Find past market days similar to today using historical data
Project description
pastdays
Find past market days similar to today and see what actually happened next.
pastdays is a Python library that compares current partial market data
with historical data to identify similar past days and analyze
their outcomes.
It does not predict, does not trade, and does not generate signals. It simply answers one question:
“When the market looked like this before, what happened afterwards?”
✨ Why this library exists
Most backtests lie because they assume: - perfect execution - known future - curve-fitted parameters
Traders, however, think differently:
> “Have I seen this kind of day before?”
`pastdays` is built around that mindset.
🧠 What it does (v0)
- Accepts **user-provided historical data**
- Accepts **current-day partial data**
- Extracts simple, explainable features
- Finds **K most similar historical days**
- Reports **what happened next** on those days
No machine learning. No black box.
📦 Installation
pip install pastdays
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