlit and ta.

28 Nov 27, 2022

Containerized Demo of Apache Spark MLlib on a Data Lakehouse (2022)

Spark-DeltaLake-Demo Reliable, Scalable Machine Learning (2022) This project was completed in an attempt to become better acquainted with the latest b

8 Mar 21, 2022

A stock analysis app with streamlit

StockAnalysisApp A stock analysis app with streamlit. You select the ticker of the stock and the app makes a series of analysis by using the price cha

50 Nov 27, 2022

Hidden Markov Models in Python, with scikit-learn like API

hmmlearn hmmlearn is a set of algorithms for unsupervised learning and inference of Hidden Markov Models. For supervised learning learning of HMMs and

2.7k Jan 03, 2023

Helper tools to construct probability distributions built from expert elicited data for use in monte carlo simulations.

Elicited Helper tools to construct probability distributions built from expert elicited data for use in monte carlo simulations. Credit to Brett Hoove

3 Nov 04, 2022

Python Package for DataHerb: create, search, and load datasets.

The Python Package for DataHerb A DataHerb Core Service to Create and Load Datasets.

4 Feb 11, 2022

Detailed analysis on fraud claims in insurance companies, gives you information as to why huge loss take place in insurance companies

Insurance-Fraud-Claims Detailed analysis on fraud claims in insurance companies, gives you information as to why huge loss take place in insurance com

1 Jan 27, 2022

A computer algebra system written in pure Python

SymPy See the AUTHORS file for the list of authors. And many more people helped on the SymPy mailing list, reported bugs, helped organize SymPy's part

9.9k Dec 31, 2022

Statistical package in Python based on Pandas

Pingouin is an open-source statistical package written in Python 3 and based mostly on Pandas and NumPy. Some of its main features are listed below. F

1.2k Dec 31, 2022

A Pythonic introduction to methods for scaling your data science and machine learning work to larger datasets and larger models, using the tools and APIs you know and love from the PyData stack (such as numpy, pandas, and scikit-learn).

This tutorial's purpose is to introduce Pythonistas to methods for scaling their data science and machine learning work to larger datasets and larger models, using the tools and APIs they know and lo

102 Nov 10, 2022

Data collection, enhancement, and metrics calculation.

Related tags

Overview

l3_data_collection

Summary

Dependencies

Usage

Owner

Ruiwyn

MEAD: A Large-scale Audio-visual Dataset for Emotional Talking-face Generation [ECCV2020]

Automated Exploration Data Analysis on a financial dataset

Containerized Demo of Apache Spark MLlib on a Data Lakehouse (2022)

A stock analysis app with streamlit

Hidden Markov Models in Python, with scikit-learn like API

Helper tools to construct probability distributions built from expert elicited data for use in monte carlo simulations.

Python Package for DataHerb: create, search, and load datasets.

Detailed analysis on fraud claims in insurance companies, gives you information as to why huge loss take place in insurance companies

A computer algebra system written in pure Python

Statistical package in Python based on Pandas

A Pythonic introduction to methods for scaling your data science and machine learning work to larger datasets and larger models, using the tools and APIs you know and love from the PyData stack (such as numpy, pandas, and scikit-learn).

Intercepting proxy + analysis toolkit for Second Life compatible virtual worlds

PySpark Structured Streaming ROS Kafka ApacheSpark Cassandra

Package for decomposing EMG signals into motor unit firings, as used in Formento et al 2021.

Senator Trades Monitor

Retail-Sim is python package to easily create synthetic dataset of retaile store.

Manage large and heterogeneous data spaces on the file system.

Reading streams of Twitter data, save them to Kafka, then process with Kafka Stream API and Spark Streaming

Catalogue data - A Python Scripts to prepare catalogue data

Display the behaviour of a realtime program with a scope or logic analyser.