Skip to content

Instantly share code, notes, and snippets.

@otbbdeploy
Created January 10, 2018 12:53
Show Gist options
  • Star 0 You must be signed in to star a gist
  • Fork 0 You must be signed in to fork a gist
  • Save otbbdeploy/aaa42fb72d3ea2f1ff6c20dc3b9bf49b to your computer and use it in GitHub Desktop.
Save otbbdeploy/aaa42fb72d3ea2f1ff6c20dc3b9bf49b to your computer and use it in GitHub Desktop.
symbol = 'BTC:USD:daily'
test_periods = np.arange(-0.10,0,0.02)
periods = 45
usingdatafrom = "2017-01-09"
usingdatato = "2018-01-09"
apikey = "<your_api_key>" # enter your own API key here (to request an API key visit gatsiva.com)
data_run_list = [] # List for mean return information
obs_num_list = [] # List for storing number of observations in each run
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment