finmlkit.feature.core package

Subpackages

• finmlkit.feature.core.structural_break package
  • Submodules
    • finmlkit.feature.core.structural_break.cusum module
      • _comp_max_s_nt()
      • cusum_test_developing()
      • cusum_test_last()
      • cusum_test_rolling()

Submodules

• finmlkit.feature.core.correlation module
  • rolling_price_volume_correlation()
• finmlkit.feature.core.ma module
  • ewma()
  • sma()
• finmlkit.feature.core.momentum module
  • roc()
  • rsi_wilder()
  • stoch_k()
• finmlkit.feature.core.reversion module
  • vwap_distance()
• finmlkit.feature.core.time module
  • time_cues()
• finmlkit.feature.core.trend module
  • adx_core()
• finmlkit.feature.core.utils module
  • comp_burst_ratio()
  • comp_lagged_returns()
  • comp_zscore()
  • pct_change()
• finmlkit.feature.core.volatility module
  • atr()
  • bollinger_percent_b()
  • ewms()
  • ewmst()
  • ewmst_mean0()
  • parkinson_range()
  • realized_vol()
  • rolling_variance_nb()
  • true_range()
  • variance_ratio_1_4_core()
• finmlkit.feature.core.volume module
  • VolumePro
    • VolumePro.__init__()
    • VolumePro.compute()
    • VolumePro.compute_range()
    • VolumePro.reset_parameters()
  • aggregate_footprint()
  • bucket_price_levels()
  • calc_volume_percentage_above_poc()
  • comp_flow_acceleration()
  • comp_poc_hva_lva()
  • trim_trailing_zeros()
  • volume_profile_developing()
  • volume_profile_rolling()
  • vpin()