tradeflow lets you generate autocorrelated time series of signs.
pip install tradeflow
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')
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)
Read the full documentation here.
Copyright (c) 2024 Martin Gangand
Distributed under the terms of the MIT license.
FAQs
A package to simulate autocorrelated time series of signs
We found that tradeflow demonstrated a healthy version release cadence and project activity because the last version was released less than a year ago. It has 1 open source maintainer collaborating on the project.
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