Removed IBKR related code
This commit is contained in:
@@ -1,228 +0,0 @@
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{
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"cells": [
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{
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"cell_type": "markdown",
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"id": "cd849b8e",
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"metadata": {},
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"source": [
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"# IBKR scratch notebook\n",
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"\n",
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"This notebook is for quick manual testing of the IBKR gateway connection, portfolio lookup, and a simple SPY order flow.\n",
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"\n",
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"> Use this only with a paper-trading or test setup unless you explicitly intend to submit a live order.\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": null,
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"id": "543426a2",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Connecting to IBKR Gateway at 127.0.0.1:4002 with client id 101...\n",
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"Failed to connect to IBKR Gateway: This event loop is already running\n"
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]
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},
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"Error 200, reqId 9: No security definition has been found for the request, contract: Stock(symbol='VUAA', exchange='SMART', currency='USD')\n",
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"Error 200, reqId 10: No security definition has been found for the request\n",
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"Canceled order: Trade(contract=Stock(symbol='VUAA', exchange='SMART', currency='USD'), order=MarketOrder(orderId=10, clientId=101, action='BUY', totalQuantity=0.7), orderStatus=OrderStatus(orderId=10, status='Cancelled', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2026, 7, 30, 19, 36, 57, 539380, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2026, 7, 30, 19, 36, 57, 743208, tzinfo=datetime.timezone.utc), status='Cancelled', message='Error 200, reqId 10: No security definition has been found for the request', errorCode=200)], advancedError='')\n",
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"Peer closed connection.\n"
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]
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}
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],
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"source": [
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"import sys\n",
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"from pathlib import Path\n",
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"\n",
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"from ib_insync import IB, Stock\n",
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"\n",
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"# Allow the notebook to import local source code from the repository.\n",
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"repo_root = Path.cwd().resolve()\n",
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"if (repo_root / \"src\").exists():\n",
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" repo_root = repo_root\n",
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"else:\n",
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" repo_root = repo_root.parent\n",
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"\n",
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"src_path = repo_root / \"src\"\n",
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"if str(src_path) not in sys.path:\n",
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" sys.path.insert(0, str(src_path))\n",
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"\n",
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"IBKR_HOST = \"127.0.0.1\"\n",
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"IBKR_PORT = 4002\n",
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"IBKR_CLIENT_ID = 101\n",
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"IBKR_CONNECT_TIMEOUT_SECONDS = 10\n",
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"\n",
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"ib = IB()\n",
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"print(f\"Connecting to IBKR Gateway at {IBKR_HOST}:{IBKR_PORT} with client id {IBKR_CLIENT_ID}...\")\n",
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"try:\n",
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" ib.connect(IBKR_HOST, IBKR_PORT, clientId=IBKR_CLIENT_ID, timeout=IBKR_CONNECT_TIMEOUT_SECONDS)\n",
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" print(\"Connection established.\")\n",
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"except Exception as e:\n",
