This repo contains the code for the BH Work Trial Task For more information on the market data, select the TBBO schema on this page: https://databento.com/datasets/XNAS.ITCH
If you are having issues with TA Lib, Try this:
pip install ta-lib==0.4.0
pip install stable-baselines3==1.3.0
If its still not working, you can ask GPT to code each of the technical indicators.
You do not have to create a transformer from scratch, feel free to use a pretrained model and fine tune it