diff --git a/Imbalance_Bars/BTCUSDT-2020-01-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-01-imbalance_bars.csv deleted file mode 100644 index b079855710e6f188acaffb99c2f195f9896ed9c8..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-01-imbalance_bars.csv +++ /dev/null @@ -1,36 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-01-01 00:00:01.481,7189.43,7260.43,7030.0,7030.0,125880.89500000002,173282,-3469.5009999995464 -2020-01-02 16:47:30.093,7033.0,7260.0,6863.44,7260.0,86732.83,108309,3460.5679999999957 -2020-01-03 04:43:50.980,7260.17,7407.28,7148.14,7400.0,126845.89799999999,184313,3449.4840000000127 -2020-01-03 17:01:59.052,7398.52,7489.0,7255.84,7488.01,168561.81699999998,240005,3446.190999999797 -2020-01-05 04:02:17.035,7488.13,7495.0,7362.71,7366.7,66769.591,93564,-3444.9509999999814 -2020-01-05 21:32:58.036,7366.69,7921.19,7303.0,7921.19,195667.718,268306,3448.512000000003 -2020-01-07 00:16:53.149,7921.44,8468.42,7733.0,8250.0,441695.69299999997,608563,-3470.091000000069 -2020-01-08 14:11:09.076,8249.83,8366.02,7978.04,7978.04,100997.66399999999,147534,-3445.50200000015 -2020-01-08 19:47:47.525,7978.0,8129.0,7862.0,7873.04,111291.93,159236,-3447.250000000032 -2020-01-09 09:59:33.867,7873.0,8006.83,7718.05,7721.82,162908.465,240070,-3446.1410000001556 -2020-01-10 08:08:44.974,7722.2,7954.77,7670.0,7944.85,77192.932,125431,3445.8640000006726 -2020-01-10 14:38:52.923,7945.0,8190.0,7912.95,8190.0,134741.493,213824,3477.1070000000104 -2020-01-10 23:50:25.939,8190.1,8292.19,7956.28,8088.42,239353.093,398077,-3445.837000000756 -2020-01-12 17:06:07.398,8088.35,8349.35,8053.78,8344.15,131121.431,228898,3446.3329999998987 -2020-01-14 01:04:35.032,8344.16,8509.74,8327.16,8509.74,42589.829,64756,3446.206999999968 -2020-01-14 04:01:19.085,8503.33,8918.5,8467.74,8600.91,282288.055,487566,-3449.4790000001512 -2020-01-15 04:26:09.360,8600.76,8921.2,8570.52,8738.8,362865.89,471915,-3446.7139999996816 -2020-01-17 02:02:46.196,8738.55,8927.67,8721.08,8917.63,33527.928,46624,3446.367999999864 -2020-01-17 06:00:48.069,8921.17,9039.0,8785.0,8876.32,161868.08400000003,229427,-3446.1480000000865 -2020-01-18 00:01:15.057,8876.07,9159.86,8816.0,9156.0,142872.202,196634,3446.8520000000767 -2020-01-19 01:37:57.451,9157.0,9205.3,8949.8,8949.8,59749.846,75015,-3448.911999999985 -2020-01-19 11:01:06.093,8949.8,8950.0,8551.0,8551.0,14242.837,16704,-3452.1530000000294 -2020-01-19 11:03:46.089,8554.02,8760.93,8445.91,8466.36,101895.602,152765,-3446.3139999998725 -2020-01-19 22:16:29.082,8466.32,8740.0,8440.91,8603.39,75541.031,112536,-3446.1789999999482 -2020-01-20 12:21:40.871,8603.18,8750.37,8475.0,8475.0,130297.415,177922,-3448.6649999999913 -2020-01-21 19:41:43.085,8474.1,8790.1,8448.6,8761.36,62660.982,88400,3446.1899999997895 -2020-01-22 06:57:06.502,8761.37,8820.0,8590.0,8590.0,52183.459,71828,-3454.6910000001144 -2020-01-22 16:36:48.105,8589.86,8720.59,8452.67,8468.88,88596.26999999999,127851,-3446.3600000000715 -2020-01-23 09:47:18.375,8468.88,8657.82,8247.0,8657.82,462713.802,651372,3447.273999999704 -2020-01-27 00:01:01.177,8658.0,8886.83,8565.0,8886.83,121636.303,176548,3446.7409999996426 -2020-01-27 18:59:49.954,8885.95,9121.55,8862.0,9121.55,63616.266,100219,3448.482000000015 -2020-01-28 01:02:16.118,9120.32,9207.81,8952.41,8989.83,131342.403,159351,-3447.1230000001065 -2020-01-28 15:02:02.921,8991.0,9450.0,8905.0,9394.14,117480.728,152839,3446.633999999986 -2020-01-29 01:06:41.270,9394.17,9449.0,9266.0,9285.48,74123.089,98660,-3451.7350000000206 -2020-01-29 11:20:19.717,9285.46,9599.0,9210.42,9310.0,332168.376,480186,-3476.297999999667 diff --git a/Imbalance_Bars/BTCUSDT-2020-02-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-02-imbalance_bars.csv deleted file mode 100644 index 83cb9c9db8e9844de64d6de56de1a34f1bdeb644..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-02-imbalance_bars.csv +++ /dev/null @@ -1,58 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-02-01 00:00:00.613,9364.5,9477.76,9246.0,9246.0,131100.199,198298,-3055.6089999994965 -2020-02-02 04:07:56.566,9245.87,9445.62,9160.01,9445.62,47774.65,67264,3054.626000000014 -2020-02-02 10:11:52.984,9445.66,9489.92,9325.0,9330.65,78774.084,105603,-3054.664000000019 -2020-02-03 00:01:31.351,9330.0,9556.0,9290.0,9541.0,15736.036000000002,23089,3084.0999999999995 -2020-02-03 01:31:29.909,9539.07,9647.61,9310.87,9352.89,63962.61400000001,92806,-3055.2299999999914 -2020-02-03 09:57:00.101,9352.85,9400.13,9201.0,9201.0,132701.367,173877,-3069.442999999961 -2020-02-04 09:25:33.787,9200.97,9399.0,9105.0,9399.0,152247.077,215304,3095.399000000089 -2020-02-05 10:48:07.106,9399.02,9552.95,9370.0,9552.95,63666.989,72595,3058.123000000008 -2020-02-05 16:12:10.684,9553.0,9755.0,9526.65,9753.44,33522.368,40561,3063.442000000005 -2020-02-05 18:22:26.868,9753.43,9799.08,9550.0,9652.08,117622.103,155035,-3057.2330000000447 -2020-02-06 08:59:01.814,9652.0,9805.0,9629.09,9805.0,29913.267,41677,3059.184999999989 -2020-02-06 12:49:20.081,9802.53,9884.0,9651.0,9700.0,102642.491,138856,-3116.931000000054 -2020-02-06 22:58:28.967,9699.56,9900.0,9662.0,9747.23,89747.976,124450,-3059.4420000000446 -2020-02-07 12:44:19.069,9747.12,9982.26,9680.55,9980.02,189470.653,253446,3058.3429999999194 -2020-02-09 02:37:11.151,9979.98,10092.27,9960.19,10091.65,17946.322,25150,3059.2720000000163 -2020-02-09 04:01:42.186,10092.27,10184.34,10026.0,10081.78,96899.096,130561,-3057.923999999989 -2020-02-09 20:00:42.709,10081.53,10213.56,9950.0,9950.0,60139.659,69472,-3165.7950000000233 -2020-02-10 05:58:09.225,9955.0,10034.56,9750.0,9878.32,54333.420999999995,68923,-3059.9550000000386 -2020-02-10 09:10:46.763,9878.27,10022.38,9729.36,10022.0,181609.78999999998,251894,3060.2600000000716 -2020-02-11 15:29:44.137,10022.15,10248.14,10004.49,10248.14,26445.869,40145,3073.9049999999565 -2020-02-11 16:01:23.384,10248.28,10409.96,10201.75,10290.62,70248.66399999999,118657,3061.8459999999986 -2020-02-12 00:09:41.521,10290.62,10512.55,10200.0,10200.0,214289.47,326801,-3067.4779999999423 -2020-02-13 08:13:26.369,10200.52,10280.74,10103.84,10110.0,46163.638999999996,68005,-3073.4750000000377 -2020-02-13 11:46:03.211,10110.0,10535.0,10101.0,10535.0,28728.203,49660,3067.4130000000455 -2020-02-13 13:48:55.289,10535.44,10540.0,10132.0,10223.56,47975.062999999995,83673,-3062.560999999992 -2020-02-13 16:42:49.643,10223.01,10299.0,10150.0,10150.0,66757.572,101413,-3061.547999999999 -2020-02-14 07:21:04.692,10152.0,10350.0,10123.37,10350.0,48366.187000000005,69033,3093.2110000000025 -2020-02-14 14:31:56.204,10350.1,10390.0,10178.0,10178.0,109738.558,161757,-3062.256000000027 -2020-02-15 15:46:12.082,10177.92,10207.41,9990.16,9990.16,9407.46,12349,-3065.6420000000003 -2020-02-15 15:53:06.180,9990.96,10100.0,9752.3,9945.12,34266.571,51764,-3061.841000000008 -2020-02-15 16:30:37.058,9944.99,10060.45,9750.0,9750.0,133130.329,222155,-3101.6389999999888 -2020-02-16 16:40:34.528,9751.0,10004.38,9626.64,9669.0,126005.804,203003,-3062.8659999999672 -2020-02-17 11:16:06.343,9668.89,9717.38,9487.2,9487.2,40974.543,69152,-3077.146999999994 -2020-02-17 14:11:39.148,9488.0,10188.0,9461.89,10188.0,210557.015,373673,3075.9010000000376 -2020-02-18 21:02:10.068,10188.26,10270.0,10028.91,10028.91,65428.51599999999,109404,-3064.097999999993 -2020-02-19 08:05:30.625,10028.67,10286.0,10000.0,10000.0,75567.617,149620,-3188.987000000021 -2020-02-19 21:33:12.886,10001.01,10033.0,9740.0,9740.0,13002.136999999999,21587,-3065.7790000000027 -2020-02-19 21:46:54.362,9748.67,9757.49,9333.98,9333.98,12755.89,14199,-3072.2399999999952 -2020-02-19 21:49:08.222,9333.61,9797.0,9293.07,9610.55,54751.827000000005,100581,-3065.859000000044 -2020-02-20 00:24:01.232,9608.8,9654.64,9466.0,9466.0,78969.84899999999,130315,-3071.2170000000506 -2020-02-20 16:38:01.361,9474.11,9759.59,9382.59,9600.0,173977.913,298845,-3070.8390000000672 -2020-02-22 05:46:01.460,9600.3,9805.0,9565.0,9804.45,52165.162000000004,94241,3068.8460000000446 -2020-02-23 03:54:54.191,9802.18,10018.9,9560.0,9745.91,117754.118,196034,-3066.737999999942 -2020-02-24 02:41:00.082,9745.86,9848.2,9668.0,9720.0,65088.090000000004,107216,-3066.1080000000356 -2020-02-24 15:01:08.579,9720.01,9785.0,9500.0,9500.0,34535.664,55828,-3115.4039999999895 -2020-02-24 18:13:06.413,9499.9,9686.78,9403.18,9403.18,102907.78700000001,162515,-3076.075000000018 -2020-02-25 14:21:11.175,9405.57,9490.97,9306.49,9307.52,42264.654,69385,-3069.14999999999 -2020-02-25 16:55:52.930,9307.51,9434.65,9235.01,9235.15,62706.425,93703,-3067.5690000000304 -2020-02-26 01:25:11.062,9235.01,9268.04,9117.71,9146.11,49572.087,73219,-3068.642999999893 -2020-02-26 07:58:02.022,9146.08,9241.73,9032.0,9032.0,34241.179000000004,48368,-3071.4090000000015 -2020-02-26 12:06:35.169,9038.0,9300.0,9001.0,9001.0,47888.0,81221,-3068.86200000001 -2020-02-26 14:23:46.807,9000.99,9093.53,8867.44,8867.46,34519.948000000004,58312,-3070.2080000000124 -2020-02-26 16:17:42.908,8870.24,8927.53,8720.0,8720.0,15928.802,26872,-3075.922000000003 -2020-02-26 16:45:09.001,8720.01,8978.0,8533.9,8658.75,325600.13399999996,536841,-3068.043999999944 -2020-02-28 09:40:57.202,8658.05,8667.26,8506.98,8506.98,34785.084,56067,-3072.444000000007 -2020-02-28 12:10:58.889,8506.99,8770.0,8450.0,8770.0,101332.783,186840,3072.1650000000504 -2020-02-28 22:40:44.125,8770.01,8809.05,8580.0,8602.45,107615.592,168002,-3067.713999999974 diff --git a/Imbalance_Bars/BTCUSDT-2020-03-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-03-imbalance_bars.csv deleted file mode 100644 index 67f53d1249a55cabf5960ea777703676a35726dc..