finmlkit.feature package¶
Subpackages¶
- finmlkit.feature.core package
- Subpackages
- Submodules
- finmlkit.feature.core.correlation module
- finmlkit.feature.core.ma module
- finmlkit.feature.core.momentum module
- finmlkit.feature.core.reversion module
- finmlkit.feature.core.time module
- finmlkit.feature.core.trend module
- finmlkit.feature.core.utils module
- finmlkit.feature.core.volatility module
- finmlkit.feature.core.volume module
Submodules¶
- finmlkit.feature.base module
- finmlkit.feature.kit module
ComposeFeatureFeature.__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.nameFeature.rolling_mean()Feature.rolling_std()Feature.rolling_sum()Feature.sqrt()Feature.square()Feature.to_config()
FeatureKit
- finmlkit.feature.transforms module
ADXATRApproximateEntropyBarDurationBarDurationEWMABarRateBiPowerVariationBollingerPercentBBurstRatioCUSUMTestCandleShapeDailyGapDirRunLenEWMAEWMSTExternalFunctionFlowAccelerationHurstExponentIdentityKurtosisTransformLagMeanReversionZScoreORBBreakParkinsonRangePctChangePriceVolumeCorrelationROCRSIWilderRealizedVolatilityReturnReturnTSMAStochKTimeCuesTrendSlopeVPINVWAPDistanceVarianceRatio14ZScore
- finmlkit.feature.utils module