title: ÐÐ±ÑÐ°Ð±Ð¾ÑÐºÐ° Ð¸ Ð°Ð½Ð°Ð»Ð¸Ð· ÐºÐ°ÑÐµÑÑÐ²Ð° Ð½Ð°Ð±Ð¾ÑÐ° Ð´Ð°Ð½Ð½ÑÑ Ð² Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ðµ Ð½Ð° Ð¿ÑÐ¸Ð¼ÐµÑÐµ ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑ
title: Ð²ÑÐ¿ÑÑÐºÐ½Ð°Ñ ÐºÐ²Ð°Ð»Ð¸ÑÐ¸ÐºÐ°ÑÐ¸Ð¾Ð½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð±Ð°ÐºÐ°Ð»Ð°Ð²ÑÐ°
titleType: Subtitle
title: Processing and analysis of the quality of a data set in algorithmic trading on the example of cryptocurrencies
Creators: name: Ð¤Ð¸Ð»Ð¸Ð¿Ð¿Ð¾Ð², ÐÐ»ÐµÐºÑÐ°Ð½Ð´Ñ
Publisher: name: Ð¡Ð°Ð½ÐºÑ-ÐÐµÑÐµÑÐ±ÑÑÐ³ÑÐºÐ¸Ð¹ Ð¿Ð¾Ð»Ð¸ÑÐµÑÐ½Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÐ½Ð¸Ð²ÐµÑÑÐ¸ÑÐµÑ ÐÐµÑÑÐ° ÐÐµÐ»Ð¸ÐºÐ¾Ð³Ð¾
Year: 2023
Subjects: ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ°
Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ¸Ð¹ ÑÑÐµÐ¹Ð´Ð¸Ð½Ð³
Ð¾Ð±ÑÐ°Ð±Ð¾ÑÐºÐ° Ð´Ð°Ð½Ð½ÑÑ
ETL
cryptocurrency
algorithmic trading
data processing

description: ÐÑÐµÐ´ÑÑÐ°Ð²Ð»ÐµÐ½Ð½Ð°Ñ ÑÐ°Ð±Ð¾ÑÐ° Ð¿Ð¾ÑÐ²ÑÑÐµÐ½Ð° ÑÐ°Ð·ÑÐ°Ð±Ð¾ÑÐºÐµ ÑÐµÑÐ²Ð¸ÑÐ°, Ð²ÑÐ¿Ð¾Ð»Ð½ÑÑÑÐµÐ³Ð¾ ÑÐ°Ð±Ð¾ÑÑ Ð¿Ð¾ ÑÐ±Ð¾ÑÑ, Ð¿ÑÐµÐ¾Ð±ÑÐ°Ð·Ð¾Ð²Ð°Ð½Ð¸Ñ Ð¸ Ð²ÑÐ³ÑÑÐ·ÐºÐµ Ð² ÑÑÐ°Ð½Ð¸Ð»Ð¸ÑÐµ ÑÐµÑ Ð´Ð°Ð½Ð½ÑÑ, Ð½ÐµÐ¾Ð±ÑÐ¾Ð´Ð¸Ð¼Ñ Ð´Ð»Ñ Ð°Ð»Ð³Ð¾ÑÐ¸ÑÐ¼Ð¸ÑÐµÑÐºÐ¾Ð¹ ÑÐ¾ÑÐ³Ð¾Ð²Ð»Ð¸ ÐºÑÐ¸Ð¿ÑÐ¾Ð²Ð°Ð»ÑÑÐ°Ð¼Ð¸. Ð ÑÐ¾Ð´Ðµ Ð²ÑÐ¿Ð¾Ð»Ð½ÐµÐ½Ð¸Ñ ÑÐµÑÐ°Ð»Ð¸ÑÑ ÑÐ»ÐµÐ´ÑÑÑÐ¸Ðµ Ð·Ð°Ð´Ð°ÑÐ¸: 1. ÐÐ½Ð°Ð»Ð¸Ð· ÑÑÑÐµÑÑÐ²ÑÑÑÐ¸Ñ ÑÐµÑÐµÐ½Ð¸Ð¹ Ð½Ð° ÑÑÐ½ÐºÐµ Ð¿Ð¾ÑÑÐ°Ð²ÑÐ¸ÐºÐ¾Ð² Ð´Ð°Ð½Ð½ÑÑ. 2. Ð¤Ð¾ÑÐ¼ÑÐ»Ð¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÑÑÐµÐ±Ð¾Ð²Ð°Ð½Ð¸Ð¹ Ðº ÑÐ°Ð·ÑÐ°Ð±Ð°ÑÑÐ²Ð°ÐµÐ¼Ð¾Ð¹ ÑÐ¸ÑÑÐµÐ¼Ðµ, Ð¿Ð¾Ð¸ÑÐº Ð¸ÑÑÐ¾ÑÐ½Ð¸ÐºÐ¾Ð² Ð´Ð°Ð½Ð½ÑÑ. 3. ÐÐ¿Ð¸ÑÐ°Ð½Ð¸Ðµ Ð°ÑÑÐ¸ÑÐµÐºÑÑÑÑ ÑÐ°Ð·ÑÐ°Ð±Ð°ÑÑÐ²Ð°ÐµÐ¼Ð¾Ð³Ð¾ ÑÐµÑÐ²Ð¸ÑÐ°. 4. Ð ÐµÐ°Ð»Ð¸Ð·Ð°ÑÐ¸Ñ Ð¿ÑÐ¾Ð³ÑÐ°Ð¼Ð¼Ð½Ð¾Ð¹ ÑÐ°ÑÑÐ¸ Ð² ÑÐ¾Ð¾ÑÐ²ÐµÑÑÑÐ²Ð¸Ð¸ Ñ Ð°ÑÑÐ¸ÑÐµÐºÑÑÑÐ¾Ð¹. 