-
K Fundamental Capstone Project
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 ofedge,qtyandnumTrdsusingedge15(or otherwise) as a dictionary and store this in a variabletimeSeries.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. -
3 Replies
-
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
-
Thanks for the explanation it was a big help, what would total traded volume equate to, my thought would be price*quantity ?
-
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.