├── .gitignore ├── README.md ├── __init__.py ├── codes ├── __init__.py ├── attention │ └── auto.py ├── dates.py ├── former.py ├── get_results.py ├── kmeans.py ├── mid_day.py ├── model.py ├── nn.py ├── note.md ├── plot.py ├── run12Feb.sh ├── run12feb_.sh ├── test_kmeans_day.py ├── test_single_day.py ├── test_single_stock.py ├── trainPred.py ├── universal.py └── utils.py ├── config.py ├── data ├── 00descriptiveStats.py ├── 01.data_prepare.py ├── 01=>01.1_common_dates.py ├── 02.2_before_kl_r.py ├── 02.data_convert_before_r.py └── __init__.py ├── indicator.md ├── r_code ├── vWAP-SPY-ModelDev-20091205.R ├── vWAPEstimation-20091205.R ├── vWAPFiltering-20091205.R ├── vWAPForecast-20091210.R ├── vWAPFormulation-20091205.R ├── vWAPMain_20081010.R ├── vWAPTime-20091205.R └── vWAPUtilities_20081220.R ├── r_output ├── 03.transform.py └── __init__.py ├── requirements.txt ├── rkf.r ├── rkf_fraction.r ├── run.sh ├── src ├── 04.1_R_outputFeatured.py ├── 0400.1_R_outputFeatured.py ├── 04a.r ├── 04run.r ├── 05r=>py.py ├── 06TEST.py ├── 06py=>compare.py ├── 07_2_kmeans_day_compare=>test.py ├── 07_2_kmeans_day_compare=>test_bins_recorded.py ├── 07_2_kmeans_day_compare=>test_economic.py ├── 07_2_kmeans_day_compare=>test_economic2.py ├── 07_2_kmeans_day_compare=>test_xgb.py ├── 07_2_universal_bin_compare=>test.py ├── 07_2_universal_bin_compare=>test_xgb.py ├── 07_2_universal_compare=>test.py ├── 07_2_universal_day_compare=>test.py ├── 07_2_universal_day_compare=>test_xgb.py ├── 07compare=>test.py ├── 07compare=>testSinglelogCMEM.py ├── 08test=>plot.py ├── Note.txt ├── __init__.py ├── a.py ├── config.py ├── p07compare2test │ ├── 07compare=>test.py │ ├── __init__.py │ ├── testCMEM.py │ └── utils.py ├── run.sh └── transform.py └── test.py /.gitignore: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/KangOxford/Volume-Forecasting/HEAD/.gitignore -------------------------------------------------------------------------------- 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