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r_markettype's Introduction

R_markettype

Purpose

Read time series data from financial asset and train the Deep Learning Autoencoder model

Use this model on new data to guess current market type

Main code components

  1. Script 7_CombineTrain.R allows to the user to import market data, select the dataset, perform classification problem
  2. Script 8_ScoreData.R allows user to deploy R code to production. Code contains functions that will prepare data and use model for every currency pair
  3. Script evaluate_market_type.R contains function that performs data scoring
  4. Script to_m.R contains function that convert time-series data to the matrix with desired number of columns
  5. R-Notebook Research.Rmd describes the process and provide commented code
  6. Script 6_h2o_Install.R is allowing to install/re-install h2o package

Want to learn how to apply this code?

This is a part of a bigger project, join the course series here:

https://www.udemy.com/draft/1482458/?couponCode=LAZYTRADE6-20

r_markettype's People

Contributors

vzhomeexperiments avatar

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