tmtlu/finalib

finance library for Python3

finalib

Install

You can install directly from github using pip

$ pip install "git+https://github.com/tmtlu/finalib.git@master"

finalib's Issues

n_bars argument should be n_overlaps which means the number of overlapping sequence

finalib/finalib/finalib.py

Line 35 in 789eed2

def split_data(df: _pd.DataFrame, ratio: float, purging: bool=True, n_bars: int=10) -> _Tuple[_pd.DataFrame, _pd.DataFrame]:

If n_bars is 10, then n_overlaps should be 9.

remove unnecessary argument to `make_nbars_future()`

finalib/finalib/finalib.py

Line 41 in e13863e

def make_nbars_future(df: pd.DataFrame, n_bars: int, cols: List[str] = ['Close'], datetime_col: Union[str, None] = 'Date') -> pd.DataFrame:

optional argument datetime_col is not used.

indices of new column must be set to the same indices of the original df

finalib/finalib/finalib.py

Lines 64 to 65 in e13863e

	df[f'{col}{i}'] = df[f'{col}0'][i:].append(
	pd.Series([np.nan]*i)).reset_index(drop=True)

should be like following,

new_col = df[f'{col}0'][i:].append(pd.Series([np.nan]*i))
new_col.index = df.index
df[f'{col}{i}'] = new_col

write tests

use `df.iloc[i:j]` instead of `df[i:j]`

finalib/finalib/finalib.py

Lines 48 to 53 in 789eed2

	df1 = df[:split_idx]
	df2 = df[split_idx:]
	if purging:
	purge_idx = round((n_bars-1) * ratio)
	df1 = df1[:-purge_idx]
	df2 = df2[(n_bars - 1 - purge_idx):]

wrong: df[some_idx:another_idx]
correct: df.iloc[some_idx:another_idx]

The indices are recognized as the "name" of rows in the former syntax. They are recognized as the real "indices" of rows in the latter syntax and that is what I expect.

fix wrong syntax of type annotation

The following syntax of type annotation is probably wrong.

finalib/finalib/mine/Model.py

Lines 15 to 19 in d1534bf

	def fit(self, Inputs, Outputs) -> None:
	pass
	@abstractmethod
	def predict(self, Inputs) -> Outputs: