Reproduction of Forecasting Stock Prices from the Limit Order Book using Convolutional Neural Networks
- Create a new virtual environment and install packages from
requirements.txt
- Run either
main.py
or themain.ipynb
notebook to download data and train the model
The main.py
and main.ipynb
are kept in sync using the jupytext
utility and its extensions for editors (Jupyter Lab and Neovim).