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-03-imbalance_bars.csv +++ /dev/null @@ -1,69 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-03-01 00:00:01.163,8532.5,8618.47,8526.0,8555.21,7239.719,11195,-7239.719000000047 -2020-03-01 00:55:07.487,8555.21,8643.39,8520.06,8643.03,7239.817,11001,-7239.817000000065 -2020-03-01 01:55:39.208,8642.83,8679.0,8624.21,8654.03,7242.48,10258,-7242.480000000062 -2020-03-01 03:14:24.291,8654.29,8673.37,8567.43,8589.81,7240.316999999999,9415,-7240.317000000081 -2020-03-01 04:33:34.639,8589.94,8606.42,8546.0,8584.61,7240.134999999999,9757,-7240.134999999971 -2020-03-01 06:28:56.913,8583.88,8583.88,8525.0,8547.83,7241.269,10987,-7241.269000000046 -2020-03-01 08:05:29.314,8546.69,8602.37,8530.0,8577.76,7240.004,10400,-7240.003999999972 -2020-03-01 09:16:29.959,8577.76,8599.0,8544.9,8569.61,7242.537,12432,-7242.537000000356 -2020-03-01 11:08:31.642,8569.56,8670.0,8560.0,8670.0,7246.124,11143,-7246.124000000035 -2020-03-01 12:00:30.781,8670.0,8762.24,8669.65,8718.75,7240.35,10471,-7240.35000000007 -2020-03-01 12:08:49.292,8718.75,8738.76,8654.88,8669.65,7240.246,11882,-7240.24600000008 -2020-03-01 12:41:34.040,8669.85,8670.58,8567.08,8592.47,7241.073,10487,-7241.073000000038 -2020-03-01 13:00:47.019,8592.47,9204.0,8409.0,9040.0,861634.6299999999,1253513,-7240.374000000337 -2020-03-07 16:57:18.947,9040.01,9051.22,8702.0,8703.02,99952.725,145585,-7241.100999999673 -2020-03-08 10:13:42.888,8704.0,8760.0,8440.0,8440.0,54975.424,75415,-7247.895999999965 -2020-03-08 15:33:54.175,8441.0,8447.61,8093.0,8093.0,123971.456,180271,-7244.53800000006 -2020-03-08 23:43:26.032,8092.98,8182.31,7672.85,7777.77,168884.11800000002,239191,-7242.245999999677 -2020-03-09 11:13:37.782,7777.91,8156.31,7577.0,7579.44,688145.8500000001,997314,-7244.603999999692 -2020-03-12 02:16:06.704,7580.81,7763.81,7150.0,7150.0,164104.671,244949,-7252.986999999736 -2020-03-12 10:30:37.882,7149.63,7173.0,6779.0,6840.0,31318.760000000002,32141,-7241.254000000001 -2020-03-12 10:37:46.338,6840.05,6980.0,5312.85,5521.12,55500.367,50220,-7247.665000000048 -2020-03-12 10:48:10.665,5523.83,6698.0,4347.0,4503.64,572726.783,978654,-7240.946999999721 -2020-03-13 01:23:46.749,4503.63,5646.48,3621.81,5165.0,359421.28,731382,-7263.24599999968 -2020-03-13 08:36:46.441,5164.97,5971.0,4739.22,5552.0,552051.538,1229713,7244.412000002372 -2020-03-14 03:05:17.811,5551.46,5638.42,5040.0,5286.0,502642.86399999994,918602,7246.2520000000295 -2020-03-15 21:06:15.133,5286.48,5954.47,5175.0,5280.58,149411.536,286611,7241.5200000005825 -2020-03-16 01:21:17.071,5280.77,5361.26,4413.62,4554.51,243703.523,449201,7241.581000000784 -2020-03-16 12:03:00.529,4553.87,5200.0,4481.0,5140.0,368464.04799999995,726604,7264.35000000049 -2020-03-17 01:09:23.111,5134.56,5416.08,5077.1,5254.46,92314.378,195455,7242.036000000983 -2020-03-17 06:27:18.059,5254.14,5440.0,5166.66,5255.53,96973.837,199931,7242.02699999979 -2020-03-17 12:32:36.255,5255.52,5348.75,5054.62,5329.03,91004.31,172495,7241.930000000137 -2020-03-17 15:52:14.295,5329.36,5485.0,5281.0,5355.69,87045.84700000001,165109,7241.951000001252 -2020-03-17 20:21:07.740,5355.67,5529.98,5261.65,5365.81,75215.136,167510,7243.5780000008535 -2020-03-18 02:55:48.268,5366.31,5435.0,4982.75,5339.0,183992.122,316776,7243.616000000114 -2020-03-18 13:53:30.078,5339.54,5390.0,5133.0,5332.89,139243.4,258615,7242.354000000512 -2020-03-18 20:02:53.957,5333.34,5448.07,5250.01,5354.0,75260.56099999999,155111,7244.189000001256 -2020-03-19 02:15:02.418,5353.56,5555.0,5246.5,5555.0,77260.78099999999,132451,7248.511000000269 -2020-03-19 09:27:41.264,5552.47,5810.0,5454.0,5809.84,81848.48000000001,136997,7242.2080000001915 -2020-03-19 12:43:28.333,5810.0,6088.0,5706.38,6074.0,116265.484,189994,7251.943999999965 -2020-03-19 16:22:57.300,6075.46,6358.0,6032.0,6317.45,164965.015,297911,7243.401000000656 -2020-03-19 22:33:24.501,6317.45,6515.99,6055.0,6502.29,133088.01799999998,253455,7253.626000000027 -2020-03-20 08:14:53.174,6494.84,6850.0,6485.16,6850.0,83669.718,128351,7294.8760000000975 -2020-03-20 10:31:05.182,6850.09,6911.0,5650.0,6218.55,448140.491,807013,7260.972999999947 -2020-03-21 03:40:12.015,6218.67,6320.0,5887.0,6011.04,105512.92199999999,214664,7243.980000001413 -2020-03-21 10:42:10.409,6010.94,6269.7,5854.01,6198.0,81065.26599999999,159456,7246.946000001006 -2020-03-21 15:00:43.226,6198.41,6393.83,6035.0,6393.83,89703.14799999999,188167,7244.018000000675 -2020-03-21 21:03:09.152,6393.84,6457.17,6073.02,6341.01,126412.53,301940,7244.1900000019195 -2020-03-22 06:48:16.772,6341.05,6341.21,5900.0,6055.0,143027.868,305833,7248.539999999308 -2020-03-22 15:01:18.888,6055.71,6134.87,5760.0,5963.85,119738.091,269926,7244.324999998895 -2020-03-22 21:24:12.594,5959.91,6145.92,5670.0,5897.0,128421.25,281282,7244.122000001001 -2020-03-23 05:24:37.608,5895.47,5968.15,5726.79,5954.95,94773.04999999999,183981,7244.23600000048 -2020-03-23 12:10:32.894,5955.0,6619.9,5952.22,6310.48,250175.411,458796,7250.437000001393 -2020-03-23 20:02:14.827,6310.26,6630.33,6290.61,6625.62,84501.92199999999,173641,7252.386000000205 -2020-03-24 00:24:56.961,6625.61,6689.51,6369.0,6601.0,105794.692,208940,7245.892000000204 -2020-03-24 07:07:32.490,6601.45,6840.0,6520.0,6668.0,94328.333,181997,-7246.932999999944 -2020-03-24 11:18:08.752,6667.92,6774.0,6500.68,6597.76,86757.296,167332,-7244.500000000129 -2020-03-24 15:04:30.776,6597.33,6790.75,6456.78,6774.82,130780.816,275405,7246.422000000433 -2020-03-24 23:32:44.599,6774.41,6783.55,6522.34,6689.5,89023.061,197616,7244.913000000589 -2020-03-25 06:49:20.588,6689.52,6960.71,6436.26,6629.58,219037.32,423912,7249.197999999846 -2020-03-25 15:39:17.821,6629.59,6764.9,6550.0,6760.94,105745.436,236367,7244.650000000358 -2020-03-26 00:19:13.597,6761.13,6777.5,6500.0,6714.52,233335.076,524437,7250.710000000396 -2020-03-26 20:14:06.536,6714.0,6840.0,6060.0,6246.0,437548.181,991210,7246.636999997226 -2020-03-28 08:41:15.353,6245.99,6317.34,6004.0,6253.9,162831.402,394860,7250.077999998376 -2020-03-28 20:22:19.331,6253.99,6290.0,6060.0,6149.0,150805.63799999998,356567,7247.3619999973025 -2020-03-29 12:44:34.553,6149.01,6163.0,5850.0,6058.0,193303.18300000002,417839,7246.226999999153 -2020-03-30 05:00:48.018,6058.01,6330.0,6058.01,6290.05,107305.886,249530,7245.181999998815 -2020-03-30 11:08:34.834,6290.08,6449.97,6260.0,6395.0,131731.467,286695,7255.021000002459 -2020-03-30 19:21:08.610,6395.0,6600.0,6342.0,6600.0,66113.466,135377,7274.203999999768 diff --git a/Imbalance_Bars/BTCUSDT-2020-04-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-04-imbalance_bars.csv deleted file mode 100644 index e5cb1b5ecb2165634189c65bf561c4f5e63172f7..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-04-imbalance_bars.csv +++ /dev/null @@ -1,61 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-04-01 00:00:00.069,6407.1,6422.82,6140.0,6245.0,263656.105,614746,6925.393000000712 -2020-04-01 20:24:53.039,6244.99,6466.0,6244.2,6465.56,55771.266,116020,6926.0500000000075 -2020-04-01 22:22:57.554,6459.18,6640.6,6442.89,6638.05,48976.008,86694,6926.374000000064 -2020-04-01 23:31:29.694,6630.85,6750.0,6542.73,6679.95,142575.135,301064,6929.091000000788 -2020-04-02 10:12:23.414,6679.98,6850.0,6602.84,6850.0,133237.41499999998,263604,6932.5389999995205 -2020-04-02 16:02:01.782,6849.63,7011.18,6815.62,7011.18,46578.985,81662,6925.400999999999 -2020-04-02 17:02:57.491,7011.64,7290.0,6640.05,6948.0,310978.47799999994,600688,6965.470000000003 -2020-04-03 07:41:19.106,6948.0,7049.11,6600.0,6786.9,340852.195,698712,6927.077000002294 -2020-04-04 01:05:33.814,6786.91,6875.51,6660.0,6875.51,85038.799,201060,6941.408999999335 -2020-04-04 10:30:37.701,6875.51,6899.7,6629.99,6884.09,145175.454,314011,6926.889999999496 -2020-04-04 20:30:24.378,6884.2,7020.0,6728.07,6795.0,195262.914,460601,6950.668000001654 -2020-04-05 13:36:07.660,6795.01,6853.15,6668.02,6834.59,131400.666,270436,6927.21200000075 -2020-04-06 00:21:48.392,6834.96,6978.41,6790.0,6973.44,79982.018,170238,6927.163999999706 -2020-04-06 05:53:43.828,6973.45,7100.0,6954.14,7090.0,87480.463,172706,6994.4649999997955 -2020-04-06 09:16:50.546,7090.13,7197.0,7026.77,7197.0,168609.588,361097,6957.747999997943 -2020-04-06 17:40:47.361,7196.2,7346.75,7150.08,7343.86,115354.08099999999,215325,6933.379000000578 -2020-04-06 23:57:36.215,7344.31,7457.0,7221.5,7453.71,213587.893,395994,6935.326999999906 -2020-04-07 12:25:51.446,7453.32,7453.32,7152.49,7152.49,138518.064,267820,-6931.1880000008105 -2020-04-07 20:05:25.057,7152.45,7385.52,7070.43,7368.43,143385.646,277146,6929.448000000224 -2020-04-08 05:39:15.252,7368.97,7417.83,6988.0,6988.0,637749.0859999999,1344052,-6929.674000003004 -2020-04-10 05:01:24.228,6987.98,7041.58,6830.0,6830.0,172498.488,401570,-6949.784000001416 -2020-04-10 13:38:45.481,6832.69,6946.96,6741.0,6851.56,321316.387,702386,6929.651000000114 -2020-04-11 16:04:57.512,6851.6,6898.0,6757.29,6898.0,88315.106,202860,6945.8820000005435 -2020-04-12 00:07:26.511,6898.08,6948.0,6775.66,6945.0,107457.22499999999,247129,6930.5829999988455 -2020-04-12 14:15:03.413,6945.09,7150.0,6930.0,7150.0,81213.261,149268,6933.710999999519 -2020-04-12 17:00:35.582,7149.01,7173.98,6763.07,6767.79,156606.026,315893,-6930.089999999946 -2020-04-13 00:29:22.123,6764.78,6929.0,6600.0,6680.0,165710.54099999997,391980,-6936.138999999203 -2020-04-15 12:46:55.338,6680.39,6770.4,6465.33,6678.56,242943.562,517533,6932.5959999996485 -2020-04-16 06:31:16.304,6678.68,6820.0,6658.6,6779.0,26037.453999999998,42723,6933.176000000034 -2020-04-16 07:09:33.630,6779.0,6982.0,6774.3,6982.0,22831.572,33726,6930.6619999999475 -2020-04-16 07:16:17.238,6978.36,7172.26,6854.29,7040.0,232797.085,442552,6930.792999999649 -2020-04-16 15:22:33.419,7039.0,7095.0,6950.0,7070.0,105150.856,201708,6932.231999999903 -2020-04-16 21:39:22.734,7070.0,7190.92,7003.16,7058.3,155816.06699999998,302749,6946.718999999406 -2020-04-17 08:38:23.550,7056.5,7258.42,6981.0,6984.87,525269.574,1029468,-6930.704000000672 -2020-04-20 11:46:48.341,6984.51,7090.0,6735.95,6881.78,384114.955,733751,6932.347000001263 -2020-04-21 08:04:22.106,6881.78,6940.0,6759.16,6874.89,198554.819,394181,6931.639000000201 -2020-04-21 20:44:16.526,6874.9,6941.56,6812.57,6941.56,90513.663,178807,6931.896999999754 -2020-04-22 07:28:01.533,6941.62,7050.0,6915.0,7050.0,74257.984,139859,7008.862000000036 -2020-04-22 13:21:07.041,7050.1,7142.0,7024.12,7142.0,90325.147,157468,6933.415000000017 -2020-04-22 16:33:13.628,7141.01,7200.0,7020.0,7200.0,244922.813,503304,7071.639000000014 -2020-04-23 13:35:15.855,7198.0,7403.07,7190.14,7395.57,45800.871,71061,6938.915000000054 -2020-04-23 14:08:50.020,7395.59,7663.12,7341.0,7663.12,36476.019,50632,6935.705000000126 -2020-04-23 14:21:50.571,7663.17,7802.38,7423.84,7423.84,401505.555,720795,-6935.481000000163 -2020-04-24 14:16:44.815,7423.67,7594.41,7388.0,7594.41,182850.30599999998,348782,6936.061999999701 -2020-04-25 11:24:42.582,7594.44,7722.33,7468.3,7592.0,216574.43,368714,6936.592000000057 -2020-04-26 10:02:45.575,7591.99,7788.0,7476.86,7776.0,230758.126,376380,6935.205999999115 -2020-04-27 00:24:10.468,7775.99,7795.6,7623.98,7646.67,181365.335,303893,-6937.531000000055 -2020-04-27 14:40:16.830,7646.58,7789.54,7630.0,7789.54,323325.174,542538,6937.9740000000165 -2020-04-29 02:05:07.972,7787.05,7899.0,7710.0,7892.0,79730.024,122304,6971.098000000119 -2020-04-29 06:01:12.310,7892.16,7989.0,7842.69,7973.0,86034.856,136437,7013.735999999659 -2020-04-29 09:59:09.102,7973.0,8100.69,7964.77,8100.69,36952.579,50401,6938.88299999991 -2020-04-29 10:25:38.261,8100.7,8290.0,8053.5,8290.0,99612.789,149215,6949.071000000008 -2020-04-29 13:01:09.388,8289.99,8558.0,8256.0,8558.0,179356.04200000002,279178,6947.084000000197 -2020-04-29 16:41:16.432,8554.59,8960.04,8520.0,8951.96,133782.81799999997,191212,6940.118000000019 -2020-04-29 17:48:53.437,8952.0,8988.66,8559.7,8613.0,88622.589,128447,-6955.463000000096 -2020-04-29 18:49:22.297,8613.04,9189.26,8589.0,9186.47,252889.65899999999,421223,6939.804999999908 -2020-04-30 03:37:38.331,9187.33,9479.77,9026.04,9225.0,222292.804,310970,-6939.859999999945 -2020-04-30 07:16:09.877,9224.88,9247.75,9020.0,9118.34,70879.186,120622,-6938.49399999965 -2020-04-30 08:58:06.226,9118.0,9136.77,8812.0,8812.0,42364.05,62725,-6958.459999999904 -2020-04-30 09:17:51.804,8811.53,8988.0,8503.82,8503.82,320583.793,576711,-6943.271000000005 diff --git a/Imbalance_Bars/BTCUSDT-2020-05-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-05-imbalance_bars.csv deleted file mode 100644 index bbf36c8fc34968f69bba78109f18426ccb48c4ee..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-05-imbalance_bars.csv +++ /dev/null @@ -1,41 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-05-01 00:00:05.431,8623.61,9065.0,8619.84,8784.19,287172.005,547791,-6861.2810000003765 -2020-05-01 15:36:48.861,8783.82,9020.0,8656.0,8913.79,347847.738,721421,-6861.318000000448 -2020-05-02 18:04:05.548,8913.7,9200.0,8808.35,9008.5,274187.177,508527,-6862.2549999997755 -2020-05-03 10:47:07.043,9008.34,9105.68,8824.98,8833.64,113305.89600000001,200647,-6862.1120000001665 -2020-05-03 14:50:16.678,8833.47,9118.17,8727.24,8928.2,319736.371,619559,-6862.123000000282 -2020-05-05 10:01:32.006,8928.2,8955.0,8766.12,8838.21,126819.64000000001,225114,-6861.439999999988 -2020-05-05 15:30:11.231,8838.2,10080.0,8822.33,9776.69,1034420.1730000001,1972926,-6864.05700000065 -2020-05-09 05:15:43.618,9776.51,9853.0,9623.53,9624.33,61147.777,102596,-6866.377000000274 -2020-05-09 07:43:08.578,9623.77,9804.9,9528.23,9575.0,258003.338,507768,-6862.071999999835 -2020-05-09 22:51:06.527,9576.82,9646.0,9385.0,9385.0,42920.042,74831,-6862.105999999845 -2020-05-10 00:14:47.900,9389.78,9395.04,8888.0,8888.0,27138.468,33886,-6867.4160000000975 -2020-05-10 00:17:29.754,8887.73,8988.0,7940.0,8584.0,126846.227,170456,-6901.977000000124 -2020-05-10 00:37:13.217,8580.8,8900.2,8250.0,8250.0,502584.858,946850,-6865.314000000052 -2020-05-10 16:59:57.642,8258.96,8837.4,8250.0,8670.0,330488.31200000003,698787,6951.659999998348 -2020-05-11 10:15:27.583,8669.99,8978.02,8649.74,8978.02,80738.155,141286,6864.643000000823 -2020-05-11 11:54:11.540,8978.07,9164.0,8349.49,8400.0,236622.816,430618,-6894.762000000134 -2020-05-11 16:39:33.019,8403.7,8812.35,8151.12,8620.0,344271.544,726893,6867.132000000731 -2020-05-12 01:46:20.384,8620.06,8829.0,8590.0,8778.0,170919.413,392298,6868.018999999774 -2020-05-12 14:02:59.109,8777.96,9460.0,8725.0,9454.26,274754.472,578621,6941.743999999972 -2020-05-14 06:46:25.694,9454.25,9770.0,9405.0,9770.0,91437.85399999999,162364,6867.829999999787 -2020-05-14 09:24:50.003,9769.5,9950.0,9380.0,9380.23,467766.91199999995,866311,-6868.158000000122 -2020-05-15 02:33:09.617,9380.0,9722.64,9118.38,9118.38,373008.67000000004,727761,-6869.323999999878 -2020-05-15 20:38:13.260,9118.1,9482.93,9100.0,9430.0,110159.51699999999,244600,6871.207000000041 -2020-05-16 01:42:48.252,9430.0,9585.0,9326.0,9510.0,136791.022,305142,6881.004000000326 -2020-05-16 13:04:13.938,9510.01,9554.22,9260.0,9554.22,162269.13900000002,381674,6867.292999999043 -2020-05-17 03:41:22.387,9554.23,9750.0,9447.13,9720.0,100748.971,232809,6881.670999999728 -2020-05-17 12:44:19.066,9720.0,9958.67,9450.0,9778.44,639233.709,1342476,6873.70499999907 -2020-05-19 08:20:09.941,9778.47,9900.0,9555.0,9800.0,358482.16000000003,710761,6872.026000000464 -2020-05-20 10:00:21.529,9799.97,9808.0,9523.0,9530.0,97006.754,179672,-6868.2479999996585 -2020-05-20 15:50:15.101,9533.0,9594.7,9151.38,9151.38,340765.32700000005,678877,-6885.350999999908 -2020-05-21 14:16:33.006,9153.14,9225.0,8812.2,9099.68,350313.69299999997,662466,6875.7669999996415 -2020-05-22 07:00:19.462,9099.32,9234.0,9041.0,9234.0,109996.936,209174,6879.637999999627 -2020-05-22 16:00:15.861,9234.04,9300.0,9076.9,9238.0,253588.45399999997,512857,6882.66999999995 -2020-05-23 20:43:37.759,9233.88,9294.44,8623.38,8860.0,594665.921,1064301,6910.890999999983 -2020-05-25 17:35:00.779,8860.02,9011.82,8693.18,8851.81,339370.506,635231,6871.8780000007155 -2020-05-26 23:10:03.559,8851.82,9315.92,8813.29,9315.92,125002.457,218122,6871.81900000003 -2020-05-28 12:08:01.115,9315.99,9530.83,9300.02,9530.83,111920.299,164022,6871.520999999982 -2020-05-28 16:00:21.266,9530.98,9621.65,9326.01,9547.0,141854.44799999997,249065,6870.080000000267 -2020-05-30 04:44:56.136,9546.37,9695.0,9390.0,9688.55,176970.326,332317,6870.202000000031 -2020-05-30 22:44:36.114,9689.08,9753.0,9451.0,9451.0,173410.03399999999,347470,-6871.924000000037 diff --git a/Imbalance_Bars/BTCUSDT-2020-06-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-06-imbalance_bars.csv deleted file mode 100644 index 643e3fb67f7b09eaff587a44eb47a7b3afaf308b..