HFT_Project Apply different deep learning models to limit order book.

1. SingleCNN: Apply single CNN model(9 convolutional layers) to HFT.

2. MultiCNN: Combine CNN models with 1s and 0.1s data.

3. BoostingCNN: Apply boosting method for single CNNs.

4. Comb_CNN_LSTM: Combine CNN model with LSTM model to HTF.