finmlkit.feature package

Subpackages

• finmlkit.feature.core package
  • Subpackages
    • finmlkit.feature.core.structural_break package
      • Submodules
  • 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
      • 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()

Submodules

• finmlkit.feature.base module
  • BaseTransform
    • BaseTransform.__init__()
    • BaseTransform._abc_impl
    • BaseTransform._output_name
    • BaseTransform._validate_input()
    • BaseTransform.output_name
    • BaseTransform.produces
    • BaseTransform.requires
  • BinaryOpTransform
    • BinaryOpTransform.__init__()
    • BinaryOpTransform._abc_impl
    • BinaryOpTransform._validate_input()
    • BinaryOpTransform.output_name
  • ConstantOpTransform
    • ConstantOpTransform.__init__()
    • ConstantOpTransform._abc_impl
    • ConstantOpTransform._validate_input()
    • ConstantOpTransform.output_name
  • CoreTransform
    • CoreTransform.__init__()
    • CoreTransform._abc_impl
    • CoreTransform._check_datetime_index()
    • CoreTransform._get_timestamps()
    • CoreTransform._nb()
    • CoreTransform._pd()
    • CoreTransform._prepare_input_nb()
    • CoreTransform._prepare_output_nb()
  • MIMOTransform
    • MIMOTransform.__init__()
    • MIMOTransform._abc_impl
    • MIMOTransform._prepare_input_nb()
    • MIMOTransform._prepare_output_nb()
    • MIMOTransform._validate_input()
    • MIMOTransform.output_name
  • MISOTransform
    • MISOTransform.__init__()
    • MISOTransform._abc_impl
    • MISOTransform._prepare_input_nb()
    • MISOTransform._prepare_output_nb()
    • MISOTransform._validate_input()
    • MISOTransform.output_name
  • MinMaxOpTransform
    • MinMaxOpTransform.__init__()
    • MinMaxOpTransform._abc_impl
    • MinMaxOpTransform._validate_input()
    • MinMaxOpTransform.output_name
  • SIMOTransform
    • SIMOTransform.__init__()
    • SIMOTransform._abc_impl
    • SIMOTransform._prepare_input_nb()
    • SIMOTransform._prepare_output_nb()
    • SIMOTransform._validate_input()
    • SIMOTransform.output_name
  • SISOTransform
    • SISOTransform.__init__()
    • SISOTransform._abc_impl
    • SISOTransform._prepare_input_nb()
    • SISOTransform._prepare_output_nb()
    • SISOTransform._validate_input()
    • SISOTransform.output_name
  • UnaryOpTransform
    • UnaryOpTransform.__init__()
    • UnaryOpTransform._abc_impl
    • UnaryOpTransform._validate_input()
    • UnaryOpTransform.output_name
• finmlkit.feature.kit module
  • Compose
    • Compose.__init__()
    • Compose._abc_impl
    • Compose._run_pipeline()
    • Compose._validate_input()
    • Compose.output_name
  • Feature
    • Feature.__init__()
    • Feature.abs()
    • Feature.apply()
    • Feature.clip()
    • Feature.ema()
    • Feature.exp()
    • Feature.from_config()
    • Feature.lag()
    • Feature.log()
    • Feature.log1p()
    • Feature.max()
    • Feature.min()
    • Feature.name
    • Feature.rolling_mean()
    • Feature.rolling_std()
    • Feature.rolling_sum()
    • Feature.sqrt()
    • Feature.square()
    • Feature.to_config()
  • FeatureKit
    • FeatureKit.__init__()
    • FeatureKit.build()
    • FeatureKit.build_graph()
    • FeatureKit.from_config()
    • FeatureKit.from_dict()
    • FeatureKit.save_config()
    • FeatureKit.to_config()
    • FeatureKit.topological_order()
• finmlkit.feature.transforms module
  • ADX
    • ADX.__init__()
    • ADX._abc_impl
    • ADX._nb()
    • ADX._pd()
  • ATR
    • ATR.__init__()
    • ATR._abc_impl
    • ATR._nb()
    • ATR._pd()
  • ApproximateEntropy
    • ApproximateEntropy.__init__()
    • ApproximateEntropy._abc_impl
    • ApproximateEntropy._nb()
    • ApproximateEntropy._pd()
  • BarDuration
    • BarDuration.__init__()
    • BarDuration._abc_impl
    • BarDuration._nb()
    • BarDuration._pd()
  • BarDurationEWMA
    • BarDurationEWMA.__init__()
    • BarDurationEWMA._abc_impl
    • BarDurationEWMA._nb()
    • BarDurationEWMA._pd()
  • BarRate
    • BarRate.__init__()
    • BarRate._abc_impl
    • BarRate._nb()
    • BarRate._pd()
  • BiPowerVariation
    • BiPowerVariation.__init__()
    • BiPowerVariation._abc_impl
    • BiPowerVariation._nb()
    • BiPowerVariation._pd()
  • BollingerPercentB
    • BollingerPercentB.__init__()
    • BollingerPercentB._abc_impl
    • BollingerPercentB._nb()
