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Features Engines

This notebook has some of the early work of a larger app. At this point, 24 notebooks run in cycles on the hour, fetching data from CoinGecko to update my coin databases, engineering new probablistic features on several timeframes and aggregating those into a determinant variable.

Conditions are thereby defined for withdrawing from or adding to liquidity pools via Tinyman App on Algorand blockchain. Alerts are sent if the notebook fails to run. The features derived in this noteboook aren't what I ended up using in the automated swapper, yet they point at them.

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OLHC Plot

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To Do:

  • add day_olch from hour
  • add change (close-open)
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