Upgrade to Pro
— share decks privately, control downloads, hide ads and more …
Speaker Deck
Features
Speaker Deck
PRO
Sign in
Sign up for free
Search
Search
Rで始めるシステムトレード
Search
Arthur Lawrence
March 02, 2019
3
1k
Rで始めるシステムトレード
Arthur Lawrence
March 02, 2019
Tweet
Share
Featured
See All Featured
StorybookのUI Testing Handbookを読んだ
zakiyama
30
6k
Creating an realtime collaboration tool: Agile Flush - .NET Oxford
marcduiker
31
2.2k
VelocityConf: Rendering Performance Case Studies
addyosmani
332
24k
ピンチをチャンスに:未来をつくるプロダクトロードマップ #pmconf2020
aki_iinuma
126
53k
Fight the Zombie Pattern Library - RWD Summit 2016
marcelosomers
234
17k
Raft: Consensus for Rubyists
vanstee
140
7.1k
Fantastic passwords and where to find them - at NoRuKo
philnash
51
3.4k
The Straight Up "How To Draw Better" Workshop
denniskardys
236
140k
It's Worth the Effort
3n
187
28k
Done Done
chrislema
185
16k
The Power of CSS Pseudo Elements
geoffreycrofte
77
5.9k
The Art of Programming - Codeland 2020
erikaheidi
55
13k
Transcript
RͰ࢝ΊΔγεςϜτϨʔυ 2019/3/2(Sat) Hioki Ryuji LT
m Introduction twitter: @Liparas1729 Work σʔλੳɾՄࢹԽ Πϯϑϥج൫ ϑϩϯτ(ReactɺGatsby)ɺαʔόʔαΠυ Hobby Python/R/SQL/NodeJS/Golang/CSS
AWS/GCP ٻ৬ɺେಓܳɺKaggleɺࣗવݴޠ։ൃɺݴޠֶशɺσʔλऩूɾՄࢹԽɺαʔϏε։ൃɺಡॻ homepage: hiokiryuji.com UI/UXɺ৺ཧֶɺ౷ܭɺεϚϒϥ
γεςϜߏஙͷඪຊ
