January 2018
Intermediate to advanced
470 pages
11h 9m
English
Content preview from Scala Machine Learning Projects
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Historical data collection
For training the ML algorithm, there is a Bitcoin Historical Price Data dataset available to the public on Kaggle (version 10). The dataset can be downloaded from https://www.kaggle.com/mczielinski/bitcoin-historical-data/. It has 1 minute OHLC data for BTC-USD pairs from several exchanges.
At the beginning of the project, for most of them, data was available from January 1, 2012 to May 31, 2017; but for the Bitstamp exchange, it's available until October 20, 2017 (as well as for Coinbase, but that dataset became available later):
Figure 4: The Bitcoin historical dataset on Kaggle
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