    • BollingerPercentB._pd()
  • BurstRatio
    • BurstRatio.__init__()
    • BurstRatio._abc_impl
    • BurstRatio._nb()
    • BurstRatio._pd()
  • CUSUMTest
    • CUSUMTest.__init__()
    • CUSUMTest._abc_impl
    • CUSUMTest._nb()
    • CUSUMTest._pd()
    • CUSUMTest.output_name
  • CandleShape
    • CandleShape.__init__()
    • CandleShape._abc_impl
    • CandleShape._nb()
    • CandleShape._pd()
    • CandleShape.output_name
  • DailyGap
    • DailyGap.__init__()
    • DailyGap._abc_impl
    • DailyGap._nb()
    • DailyGap._pd()
  • DirRunLen
    • DirRunLen.__init__()
    • DirRunLen._abc_impl
    • DirRunLen._nb()
    • DirRunLen._pd()
    • DirRunLen.numba_core()
  • EWMA
    • EWMA.__init__()
    • EWMA._abc_impl
    • EWMA._nb()
    • EWMA._pd()
  • EWMST
    • EWMST.__init__()
    • EWMST._abc_impl
    • EWMST._nb()
    • EWMST._pd()
  • ExternalFunction
    • ExternalFunction.__init__()
    • ExternalFunction._abc_impl
    • ExternalFunction._resolve_func()
    • ExternalFunction._validate_input()
    • ExternalFunction.output_name
  • FlowAcceleration
    • FlowAcceleration.__init__()
    • FlowAcceleration._abc_impl
    • FlowAcceleration._nb()
    • FlowAcceleration._pd()
  • HurstExponent
    • HurstExponent.__init__()
    • HurstExponent._abc_impl
    • HurstExponent._hurst_aggregated_variance()
    • HurstExponent._nb()
    • HurstExponent._pd()
  • Identity
    • Identity.__init__()
    • Identity._abc_impl
    • Identity._validate_input()
    • Identity.output_name
  • KurtosisTransform
    • KurtosisTransform.__init__()
    • KurtosisTransform._abc_impl
    • KurtosisTransform._nb()
    • KurtosisTransform._pd()
  • Lag
    • Lag.__init__()
    • Lag._abc_impl
    • Lag._nb()
    • Lag._pd()
  • MeanReversionZScore
    • MeanReversionZScore.__init__()
    • MeanReversionZScore._abc_impl
    • MeanReversionZScore._nb()
    • MeanReversionZScore._pd()
  • ORBBreak
    • ORBBreak.__init__()
    • ORBBreak._abc_impl
    • ORBBreak._nb()
    • ORBBreak._pd()
    • ORBBreak.output_name
  • ParkinsonRange
    • ParkinsonRange.__init__()
    • ParkinsonRange._abc_impl
    • ParkinsonRange._nb()
    • ParkinsonRange._pd()
  • PctChange
    • PctChange.__init__()
    • PctChange._abc_impl
    • PctChange._nb()
    • PctChange._pd()
  • PriceVolumeCorrelation
    • PriceVolumeCorrelation.__init__()
    • PriceVolumeCorrelation._abc_impl
    • PriceVolumeCorrelation._nb()
    • PriceVolumeCorrelation._pd()
  • ROC
    • ROC.__init__()
    • ROC._abc_impl
    • ROC._nb()
    • ROC._pd()
  • RSIWilder
    • RSIWilder.__init__()
    • RSIWilder._abc_impl
    • RSIWilder._nb()
    • RSIWilder._pd()
  • RealizedVolatility
    • RealizedVolatility.__init__()
    • RealizedVolatility._abc_impl
    • RealizedVolatility._nb()
    • RealizedVolatility._pd()
  • Return
    • Return.__init__()
    • Return._abc_impl
    • Return._nb()
    • Return._pd()
  • ReturnT
    • ReturnT.__init__()
    • ReturnT._abc_impl
    • ReturnT._nb()
    • ReturnT._pd()
  • SMA
    • SMA.__init__()
    • SMA._abc_impl
    • SMA._nb()
    • SMA._pd()
  • StochK
    • StochK.__init__()
    • StochK._abc_impl
    • StochK._nb()
    • StochK._pd()
  • TimeCues
    • TimeCues.__init__()
    • TimeCues._abc_impl
    • TimeCues._nb()
    • TimeCues._pd()
    • TimeCues.output_name
  • TrendSlope
    • TrendSlope.__init__()
    • TrendSlope._abc_impl
    • TrendSlope._nb()
    • TrendSlope._pd()
  • VPIN
    • VPIN.__init__()
    • VPIN._abc_impl
    • VPIN._nb()
    • VPIN._pd()
  • VWAPDistance
    • VWAPDistance.__init__()
    • VWAPDistance._abc_impl
    • VWAPDistance._nb()
    • VWAPDistance._pd()
  • VarianceRatio14
    • VarianceRatio14.__init__()
    • VarianceRatio14._abc_impl
    • VarianceRatio14._nb()
    • VarianceRatio14._pd()
  • ZScore
    • ZScore.__init__()
    • ZScore._abc_impl
    • ZScore._nb()
    • ZScore._pd()
• finmlkit.feature.utils module
  • ComputationGraph
    • ComputationGraph.__init__()
    • ComputationGraph.add_edge()
    • ComputationGraph.add_node()
    • ComputationGraph.topological_sort()
    • ComputationGraph.visualize()
  • _class_path()
  • _deserialize_value()
  • _flatten_requires()
  • _import_class()
  • _maybe_unary_from_name()
  • _serialize_value()
  • build_feature_graph()
  • transform_from_config()
  • transform_to_config()