To run TradeOptimizer you need Rust 1.56.0+ (to run the optimizer) and Python 3.8 (to generate the dataset) installed in your system to properly
You will use a dataset from the Binance Exchange, a python script is included to connect with the exchange api.
- Make sure you have python3+ installed
- Go inside the folder
scripts/data_collector - run
.\downloaderto start downloading the dataset (it will take a couple of minutes)
The downloaded dataset uses real exchange data in a csv with the given format:
| timestamp | open | high | low | close | volume | close_time |
|---|---|---|---|---|---|---|
| 2019-10-18 20:30:00 | 7922.0700 | 7924.9900 | 7920.1600 | 7924.7500 | 9.90606700 | 1571430659999 |
| 2019-10-18 20:31:00 | 7923.4300 | 7929.1400 | 7920.8000 | 7922.9000 | 15.83760800 | 1571430719999 |
| 2019-10-18 20:32:00 | 7923.1300 | 7934.0900 | 7922.9000 | 7932.2600 | 9.98577900 | 1571430779999 |
Research paper ( in portuguese ): https://app.uff.br/riuff/handle/1/25787