missing dollar bar source file

[rongzhou]

No description provided.

[potatoUnicornDev]

@rongzhou thanks for raising an issue, could you describe in more detail what you were trying to do?

[rongzhou]

At first I want to know if you create triple barrier label from tick bar data or dollar bar like I assumed. I find in test directory, there are dollar_bar_dataframe.pkl and tick_dataframe.pk files. I think if you use dollar bar, there should have some source code to create it.

[potatoUnicornDev]

yes it is possible to create triple barrier labels with the respective transformer (https://github.com/MizarAI/mizar-labs/tree/master/mizarlabs/transformers/targets). We are currently not releasing the source code of the volume/dollar/tick bar, but we are making the volume/dollar/tick bar data publicly available soon for multiple trading pairs.