GitHub - nickdl/alpha: Intraday S&P 500 index dataset creation

Intraday S&P 500 index dataset creation

Scripts for collecting & processing intraday S&P 500 index data from Alpha Vantage. Exports to pandas MultiIndex CSV file and numpy array appropriate for truncated backpropagation.

Name		Name	Last commit message	Last commit date
.gitignore		.gitignore
LICENSE.md		LICENSE.md
README.md		README.md
collect.py		collect.py
process.py		process.py
scaler.json		scaler.json
snp_list.py		snp_list.py
symbols.json		symbols.json

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Intraday S&P 500 index dataset creation

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