5. Ð¢ÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ð¸Ðµ ÑÐ¾Ð±ÑÐ°Ð½Ð½ÑÑ Ð´Ð°Ð½Ð½ÑÑ, ÑÑÐ°Ð½ÑÑÐ¸ÑÑÑ Ð² Ð±Ð°Ð·Ðµ Ð´Ð°Ð½Ð½ÑÑ. 6. ÐÐ½Ð°Ð»Ð¸Ð· Ð¿Ð¾Ð»ÑÑÐµÐ½Ð½ÑÑ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÐ¾Ð² Ð¸ Ð¿ÐµÑÑÐ¿ÐµÐºÑÐ¸Ð² ÑÐ°Ð·Ð²Ð¸ÑÐ¸Ñ, Ð¿Ð¾Ð´Ð²ÐµÐ´ÐµÐ½Ð¸Ðµ Ð¸ÑÐ¾Ð³Ð¾Ð². Ð¢Ð°ÐºÐ¸Ð¼ Ð¾Ð±ÑÐ°Ð·Ð¾Ð¼ Ð² ÑÐ¾Ð´Ðµ ÑÐ°Ð±Ð¾ÑÑ ÑÐ´Ð°Ð»Ð¾ÑÑ ÑÐ¿ÑÐ¾ÐµÐºÑÐ¸ÑÐ¾Ð²Ð°ÑÑ Ð¸ ÑÐµÐ°Ð»Ð¸Ð·Ð¾Ð²Ð°ÑÑ ÑÐµÑÐ²Ð¸Ñ, Ð¿Ð¾Ð·Ð²Ð¾Ð»ÑÑÑÐ¸Ð¹ ÑÐ¾Ð±Ð¸ÑÐ°ÑÑ Ð´Ð°Ð½Ð½ÑÐµ ÐºÐ°Ðº Ð·Ð° ÑÐºÐ°Ð·Ð°Ð½Ð½ÑÐ¹ Ð²ÑÐµÐ¼ÐµÐ½Ð½Ð¾Ð¹ Ð¿ÑÐ¾Ð¼ÐµÐ¶ÑÑÐ¾Ðº, ÑÐ°Ðº Ð¸ Ð² ÑÐµÐ¶Ð¸Ð¼Ðµ ÑÐµÐ°Ð»ÑÐ½Ð¾Ð³Ð¾ Ð²ÑÐµÐ¼ÐµÐ½Ð¸. ÐÐ¾Ð»ÑÑÐµÐ½Ð½ÑÐµ ÑÐµÐ·ÑÐ»ÑÑÐ°ÑÑ Ð±ÑÐ»Ð¸ Ð¿ÑÐ¾ÑÐµÑÑÐ¸ÑÐ¾Ð²Ð°Ð½Ñ Ð½Ð° Ð¿ÑÐµÐ´Ð¼ÐµÑ ÑÐ¾Ð¾ÑÐ²ÐµÑÑÑÐ²Ð¸Ñ Ð¾Ð¶Ð¸Ð´Ð°ÐµÐ¼ÑÐ¼.
description: The presented work is devoted to the development of a service that performs the work of collecting, converting and uploading to the storage of those data necessary for the algorithmic trading of cryptocurrencies. In the course of implementation, the following tasks were solved: 1. Analysis of existing solutions in the data provider market. 2. Formulation of requirements for the system being developed, search for data sources. 3. Description of the architecture of the developed service. 4. Implementation of the software part in accordance with the architecture. 5. Testing the collected data stored in the database. 6. Analysis of the obtained results and development prospects, summing up. Thus, in the course of work, it was possible to design and implement a service that allows you to collect data both for a specified time period and in real time. The results obtained were tested for compliance with the expected.