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KarelZe committed Jan 11, 2024
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21 changes: 21 additions & 0 deletions index.html
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Citation
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<a href="#development" class="md-nav__link">
Development
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Citation
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Development
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In this example, input data is available as np.arrays with both exchange (<code>"ex"</code>) and nbbo data (<code>"best"</code>). We set the layers parameter to <code>layers=[("quote", "ex"), ("quote", "best")]</code> to classify trades first on subset <code>"ex"</code> and remaining trades on subset <code>"best"</code>. Additionally, we have to set <code>ClassicalClassifier(..., features=features)</code> to pass column information to the classifier.</p>
<p>Like before, column/feature names must follow our <a href="https://karelze.github.io/tclf/naming_conventions/">naming conventions</a>. For more practical examples, see our <a href="https://karelze.github.io/tclf/option_trade_classification">examples section</a>.</p>
<h2 id="citation">Citation<a class="headerlink" href="#citation" title="Permanent link">&para;</a></h2>
<p>If you are using the package in publications, please cite as:</p>
<div class="highlight"><pre><span></span><code>@software<span class="nb">{</span>bilz<span class="nb">_</span>tclf<span class="nb">_</span>2023,
author = <span class="nb">{</span>Bilz, Markus<span class="nb">}</span>,
license = <span class="nb">{</span>BSD 3<span class="nb">}</span>,
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year = <span class="nb">{</span>2024<span class="nb">}</span>
<span class="nb">}</span>
</code></pre></div>
<h2 id="development">Development<a class="headerlink" href="#development" title="Permanent link">&para;</a></h2>
<p>We are using <a href="https://github.com/prefix-dev/pixi"><code>pixi</code></a> as a dependency management and workflow tool.</p>
<div class="highlight"><pre><span></span><code>pixi<span class="w"> </span>install
pixi<span class="w"> </span>run<span class="w"> </span>postinstall
pixi<span class="w"> </span>run<span class="w"> </span><span class="nb">test</span>
</code></pre></div>
<h2 id="footnotes">Footnotes<a class="headerlink" href="#footnotes" title="Permanent link">&para;</a></h2>
<div class="footnote">
<hr />
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