deeptendies / legacy-deeptendies-library

Open source stock price forecast bringing quantitative trading to the masses!
GNU Affero General Public License v3.0
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Implement technical indicators #13

Closed stancsz closed 3 years ago

stancsz commented 3 years ago

rescope needed We came across this library https://twopirllc.github.io/pandas-ta/, it seems like it has most of the technical indicators we need. let's add the library to our stack for now and only write our own ta logics if needed.

Let's think about how can we "grid search" a couple of indicators for each dataset (stocks). I think we can try something like:

We can pick a couple of clusters, then based on each cluster, we pick the most correlated metric and use them as feature columns to train our timeseries.

image

stancsz commented 3 years ago

This might be interesting https://github.com/twopirllc/pandas-ta We will add this package to our repository after we evaluate it and confirm that it meets our requirements.