A Blank Template for Crypto Strategy Developing

In [ ]:
import xarray as xr
import numpy as np
import pandas as pd

import qnt.data    as qndata
import qnt.stats   as qnstats
import qnt.graph   as qngraph
import qnt.forward_looking as qnfl
In [ ]:
data = qndata.load_cryptocurrency_data(min_date = "2013-05-01",
                    max_date = None,
                    dims     = ("time", "field", "asset"),
                    forward_order = True)

output = xr.ones_like(data.loc[:, "close", ['BTC']])
In [ ]:
stat = qnstats.calc_stat(data, output, max_periods = len(data.time), slippage_factor=0.05)
display(stat.to_pandas().tail())
In [ ]:
qnstats.print_correlation(output, data)
In [ ]:
qndata.write_output(output)