https://github.com/aoki-h-jp/crypto-features

Consistent from downloading to feature engineering from historical and raw data of cryptocurrency CEXs.
https://github.com/aoki-h-jp/crypto-features

binance bybit cryptocurrency feature-engineering feature-extraction feature-selection

Last synced: 5 months ago
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Consistent from downloading to feature engineering from historical and raw data of cryptocurrency CEXs.

• Host: GitHub
• URL: https://github.com/aoki-h-jp/crypto-features
• Owner: aoki-h-jp
• License: mit
• Created: 2023-08-25T19:12:53.000Z (almost 3 years ago)
• Default Branch: main
• Last Pushed: 2023-09-09T18:55:04.000Z (almost 3 years ago)
• Last Synced: 2023-09-09T19:39:46.236Z (almost 3 years ago)
• Topics: binance, bybit, cryptocurrency, feature-engineering, feature-extraction, feature-selection
• Language: Python
• Homepage:
• Size: 52.7 KB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

          
# crypto-features

Consistent from downloading to feature engineering from historical and raw data of cryptocurrency CEXs.

## /download

Download the following data from binance (USDT-M), bybit (linear) in one go.

|              | binance | bybit |

|--------------|---------|-------|

| klines       |      ✅  |   ✅  |

| aggTrades |      ✅  |   TBD  |

| fundingRate  |    ✅    |   ✅  |

| liquidationSnapshot |    ✅    |  ❌  |

## /feature

### preprocessing.py

Perform preprocessing for downloaded data.

### engineering.py

Perform feature engineering for preprocessed data.

### evaluation.py

Evaluate the performance of the engineered features.