pdr-backend icon indicating copy to clipboard operation
pdr-backend copied to clipboard

[Model/trade] Technical indicators support

Open trizin opened this issue 1 year ago • 0 comments

Background

The Python ta library has 200+ "technical analysis" indicators. Taking these as inputs (along with their interactions, eg -, /, *) could be very useful. (from https://github.com/oceanprotocol/pdr-backend/issues/1406)

TODOs

Step1: https://github.com/oceanprotocol/pdr-backend/pull/1578

  • [x] Implement ta interfaces/classes into pdr-backend
  • [x] Update predict_train_feedsets to accept an array of technical indicators
  • [x] Indicators are calculated & used as a feature in simengine

Step2:

  • [ ] Create technical indicator string class to parse parameters
  • [ ] More indicators
  • [ ] Use pdr sim to assess performance compared to our status quo
  • [ ] Try variants. Eg with different interactions, different ML models

Step3:

  • [ ] Predictoor integration

trizin avatar Sep 03 '24 12:09 trizin