Generate Kryptos Dataset

[slavakurilyak]

User Story

As a developer, I want to create a shell script that iterates through different strategy parameters, so that I can store both the strategy parameters (input) and strategy performance (output) into a folder.

As a developer, I want to create a Kryptos Dataset which contains strategy parameters (input) and performance (output), so that I generate data for machine learning models.

As a developer, I want to create a shell script for 150+ indicators (ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.) via ta-lib, then store performance data (CSV file) for each strategy. Input: $ strat -ta {{ta_indicator_name}}. Output {{ta_indicator_name_performance}}.csv

[bukosabino]

I have extended the 'compare_all_strategies' script to write in a unique .csv all strategies parameters (input) and strategies performances (output).

But, I'm not sure if it is the goal of the issue.

[slavakurilyak]

The goal of this task is generate the necessary data required for machine learning models and exploratory data analysis.

[slavakurilyak]

Consider retrieving a list of ta-lib indicators, then creating a shell script to iterate over each ta indicator using $ strat -ta {{ta_indicator_name}}