diff --git a/.ipynb_checkpoints/main-checkpoint.ipynb b/.ipynb_checkpoints/main-checkpoint.ipynb
index f9046c2..c65c767 100644
--- a/.ipynb_checkpoints/main-checkpoint.ipynb
+++ b/.ipynb_checkpoints/main-checkpoint.ipynb
@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
- "execution_count": 4,
+ "execution_count": 1,
"id": "90c70e46-71a0-44a6-8090-f53aad3193c3",
"metadata": {
"tags": []
@@ -64,6 +64,7 @@
" (buy_volume / NULLIF(total_volume, 0)) * 100 AS \"Volume (%)\"\n",
"FROM aggregated_trades\n",
"WHERE buy_volume > 0 OR sell_volume > 0\n",
+ "limit 1000\n",
"\"\"\"\n",
"\n",
"class Scenario:\n",
@@ -116,14 +117,76 @@
},
{
"cell_type": "code",
- "execution_count": 5,
+ "execution_count": 3,
"id": "caee5554-5254-4388-bf24-029281d77890",
- "metadata": {},
- "outputs": [],
+ "metadata": {
+ "tags": []
+ },
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "Query start time: 2024-10-14 05:44:12.616270\n",
+ "Query end time: 2024-10-14 05:44:12.873749\n"
+ ]
+ },
+ {
+ "data": {
+ "text/html": [
+ "
\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " | \n",
+ " START_DATE_TIME | \n",
+ " END_DATE_TIME | \n",
+ " FOCAL_ID | \n",
+ " MIN_PRICE | \n",
+ " MAX_PRICE | \n",
+ " PRICE_CHANGE (%) | \n",
+ " PARTICIPANT_VOLUME | \n",
+ " TOTAL_VOLUME | \n",
+ " VOLUME (%) | \n",
+ " PARTICIPANT_VOLUME_PCT | \n",
+ " Segment | \n",
+ " SAR_FLAG | \n",
+ " Risk | \n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ "
\n",
+ "
"
+ ],
+ "text/plain": [
+ "Empty DataFrame\n",
+ "Columns: [START_DATE_TIME, END_DATE_TIME, FOCAL_ID, MIN_PRICE, MAX_PRICE, PRICE_CHANGE (%), PARTICIPANT_VOLUME, TOTAL_VOLUME, VOLUME (%), PARTICIPANT_VOLUME_PCT, Segment, SAR_FLAG, Risk]\n",
+ "Index: []"
+ ]
+ },
+ "execution_count": 3,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
"source": [
"# Instantiate and execute logic\n",
- "#scenario = Scenario()\n",
- "#scenario.logic(validation_window=1000)"
+ "scenario = Scenario()\n",
+ "scenario.logic(validation_window=100000)"
]
},
{
diff --git a/main.ipynb b/main.ipynb
index f9046c2..c65c767 100644
--- a/main.ipynb
+++ b/main.ipynb
@@ -2,7 +2,7 @@
"cells": [
{
"cell_type": "code",
- "execution_count": 4,
+ "execution_count": 1,
"id": "90c70e46-71a0-44a6-8090-f53aad3193c3",
"metadata": {
"tags": []
@@ -64,6 +64,7 @@
" (buy_volume / NULLIF(total_volume, 0)) * 100 AS \"Volume (%)\"\n",
"FROM aggregated_trades\n",
"WHERE buy_volume > 0 OR sell_volume > 0\n",
+ "limit 1000\n",
"\"\"\"\n",
"\n",
"class Scenario:\n",
@@ -116,14 +117,76 @@
},
{
"cell_type": "code",
- "execution_count": 5,
+ "execution_count": 3,
"id": "caee5554-5254-4388-bf24-029281d77890",
- "metadata": {},
- "outputs": [],
+ "metadata": {
+ "tags": []
+ },
+ "outputs": [
+ {
+ "name": "stdout",
+ "output_type": "stream",
+ "text": [
+ "Query start time: 2024-10-14 05:44:12.616270\n",
+ "Query end time: 2024-10-14 05:44:12.873749\n"
+ ]
+ },
+ {
+ "data": {
+ "text/html": [
+ "\n",
+ "\n",
+ "
\n",
+ " \n",
+ " \n",
+ " | \n",
+ " START_DATE_TIME | \n",
+ " END_DATE_TIME | \n",
+ " FOCAL_ID | \n",
+ " MIN_PRICE | \n",
+ " MAX_PRICE | \n",
+ " PRICE_CHANGE (%) | \n",
+ " PARTICIPANT_VOLUME | \n",
+ " TOTAL_VOLUME | \n",
+ " VOLUME (%) | \n",
+ " PARTICIPANT_VOLUME_PCT | \n",
+ " Segment | \n",
+ " SAR_FLAG | \n",
+ " Risk | \n",
+ "
\n",
+ " \n",
+ " \n",
+ " \n",
+ "
\n",
+ "
"
+ ],
+ "text/plain": [
+ "Empty DataFrame\n",
+ "Columns: [START_DATE_TIME, END_DATE_TIME, FOCAL_ID, MIN_PRICE, MAX_PRICE, PRICE_CHANGE (%), PARTICIPANT_VOLUME, TOTAL_VOLUME, VOLUME (%), PARTICIPANT_VOLUME_PCT, Segment, SAR_FLAG, Risk]\n",
+ "Index: []"
+ ]
+ },
+ "execution_count": 3,
+ "metadata": {},
+ "output_type": "execute_result"
+ }
+ ],
"source": [
"# Instantiate and execute logic\n",
- "#scenario = Scenario()\n",
- "#scenario.logic(validation_window=1000)"
+ "scenario = Scenario()\n",
+ "scenario.logic(validation_window=100000)"
]
},
{
diff --git a/main.py b/main.py
index 3f4b66d..44b83ea 100644
--- a/main.py
+++ b/main.py
@@ -1,7 +1,7 @@
#!/usr/bin/env python
# coding: utf-8
-# In[4]:
+# In[1]:
from datetime import datetime
@@ -59,6 +59,7 @@ SELECT
(buy_volume / NULLIF(total_volume, 0)) * 100 AS "Volume (%)"
FROM aggregated_trades
WHERE buy_volume > 0 OR sell_volume > 0
+limit 1000
"""
class Scenario:
@@ -109,12 +110,12 @@ class Scenario:
-# In[5]:
+# In[3]:
# Instantiate and execute logic
-#scenario = Scenario()
-#scenario.logic(validation_window=1000)
+scenario = Scenario()
+scenario.logic(validation_window=100000)
# In[ ]: