Python package to create stock related features.
Project description
stockfeat
- stockfeat is Python package
Installation
- 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://github.com/erdogant/stockfeat.git@0.1.0#egg=master
pip install git+https://github.com/erdogant/stockfeat#egg=master
pip install git+https://github.com/erdogant/stockfeat
# By cloning
git clone https://github.com/erdogant/stockfeat.git
cd stockfeat
pip install -U .
Import stockfeat package
from stockfeat import stockfeat
Example:
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 = sf.fit(df)
Citation
Please cite stockfeat in your publications if this is useful for your research. Here is an example BibTeX entry:
@misc{erdogant2020stockfeat,
title={stockfeat},
author={Erdogan Taskesen},
year={2020},
howpublished={\url{https://github.com/erdogant/stockfeat}},
}
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