OpenBB Forecast Extension

This extension provides Forecasting (FR) tools for the OpenBB SDK.

Features of the FR extension include various forecasting tools and models.

Installation

Install this extension into your existing OpenBB Platform environment.

On Windows, Linux and macOS with x86_64 CPUs

Activate your openbb environment and run the following command:

pip install git+https://github.com/OpenBB-finance/openbb-forecast.git

On macOS with Apple Silicon chips

The installation is slightly different on modern macs.

Only conda environment is supported because LightGBM does not provide arm64 binaries in the pypi package. Apple Silicon users need to rely on the community build of LightGBM distributed via the conda-forge channel.

You need to create a new conda environment if you are not already using conda for your openbb. You can do this by running the following commands:

conda create -n obb python=3.10
conda activate obb
pip install openbb

Otherwise, you are good to continue.

First, install LightGBM via conda into your openbb conda environment:

conda install -c conda-forge lightgbm

Then, install the extension with the following command:

pip install git+https://github.com/OpenBB-finance/openbb-forecast.git

Usage examples

You can find examples in command docstrings. Example help(obb.forecast.statistical.mstl).

References

For development please check Contribution Guidelines.

OpenBB Platform Documentation available here.