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" print(f\"Failed to connect to IBKR Gateway: {e}\")\n",
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" ib.disconnect()\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 7,
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"id": "ecdc721f",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Connected: True\n",
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"Client ID: 101\n"
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]
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}
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],
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"source": [
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"print(f\"Connected: {ib.isConnected()}\")\n",
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"print(f\"Client ID: {ib.client.clientId}\")"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 8,
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"id": "10ebc240",
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"metadata": {},
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"outputs": [
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"No open portfolio positions were returned.\n"
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]
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}
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],
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"source": [
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"portfolio = ib.portfolio()\n",
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"if not portfolio:\n",
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" print(\"No open portfolio positions were returned.\")\n",
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"else:\n",
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" for item in portfolio:\n",
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" print(\n",
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" f\"{item.contract.symbol}: position={item.position}, \"\n",
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" f\"market_value={item.marketValue}, unrealized_pnl={item.unrealizedPNL}\"\n",
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" )\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 23,
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"id": "fed654ec",
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"metadata": {},
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"outputs": [
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{
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"name": "stderr",
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"output_type": "stream",
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"text": [
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"Unknown contract: Stock(symbol='VUAA', exchange='SMART', currency='USD')\n"
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]
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},
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{
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"name": "stdout",
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"output_type": "stream",
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"text": [
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"Submitted order for VUAA: Trade(contract=Stock(symbol='VUAA', exchange='SMART', currency='USD'), order=MarketOrder(orderId=10, clientId=101, action='BUY', totalQuantity=0.7), orderStatus=OrderStatus(orderId=10, status='PendingSubmit', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2026, 7, 30, 19, 36, 57, 539380, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0)], advancedError='')\n"
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]
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}
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],
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"source": [
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"from ib_insync import MarketOrder\n",
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"\n",
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"contract = Stock(\"VUAA\", \"SMART\", \"USD\")\n",
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"await ib.qualifyContractsAsync(contract)\n",
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"\n",
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"# Adjust the quantity as needed before running this cell.\n",
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"order = MarketOrder(\"BUY\", 0.70)\n",
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"trade = ib.placeOrder(contract, order)\n",
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"\n",
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"print(f\"Submitted order for {contract.symbol}: {trade}\")\n"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 34,
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"id": "06881101",
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"metadata": {},
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"outputs": [],
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"source": [
