ZI DCT0 implementation in python
Project description
# ZI DCT0
This is a Python implementation for the ZI DCT0 trading algorithm. The explanation of the algorithm is beyond the scope of this documentation.
Use at your own risk.
**Source code** [https://github.com/kiennt23/zi_dct0](url)
## Install
Use pip to install the library
```commandline
pip install zi_dct0
```
## Usage
First setup log config
```python
LOG_LEVEL = logging.INFO
core.algo.config_log(LOG_LEVEL)
```
Then setup trade method
```python
trade_method = TradeMethod.TF
core.algo.config_trade_method(trade_method)
```
Set LAMBDA (delta price)
```python
core.algo.delta_p = LAMBDA
```
After setup all the configuration, then run the calculation
```python
event_type = core.algo.zi_dct0(p_t)
```
whether `p_t` is the price at time *t*
from `event_type` we conclude if is a buy/sell signal `core.algo.is_buy_signaled(event_type, trade_method)` or `core.algo.is_sell_signaled(event_type, trade_method)`
This is a Python implementation for the ZI DCT0 trading algorithm. The explanation of the algorithm is beyond the scope of this documentation.
Use at your own risk.
**Source code** [https://github.com/kiennt23/zi_dct0](url)
## Install
Use pip to install the library
```commandline
pip install zi_dct0
```
## Usage
First setup log config
```python
LOG_LEVEL = logging.INFO
core.algo.config_log(LOG_LEVEL)
```
Then setup trade method
```python
trade_method = TradeMethod.TF
core.algo.config_trade_method(trade_method)
```
Set LAMBDA (delta price)
```python
core.algo.delta_p = LAMBDA
```
After setup all the configuration, then run the calculation
```python
event_type = core.algo.zi_dct0(p_t)
```
whether `p_t` is the price at time *t*
from `event_type` we conclude if is a buy/sell signal `core.algo.is_buy_signaled(event_type, trade_method)` or `core.algo.is_sell_signaled(event_type, trade_method)`
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