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JHTALIB for python competitions, opensignals like solution, pure python panda-less #19

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febuz opened this issue Aug 26, 2021 · 1 comment
Open

JHTALIB for python competitions, opensignals like solution, pure python panda-less #19

febuz opened this issue Aug 26, 2021 · 1 comment

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@febuz
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febuz commented Aug 26, 2021

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 febuz changed the title opensignals pure python panda-less JHTALIB for python competitions, opensignals like solution, pure python panda-less Aug 26, 2021
@joosthoeks
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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.

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@joosthoeks @febuz