Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
Support some popular indicators directly like RSI, KDJ, DMI, BOLL KCHANNEL.
Motivation
Application scenario
Technical indicators are very popular in technical anlysis area. If we want to add a RSI, we need to write a lot of code like
""Sum(Greater($close-Ref($close, 1), 0), %d)/(Sum(Abs($close-Ref($close, 1)), %d)+1e-12)" % (d, d) for d in windows"
Any other relevant and important information:
The implemetations of the indicator sometimes are very different. But we can stick our own version with easily extend coding pattern. Then people can extend their own indicator if they don't satisfy qlib's version.
ChiahungTai
commented
1 year ago
🌟 Feature Description
Support some popular indicators directly like RSI, KDJ, DMI, BOLL KCHANNEL.
Motivation
Application scenario Technical indicators are very popular in technical anlysis area. If we want to add a RSI, we need to write a lot of code like ""Sum(Greater($close-Ref($close, 1), 0), %d)/(Sum(Abs($close-Ref($close, 1)), %d)+1e-12)" % (d, d) for d in windows"
Related works (Papers, Github repos etc.): TALib: https://mrjbq7.github.io/ta-lib/
Any other relevant and important information: The implemetations of the indicator sometimes are very different. But we can stick our own version with easily extend coding pattern. Then people can extend their own indicator if they don't satisfy qlib's version.
Alternatives
Additional Notes