γεςϜͷߏஙྫ σʔλऩूᶃ όοΫςετΛͯ͠ɺ౷ܭతʹઓུͷ༗ޮੑΛ͔֬ΊΔʹɺ ͋Δఔͷσʔλྔ͕ඞཁ(࣌ؒ࣠ʹΑΔ) RealtimeͰσʔλΛऩूͨ͠߹ɺ͡ΊͷϊʔυͰɺ ूܭɾՃͰ͖ͨํָ͕ͳ߹ଟ͍ͷͰɺ SQL͕͑Δσʔλϕʔε͕·͍͠ ·ͣσʔλऩू͔Β
γεςϜͷߏஙྫ ࣌ܥྻσʔλͷಛྔᶃ σʔλऩूᶄ σʔλϕʔεબൈ GridDB etc...
γεςϜͷߏஙྫ σʔλऩूᶅ RͰwebsocketʹଓ͢Δ
σʔλऩूᶆ RͰbigqueryʹଓ͢Δ
ಛྔᶃ جຊతͳςΫχΧϧࢦඪ(EMAɺSMAɺDMIɺRSIɺRCIɺMACD) ͦͷͷɺಛྔͱ͍ͯͮ͠Β͍ɺ ेʹػೳ͢Δ͕ɺ୯ମͰ͑ͳ͍ˠௐ͕ඞཁ ͦͷͷͰͳ͘มԽࠩΛ͏ͱྑ͍ Ձ֨ɺऔҾྔ൘ใɺఆσʔλ͔Βࢉग़͞ΕΔ औҾྔಛʹॏཁͳࢦඪ
γεςϜͷߏஙྫ ಛྔᶄ RͰςΫχΧϧࢦඪΛܭࢉ͢Δ ςΫχΧϧࢦඪɺେ͖͚ͯ͘2ΧςΰϦʔ ɾΦγϨʔλʔܥ ɾτϨϯυϑΥϩʔܥ
γεςϜͷߏஙྫ ಛྔᶅ NLPΛͬͯnewsͳͲͰऔҾ͢ΔͷΛ࡞ΕΔ͔ →newsoutlier(֎Ε)Ͱ͋ΓɺϞσϦϯάʹෆ͖? ·ͨɺnewsΛݟͯԠͨ͠ਓͨͪͷಈ͖Realtimeσʔλ ͷө͞Ε͏ΔͷͰɺRealtimeσʔλͰݕͰ͖Δ →ݱঢ়ͷNLPͷਫ਼͕͍ͱ͍͏ࣄ͋Δ
γεςϜͷߏஙྫ ઓུᶃ جຊతͳߟ͑ํଛখརେ Ձ͕֨େ͖͘มಈ͢Δ͜ͱ͋ΔͷͰɺ͠ෛ͚ͨͱͯ͠ɺ ౷ܭతʹ༏Ґͳઓུʹ͓͍ͯɺαϯϓϦϯάΛଓߦͰ͖ΔΑ͏ʹ ࢿۚཧΛపఈ͢Δ ্͕Δ͔ɺԼ͕Δ͔Λ༧ଌ͢ΔϞσϧͰɺ ਫ਼50%Λ͑Δ͜ͱ༰қ͕ͩɺ͚֬ͩͰແҙຯͰɺ ͲΕ͚ͩՁ͕֨ಈ͘ͷ͔ͷഒΛཧ͢Δ͜ͱ͕࠷େ
γεςϜͷߏஙྫ ઓུᶄ ଛࣦେ͖͘ݟੵͬͯɺརӹখ͘͞ݟੵΔ → ଛӹͷܭࢉʹ͓͍ͯɺ1rowͣΒͯ͠ࢉग़ͨ͠ະདྷͷՁ֨ɺ औҾࣥߦ͔ΒͷԆ͕0ͱ͍͏ཧతͳͰ࣮ࡍͷͱҟͳΔ όοΫςετͷஈ֊Ͱɺఀࢭ͢Δ݅ΛఆΊΔ ͕࣌ؒ࣠େ͖͘ͳΔͱɺҰ࣌తͳଛࣦ(υϩʔμϯ)ߴ͘ͳΔ όοΫςετͷ݁Ռ͔ΒɺଛࣦΛग़ͯ͠౷ܭతʹఆͷൣғ Ͱ͋ΕଓߦͰ͖Δ͜ͱ͕େ
σʔλՄࢹԽᶃ σʔλͷՄࢹԽ2௨ΓͰ ɾઓུΛܾఆ͢ΔࡍͷEDA ɾઓུ͕ఆ௨Γʹಈ࡞͍ͯ͠Δ͔ͷ֬ೝ ઓུ࣮ߦͷϩάɺσʔλϕʔεʹཷΊ͓ͯ͘ ҟৗ͕ىͬͨ͜߹ɺLINEɺSlack ɺDiscordͷAPI Λͬͯɺ௨Ͱ͖ΔΑ͏ʹ͓ͯ͘͠ͱ҆৺
σʔλՄࢹԽᶄ νʔϜͰΔ߹ɺRedashɺGrafanaͳͲͰे ݸਓͳΒɺJupyter notebookΦϨΦϨπʔϧͰྑ͍ ݱࡏͷଛӹɺऔҾ࣮ߦ࣌ࠁɺϙδγϣϯਪҠ ֬ೝͰ͖ΔΑ͏ʹ͓ͯ͘͠
·ͱΊ ɾσʔλϕʔεબˠσʔλՃˠੳɾઓུͷܾఆˠઓུ࣮ߦˠՄࢹԽ ɾ֬ΑΓɺഒΛίϯτϩʔϧ͢Δ͜ͱ͕େ ɾ૬ʹΑͬͯɺେ͖͘ଛࣦΛग़͢͜ͱ͋ΔͷͰɺ౷ܭతʹ ɾઓུͷதʹɺఀࢭ݅Λ͋Β͔͡ΊΈࠐΜͰ͓͘ ɾςετஈ֊Ͱͷະདྷͷɺཧతʹա͗ͳ͍ γετϨσʔλαΠΤϯεΛΔ্Ͱɺྑ͍ࡐ རӹΛੵΈॏͶΔͨΊʹɺదʹࢿۚΛҡ͍࣋ͯ͘͠ ɾσʔλऩूˠσʔλՃˠσʔλੳˠσʔλՄࢹԽ