Create labelled data for sequence model training

[rocketpoweryul]

Based on consolidation detections and their breakouts, create labelled data that should contain:

Metadata:

• Ticker
• Date Buy
• Price Buy (buy rule: consolidation breakout)
• Date Sell
• Price Sell (sell rule: violation of 50-day SMA for three days straight)

Training data:

• x: OHLCV data, 21 EMA, 50 SMA, 150 SMA, 200 SMA, RSL, RSL New High (data needs to be normalized)
• y: Profit %
• Length of sequence is TBD

[rocketpoweryul]

Created TrainingDataGeneration.py which will be the script to create the labelled data, ready for training.