tradeflow 0.0.12

A package to simulate autocorrelated time series of signs

tradeflow : generate autocorrelated time series of signs

tradeflow lets you generate autocorrelated time series of signs.

Installation

pip install tradeflow

How to use

You can create an autoregressive model from a training time series of signs time_series_signs:

>>> import tradeflow
>>>
>>> ar_model = tradeflow.AR(signs=time_series_signs, max_order=50, order_selection_method='pacf', information_criterion=None)

To fit the model parameters, you have to call the fit function:

>>> ar_model.fit(method='yule_walker')

You can then easily simulate an autocorrelated time series of signs by calling the simulate function:

>>> simulated_signs = ar_model.simulate(size=15, seed=1)
>>> print(simulated_signs)

Documentation

Read the full documentation here.

License

Copyright (c) 2024 Martin Gangand

Distributed under the terms of the MIT license.