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JHTALIB for python competitions, opensignals like solution, pure python panda-less

Open febuz opened this issue 3 years ago • 1 comments

Is your feature request related to a problem? Please describe. For equity prediction I would like to use jhtalib to make indicators/ input signals

Describe the solution you'd like https://github.com/councilofelders/opensignals/blob/master/src/opensignals/features.py But then panda-less and more dynamic to select the jhtalib indicators

Describe alternatives you've considered Considered using PySpark to calculate such but it does not have talib like formulas, so than it defaults to pandas

Additional context Is used for Kaggle Jane Street, numer.ai Signals and Datacrunch competition

febuz avatar Aug 26 '21 08:08 febuz

You could check this example: https://github.com/joosthoeks/jhTAlib/blob/master/example/example-10-df-numpy-pandas.ipynb for transforming from Pandas data feed to data feed for jhTAlib.

joosthoeks avatar Sep 02 '21 14:09 joosthoeks