Thanks to visit codestin.com
Credit goes to github.com

Skip to content

First beta release version #1

New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom
Merged
merged 24 commits into from
Feb 18, 2025
Merged

First beta release version #1

merged 24 commits into from
Feb 18, 2025

Conversation

@agpenas
Copy link
Owner

@agpenas agpenas commented Feb 18, 2025

Main features added:

  • Trend labelling algorithms:
    • Binary CTL
    • Ternary CTL
    • Oracle Binary Trend Labeller
    • Oracle Ternary Trend Labeller
  • Label scaling utils.
  • Returns estimation with transaction costs and holding fees.
  • Parameter optimization with Bayesian optimization. Default bounds.
  • Unit and integration tests.
  • Example notebooks

agpenas and others added 24 commits November 23, 2024 19:13
@agpenas
Add initial devcontainer setup with Dockerfile and configuration
976429a 
- Create Dockerfile for Python environment with necessary dependencies
- Add devcontainer.json for VS Code integration
- Include requirements for production and development
- Implement OracleBinaryTrendLabeler class for trend labeling
- Add visualization function for trend labels using Matplotlib
@agpenas
Add continuous trend labeller module
e2d9bef
@agpenas
Added TernaryCTL
1994796
@agpenas
Fix ternary trend labeller
1d00736
@agpenas
Add return estimation classes with fee handling
1703bbc 
- Introduced BaseReturnEstimator as an abstract base class for return estimators.
- Implemented SimpleReturnEstimator for basic return calculations based on price differences and labels.
- Added ReturnsEstimatorWithFees to account for transaction and holding fees in return calculations.
@agpenas
Refactor return estimation classes to streamline input validation
bf8a6ff 
- Removed labels from the BaseReturnEstimator constructor and input validation.
- Introduced a separate method for verifying labels in SimpleReturnEstimator.
- Updated estimate_return methods to accept labels as parameters.
- Adjusted fee estimation methods to utilize the new label verification.
- Adapt documentation
@agpenas
Change folder name from optimisation to returns_estimation
2773686
@agpenas
Move trend labelling scripts into dedicated folder
b741ee6
@agpenas
Add base labeller class and refactor trend labellers to inherit from it
5685274 
- Introduced BaseLabeller as an abstract base class for trend labelling, providing common input validation.
- Updated ContinuousTrendLabeller, OracleBinaryTrendLabeler, and TernaryCTL to inherit from BaseLabeller.
- Integrated input validation in the get_labels methods of the trend labellers to ensure valid time series input.
@agpenas
Untested functional version
6f5f2a1
@agpenas
Unit tests
dee1cb1
@agpenas
Integration tests and optimiser -> optimizer
ded7376
@agpenas
Google style docstrings
4f29478
@agpenas
Rename neutral_dumping_factor arg oracle labeller
d102101
@agpenas
Fixed tests
2c6f828
@agpenas
Add data for tests
305a2ab
@agpenas
Usage examples and readme
d6ca5ff
@agpenas
README and example notebooks
c0a9503
@agpenas
Updated readme links
fa72b03
@agpenas
isort
d9327e3
@agpenas
black formatting
4079dfa
@agpenas
Make front image smaller in readme
71536d6
@agpenas
Delete .devcontainer directory
4820596
@agpenas
Add CHANGELOG.md and update README with roadmap section
7f116d6
@agpenas agpenas merged commit 9775758 into main Feb 18, 2025
@agpenas agpenas deleted the feature/oracle_binary_labeller branch February 18, 2025 14:13
Sign up for free to join this conversation on GitHub. Already have an account? Sign in to comment

Reviewers

No reviews

Assignees

No one assigned

Labels

None yet

Projects

None yet

Milestone

No milestone

Development

Successfully merging this pull request may close these issues.

1 participant

@agpenas