Update bittrade to latest version. Tested with pip3 install numpy==1.14 pip3 install tensorflow=1.5 pip3 install keras==2.1.5 Poloniex history files (*.pck) are already available. poloniex2015yusdt.pck 2015-01 -- 2015-12 poloniex2016yusdt.pck 2016-01 -- 2016-12 poloniex2017yusdt.pck 2017-01 -- 2017-12 poloniex2017ynusdt.pck 2017-01 -- 2018-03 Download Poloniex history (if you want to do it on your own): python3 -m bittrade.util.poloniexdl Run CNN training python3 cnn10.py