conda create -n tft_trading python=3.7 conda activate tft_trading cd tft_trading_model pip3 install -r requirements.txt
python3 -m script_download_data bitcoin tft_output
python3 -m script_train_fixed_params bitcoin tft_output yes
Modify data_formatters/bitcoin.py line 190
python tft_trading_strategy.py
The bitcoin-related data is from Nasdaq Data Link API: https://data.nasdaq.com/ The TFT model implementation refers to the code of this work: https://arxiv.org/abs/1912.09363