lob_bench

Benchmarking library for generative models of Limit Order Book data (LOBSTER)

Name		Name	Last commit message	Last commit date
Latest commit History 43 Commits
__pycache__		__pycache__
.gitignore		.gitignore
README.md		README.md
adversarial_measurement.ipynb		adversarial_measurement.ipynb
benchmark.ipynb		benchmark.ipynb
data_loading.py		data_loading.py
eval.ipynb		eval.ipynb
eval.py		eval.py
impact.py		impact.py
metrics.py		metrics.py
partitioning.py		partitioning.py
plotting.py		plotting.py
scoring.py		scoring.py

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