aoki-h-jp/crypto-features

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

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.