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"trds = ib.trades()"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 42,
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"id": "08663602",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"['Cancelled', 'Cancelled', 'Cancelled']"
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]
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},
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"execution_count": 42,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"list(map(lambda x: x.orderStatus.status, trds))"
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]
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},
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{
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"cell_type": "code",
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"execution_count": 43,
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"id": "2c7abf23",
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"metadata": {},
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"outputs": [
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{
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"data": {
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"text/plain": [
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"[Trade(contract=Stock(conId=756733, symbol='SPY', right='?', exchange='SMART', currency='USD', localSymbol='SPY', tradingClass='SPY'), order=Order(permId=1578393268, action='BUY', totalQuantity=1.0, orderType='MKT', lmtPrice=0.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, rule80A='0', openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='DUR281921', clearingIntent='IB', cashQty=0.0, dontUseAutoPriceForHedge=True, filledQuantity=0.0, refFuturesConId=2147483647, shareholder='Not an insider or substantial shareholder'), orderStatus=OrderStatus(orderId=0, status='Cancelled', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0), fills=[], log=[], advancedError=''),\n",
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" Trade(contract=Stock(conId=756733, symbol='SPY', right='?', exchange='SMART', currency='USD', localSymbol='SPY', tradingClass='SPY'), order=Order(permId=24474350, action='BUY', totalQuantity=0.1345, orderType='MKT', lmtPrice=0.0, auxPrice=0.0, tif='DAY', ocaType=3, displaySize=2147483647, rule80A='0', openClose='', volatilityType=0, deltaNeutralOrderType='None', referencePriceType=0, account='DUR281921', clearingIntent='IB', cashQty=0.0, dontUseAutoPriceForHedge=True, filledQuantity=0.0, refFuturesConId=2147483647, shareholder='Not an insider or substantial shareholder'), orderStatus=OrderStatus(orderId=0, status='Cancelled', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0), fills=[], log=[], advancedError=''),\n",
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" Trade(contract=Stock(symbol='VUAA', exchange='SMART', currency='USD'), order=MarketOrder(orderId=10, clientId=101, action='BUY', totalQuantity=0.7), orderStatus=OrderStatus(orderId=10, status='Cancelled', filled=0.0, remaining=0.0, avgFillPrice=0.0, permId=0, parentId=0, lastFillPrice=0.0, clientId=0, whyHeld='', mktCapPrice=0.0), fills=[], log=[TradeLogEntry(time=datetime.datetime(2026, 7, 30, 19, 36, 57, 539380, tzinfo=datetime.timezone.utc), status='PendingSubmit', message='', errorCode=0), TradeLogEntry(time=datetime.datetime(2026, 7, 30, 19, 36, 57, 743208, tzinfo=datetime.timezone.utc), status='Cancelled', message='Error 200, reqId 10: No security definition has been found for the request', errorCode=200)], advancedError='')]"
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]
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},
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"execution_count": 43,
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"metadata": {},
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"output_type": "execute_result"
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}
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],
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"source": [
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"trds"
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]
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}
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],
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"metadata": {
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"kernelspec": {
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"display_name": "Python 3",
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"language": "python",
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"name": "python3"
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},
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"language_info": {
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"codemirror_mode": {
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"name": "ipython",
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"version": 3
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},
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"file_extension": ".py",
