Skip to content

Commit 4f8bbee

Browse files
committed
update
1 parent d7d1c7a commit 4f8bbee

Some content is hidden

Large Commits have some content hidden by default. Use the searchbox below for content that may be hidden.

74 files changed

+4
-2
lines changed

binary-Q1Inter-HFT.Rmd

+2
Original file line numberDiff line numberDiff line change
@@ -3899,6 +3899,8 @@ From the backtest, we concludes that high-frequency-trading **1 min per unit** (
38993899
- [Time Series Forecasting, a Summarize of Data visualization and prediction](https://rpubs.com/tedding/long-term-time-series-forecasting)
39003900
- [Time Series Analysis and Forecasting with the TSstudio Package](https://rpubs.com/ramkrisp/TSstudioDemo)
39013901

3902+
`sarimax`, `tbats with xreg` I will also compare the `fracdiff()` models.
3903+
39023904
```{r option, echo = FALSE}
39033905
## Set options back to original options
39043906
options(warn = 0)
30.8 MB
Binary file not shown.

data/fx/USDJPY/sarima_frts_sample.rds

30.8 MB
Binary file not shown.

derby.log

+2-2
Original file line numberDiff line numberDiff line change
@@ -1,6 +1,6 @@
11
----------------------------------------------------------------
2-
Sat Jan 09 09:46:57 PST 2021:
3-
Booting Derby version The Apache Software Foundation - Apache Derby - 10.12.1.1 - (1704137): instance a816c00e-0176-e842-24cc-0000013d4640
2+
Sat Jan 16 13:42:36 JST 2021:
3+
Booting Derby version The Apache Software Foundation - Apache Derby - 10.12.1.1 - (1704137): instance a816c00e-0177-0980-8f81-00000146d440
44
on database directory C:\Users\User\Documents\GitHub\binary.com-interview-question\metastore_db with class loader jdk.internal.loader.ClassLoaders$AppClassLoader@15db9742
55
Loaded from file:/C:/Users/User/AppData/Local/spark/spark-3.0.1-bin-hadoop3.2/jars/derby-10.12.1.1.jar
66
java.vendor=Oracle Corporation

metastore_db/db.lck

0 Bytes
Binary file not shown.

metastore_db/log/log.ctrl

0 Bytes
Binary file not shown.

metastore_db/log/log1.dat

0 Bytes
Binary file not shown.

metastore_db/log/logmirror.ctrl

0 Bytes
Binary file not shown.

metastore_db/seg0/c101.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c111.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c121.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c130.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c141.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c150.dat

12 KB
Binary file not shown.

metastore_db/seg0/c161.dat

12 KB
Binary file not shown.

metastore_db/seg0/c171.dat

12 KB
Binary file not shown.

metastore_db/seg0/c180.dat

32 KB
Binary file not shown.

metastore_db/seg0/c191.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c1a1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c1b1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c1e0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c1f1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c20.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c200.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c211.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c221.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c230.dat

76 KB
Binary file not shown.

metastore_db/seg0/c31.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c41.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c490.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c4a1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c4b0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c4d1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c4f0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c51.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c510.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c530.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c550.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c570.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c590.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c5b0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c5d0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c5f0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c60.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c610.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c630.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c650.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c670.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c690.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c6b0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c6d0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c6f0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c71.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c81.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c840.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c860.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c880.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c8a0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c90.dat

4 KB
Binary file not shown.

metastore_db/seg0/c920.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c980.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9a0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9b1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9c0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9d1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9e1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/c9f0.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/ca01.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/ca1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/ca11.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/ca20.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/ca40.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/cb1.dat

0 Bytes
Binary file not shown.

metastore_db/seg0/cf0.dat

0 Bytes
Binary file not shown.

0 commit comments

Comments
 (0)