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An advanced AI framework for Cryptocurrency quant trading

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Environments setup

conda create -n tft_trading python=3.7 conda activate tft_trading cd tft_trading_model pip3 install -r requirements.txt

Download and construct datesets

python3 -m script_download_data bitcoin tft_output

Run model training (GPU required)

python3 -m script_train_fixed_params bitcoin tft_output yes

Hyperparameters tuning

Modify data_formatters/bitcoin.py line 190

Run backtesting (In order to diaplay the profit plot, GUI is required)

python tft_trading_strategy.py

References

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

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An advanced AI framework for Cryptocurrency quant trading

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