AI4T

Simple Limit Order Book trending classification, both with a convolutional and an attention based model.

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.
├── notebooks
└── src

Environment

Install the environment in your preferred way, remember to place yourself in the root directory.

conda

$ conda env create -f environment.yml

venv

$ python -m venv env
$ source env/bin/activate
$ pip install -r requirements.txt

Run

PYTHONPATH=. python src/main.py -h