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commanderzee
/
btc-arb-trainer
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btc-arb-trainer
174 kB
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  • 1 contributor
History: 21 commits
commanderzee's picture
commanderzee
edge-margin policy + entry_price_max cap (hybrid: 2 Optuna params)
fd45881 verified 28 days ago
  • __pycache__
    v1_arb trainer code for btc about 1 month ago
  • .gitattributes
    1.52 kB
    initial commit about 1 month ago
  • README.md
    851 Bytes
    v1_arb trainer code for btc about 1 month ago
  • app.py
    10.6 kB
    v1_arb trainer code for btc about 1 month ago
  • data_loader.py
    15.7 kB
    clean import in iter_orderbook_slug_pairs 30 days ago
  • features_ohlcv.py
    24.5 kB
    v1_arb trainer code for btc about 1 month ago
  • features_orderbook.py
    11.2 kB
    fix: numpy 2.4 float(1d-array) in _walked_ask_cost 30 days ago
  • features_state.py
    4.58 kB
    v1_arb trainer code for btc about 1 month ago
  • labels.py
    16.3 kB
    add policy-parameter Optuna: tune (entry_thr, combined_thr, min_tick) before classifier 29 days ago
  • replay.py
    3.23 kB
    v1_arb trainer code for btc about 1 month ago
  • requirements.txt
    169 Bytes
    v1_arb trainer code for btc about 1 month ago
  • train.py
    30.5 kB
    edge-margin policy + entry_price_max cap (hybrid: 2 Optuna params) 28 days ago