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Python package to create stock related features.

Project description


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  • stockfeat is Python package


  • Install stockfeat from PyPI (recommended). stockfeat is compatible with Python 3.6+ and runs on Linux, MacOS X and Windows.
  • A new environment can be created as following:
conda create -n env_stockfeat python=3.8
conda activate env_stockfeat
pip install stockfeat            # normal install
pip install --upgrade stockfeat # or update if needed
  • Alternatively, you can install from the GitHub source:
# Directly install from github source
pip install -e git://
pip install git+
pip install git+

# By cloning
git clone
cd stockfeat
pip install -U .

Import stockfeat package

from stockfeat import stockfeat


sf = stockfeat(col_open='Open', col_close='Close', col_volume='Volume', col_high='High', col_low='Low')
df = sf.download_example()
df = df.resample('D').mean()

# Collect features
X =


Please cite stockfeat in your publications if this is useful for your research. Here is an example BibTeX entry:

  author={Erdogan Taskesen},



  • Erdogan Taskesen, github: erdogant
  • Contributions are welcome.
  • If you wish to buy me a Coffee for this work, it is very appreciated :) Star it if you like it!

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