This project is mainly about to extract useful features from the time series of BTC trading data, in order to make rational price prediction in the future.
A large portion of effort here is to understand the behavior/property of the financial market by tracking the fluctuation of paraemter values, so I suggest to read the Technical Analysis file, in order to get some basic ideas on what tools people using to analyze the financial data.
First, I have built the function library(.py file) and the method for calculate 191 Alpha factors derived from the Guotai Security report(.ipynb file).