Thanks for the book recc. You are absolutely right that those are important metrics to feed into the system.

Note I'm not really trying to 'convince' anyone of anything. I shared this on HN was to show off a fun problem domain I've been playing with. If you're looking for an end-game, you got me: Maybe I'll pick up a collaborator or two and get to profitability faster that way. Worst case, I get some resume fodder and an anecdote about machine learning to share at my next cocktail party. Best case: Eventually when cryptocurrencies are everywhere, long after this repo mints it's first millionaire, Hollywood will make a movie where I'm played by Johnny Depp. A haxxor can dream, can't I? ;)

The database model already supports the following inputs: price, volume, bid/ask spread. If a potential future contributor to this repo wanted to run a classifier or NN on this data, they could do so with significantly less time, using this repo's code.

I have a database of price, volume, bid/ask spread history for the entire poloniex index, at a minute-by-minute- granularity, for the last 2 months. I will post if there is enough interest. Vote here if interested => https://github.com/owocki/pytrader/issues