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"mimetype": "text/x-python",
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"name": "python",
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"nbconvert_exporter": "python",
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"pygments_lexer": "ipython3",
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"version": "3.11.15"
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}
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},
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"nbformat": 4,
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"nbformat_minor": 5
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}
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@@ -87,16 +87,16 @@
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"output_type": "stream",
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"text": [
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"<class 'pandas.DataFrame'>\n",
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"DatetimeIndex: 1255 entries, 2021-08-02 to 2026-07-31\n",
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"DatetimeIndex: 1258 entries, 2021-08-02 to 2026-08-05\n",
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"Data columns (total 4 columns):\n",
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" # Column Non-Null Count Dtype \n",
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"--- ------ -------------- ----- \n",
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" 0 SPY_close 1255 non-null float64\n",
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" 1 VIX_close 1255 non-null float64\n",
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" 2 TLT_close 1255 non-null float64\n",
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" 3 USO_close 1255 non-null float64\n",
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" 0 SPY_close 1258 non-null float64\n",
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" 1 VIX_close 1258 non-null float64\n",
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" 2 TLT_close 1258 non-null float64\n",
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" 3 USO_close 1258 non-null float64\n",
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"dtypes: float64(4)\n",
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"memory usage: 49.0 KB\n"
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"memory usage: 49.1 KB\n"
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]
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},
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{
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@@ -234,7 +234,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 4,
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"execution_count": 3,
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"metadata": {},
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"outputs": [
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{
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@@ -364,7 +364,7 @@
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"2021-10-15 -0.002202 0.030287 -0.003823 1.0 "
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]
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},
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"execution_count": 4,
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"execution_count": 3,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -418,7 +418,7 @@
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},
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{
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"cell_type": "code",
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"execution_count": 5,
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"execution_count": 4,
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"metadata": {},
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"outputs": [
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{
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@@ -458,24 +458,24 @@
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" <tbody>\n",
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" <tr>\n",
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" <th>train</th>\n",
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" <td>840</td>\n",
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" <td>842</td>\n",
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" <td>2021-10-11</td>\n",
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" <td>2025-02-13</td>\n",
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" <td>0.583333</td>\n",
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" <td>2025-02-18</td>\n",
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" <td>0.581948</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>validation</th>\n",
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" <td>180</td>\n",
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" <td>2025-02-14</td>\n",
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" <td>2025-10-31</td>\n",
