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View Code? Open in Web Editor NEWJupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.
Home Page: http://home.tpq.io/books/py4at
License: Other
Jupyter Notebooks and code for the book Python for Algorithmic Trading (O'Reilly) by Yves Hilpisch.
Home Page: http://home.tpq.io/books/py4at
License: Other
py4at/ch04/SMAVectorBacktester.py
Line 83 in 4b77341
This dropna() causes the first row in strategy to be nan which will affect the creturn.
Line 60 in 4b77341
also is this possible juypter possible without going in to cloud yet?
Thank you for excellent book!
This is tips.
My Apple M1 Silicon machine failed to build docker image (Ch. 2).
So I appended platform option to Dockerfile L.1 below.
FROM --platform=linux/x86_64 ubuntu:latest
Like in chapter 3 In[26]: data = q.get('BCHAIN/MKPRU', api_key=config['quandl']['api_key'])
, where does the BCHAIN/MKPRU
come from? Can we query the instrument list somewhere?
The Jupyter notebook needs to import Adam from tensorflow.keras.optimizers. Also Adam needs to be capitalized to run properly.
Say earlier of the day, you have collected the data in ts file, the series named data
. How do you append to the same series name? without getting the node already exist error? What's the kind of strategy here?
Code line 162
%%time
model.fit(training_data[cols],
training_data['direction'],
epochs=50, verbose=False,
validation_split=0.2, shuffle=False)
Should be to train model with normalised features
%%time
model.fit(training_data_[cols],
training_data['direction'],
epochs=50, verbose=False,
validation_split=0.2, shuffle=False)
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