alphaneural 0.0.5

A package for predicting buy and sell signals based on alphaneural for quants

Machine Learning Evx

This is a simplified version of alphaneural package used to generate buy and sell signals for crypto and conventional stock markets based on the above article on medium.

Installation

Install alphaneural with python3 -m pip install alphaneural

Usage

In your python script simply import the module and use as follows:

from alphaneural.alphaneural import alpha_param
print(apha_param(df,'mem'))

The above methods take OHCLV data and the option to specifiy the file path as 'file' or in memory saved variable 'mem'. This will result in a single parameter
named alpha.

Testing an entire dataframe

Testing of a dataframe for correct buy, sell signals is as simple as applying the lambda function as follows:

import pandas as pd
from alphaneural import alpha_param

df = pd.read_csv('../../../path/to_your.csv')

def getEnterSignal(data,src):
    alpha = alpha_param(data,f'{src}')
    return alpha

mainsig = getEnterSignal(df,'mem')

df['sig'] = df['alpha'].apply(lambda x: 1 if x < mainsig else 0)

Alphaneural can be applied to a file as follows:

from alphaneural import alpha_param  
alpha = alpha_param('../../../path/to_your.csv','file')

Warning

This is not financial advise. Alphaneural is entirely on its preliminary stages. Use it at your own risk.