OHLC + REDDIT
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Description
Run the Experiment for the following setup 3
times for a window_size
of 30
.
Attributes
["open", "high", "low", "close", "tick_volume", "spread", "real_volume", "reddit_mention_count", "reddit_mention_mean", "reddit_mention_std", "reddit_mention_min", "reddit_mention_25"%", "reddit_mention_50%", "reddit_mention_75%", "reddit_mention_max", "reddit_postitive_score_count", "reddit_postitive_score_mean", "reddit_postitive_score_std", "reddit_postitive_score_min", "reddit_postitive_score_25%", "reddit_postitive_score_50%", "reddit_postitive_score_75%", "reddit_postitive_score_max", "reddit_negative_score_count", "reddit_negative_score_mean", "reddit_negative_score_std", "reddit_negative_score_min", "reddit_negative_score_25%", "reddit_negative_score_50%", "reddit_negative_score_75%", "reddit_negative_score_max", "reddit_positive_mention_count", "reddit_positive_mention_mean", "reddit_positive_mention_std", "reddit_positive_mention_min", "reddit_positive_mention_25%", "reddit_positive_mention_50%", "reddit_positive_mention_75%", "reddit_positive_mention_max", "reddit_negative_mention_count", "reddit_negative_mention_mean", "reddit_negative_mention_std", "reddit_negative_mention_min", "reddit_negative_mention_25%", "reddit_negative_mention_50%", "reddit_negative_mention_75%", "reddit_negative_mention_max", "reddit_score_count", "reddit_score_mean", "reddit_score_std", "reddit_score_min", "reddit_score_25%", "reddit_score_50%", "reddit_score_75%", "reddit_score_max"]
Sub-Tasks
These window sizes should be tested after running the experiment 3
times using the default window_size
of 30
.
-
window_size: 1
-
window_size: 5
-
window_size: 30
-
window_size: 60
-
window_size: 360
-
window_size: 720
-
window_size: 1440
-
window_size: 10080