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https://github.com/jaredloomis/finlab
Tools for financial data analysis & modeling
https://github.com/jaredloomis/finlab
financial-analysis polars python
Last synced: 2 days ago
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Tools for financial data analysis & modeling
- Host: GitHub
- URL: https://github.com/jaredloomis/finlab
- Owner: jaredloomis
- Created: 2019-07-28T05:28:22.000Z (over 5 years ago)
- Default Branch: master
- Last Pushed: 2024-03-27T19:10:54.000Z (10 months ago)
- Last Synced: 2024-11-16T00:45:39.310Z (2 months ago)
- Topics: financial-analysis, polars, python
- Language: Jupyter Notebook
- Homepage:
- Size: 31.2 MB
- Stars: 0
- Watchers: 2
- Forks: 0
- Open Issues: 0
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Metadata Files:
- Readme: README.md
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README
# Finlab
A collection of tools and experiments around financial data modeling. All the useful stuff is in the `stock-prediction` folder. Notable features:
- Expression language for defining and transforming **Signals** (time-series arrays). Signals can be pulled from APIs, databases, files, etc. For example `rsi(candles[close])` will give you the 14-period RSI of the 5-minute candles' close time.
- Simple API for training, evaluating, and (de)serializing models.
- Uses **polars** for many core features (still working on the transition from pandas).This is not the latest version of the code - contact me if this is useful, and I will update it.