{"id":13633138,"url":"https://github.com/Erfaniaa/financial-dataset-generator","last_synced_at":"2025-04-18T10:34:11.424Z","repository":{"id":81362069,"uuid":"559782082","full_name":"Erfaniaa/financial-dataset-generator","owner":"Erfaniaa","description":"Financial Dataset Generator","archived":false,"fork":false,"pushed_at":"2024-03-03T17:24:57.000Z","size":35,"stargazers_count":28,"open_issues_count":0,"forks_count":0,"subscribers_count":2,"default_branch":"main","last_synced_at":"2024-10-28T14:45:10.416Z","etag":null,"topics":["algo-trading","crypto","cryptocurrency","dataset","finance","financial-data","machine-learning","python","time-series","time-series-analysis","trading","yfinance","yfinance-api"],"latest_commit_sha":null,"homepage":"","language":"Python","has_issues":true,"has_wiki":null,"has_pages":null,"mirror_url":null,"source_name":null,"license":"gpl-3.0","status":null,"scm":"git","pull_requests_enabled":true,"icon_url":"https://github.com/Erfaniaa.png","metadata":{"files":{"readme":"README.md","changelog":null,"contributing":null,"funding":null,"license":"LICENSE","code_of_conduct":null,"threat_model":null,"audit":null,"citation":null,"codeowners":null,"security":null,"support":null,"governance":null,"roadmap":null,"authors":null,"dei":null,"publiccode":null,"codemeta":null}},"created_at":"2022-10-31T04:32:07.000Z","updated_at":"2024-08-11T08:47:11.000Z","dependencies_parsed_at":null,"dependency_job_id":"4e280953-36f4-4579-be6c-2bbcab8430dc","html_url":"https://github.com/Erfaniaa/financial-dataset-generator","commit_stats":null,"previous_names":[],"tags_count":0,"template":false,"template_full_name":null,"repository_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Erfaniaa%2Ffinancial-dataset-generator","tags_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Erfaniaa%2Ffinancial-dataset-generator/tags","releases_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Erfaniaa%2Ffinancial-dataset-generator/releases","manifests_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/Erfaniaa%2Ffinancial-dataset-generator/manifests","owner_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners/Erfaniaa","download_url":"https://codeload.github.com/Erfaniaa/financial-dataset-generator/tar.gz/refs/heads/main","host":{"name":"GitHub","url":"https://github.com","kind":"github","repositories_count":223779557,"owners_count":17201206,"icon_url":"https://github.com/github.png","version":null,"created_at":"2022-05-30T11:31:42.601Z","updated_at":"2022-07-04T15:15:14.044Z","host_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub","repositories_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories","repository_names_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/repository_names","owners_url":"https://repos.ecosyste.ms/api/v1/hosts/GitHub/owners"}},"keywords":["algo-trading","crypto","cryptocurrency","dataset","finance","financial-data","machine-learning","python","time-series","time-series-analysis","trading","yfinance","yfinance-api"],"created_at":"2024-08-01T23:00:28.604Z","updated_at":"2024-11-09T02:31:25.383Z","avatar_url":"https://github.com/Erfaniaa.png","language":"Python","funding_links":[],"categories":["Miscellaneous tools"],"sub_categories":[],"readme":"# Financial Dataset Generator\n\nEasy-to-use dataset generator for applying machine learning on financial markets\n\n## Features\n\n- You can run it fast, and it is easy to use.\n- There are no complexities and no database usage in this project. Even dependencies are a few.\n- It is easy to modify and customize.\n- This project generates practical datasets for data scientists.\n- You can read the code for educational purposes.\n\n## Run\n\n1. Clone the repository.\n2. Run `pip3 install -r requirements.txt`.\n3. Put your [Nasdaq Data Link](https://data.nasdaq.com/) API key in the `API_KEY` file.\n4. Run `python3 main.py`.\n\nThis will generate train set and test set for you.\n\n## Config\n\nFor the configuration, you can:\n\n- Change `config.py` constants.\n- Define new indicators in `indicators.py`.\n\n## Config.py Description\n\n- `PAIR_NAMES_LIST_WITH_SOURCE`: What's your machine learning model input?\n- `TARGET_PAIR_NAME_WITH_SOURCE`: What's your machine learning model output? \n- `SMA_LENGTHS_LIST`: Do you want to generate a dataset with some moving averages?\n- `APPLY_FLIP_AUGMENTATION` and `APPLY_NOISE_AUGMENTATION`: Using data augmentations\n- `AUGMENTATION_NOISE_INTERVAL`: Set the amount of augmentation noise\n- `TRAIN_DATASET_NEW_SIZE_COEFFICIENT`: How much augmented data do you want?\n- `START_TIME` and `END_TIME`: The time interval for the dataset\n- `FORECAST_DAYS`: How many days is your target?\n- `USE_WMA_FOR_FORECAST_DAYS`: Do you want to use linear weighted moving average for your target?\n- `NUMBER_OF_CANDLES`: Number of candles your machine learning model needs as its input\n- `TRAIN_CSV_FILE_PATH`, `TEST_CSV_FILE_PATH`, and `PREDICT_CSV_FILE_PATH`: Output CSV file paths\n- `TEST_SET_SIZE_RATIO`: Test set size to whole dataset size ratio\n- `CSV_DELIMITER`: The delimiter in every generated CSV file\n- `API_KEY_FILE_PATH`: Path to the Nasdaq Data Link API key file\n\n## See Also\n\n- [Binance Futures Trading Bot](https://github.com/erfaniaa/binance-futures-trading-bot)\n- [Binance Spot Trading Bot](https://github.com/smzerehpoush/binance-spot-trading-bot)\n- [Crypto Trading Strategy Backtester](https://github.com/Erfaniaa/crypto-trading-strategy-backtester)\n\n## Credits\n\n[Erfan Alimohammadi](https://github.com/Erfaniaa) and [Amir Reza Shahmiri](https://github.com/Amirrezashahmiri)\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FErfaniaa%2Ffinancial-dataset-generator","html_url":"https://awesome.ecosyste.ms/projects/github.com%2FErfaniaa%2Ffinancial-dataset-generator","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2FErfaniaa%2Ffinancial-dataset-generator/lists"}