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||||
" <td>0.633333</td>\n",
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||||
" <td>2025-02-19</td>\n",
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||||
" <td>2025-11-04</td>\n",
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" <td>0.638889</td>\n",
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" </tr>\n",
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" <tr>\n",
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" <th>test</th>\n",
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" <td>181</td>\n",
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" <td>2025-11-03</td>\n",
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" <td>2026-07-24</td>\n",
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||||
" <td>0.569061</td>\n",
|
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" <td>182</td>\n",
|
||||
" <td>2025-11-05</td>\n",
|
||||
" <td>2026-07-29</td>\n",
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||||
" <td>0.576923</td>\n",
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" </tr>\n",
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" </tbody>\n",
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"</table>\n",
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@@ -484,12 +484,12 @@
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"text/plain": [
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" rows start_date end_date target_mean\n",
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"split \n",
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"train 840 2021-10-11 2025-02-13 0.583333\n",
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"validation 180 2025-02-14 2025-10-31 0.633333\n",
|
||||
"test 181 2025-11-03 2026-07-24 0.569061"
|
||||
"train 842 2021-10-11 2025-02-18 0.581948\n",
|
||||
"validation 180 2025-02-19 2025-11-04 0.638889\n",
|
||||
"test 182 2025-11-05 2026-07-29 0.576923"
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||||
]
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||||
},
|
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"execution_count": 5,
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"execution_count": 4,
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"metadata": {},
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"output_type": "execute_result"
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}
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@@ -543,17 +543,17 @@
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},
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||||
{
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"cell_type": "code",
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||||
"execution_count": 6,
|
||||
"execution_count": 5,
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||||
"metadata": {},
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"outputs": [
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||||
{
|
||||
"name": "stdout",
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||||
"output_type": "stream",
|
||||
"text": [
|
||||
"Rows: 1,201\n",
|
||||
"Rows: 1,204\n",
|
||||
"Feature columns: ['SPY_ret_5', 'SPY_ret_20', 'SPY_dist_sma50', 'VIX_change_5', 'VIX_rank_20', 'TLT_ret_10', 'USO_ret_5', 'SPY_TLT_ratio_ret']\n",
|
||||
"Target column: spy_up_5d\n",
|
||||
"Training matrix shape: (840, 8)\n"
|
||||
"Training matrix shape: (842, 8)\n"
|
||||
]
|
||||
},
|
||||
{
|
||||
@@ -592,16 +592,16 @@
|
||||
" <tbody>\n",
|
||||
" <tr>\n",
|
||||
" <th>count</th>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201.000000</td>\n",
|
||||
" <td>1201</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204.000000</td>\n",
|
||||
" <td>1204</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>unique</th>\n",
|
||||
@@ -640,32 +640,32 @@
|
||||
" <td>NaN</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" <td>840</td>\n",
|
||||
" <td>842</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>mean</th>\n",
|
||||
" <td>0.002502</td>\n",
|
||||
" <td>0.009848</td>\n",
|
||||
" <td>0.011028</td>\n",
|
||||
" <td>0.017763</td>\n",
|
||||
" <td>0.403476</td>\n",
|
||||
" <td>-0.004099</td>\n",
|
||||
" <td>0.005024</td>\n",
|
||||
" <td>0.004880</td>\n",
|
||||
" <td>0.588676</td>\n",
|
||||
" <td>0.002464</td>\n",
|
||||
" <td>0.009816</td>\n",
|
||||
" <td>0.010973</td>\n",
|
||||
" <td>0.017820</td>\n",
|
||||
" <td>0.404506</td>\n",
|
||||
" <td>-0.004103</td>\n",
|
||||
" <td>0.004938</td>\n",
|
||||
" <td>0.004838</td>\n",
|
||||
" <td>0.589701</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>std</th>\n",
|
||||
" <td>0.023057</td>\n",
|
||||
" <td>0.043558</td>\n",
|
||||
" <td>0.037315</td>\n",
|
||||
" <td>0.299417</td>\n",
|
||||
" <td>0.337501</td>\n",
|
||||
" <td>0.028502</td>\n",
|
||||
" <td>0.052628</td>\n",
|
||||
" <td>0.027606</td>\n",
|
||||
" <td>0.492279</td>\n",
|
||||
" <td>0.023044</td>\n",
|
||||
" <td>0.043515</td>\n",
|
||||
" <td>0.037287</td>\n",
|
||||
" <td>0.299050</td>\n",
|
||||
" <td>0.337773</td>\n",
|
||||
" <td>0.028469</td>\n",
