K Fundamental Capstone Project - KX Learning Hub

KX Academy

K Fundamental Capstone Project

Posted by ngumbo on February 10, 2022 at 12:00 am

I am currently working through the fundamental capstone project. I have hit a bit of a hurdle towards the end of the capstone regarding the following question.

4.6 Extract the 15 minute aggregate series for each of edge, qty and numTrds usingedge15 (or otherwise) as a dictionary and store this in a variable timeSeries.

I am just struggling to grasp what is really being asked for in this question and how it is different from the original table edge15 I created.

Any clarification in terms of format or example results would be appreciated, or any other info.

ngumbo replied 8 months, 2 weeks ago 2 Members · 3 Replies
3 Replies

leades

Member
February 11, 2022 at 12:00 am

Hello,

The edge15 table that you created earlier has 4 columns; time, edge, qty, numTrds. What this question is asking, is that you create a dictionary which takes the edge, qty, numTrds columns from the edge15 table. So your result should be a dictionary with 3 elements, with each value being the list of aggregated numbers from the edge15 table. I hope this clarification helps.

Many Thanks

Luke
ngumbo

Member
February 14, 2022 at 12:00 am

Thanks for the explanation it was a big help, what would total traded volume equate to, my thought would be price*quantity ?
leades

Member
February 14, 2022 at 12:00 am

Hello,

I would say it is the sum of all the trades but you can try both to see which works.

Many Thanks

Luke

Log In to Reply

Log in to reply.