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-06-imbalance_bars.csv +++ /dev/null @@ -1,70 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-06-01 00:00:00.567,9446.49,9614.77,9420.85,9614.77,43865.37,88179,4456.036000000036 -2020-06-01 04:23:46.813,9614.79,9700.0,9486.89,9675.0,145020.19199999998,313088,4501.754000000013 -2020-06-01 22:18:22.666,9675.01,9840.0,9672.0,9840.0,26276.278000000002,40636,4496.065999999973 -2020-06-01 23:04:01.857,9840.03,10218.89,9828.0,10218.89,29293.836000000003,40513,4466.794000000047 -2020-06-01 23:08:19.692,10218.9,10497.25,10052.0,10167.0,212303.637,370064,4459.332999999814 -2020-06-02 13:24:34.005,10167.33,10196.0,9920.0,9920.0,20542.713,33578,-4460.331000000028 -2020-06-02 14:46:28.031,9919.63,9946.94,9519.85,9519.85,24035.264,33060,-4458.3680000000595 -2020-06-02 14:48:58.343,9520.01,9643.92,9350.0,9406.0,75089.734,137537,-4468.40799999994 -2020-06-02 15:28:08.123,9405.8,9694.75,9264.15,9681.0,312158.784,634234,4458.648000000225 -2020-06-04 02:30:27.011,9681.01,9684.85,9500.05,9520.0,56605.33899999999,116623,-4467.75100000002 -2020-06-04 10:10:49.394,9519.99,9720.01,9440.0,9711.47,55561.034,100258,4460.942000000032 -2020-06-04 13:20:31.821,9710.22,9850.0,9698.04,9838.38,53450.21399999999,95085,4459.078000000085 -2020-06-04 16:00:10.675,9834.13,9884.0,9650.0,9681.09,199136.509,393192,-4459.632999999938 -2020-06-05 10:56:45.996,9680.45,9749.0,9528.0,9530.0,134463.411,255323,-4493.1989999999205 -2020-06-06 00:37:01.841,9536.97,9687.43,9533.63,9687.26,47921.56,102840,4459.281999999992 -2020-06-06 09:10:22.481,9687.43,9738.77,9445.0,9445.0,203722.174,413887,-4462.873999999812 -2020-06-07 13:50:36.087,9444.82,9645.0,9373.0,9645.0,64153.837,121574,4464.409000000104 -2020-06-07 19:40:30.746,9645.1,9820.0,9615.0,9820.0,27597.888,44648,4465.6680000000615 -2020-06-07 19:58:38.628,9820.06,10015.99,9550.03,9882.0,655301.6140000001,1264877,-4461.321999999415 -2020-06-11 05:06:44.687,9881.73,9893.21,9766.0,9766.0,18828.329,29551,-4460.624999999976 -2020-06-11 06:18:34.593,9767.59,9840.49,9741.31,9741.31,57627.853,107741,-4467.865000000066 -2020-06-11 12:15:03.235,9741.3,9796.88,9666.67,9688.11,23390.072,38776,-4462.587999999977 -2020-06-11 13:15:07.889,9688.12,9703.98,9582.5,9584.02,45050.598999999995,80379,-4461.1749999999 -2020-06-11 15:06:46.901,9584.01,9599.08,9494.02,9494.02,30446.035999999996,48959,-4463.962000000007 -2020-06-11 16:00:29.691,9494.01,9572.64,9400.0,9400.0,32451.15,50781,-4528.17200000007 -2020-06-11 16:50:54.498,9399.81,9429.8,9200.0,9200.0,21227.639,31822,-4562.891000000006 -2020-06-11 16:59:13.596,9199.88,9450.0,9055.07,9450.0,176013.762,360829,4493.456 -2020-06-12 07:30:31.189,9449.78,9550.0,9289.23,9462.29,204930.052,412836,4464.124000000167 -2020-06-13 09:20:06.362,9462.34,9497.85,9150.0,9150.0,269795.46699999995,544353,-4467.675000000003 -2020-06-15 03:43:48.145,9153.34,9225.3,9000.0,9000.0,52864.47,88562,-4467.633999999983 -2020-06-15 05:50:53.113,9000.01,9124.99,8888.43,9119.12,78672.62999999999,133294,4465.962000000003 -2020-06-15 08:16:37.241,9119.14,9210.0,9035.73,9210.0,69500.129,134542,4471.573000000001 -2020-06-15 14:00:23.184,9210.01,9330.0,9178.18,9330.0,49395.637,89612,4506.103000000068 -2020-06-15 16:04:51.652,9329.02,9420.0,9316.17,9420.0,40629.742,75733,4473.620000000122 -2020-06-15 18:09:12.041,9420.17,9490.83,9357.0,9482.97,93092.534,196881,4466.948000000208 -2020-06-16 03:07:13.691,9483.0,9595.0,9477.84,9550.0,19637.773999999998,29703,4467.4800000000005 -2020-06-16 03:33:11.549,9550.04,9588.0,9400.0,9509.92,239719.99099999998,472709,4466.435000000476 -2020-06-17 08:22:07.030,9509.92,9569.0,9280.0,9280.0,120869.848,214738,-4475.889999999973 -2020-06-17 20:00:04.704,9279.99,9468.97,9231.03,9417.0,73794.378,142852,4465.503999999978 -2020-06-18 05:25:05.156,9417.01,9473.0,9408.34,9473.0,20838.811999999998,39228,4477.556000000045 -2020-06-18 09:50:01.628,9473.19,9483.85,9330.0,9330.0,64444.707,130535,-4507.034999999923 -2020-06-18 19:15:57.489,9332.09,9410.82,9239.0,9400.0,139867.006,256316,4498.4980000000105 -2020-06-19 09:15:23.552,9395.79,9453.0,9165.0,9322.95,210637.22,386737,4467.439999999909 -2020-06-20 12:01:44.311,9322.74,9380.0,9230.16,9380.0,63556.74,121727,4474.17599999992 -2020-06-20 22:28:01.052,9379.52,9404.32,9334.55,9404.32,38222.258,66534,4467.355999999915 -2020-06-21 06:00:16.230,9404.5,9420.47,9273.0,9395.44,112587.779,221055,4494.6269999996875 -2020-06-22 04:12:29.061,9395.46,9450.0,9370.0,9422.41,36149.558999999994,60027,4470.452999999985 -2020-06-22 08:55:47.999,9422.42,9500.0,9408.03,9500.0,31705.027000000002,50096,4573.463000000031 -2020-06-22 12:45:51.456,9499.0,9570.0,9451.0,9570.0,44567.226,66875,4475.29199999999 -2020-06-22 16:38:26.343,9570.02,9698.85,9541.05,9698.85,68268.485,104486,4475.5590000000675 -2020-06-22 21:06:20.728,9698.96,9795.0,9635.18,9662.6,60947.697,107587,-4471.459000000072 -2020-06-23 01:10:38.125,9662.6,9673.0,9612.0,9631.79,46933.083,84145,-4488.7650000000385 -2020-06-23 08:23:32.865,9631.7,9700.0,9585.0,9595.0,92513.04299999999,156436,-4477.172999999779 -2020-06-23 21:06:26.974,9594.93,9678.0,9550.0,9550.0,53411.992,95961,-4634.030000000024 -2020-06-24 07:37:31.158,9550.5,9577.99,9489.0,9489.0,47030.144,75698,-4478.550000000106 -2020-06-24 10:37:53.108,9488.9,9488.9,9345.73,9345.73,9718.487000000001,10116,-4474.383000000022 -2020-06-24 10:38:26.949,9345.7,9424.21,9300.0,9310.0,43694.966,71921,-4483.166000000011 -2020-06-24 12:00:21.728,9310.0,9440.59,9257.76,9262.0,70991.153,108260,-4475.573000000076 -2020-06-24 15:42:01.186,9262.01,9348.76,9210.0,9270.0,63404.516,104637,-4485.374000000021 -2020-06-24 21:15:08.365,9273.18,9328.0,9166.0,9166.0,52749.589,86282,-4498.465000000036 -2020-06-25 03:07:12.789,9166.0,9333.12,9005.0,9250.17,173204.26799999998,288537,4475.888000000236 -2020-06-25 14:23:16.974,9250.23,9344.99,9207.64,9344.99,50292.2,98794,4475.9880000000285 -2020-06-25 21:15:54.334,9345.0,9350.9,9038.52,9171.6,301287.968,549804,4475.184000000256 -2020-06-27 05:51:12.527,9171.56,9195.75,8980.0,8980.0,104477.64199999999,186805,-4485.874000000047 -2020-06-27 19:45:53.773,8979.71,9098.49,8816.4,9070.0,155577.84399999998,279136,4475.268000000015 -2020-06-28 09:35:04.007,9070.17,9155.42,9015.19,9145.0,42724.916,76274,4485.180000000077 -2020-06-28 14:48:21.667,9145.0,9188.0,9022.0,9160.0,191133.836,371965,4480.152000000093 -2020-06-29 17:59:47.013,9159.99,9231.13,9131.47,9231.13,22926.07,39528,4481.970000000007 -2020-06-29 21:03:03.019,9231.2,9233.0,9068.0,9068.0,93733.658,179909,-4476.468000000065 diff --git a/Imbalance_Bars/BTCUSDT-2020-07-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-07-imbalance_bars.csv deleted file mode 100644 index 0ae12a49cad0e56739fb7042df9c2df8325ebf66..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-07-imbalance_bars.csv +++ /dev/null @@ -1,73 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-07-01 00:00:00.400,9138.88,9293.0,9090.0,9195.0,252726.52,447171,-3829.3459999997335 -2020-07-02 14:58:38.112,9194.94,9207.11,9100.0,9100.0,9420.775,10500,-4064.735000000017 -2020-07-02 15:04:59.259,9099.73,9104.0,9001.0,9001.0,52771.295,84436,-3843.8069999999716 -2020-07-02 16:38:44.534,9000.99,9086.65,8936.0,9075.17,57525.892,110078,-3812.875999999979 -2020-07-02 21:22:55.116,9075.64,9150.0,9036.06,9055.0,114232.24799999999,238150,-3850.318000000229 -2020-07-03 23:39:02.608,9055.01,9194.0,9040.0,9050.0,145202.42599999998,267147,-3814.083999999909 -2020-07-05 09:55:02.397,9050.48,9054.62,8986.51,9032.06,17745.413,26045,-3813.2070000000135 -2020-07-05 10:42:21.239,9032.0,9069.0,8998.01,9020.0,38107.006,80317,-3851.8540000001112 -2020-07-05 20:58:21.494,9020.01,9020.6,8915.0,8916.1,8784.715,12186,-3816.2450000000113 -2020-07-05 21:16:20.166,8915.56,9123.0,8900.0,9119.85,41500.715,81521,3814.567000000261 -2020-07-06 02:01:13.656,9120.22,9219.98,9075.21,9219.89,28591.003,45601,3814.611000000026 -2020-07-06 06:22:01.346,9219.99,9238.23,9171.0,9210.0,40061.229999999996,72023,3835.733999999912 -2020-07-06 11:54:25.541,9210.0,9268.0,9200.0,9268.0,17206.328,26940,3822.8940000004054 -2020-07-06 12:53:39.481,9268.06,9320.0,9225.24,9309.17,35746.17,57058,3818.9699999999775 -2020-07-06 15:50:35.183,9305.24,9348.0,9255.1,9283.69,49692.579,83011,3815.0750000001067 -2020-07-06 21:48:51.070,9283.74,9379.0,9262.24,9340.0,20790.638,33758,3819.884000000056 -2020-07-07 00:06:11.125,9339.99,9380.0,9220.0,9292.9,70442.367,138166,3817.663000000016 -2020-07-07 12:06:19.899,9292.91,9305.0,9201.23,9305.0,65258.645,127213,3823.6170000000875 -2020-07-08 02:00:35.395,9305.01,9320.0,9252.0,9295.0,43730.364,87709,3815.3960000001284 -2020-07-08 10:52:08.240,9294.88,9343.75,9280.0,9340.64,20719.597,37375,3816.103000000064 -2020-07-08 13:43:11.619,9340.65,9394.0,9326.8,9394.0,8467.824,8615,3822.8140000000008 -2020-07-08 13:51:01.055,9393.99,9470.0,9381.64,9441.02,66492.512,110593,3815.4500000000967 -2020-07-08 19:38:51.844,9441.05,9466.0,9354.9,9354.9,67947.379,133486,-3819.2270000000176 -2020-07-09 10:35:07.992,9354.86,9435.0,9332.1,9346.15,33132.077,60242,-3815.337000000023 -2020-07-09 14:45:08.434,9346.14,9368.96,9244.38,9244.38,15851.024999999998,19923,-3816.1190000000415 -2020-07-09 15:00:42.696,9244.28,9271.6,9164.33,9191.83,58323.164000000004,86140,-3816.883999999924 -2020-07-09 16:46:09.722,9191.76,9255.25,9190.32,9216.88,41015.824,84745,-3817.7439999999992 -2020-07-10 02:17:23.380,9216.87,9232.0,9150.0,9150.0,12257.284,20776,-3838.292000000007 -2020-07-10 04:35:34.009,9150.01,9253.79,9121.42,9212.05,95765.794,168644,-3819.748000000072 -2020-07-10 18:31:19.993,9212.04,9317.24,9178.91,9212.0,89179.401,182938,-3818.3169999997926 -2020-07-11 17:19:52.593,9211.99,9349.0,9180.17,9202.75,102848.195,195155,-3819.9030000000134 -2020-07-12 19:10:46.660,9202.74,9345.0,9155.0,9261.26,134314.71499999997,241202,-3820.2330000001402 -2020-07-13 19:16:22.274,9261.19,9272.13,9200.0,9221.0,19362.787,28034,-3828.8149999999164 -2020-07-13 19:54:16.384,9220.97,9273.98,9188.51,9188.51,35328.937,69556,-3818.6490000000513 -2020-07-14 04:18:13.030,9188.37,9210.86,9116.26,9119.0,41598.386,69676,-3838.6220000000053 -2020-07-14 11:22:58.238,9119.01,9279.0,9116.0,9190.0,140453.04,254875,-3822.3060000001146 -2020-07-15 16:50:16.230,9190.0,9220.91,9156.0,9206.48,28049.342,49170,-3817.522000000015 -2020-07-15 21:18:56.971,9206.4,9234.0,9106.82,9106.82,41765.485,74028,-3819.846999999985 -2020-07-16 07:15:59.312,9106.8,9153.0,9070.0,9070.0,28222.101000000002,46738,-3824.229000000012 -2020-07-16 09:14:59.020,9069.99,9111.0,9044.02,9073.0,43349.023,76117,-3823.6970000000365 -2020-07-16 14:08:51.722,9072.95,9150.0,9070.27,9102.44,67340.55900000001,130336,-3818.2430000000168 -2020-07-17 09:21:55.547,9102.41,9234.9,9102.23,9234.33,188832.83399999997,355827,3817.9299999995565 -2020-07-19 23:11:03.741,9234.17,9239.59,9170.0,9177.04,31622.356999999996,61845,-3817.656999999947 -2020-07-20 10:39:22.300,9177.0,9277.43,9131.01,9276.4,81527.762,151201,3825.8219999999733 -2020-07-21 07:38:18.007,9275.29,9350.0,9266.0,9350.0,13650.797,15307,3877.44300000001 -2020-07-21 07:44:22.603,9350.01,9439.6,9290.0,9352.04,125704.246,222861,-3819.929999999919 -2020-07-21 21:34:05.974,9353.32,9389.94,9283.38,9283.38,31197.021999999997,66309,-3819.174000000045 -2020-07-22 07:57:22.752,9283.34,9488.0,9272.0,9488.0,66502.01299999999,128893,3820.2949999999887 -2020-07-22 22:30:42.116,9488.04,9543.0,9465.17,9516.62,25574.775,41683,3823.017000000061 -2020-07-22 23:05:33.802,9516.76,9538.0,9463.0,9508.0,60326.436,125010,-3832.699999999718 -2020-07-23 12:11:46.866,9507.84,9678.32,9439.86,9490.67,142321.582,274422,-3837.8840000000328 -2020-07-24 06:25:43.013,9490.55,9650.0,9470.0,9581.86,147345.525,326514,-3819.770999999503 -2020-07-25 11:08:30.192,9581.74,9820.26,9555.0,9820.26,149038.55599999998,278966,3829.1720000000946 -2020-07-26 09:52:30.975,9820.27,9970.51,9804.6,9970.51,16600.467,21189,3838.9710000000346 -2020-07-26 10:03:17.366,9970.52,10263.09,9930.28,10263.09,19061.578,29558,3833.2160000000067 -2020-07-26 10:05:37.202,10263.86,10300.0,9852.43,9852.43,85406.06899999999,158448,-3820.857000000029 -2020-07-26 12:32:02.006,9852.01,10410.89,9810.0,10410.89,393652.60099999997,722897,3830.1790000005076 -2020-07-27 14:51:07.916,10410.92,10522.92,10285.64,10510.0,60698.630000000005,101668,3823.5439999999953 -2020-07-27 16:35:47.044,10509.99,10612.39,10430.96,10612.39,23087.778,36223,3826.9760000000224 -2020-07-27 16:50:28.902,10612.7,10827.69,10576.84,10827.69,34195.751000000004,59322,3823.342999999988 -2020-07-27 17:00:34.666,10827.83,11208.1,10670.0,11195.0,187021.829,340383,3821.829000000004 -2020-07-27 22:05:02.652,11195.06,11488.0,11108.01,11184.41,80781.64,153624,-3821.202000000003 -2020-07-27 23:13:27.158,11184.95,11267.61,10780.74,11144.28,78414.655,155466,-3821.6629999999695 -2020-07-28 00:53:48.943,11144.27,11270.0,10935.55,10935.55,39677.002,79117,-3822.5180000000883 -2020-07-28 03:00:42.280,10935.23,11064.0,10855.95,10886.01,53851.087,98435,-3820.934999999864 -2020-07-28 05:56:55.435,10886.0,11154.0,10711.43,10742.0,94322.385,170540,-3829.932999999914 -2020-07-28 10:05:28.380,10742.0,11053.9,10580.0,11053.9,77028.783,131112,3823.2990000000373 -2020-07-28 12:04:22.541,11050.03,11198.0,10855.0,10881.83,213611.311,475240,-3823.3970000000054 -2020-07-29 00:57:51.787,10881.68,11364.8,10844.34,10990.84,353692.287,673691,-3822.744999999692 -2020-07-30 00:04:12.012,10990.77,11137.0,10927.0,10940.2,67322.795,141975,-3822.0009999997 -2020-07-30 07:39:38.477,10940.19,11195.52,10826.55,11060.0,166211.22,323892,-3821.3179999999543 -2020-07-31 00:49:08.616,11059.77,11329.05,10971.78,11329.05,152628.593,271987,3828.0390000000007 diff --git a/Imbalance_Bars/BTCUSDT-2020-08-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-08-imbalance_bars.csv deleted file mode 100644 index 4fd09cd0e8bf32fcefd9758d46d40b99713c47c1..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-08-imbalance_bars.csv +++ /dev/null @@ -1,83 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-08-01 00:00:00.519,11343.67,11765.05,11201.0,11550.0,213360.34399999998,382820,-4556.09200000007 -2020-08-01 13:38:28.596,11550.1,11887.45,11505.0,11831.0,142380.03100000002,262337,-4498.908999999439 -2020-08-01 21:19:28.649,11831.01,12154.25,11680.0,11680.0,136176.381,234600,-4515.920999999991 -2020-08-02 04:38:30.651,11681.5,11682.11,11131.0,11133.96,15210.393,19024,-4499.845000000063 -2020-08-02 04:39:25.051,11152.13,11402.6,10891.59,10891.59,15089.874,20785,-4506.004000000047 -2020-08-02 04:40:56.307,10891.21,11422.46,10490.0,11147.08,183640.805,347108,-4499.3889999996345 -2020-08-02 11:20:44.004,11147.06,11187.3,10915.42,10970.14,60784.596000000005,110766,-4501.658000000031 -2020-08-02 12:59:44.210,10970.98,11297.98,10970.14,11100.0,83703.54,174985,-4499.900000000119 -2020-08-02 20:59:17.991,11100.0,11260.89,10923.0,11217.55,84640.238,184799,-4499.902000000196 -2020-08-03 07:33:47.913,11217.54,11483.0,11133.73,11391.32,123126.05900000001,225370,-4499.953000000303 -2020-08-03 19:10:07.503,11391.28,11429.15,11150.0,11220.0,48049.403999999995,86699,-4527.374000000041 -2020-08-03 22:52:45.281,11220.0,11427.38,11140.09,11299.73,71619.50899999999,136746,-4557.084999999949 -2020-08-04 08:44:08.561,11299.73,11315.0,11156.0,11162.36,33437.818,63861,-4502.149999999982 -2020-08-04 11:48:45.154,11162.32,11187.8,11050.0,11050.0,32125.003999999997,58052,-4522.098000000084 -2020-08-04 13:18:47.233,11050.0,11280.0,11025.0,11183.59,76718.22099999999,163153,-4502.176999999653 -2020-08-05 00:28:42.308,11183.59,11729.0,11103.0,11655.0,210072.024,380695,-4505.677999999702 -2020-08-05 19:54:58.846,11655.0,11813.0,11518.02,11690.88,69165.065,137260,-4502.608999999883 -2020-08-06 01:12:02.453,11690.82,11766.0,11571.78,11688.0,65550.613,134785,-4513.21299999994 -2020-08-06 10:53:14.010,11688.25,11893.09,11663.0,11849.74,95759.88199999998,167007,-4501.93999999997 -2020-08-06 18:43:14.673,11849.65,11916.02,11701.0,11706.34,31467.078999999998,57938,-4510.056999999826 -2020-08-06 21:48:51.330,11705.96,11920.0,11613.05,11794.0,79113.633,157097,-4502.202999999802 -2020-08-07 07:02:08.949,11793.76,11855.0,11700.0,11700.0,36072.307,71602,-4704.267000000235 -2020-08-07 11:55:08.232,11699.93,11780.0,11550.0,11550.0,36628.051,68353,-4522.289000000034 -2020-08-07 14:18:08.165,11549.67,11672.99,11475.0,11475.0,57404.314,116866,-4507.500000000111 -2020-08-07 17:32:44.768,11475.01,11657.88,11318.93,11591.03,104764.826,216521,-4510.525999999558 -2020-08-08 02:44:16.081,11591.0,11819.0,11513.69,11602.97,96423.468,206909,-4523.3260000000255 -2020-08-08 16:29:10.119,11602.88,11811.0,11575.0,11653.6,72359.99899999998,169858,-4507.485000000282 -2020-08-09 05:58:39.480,11652.99,11727.0,11545.31,11545.31,53699.833,120335,-4516.626999999861 -2020-08-09 15:10:23.009,11545.22,12100.0,11526.9,11820.24,167057.17200000002,336541,-4516.246000000049 -2020-08-10 10:29:23.008,11820.08,11838.51,11450.0,11501.0,8093.152,7194,-4511.704000000017 -2020-08-10 10:29:40.016,11500.0,11983.77,11384.9,11800.0,143892.30699999997,284007,-4508.4930000000995 -2020-08-10 21:12:41.661,11801.52,11944.0,11734.79,11750.0,52700.896,120083,-4520.416000000003 -2020-08-11 06:33:50.343,11752.23,11797.86,11651.0,11713.69,51581.481,109928,-4519.076999999921 -2020-08-11 12:07:36.239,11713.66,11730.0,11536.0,11551.0,51834.073,100233,-4510.027000000042 -2020-08-11 15:07:07.838,11554.23,11559.11,11388.0,11388.0,10856.094000000001,15250,-4510.948000000001 -2020-08-11 15:14:06.006,11387.53,11573.0,11253.0,11255.84,106468.23999999999,198907,-4514.493999999998 -2020-08-11 20:16:32.776,11264.6,11428.78,11127.0,11280.0,129198.29899999998,258930,-4521.08899999974 -2020-08-12 05:27:28.151,11279.89,11630.0,11140.0,11516.02,136748.074,280957,-4512.580000000005 -2020-08-12 18:35:45.428,11516.0,11667.96,11490.7,11512.69,70744.68699999999,160338,-4508.476999999921 -2020-08-13 08:02:29.379,11512.67,11515.92,11272.0,11280.0,30901.273,59860,-4518.441000000007 -2020-08-13 09:16:55.235,11280.87,11850.0,11280.0,11688.4,200563.296,442901,-4517.485999999908 -2020-08-14 03:08:57.008,11688.37,11868.42,11644.6,11742.36,113289.31199999999,252027,-4509.429999999963 -2020-08-14 20:20:18.609,11742.3,11993.58,11708.0,11853.27,88527.606,182069,-4509.375999999977 -2020-08-15 08:41:37.852,11853.23,11930.0,11682.0,11744.16,50482.263999999996,95576,-4508.978000000064 -2020-08-15 13:00:34.922,11745.32,11988.0,11731.41,11880.0,153377.483,327598,-4509.691000000074 -2020-08-16 08:33:06.138,11880.0,11900.0,11750.0,11750.0,26589.941,53309,-4516.048999999948 -2020-08-16 11:12:00.398,11750.0,11909.0,11688.0,11823.64,60998.520000000004,132551,-4510.98999999975 -2020-08-16 18:27:39.271,11823.59,11947.0,11791.81,11795.55,49071.556,107277,-4511.426000000025 -2020-08-17 02:30:51.118,11795.35,12499.42,11780.0,12366.82,287035.779,595410,-4509.460999999723 -2020-08-17 22:57:01.301,12366.79,12421.0,12224.88,12281.26,55184.570999999996,110483,-4509.344999999861 -2020-08-18 04:16:09.923,12282.02,12316.55,12206.0,12225.96,42728.637,89456,-4509.155000000087 -2020-08-18 10:28:23.891,12226.14,12321.0,12175.0,12183.85,39502.068,78009,-4510.991999999943 -2020-08-18 13:44:48.125,12183.8,12222.34,12024.99,12100.0,23348.398,45922,-4540.730000000061 -2020-08-18 14:12:28.102,12106.0,12137.0,11850.0,11850.0,36378.909,62904,-4542.559000000093 -2020-08-18 14:29:56.058,11890.03,12100.0,11810.0,11975.0,113680.825,238556,-4510.444999999791 -2020-08-18 23:50:53.455,11975.01,12037.05,11805.64,11805.64,39609.808000000005,77994,-4512.067999999986 -2020-08-19 04:17:06.203,11805.59,11922.5,11620.0,11822.01,143520.361,274960,-4510.964999999658 -2020-08-19 13:41:33.248,11822.0,11885.85,11651.0,11681.0,87762.12,174010,-4512.03799999999 -2020-08-19 19:49:05.893,11681.07,11833.97,11574.78,11702.0,75508.149,159729,-4510.706999999751 -2020-08-20 05:09:09.809,11701.95,11888.0,11676.03,11822.79,93383.98199999999,221677,-4510.667999999807 -2020-08-20 21:56:56.311,11822.73,11882.68,11785.06,11830.79,41839.615999999995,115569,-4511.669999999908 -2020-08-21 09:01:07.909,11830.77,11838.94,11674.52,11674.52,24976.084,52838,-4510.98600000005 -2020-08-21 12:10:14.021,11674.5,11780.0,11608.08,11636.89,74531.186,151996,-4510.516000000107 -2020-08-21 18:41:38.149,11636.89,11726.0,11500.0,11500.0,39097.027,84854,-4538.089000000038 -2020-08-21 21:52:04.270,11500.5,11598.98,11410.0,11444.0,38001.238,77031,-4511.561999999942 -2020-08-22 00:49:56.473,11444.0,11625.0,11385.06,11600.0,68990.44200000001,155073,-4511.327999999881 -2020-08-22 12:40:15.196,11599.44,11695.9,11560.0,11601.61,53346.887,145666,-4511.089000000064 -2020-08-23 04:00:30.901,11601.62,11724.0,11522.15,11595.0,86215.91,208732,-4550.73999999971 -2020-08-24 00:17:07.520,11595.0,11831.96,11595.0,11710.54,89850.811,210755,-4512.00099999996 -2020-08-24 19:12:31.825,11710.55,11790.0,11644.0,11644.0,45232.81,99127,-4514.00399999997 -2020-08-25 06:24:52.235,11643.93,11652.6,11541.0,11541.0,22945.203,40314,-4528.462999999955 -2020-08-25 08:27:52.179,11543.0,11662.71,11460.0,11460.0,56870.898,104623,-4588.038000000041 -2020-08-25 13:39:42.022,11459.89,11474.7,11345.0,11345.0,22585.077999999998,39360,-4541.330000000015 -2020-08-25 14:15:02.168,11347.8,11459.38,11250.0,11250.0,61148.506,108054,-4563.863999999958 -2020-08-25 17:47:05.131,11251.01,11408.95,11130.0,11323.0,109778.771,214517,-4515.682999999761 -2020-08-26 06:41:49.633,11323.0,11548.68,11255.95,11380.97,150639.18099999998,292233,-4520.420999999906 -2020-08-27 03:06:19.735,11380.97,11454.08,11304.58,11304.58,48070.391,103246,-4515.554999999999 -2020-08-27 12:01:22.463,11304.57,11558.72,11278.08,11557.88,29081.674,49927,4515.590000000066 -2020-08-27 13:20:27.776,11557.89,11593.0,11250.0,11250.0,86430.05399999999,147840,-4543.193999999907 -2020-08-27 17:02:08.324,11250.02,11582.0,11130.82,11490.5,238811.686,525320,-4517.419999999332 -2020-08-29 10:41:59.499,11489.92,11730.0,11419.34,11688.24,176209.15899999999,376245,-4516.036999999469 -2020-08-31 04:26:16.905,11688.6,11784.21,11575.78,11667.35,94883.364,180569,-4516.871999999715 diff --git a/Imbalance_Bars/BTCUSDT-2020-09-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-09-imbalance_bars.csv deleted file mode 100644 index 4dce288c5b3a8a230b65195d1dfcd024772d952a..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-09-imbalance_bars.csv +++ /dev/null @@ -1,94 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-09-01 00:00:00.312,11658.11,12061.07,11531.34,11897.15,225562.24800000002,392247,-4295.389999999949 -2020-09-02 01:54:05.933,11897.14,11916.93,11750.0,11750.0,46297.982,85056,-4302.895999999984 -2020-09-02 07:52:20.295,11750.0,11765.99,11630.01,11630.01,29289.809999999998,50651,-4296.709999999997 -2020-09-02 10:29:01.425,11631.27,11656.56,11503.69,11503.69,21991.114999999998,34603,-4299.19100000001 -2020-09-02 11:03:51.845,11503.32,11555.18,11300.0,11300.0,12003.298999999999,14485,-4311.137000000021 -2020-09-02 11:10:14.203,11313.2,11488.0,11156.0,11221.0,86801.72200000001,155078,-4298.495999999977 -2020-09-02 14:57:53.136,11222.73,11450.0,11210.0,11333.56,95734.76499999998,179635,-4296.334999999976 -2020-09-03 04:38:50.415,11333.57,11475.0,11251.0,11358.61,55877.336,92557,-4299.337999999911 -2020-09-03 09:59:38.521,11357.19,11359.58,11209.27,11210.0,27701.248,45166,-4308.152000000015 -2020-09-03 11:34:43.388,11210.0,11276.62,11086.82,11107.09,22211.422,30428,-4296.874000000019 -2020-09-03 12:11:37.699,11107.1,11126.2,10835.79,10835.79,34347.833999999995,64255,-4296.466000000112 -2020-09-03 12:26:01.439,10835.63,10931.73,10612.16,10711.89,95759.45499999999,163039,-4296.169000000007 -2020-09-03 15:19:33.098,10711.55,10739.53,10500.0,10500.0,27544.935,37657,-4367.193000000025 -2020-09-03 15:38:06.794,10499.94,10800.0,10443.6,10463.46,129344.317,213358,-4301.174999999937 -2020-09-03 23:27:07.117,10462.2,10480.9,10055.79,10075.19,24957.697999999997,43200,-4298.53199999998 -2020-09-03 23:31:25.131,10079.77,10530.37,9901.16,10404.25,230533.49799999996,419757,-4297.938000000074 -2020-09-04 11:40:07.120,10404.59,10500.0,10255.55,10291.0,55425.933000000005,95410,-4334.825000000005 -2020-09-04 14:32:00.896,10290.65,10302.33,10000.0,10000.0,29780.042999999998,54106,-4344.718999999939 -2020-09-04 14:52:08.200,10000.02,10525.0,9878.65,10525.0,105593.988,200579,4316.304000000005 -2020-09-04 19:00:00.020,10525.06,10635.77,10371.56,10477.9,114880.435,228638,-4299.681000000111 -2020-09-05 06:48:55.499,10477.82,10498.0,10288.0,10288.0,26791.886,57217,-4319.222000000042 -2020-09-05 09:15:54.891,10288.01,10380.75,10180.87,10180.87,29719.271999999997,62230,-4301.807999999983 -2020-09-05 11:24:20.592,10180.85,10273.08,9980.0,9980.0,44994.284,90694,-4357.918000000053 -2020-09-05 12:44:56.250,9982.9,10350.0,9975.85,10068.01,111470.965,234119,-4304.607000000048 -2020-09-05 18:09:47.588,10068.0,10128.99,9960.0,9962.27,18854.915999999997,40089,-4301.846000000043 -2020-09-05 18:53:23.333,9962.38,10199.99,9808.58,9908.0,51488.301999999996,136062,-4321.292000000069 -2020-09-05 19:55:18.690,9907.81,10143.45,9887.2,10000.0,40587.804000000004,102760,-4303.1879999999355 -2020-09-05 22:51:13.889,10000.01,10247.19,9955.73,10122.14,54243.391,125404,-4301.867000000067 -2020-09-06 04:24:30.363,10120.51,10155.0,10003.0,10076.05,22089.902,53035,-4303.3160000001235 -2020-09-06 06:24:26.794,10076.7,10303.0,10070.0,10221.0,61183.118,140722,-4307.372000000036 -2020-09-06 13:48:21.011,10220.97,10266.0,10125.56,10187.16,26797.254999999997,69037,-4302.091000000109 -2020-09-06 18:07:49.252,10187.49,10348.97,10181.01,10202.07,58988.66499999999,148917,-4302.663000000043 -2020-09-07 03:52:03.496,10202.06,10241.0,10066.92,10080.06,22735.381,53722,-4301.885000000015 -2020-09-07 06:55:56.489,10080.05,10188.54,10018.0,10018.0,48193.008,102704,-4304.288000000044 -2020-09-07 11:31:26.420,10017.75,10070.0,9903.22,9903.22,36319.929000000004,75550,-4303.158999999971 -2020-09-07 12:45:12.787,9903.18,10443.79,9879.68,10233.0,171186.02000000002,384991,-4304.864000000132 -2020-09-08 05:55:46.148,10232.86,10343.4,10155.3,10155.72,27309.905,71223,-4302.58300000018 -2020-09-08 09:03:20.521,10155.56,10207.99,10012.8,10016.38,16244.405999999999,36563,-4303.834000000064 -2020-09-08 10:00:00.191,10017.64,10175.0,9923.08,9992.06,143163.826,295147,-4302.1520000001865 -2020-09-08 18:44:18.621,9992.01,10241.38,9842.01,10070.66,136086.119,279573,-4305.302999999999 -2020-09-09 06:25:25.756,10070.12,10421.03,10069.14,10330.42,162082.809,353807,-4302.7289999999175 -2020-09-10 07:21:06.773,10330.21,10484.6,10233.0,10350.98,71761.9,130213,-4302.135999999991 -2020-09-10 15:00:59.904,10350.97,10443.51,10291.74,10291.74,31710.117,61320,-4302.236999999914 -2020-09-10 18:27:34.662,10291.7,10380.5,10250.01,10268.79,47653.858,103539,-4302.383999999605 -2020-09-11 02:50:10.790,10268.72,10334.99,10200.8,10260.0,61891.903999999995,115545,-4311.464000000024 -2020-09-11 11:47:34.919,10259.95,10399.96,10251.32,10340.0,74575.5,179981,-4306.892000000092 -2020-09-12 06:08:04.084,10339.46,10357.71,10284.36,10284.36,23689.629,57865,-4308.944999999721 -2020-09-12 13:30:52.811,10284.23,10453.86,10271.0,10451.99,29167.057,54001,4302.555000000094 -2020-09-12 18:15:27.905,10452.83,10523.0,10402.0,10523.0,40363.441999999995,92564,4316.540000000134 -2020-09-13 03:37:57.068,10523.07,10580.0,10280.0,10280.0,76912.61099999999,137401,-4311.490999999605 -2020-09-13 13:00:04.916,10281.9,10368.0,10209.01,10362.57,98131.031,194414,4306.763000000174 -2020-09-14 06:10:38.647,10362.56,10520.0,10320.79,10498.65,48932.121,92841,4303.363000000083 -2020-09-14 12:00:59.165,10498.81,10609.02,10446.0,10607.48,23156.755,41767,4303.099000000038 -2020-09-14 13:29:40.608,10607.53,10678.0,10580.02,10640.0,36639.373,61687,4502.270999999819 -2020-09-14 15:06:25.081,10640.02,10746.06,10630.01,10718.37,25923.454999999998,43180,4307.06899999994 -2020-09-14 16:45:38.259,10718.5,10740.0,10614.09,10726.13,53617.959,112311,4310.7969999994775 -2020-09-15 02:16:25.164,10719.46,10838.96,10592.0,10796.06,73355.945,132272,4307.3469999990075 -2020-09-15 10:39:49.272,10796.18,10880.0,10745.04,10870.98,34142.728,53493,4309.446000000033 -2020-09-15 12:20:18.424,10870.96,10923.42,10690.37,10860.0,110921.214,183856,4313.77999999987 -2020-09-15 21:41:33.851,10860.0,10869.99,10661.9,10855.55,77961.015,138217,4313.8929999999855 -2020-09-16 07:34:48.831,10855.65,10937.52,10841.35,10910.0,32341.76,56418,4310.465999999904 -2020-09-16 10:20:09.171,10910.0,10950.0,10820.0,10929.75,61634.534999999996,110541,4308.795000000021 -2020-09-16 15:14:22.678,10929.79,11045.0,10910.16,11045.0,27215.532,47594,4309.672000000057 -2020-09-16 16:38:51.472,11039.39,11089.08,10740.0,10865.17,203243.098,384969,4311.065999999847 -2020-09-17 14:45:42.844,10862.94,10969.75,10767.37,10951.73,55868.47900000001,119081,4309.790999999981 -2020-09-18 00:14:30.108,10951.74,11035.0,10870.63,10984.16,65181.366,138757,4307.905999999759 -2020-09-18 13:12:05.311,10984.15,11085.0,10810.1,11085.0,121875.66699999999,265297,4308.1330000000025 -2020-09-19 11:48:03.192,11085.1,11177.0,10751.0,10958.0,231421.55599999998,478371,4325.649999999799 -2020-09-21 00:51:04.063,10955.3,10980.69,10724.0,10724.0,73111.11,121068,-4356.792000000092 -2020-09-21 09:48:47.145,10727.07,10753.82,10625.62,10628.22,45715.638,69293,-4320.156000000085 -2020-09-21 11:23:38.800,10628.21,10640.33,10375.72,10375.72,93947.999,140709,-4314.045000000059 -2020-09-21 14:39:00.198,10375.71,10450.0,10281.0,10415.72,61277.002,110939,4309.694000000229 -2020-09-21 17:35:34.139,10415.58,10524.8,10373.13,10517.21,23853.588,46417,4309.541999999852 -2020-09-21 20:15:22.638,10517.22,10532.95,10353.1,10494.0,67350.262,134607,4310.158000000001 -2020-09-22 06:11:08.569,10494.31,10574.08,10359.01,10477.73,199528.0,370647,4310.335999999736 -2020-09-23 09:58:28.176,10477.79,10531.94,10141.33,10142.99,111753.77299999999,193993,-4309.361000000362 -2020-09-23 20:51:23.734,10143.0,10294.35,10132.21,10246.14,31593.804,64320,4309.452000000009 -2020-09-23 23:47:26.674,10245.09,10339.99,10191.0,10301.48,27508.054,54472,4311.527999999866 -2020-09-24 04:11:02.122,10301.5,10354.0,10267.0,10354.0,38087.52099999999,75993,4309.395000000014 -2020-09-24 10:58:18.380,10354.14,10469.87,10326.9,10469.87,56840.905,100241,4309.435000000021 -2020-09-24 15:37:00.582,10469.86,10590.0,10463.0,10590.0,17176.934999999998,24066,4378.8270000000375 -2020-09-24 16:00:48.094,10590.01,10737.0,10574.09,10644.0,36564.007,54211,4400.899000000012 -2020-09-24 16:57:27.318,10644.01,10705.1,10585.23,10656.53,32942.121999999996,62228,4312.582000000087 -2020-09-24 20:11:26.831,10656.62,10783.0,10614.05,10783.0,16846.664,36458,4334.378000000028 -2020-09-24 22:50:26.160,10783.14,10837.27,10551.56,10636.65,145240.901,291170,4313.922999999987 -2020-09-25 16:41:10.042,10636.69,10739.8,10631.94,10731.72,24690.737,49944,4313.674999999923 -2020-09-25 20:15:15.708,10731.74,10827.8,10642.23,10711.0,100070.65,245038,4315.713999999914 -2020-09-26 16:24:02.540,10709.38,10776.68,10698.01,10773.86,33251.853,92250,4313.156999999959 -2020-09-27 01:00:33.810,10773.85,10820.0,10584.0,10820.0,119908.165,260926,4317.1690000000035 -2020-09-28 00:01:21.145,10819.99,11024.0,10782.42,10900.0,24826.775,34607,4415.99700000004 -2020-09-28 00:44:58.585,10900.28,10950.0,10829.23,10899.0,98792.66199999998,197530,4315.587999999865 -2020-09-28 15:19:20.027,10898.85,10913.96,10627.19,10799.99,197135.75299999997,405729,4316.237000000017 -2020-09-29 23:11:29.169,10800.0,10863.94,10660.05,10777.49,93430.72200000001,193331,4334.335999999894 diff --git a/Imbalance_Bars/BTCUSDT-2020-10-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-10-imbalance_bars.csv deleted file mode 100644 index 4a74a697de81ce9402a3df9ef8ca13496d5a9826..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-10-imbalance_bars.csv +++ /dev/null @@ -1,75 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-10-01 00:00:00.382,10773.0,10850.0,10773.0,10849.47,36380.465000000004,82572,4936.216999999654 -2020-10-01 08:00:15.443,10849.48,10935.14,10807.26,10890.9,39677.354999999996,72373,4936.6309999997875 -2020-10-01 11:55:06.625,10890.97,10905.15,10613.25,10613.25,60073.490000000005,96316,-4939.11199999992 -2020-10-01 16:15:02.752,10613.16,10660.0,10442.0,10654.85,138674.511,234957,4936.3790000004565 -2020-10-02 04:19:33.615,10654.87,10659.91,10400.04,10400.04,28185.712,41698,-4970.883999999985 -2020-10-02 05:25:02.112,10400.02,10599.67,10371.03,10564.36,169078.747,323401,4936.953000000775 -2020-10-02 22:33:38.051,10564.4,10578.54,10491.11,10545.0,57797.353,164098,4950.978999999987 -2020-10-03 16:16:10.216,10544.99,10643.59,10514.0,10643.59,43502.628,133633,4938.158000000211 -2020-10-04 06:33:04.108,10643.6,10674.99,10564.39,10674.0,49219.396,135186,4937.407999999943 -2020-10-04 19:04:18.617,10673.99,10738.77,10608.9,10720.0,95415.954,232766,4960.91999999897 -2020-10-05 13:59:29.889,10720.09,10777.9,10675.5,10777.9,53422.05099999999,124854,4938.844999999825 -2020-10-05 23:42:09.129,10777.92,10792.0,10552.57,10563.39,141869.99099999998,285723,-4937.638999999871 -2020-10-06 19:05:26.264,10563.01,10668.92,10510.66,10654.95,137428.69400000002,299451,4937.992000001449 -2020-10-07 18:20:23.504,10654.99,10769.61,10523.0,10769.61,123938.911,255185,4938.521000000271 -2020-10-08 14:33:56.974,10762.0,10907.41,10756.61,10880.31,13025.809,13369,4940.819000000063 -2020-10-08 14:38:12.598,10880.44,10958.0,10818.44,10903.84,127999.659,279368,4938.2469999995 -2020-10-09 10:26:35.287,10903.89,11095.43,10891.21,11095.43,35735.175,46733,4937.809000000167 -2020-10-09 11:25:02.532,11095.44,11385.65,11011.0,11341.23,106909.196,202208,4961.925999999349 -2020-10-10 02:06:48.573,11341.66,11494.0,11323.68,11341.0,75909.965,139168,-4941.231000000057 -2020-10-10 09:46:24.363,11340.92,11421.41,11237.49,11272.0,90848.052,185254,-4939.219999999876 -2020-10-10 23:33:46.042,11271.83,11450.73,11264.4,11327.0,116203.643,243915,-4943.450999999829 -2020-10-11 19:39:01.114,11326.95,11417.76,11278.0,11315.01,80648.81,157331,-4940.864000000019 -2020-10-12 09:49:18.769,11315.0,11368.14,11157.0,11246.29,31476.363999999998,41674,-4943.0080000000635 -2020-10-12 11:09:22.679,11246.0,11478.43,11240.3,11470.88,34202.57,50720,4939.019999999997 -2020-10-12 13:45:52.326,11470.89,11732.0,11425.0,11425.0,167159.71999999997,279471,-4949.947999999714 -2020-10-13 03:05:07.508,11424.98,11562.0,11361.6,11361.6,88355.477,160022,-4938.973000000154 -2020-10-13 13:32:32.553,11361.45,11489.48,11308.0,11365.99,105686.424,204388,-4940.050000000073 -2020-10-14 04:02:28.691,11366.0,11550.0,11347.0,11375.18,82573.34,152182,-4938.802000000012 -2020-10-14 14:26:48.378,11375.1,11433.18,11250.0,11389.09,198807.702,368550,4939.072000000384 -2020-10-15 13:51:45.979,11389.1,11486.27,11362.0,11469.06,47553.153,80227,4953.233000000157 -2020-10-15 17:48:10.546,11469.11,11573.89,11443.62,11573.89,28333.286,49091,4940.035999999997 -2020-10-15 20:06:51.494,11558.0,11649.48,11270.0,11284.23,82080.212,149791,-4939.722000000068 -2020-10-16 04:24:25.892,11284.22,11398.6,11175.0,11315.21,123143.52900000001,213122,-4939.225000000136 -2020-10-16 15:10:58.126,11315.32,11366.88,11270.0,11270.0,41300.348999999995,95903,-4945.632999999398 -2020-10-17 00:30:39.351,11269.87,11477.52,11250.0,11437.09,129167.242,302601,4940.199999999842 -2020-10-18 08:12:20.265,11437.09,11499.0,11398.0,11499.0,52944.905,139217,4942.966999999736 -2020-10-18 23:55:58.451,11499.01,11543.0,11404.01,11525.0,54417.40699999999,120134,4950.877000000066 -2020-10-19 11:38:25.671,11525.04,11700.0,11469.6,11700.0,23028.728000000003,33389,4952.822000000048 -2020-10-19 13:03:57.396,11687.98,11798.0,11572.2,11752.98,65467.166,102610,4941.961999999994 -2020-10-19 15:41:22.363,11752.99,11879.98,11656.01,11879.98,177485.09100000001,317501,4954.796999999909 -2020-10-20 11:01:37.865,11874.53,12019.64,11705.0,12019.64,159467.456,258844,4940.832000000182 -2020-10-20 17:46:36.246,12019.65,12140.0,11851.0,12140.0,108709.267,212625,4948.930999999585 -2020-10-21 03:00:31.670,12139.65,12309.01,12116.0,12309.01,131361.003,234557,4941.62899999979 -2020-10-21 11:48:21.950,12309.18,12430.0,12265.0,12430.0,53274.275,89340,4967.2850000000135 -2020-10-21 12:58:14.376,12430.01,12594.0,12355.66,12586.0,50793.98299999999,82884,4955.387000000096 -2020-10-21 14:21:09.309,12585.99,13089.65,12566.85,13088.33,227521.67799999999,425141,4942.522000000396 -2020-10-21 22:31:24.591,13088.41,13240.0,12666.0,12666.0,47434.293,84615,-4945.999000000075 -2020-10-21 23:05:43.860,12665.84,12940.0,12630.0,12812.75,64441.047999999995,127921,-4941.790000000068 -2020-10-22 02:09:12.290,12812.72,12856.42,12675.5,12771.07,66745.214,128865,-4941.453999999896 -2020-10-22 09:03:44.753,12770.8,13178.16,12690.0,13120.0,191160.40899999999,361588,-4941.375000000073 -2020-10-22 20:49:23.932,13120.46,13188.27,12931.36,13056.0,36580.49800000001,70361,-4946.933999999927 -2020-10-22 22:55:50.600,13064.7,13077.09,12835.75,12925.79,67359.21100000001,128861,-4941.856999999995 -2020-10-23 04:26:18.062,12925.65,13043.0,12856.0,12925.46,106357.03,197917,-4941.550000000026 -2020-10-23 15:51:21.393,12925.34,12955.0,12755.55,12768.0,27017.426,40443,-4941.768000000086 -2020-10-23 16:41:11.238,12768.01,13369.0,12725.04,13108.0,304406.875,642488,-4960.718999999604 -2020-10-25 05:45:15.762,13107.88,13240.0,12715.0,12855.0,350912.253,712684,-4951.164999999702 -2020-10-26 16:34:26.616,12854.79,13170.23,12729.0,13170.23,175473.025,328343,4942.845000000114 -2020-10-27 10:19:37.300,13170.32,13485.18,13157.99,13485.18,56957.109,95546,4942.9550000001955 -2020-10-27 11:30:22.102,13485.28,13740.0,13308.88,13738.0,171764.397,276186,4961.521000000098 -2020-10-27 17:45:18.094,13739.39,13863.0,13450.0,13450.0,280231.954,501172,-4967.289999999651 -2020-10-28 11:09:11.097,13449.91,13523.72,13320.0,13320.0,45835.351,77966,-4949.307000000039 -2020-10-28 11:57:02.272,13320.01,13371.77,13165.0,13165.0,38841.437999999995,66865,-4969.519999999994 -2020-10-28 12:40:27.869,13164.96,13330.67,12907.3,12908.24,73490.16200000001,130185,-4946.978000000026 -2020-10-28 14:17:20.126,12908.2,13200.0,12876.0,13200.0,44219.973,80687,4948.538999999985 -2020-10-28 15:41:26.912,13197.7,13257.2,12996.01,13253.4,93713.511,183521,4944.241000000058 -2020-10-28 22:29:33.971,13253.51,13375.0,12965.0,13375.0,196257.46500000003,367080,4944.2669999999825 -2020-10-29 14:29:53.945,13374.0,13572.54,13346.42,13572.54,62714.674,105585,4950.924000000004 -2020-10-29 16:32:56.883,13572.6,13665.65,13132.38,13132.38,213295.71399999998,383456,-4945.646000000038 -2020-10-30 06:05:31.318,13132.15,13362.0,13100.0,13312.0,127531.67300000001,234274,4944.332999999869 -2020-10-30 14:19:52.349,13312.07,13513.0,13276.42,13511.92,31942.673,55286,4944.955000000052 -2020-10-30 15:51:38.606,13512.0,13735.0,13403.36,13731.62,179243.427,364428,4945.4849999997905 -2020-10-31 08:23:37.527,13731.69,13944.82,13682.19,13944.82,39724.308,79042,4944.294000000178 -2020-10-31 09:54:59.802,13945.0,14122.62,13848.27,14122.62,25468.575,52914,4944.978999999985 -2020-10-31 10:06:04.082,14122.69,14140.0,13500.02,13843.68,71073.144,140147,-4944.992000000089 diff --git a/Imbalance_Bars/BTCUSDT-2020-11-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2020-11-imbalance_bars.csv deleted file mode 100644 index 434f65b3ab2c4383052b0bc5a1792e7a140623b2..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-11-imbalance_bars.csv +++ /dev/null @@ -1,74 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-11-01 00:00:00.291,13783.73,13891.52,13601.0,13601.0,272792.802,598680,-5632.907999999744 -2020-11-02 08:36:01.269,13603.0,13603.01,13388.0,13388.0,62489.307,123864,-5638.805000000188 -2020-11-02 11:22:37.686,13389.0,13463.7,13224.0,13224.0,53433.558999999994,94082,-5640.247000000049 -2020-11-02 12:45:54.213,13225.58,13543.82,13195.0,13490.83,90343.537,170073,5629.833000000203 -2020-11-02 19:06:55.882,13490.95,14038.45,13481.5,13762.48,274623.548,567371,5629.588000000305 -2020-11-04 12:18:14.333,13762.66,14040.0,13726.03,14040.0,75271.42499999999,160566,5631.590999999713 -2020-11-04 16:18:33.429,14038.0,15984.2,13923.0,15730.0,242208.924,526119,-5632.09199999999 -2020-11-06 02:00:11.118,15729.75,15888.0,15458.87,15538.73,66744.811,142662,-5630.223000000574 -2020-11-06 03:51:20.546,15538.48,15795.93,15435.0,15457.06,104278.738,228835,-5634.910000000521 -2020-11-06 09:09:35.608,15457.05,15677.33,15310.0,15449.51,82451.366,177587,-5630.763999999983 -2020-11-06 12:23:26.163,15449.47,15734.0,15366.0,15440.0,66344.101,153277,-5633.107000000122 -2020-11-06 14:52:34.639,15439.98,15573.9,15226.0,15226.0,80153.22200000001,187989,-5654.948000000086 -2020-11-06 20:18:23.074,15225.96,15691.0,15177.0,15576.27,61888.769,153637,-5640.14300000004 -2020-11-06 23:43:05.113,15576.2,15774.0,15465.0,15510.0,73358.737,172316,-5630.538999999898 -2020-11-07 06:24:50.015,15509.75,15598.0,15292.23,15292.23,78877.33399999999,195133,-5631.495999999905 -2020-11-07 14:58:17.519,15292.0,15421.58,14992.0,14993.73,109738.88900000001,235491,-5631.137 -2020-11-07 18:48:28.965,14993.72,15079.96,14725.0,14725.0,20043.806999999997,40633,-5631.873000000031 -2020-11-07 18:58:07.016,14731.26,15066.23,14500.0,14500.0,81502.288,188901,-5756.356000000027 -2020-11-07 20:07:12.505,14499.99,14930.0,14350.0,14844.7,94817.89600000001,209836,5633.234000000348 -2020-11-07 23:40:30.283,14844.55,15474.17,14710.0,15384.15,176902.99099999998,413847,-5634.346999999386 -2020-11-10 09:34:43.802,15383.96,15431.13,15133.0,15190.92,82990.323,193314,-5636.446999999852 -2020-11-10 15:18:10.953,15190.37,15684.75,15071.0,15623.5,200689.19199999998,484083,-5633.947999998721 -2020-11-11 12:54:00.681,15623.39,16000.0,15540.0,15789.62,151085.29099999997,328370,-5634.6310000000585 -2020-11-11 20:02:14.633,15789.54,16479.99,15558.0,16209.77,140786.661,343716,-5634.941000000055 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deleted file mode 100644 index c79760b28a11937899d1f2c8e0958a474cfe8474..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2020-12-imbalance_bars.csv +++ /dev/null @@ -1,36 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2020-12-01 00:00:00.503,19722.09,19956.0,18896.03,19069.0,216828.112,617460,-6713.933999999823 -2020-12-01 12:24:54.499,19072.42,19217.82,18230.0,18242.24,73255.99999999999,218823,-6715.4379999999965 -2020-12-01 13:01:18.864,18242.02,19500.0,18050.0,18603.11,307864.106,914889,-6712.081999999292 -2020-12-02 03:15:58.334,18603.0,19640.0,18329.58,19250.0,561965.5430000001,1660796,-6731.201000001053 -2020-12-04 03:29:49.707,19250.0,19457.82,18804.1,18804.1,108945.87700000001,314774,-6714.400999999943 -2020-12-04 11:59:32.949,18814.71,19144.31,18511.0,18511.0,146904.586,424203,-6712.434000000241 -2020-12-05 00:06:32.634,18512.46,19449.1,18510.0,18973.5,464249.24899999995,1362970,-6713.373000000597 -2020-12-07 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a/Imbalance_Bars/BTCUSDT-2023-05-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2023-05-imbalance_bars.csv deleted file mode 100644 index 5baaaae1c239e1ddd704899ce0a88cd154db6515..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2023-05-imbalance_bars.csv +++ /dev/null @@ -1,43 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2023-05-01 00:00:00.101,29223.0,29279.4,27537.3,29267.9,8643.380000000001,21905,-8643.380000000958 -2023-05-30 16:24:44.588,27683.2,29313.2,27646.1,29298.2,8640.47,24738,-8640.470000000965 -2023-05-30 16:39:03.334,27703.7,29305.0,27662.3,27696.6,8640.591,26457,-8640.591000001123 -2023-05-01 00:37:16.490,29290.3,29325.5,27631.2,29260.0,8741.431,30165,-8741.43100000125 -2023-05-30 17:28:29.468,27636.5,29266.5,27610.8,27731.5,8642.868999999999,27417,-8642.869000001163 -2023-05-01 01:28:09.273,29220.5,29250.0,27650.3,28541.2,87738.131,224981,-8643.435000000656 -2023-05-30 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a/Imbalance_Bars/BTCUSDT-2025-03-imbalance_bars.csv b/Imbalance_Bars/BTCUSDT-2025-03-imbalance_bars.csv deleted file mode 100644 index 83d89c7d76ec252637c508ed3a44e4d9e109fcb0..0000000000000000000000000000000000000000 --- a/Imbalance_Bars/BTCUSDT-2025-03-imbalance_bars.csv +++ /dev/null @@ -1,29 +0,0 @@ -timestamp,open,high,low,close,volume,ticks,imbalance_met -2025-03-01 00:00:04.297,84299.6,84588.4,83779.0,83900.0,4765.371999999999,45855,-4765.372000000428 -2025-03-01 01:09:17.848,83900.0,84600.0,83804.9,84513.6,4765.267,38889,-4765.26700000013 -2025-03-01 01:56:16.216,84513.5,84919.9,84312.6,84919.9,4766.608,36936,-4766.608000000258 -2025-03-01 02:27:25.602,84919.8,89000.0,84285.0,88983.7,270953.94299999997,2193854,4780.064999999968 -2025-03-02 16:18:02.637,88983.8,94400.0,88721.3,94400.0,114293.725,929731,4771.9270000003335 -2025-03-02 17:44:20.030,94399.9,94971.0,92060.1,92060.1,165938.971,1373212,-4774.537000000163 -2025-03-03 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