|
||||
" <td>0.052606</td>\n",
|
||||
" <td>0.027586</td>\n",
|
||||
" <td>0.492092</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
@@ -683,40 +683,40 @@
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>25%</th>\n",
|
||||
" <td>-0.009601</td>\n",
|
||||
" <td>-0.016509</td>\n",
|
||||
" <td>-0.008656</td>\n",
|
||||
" <td>-0.056615</td>\n",
|
||||
" <td>-0.009749</td>\n",
|
||||
" <td>-0.016557</td>\n",
|
||||
" <td>-0.008704</td>\n",
|
||||
" <td>-0.056606</td>\n",
|
||||
" <td>0.100000</td>\n",
|
||||
" <td>-0.023304</td>\n",
|
||||
" <td>-0.025866</td>\n",
|
||||
" <td>-0.010013</td>\n",
|
||||
" <td>-0.023139</td>\n",
|
||||
" <td>-0.025950</td>\n",
|
||||
" <td>-0.010029</td>\n",
|
||||
" <td>0.000000</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>50%</th>\n",
|
||||
" <td>0.003798</td>\n",
|
||||
" <td>0.015725</td>\n",
|
||||
" <td>0.017802</td>\n",
|
||||
" <td>-0.018570</td>\n",
|
||||
" <td>0.003749</td>\n",
|
||||
" <td>0.015639</td>\n",
|
||||
" <td>0.017755</td>\n",
|
||||
" <td>-0.018430</td>\n",
|
||||
" <td>0.300000</td>\n",
|
||||
" <td>-0.004435</td>\n",
|
||||
" <td>0.004950</td>\n",
|
||||
" <td>0.005537</td>\n",
|
||||
" <td>-0.004429</td>\n",
|
||||
" <td>0.004869</td>\n",
|
||||
" <td>0.005508</td>\n",
|
||||
" <td>1.000000</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" </tr>\n",
|
||||
" <tr>\n",
|
||||
" <th>75%</th>\n",
|
||||
" <td>0.015955</td>\n",
|
||||
" <td>0.038179</td>\n",
|
||||
" <td>0.038282</td>\n",
|
||||
" <td>0.030814</td>\n",
|
||||
" <td>0.015950</td>\n",
|
||||
" <td>0.038167</td>\n",
|
||||
" <td>0.038124</td>\n",
|
||||
" <td>0.030815</td>\n",
|
||||
" <td>0.750000</td>\n",
|
||||
" <td>0.014227</td>\n",
|
||||
" <td>0.032486</td>\n",
|
||||
" <td>0.021390</td>\n",
|
||||
" <td>0.014188</td>\n",
|
||||
" <td>0.032295</td>\n",
|
||||
" <td>0.021358</td>\n",
|
||||
" <td>1.000000</td>\n",
|
||||
" <td>NaN</td>\n",
|
||||
" </tr>\n",
|
||||
@@ -739,33 +739,33 @@
|
||||
],
|
||||
"text/plain": [
|
||||
" SPY_ret_5 SPY_ret_20 SPY_dist_sma50 VIX_change_5 VIX_rank_20 \\\n",
|
||||
"count 1201.000000 1201.000000 1201.000000 1201.000000 1201.000000 \n",
|
||||
"count 1204.000000 1204.000000 1204.000000 1204.000000 1204.000000 \n",
|
||||
"unique NaN NaN NaN NaN NaN \n",
|
||||
"top NaN NaN NaN NaN NaN \n",
|
||||
"freq NaN NaN NaN NaN NaN \n",
|
||||
"mean 0.002502 0.009848 0.011028 0.017763 0.403476 \n",
|
||||
"std 0.023057 0.043558 0.037315 0.299417 0.337501 \n",
|
||||
"mean 0.002464 0.009816 0.010973 0.017820 0.404506 \n",
|
||||
"std 0.023044 0.043515 0.037287 0.299050 0.337773 \n",
|
||||
"min -0.114962 -0.123975 -0.141995 -0.387709 0.050000 \n",
|
||||
"25% -0.009601 -0.016509 -0.008656 -0.056615 0.100000 \n",
|
||||
"50% 0.003798 0.015725 0.017802 -0.018570 0.300000 \n",
|
||||
"75% 0.015955 0.038179 0.038282 0.030814 0.750000 \n",
|
||||
"25% -0.009749 -0.016557 -0.008704 -0.056606 0.100000 \n",
|
||||
"50% 0.003749 0.015639 0.017755 -0.018430 0.300000 \n",
|
||||
"75% 0.015950 0.038167 0.038124 0.030815 0.750000 \n",
|
||||
"max 0.082843 0.157566 0.088105 3.846154 1.000000 \n",
|
||||
"\n",
|
||||
" TLT_ret_10 USO_ret_5 SPY_TLT_ratio_ret spy_up_5d split \n",
|
||||
"count 1201.000000 1201.000000 1201.000000 1201.000000 1201 \n",
|
||||
"count 1204.000000 1204.000000 1204.000000 1204.000000 1204 \n",
|
||||
"unique NaN NaN NaN NaN 3 \n",
|
||||
"top NaN NaN NaN NaN train \n",
|
||||
"freq NaN NaN NaN NaN 840 \n",
|
||||
"mean -0.004099 0.005024 0.004880 0.588676 NaN \n",
|
||||
"std 0.028502 0.052628 0.027606 0.492279 NaN \n",
|
||||
"freq NaN NaN NaN NaN 842 \n",
|
||||
"mean -0.004103 0.004938 0.004838 0.589701 NaN \n",
|
||||
"std 0.028469 0.052606 0.027586 0.492092 NaN \n",
|
||||
"min -0.092880 -0.196652 -0.117208 0.000000 NaN \n",
|
||||
"25% -0.023304 -0.025866 -0.010013 0.000000 NaN \n",
|
||||
"50% -0.004435 0.004950 0.005537 1.000000 NaN \n",
|
||||
"75% 0.014227 0.032486 0.021390 1.000000 NaN \n",
|
||||
"25% -0.023139 -0.025950 -0.010029 0.000000 NaN \n",
|
||||
"50% -0.004429 0.004869 0.005508 1.000000 NaN \n",
|
||||
"75% 0.014188 0.032295 0.021358 1.000000 NaN \n",
|
||||
"max 0.091322 0.327273 0.129204 1.000000 NaN "
|
||||
]
|
||||
},
|
||||
"execution_count": 6,
|
||||
"execution_count": 5,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
@@ -787,14 +787,14 @@
|
||||
},
|
||||
{
|
||||
"cell_type": "code",
|
||||
"execution_count": 7,
|
||||
"execution_count": 6,
|
||||
"metadata": {},
|
||||
"outputs": [
|
||||
{
|
||||
"data": {
|
||||
"text/plain": [
|
||||
"(PosixPath('/home/jarno/repos/trading-bot/data/training/spy_direction_5d.parquet'),\n",
|
||||
" (1201, 11),\n",
|
||||
" (1204, 11),\n",
|
||||
" date SPY_ret_5 SPY_ret_20 SPY_dist_sma50 VIX_change_5 \\\n",
|
||||
" 0 2021-10-11 0.014114 -0.026625 -0.018145 -0.090869 \n",
|
||||
" 1 2021-10-12 0.001201 -0.023752 -0.020386 -0.074091 \n",
|
||||
@@ -810,7 +810,7 @@
|
||||
" 4 0.05 -0.002202 0.030287 -0.003823 1.0 train )"
|
||||
]
|
||||
},
|
||||
"execution_count": 7,
|
||||
"execution_count": 6,
|
||||
"metadata": {},
|
||||
"output_type": "execute_result"
|
||||
}
|
||||
|
||||
Reference in New Issue
Block a user