Open Dataset
Data Structure ?
506.07M
Data Structure ?
*The above analysis is the result extracted and analyzed by the system, and the specific actual data shall prevail.
README.md
私は株式取引においていわゆる「板情報」を使って価格を予測するアイデアを持っています。
私は数ヶ月分の「板情報」のデータをダウンロードし、事前に計算しました。
なので、現在データセットでは以下の情報が見られます。
Opentime - 現在の時間パラメーター
Price_1 と Price_2 - 現在の商品価格(売り気配値と買い気配値)
AVG_Volume_1 - 現在の価格「上方」の平均出来高
AVG_Volume_2 - 現在の価格「下方」の平均出来高
STDEV_Volume_1 - 現在の価格「上方」の標準偏差
STDEV_Volume_2 - 現在の価格「下方」の標準偏差
F_Price_1 と F_Price_2 - 将来の商品価格(売り気配値と買い気配値)(現在から直近の20ステップの動き)
price_more - フラグ 1 または 2:将来の動きが「上昇」か「下降」か
私は機械学習の世界では初心者なので、これは私にとってブラックボックスです。だから私は単純にいくつかのモデルを使って価格を予測しようとしています。
しかし、結果はまだ良くないです。そして、他の方法やモデルが何ができるかを見るのは面白いでしょう。
様々なバリエーションを見るのは面白いです。特徴量が少ないため、このタスクは不可能かもしれません。申し訳ありません。
でも、やはり素晴らしいです。
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- 1. The data originates from internet data collection or provided by service providers, and this platform offers users the ability to view and browse datasets.
- 2. This platform serves only as a basic information display for datasets, including but not limited to image, text, video, and audio file types.
- 3. Basic dataset information comes from the original data source or the information provided by the data provider. If there are discrepancies in the dataset description, please refer to the original data source or service provider's address.
- 1. All datasets on this site are copyrighted by their original publishers or data providers.
- 1. If you need to repost data from this site, please retain the original data source URL and related copyright notices.
- 1. If any data on this site involves infringement, please contact us promptly, and we will arrange for the data to be taken offline.