Vpin caculation and backtesting To see full steps for VPIN, please download VPIN report
- VPIN caculation program is in Tick_VPIN.py
- VPIN updating program is in Tick_VPIN.py
- MIR caculation and backtesing for VPIN in in Parallezing_MIR.py, main.py
- Online update dynamic plot is in TEST.ipynb
- To download Tick data, use History_tick_data.ipynb