Downloads forex data from histdata.com and provides tools to mange groups of data to sample/backtest
make sync
This will sync data from histdata.com and write it to data/1m/year and data/1m/month
make split
Split the 1M data into individual months and days. It stores these in data/1m/month and data/1m/day accordingly
make extrapolate
Extrapolates higher order timeframes from 1m data. Places these in data//, eg data/5m/month, data/1H/day, etc
make groups
Generate randomized groups of data from raw sets (filtered by symbol/year/month/day w/ optional params)
- S = second
- m = minute
- H = hour
- D = day
- W = week
- M = month
5m = 5 minutes ; 3D = 3 days ; 2M = 2 months ; etc
The following are required:
- bash
- curl
- sed
- unzip
- Python 3
- Pandas (python library)
Licensed under the MIT license