├── LICENSE ├── README.md ├── code ├── LSTM.ipynb ├── ML_modeling.ipynb ├── Pipeline.ipynb └── processing.ipynb ├── data ├── 20230508.csv ├── 20230510.csv ├── 20230511.csv ├── 20230512.csv ├── 20230515.csv ├── 20230516.csv ├── data_traded_lstm.csv └── data_traded_ml.csv ├── img ├── algo.png ├── cm.png ├── lstmprice.png ├── pipeline.png ├── pred.png └── traded.png └── processed_data ├── 20230508.csv ├── 20230508_labeled.csv ├── 20230510.csv ├── 20230510_labeled.csv ├── 20230511.csv ├── 20230511_labeled.csv ├── 20230512.csv ├── 20230512_labeled.csv ├── 20230515.csv ├── 20230515_labeled.csv ├── 20230516.csv ├── 20230516_labeled.csv ├── data_test.csv ├── data_test_lstm.csv └── data_traded_ml.csv /LICENSE: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/MaktubCN/ML-HFT/HEAD/LICENSE -------------------------------------------------------------------------------- /README.md: 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