finmlkit package

Subpackages

• finmlkit.bar package
  • Submodules
    • finmlkit.bar.base module
      • BarBuilderBase
      • comp_bar_directional_features()
      • comp_bar_footprints()
      • comp_bar_ohlcv()
      • comp_bar_trade_size_features()
      • comp_footprint_features()
    • finmlkit.bar.data_model module
      • FootprintData
      • TradesData
      • _is_notebook_environment()
      • _load_single_h5_group()
    • finmlkit.bar.io module
      • AddTimeBarH5
      • H5Inspector
      • TimeBarReader
      • _find_gaps()
    • finmlkit.bar.kit module
      • CUSUMBarKit
      • DollarBarKit
      • TickBarKit
      • TimeBarKit
      • VolumeBarKit
    • finmlkit.bar.logic module
      • _cusum_bar_indexer()
      • _dollar_bar_indexer()
      • _imbalance_bar_indexer()
      • _run_bar_indexer()
      • _tick_bar_indexer()
      • _time_bar_indexer()
      • _volume_bar_indexer()
    • finmlkit.bar.utils module
      • check_timestamps_order()
      • comp_price_tick_size()
      • comp_price_tick_size_old()
      • comp_trade_side()
      • comp_trade_side_vector()
      • fast_sort_trades()
      • footprint_to_dataframe()
      • median3()
      • merge_split_trades()
• finmlkit.feature package
  • Subpackages
    • finmlkit.feature.core package
      • Subpackages
      • Submodules
  • Submodules
    • finmlkit.feature.base module
      • BaseTransform
      • BinaryOpTransform
      • ConstantOpTransform
      • CoreTransform
      • MIMOTransform
      • MISOTransform
      • MinMaxOpTransform
      • SIMOTransform
      • SISOTransform
      • UnaryOpTransform
    • finmlkit.feature.kit module
      • Compose
      • Feature
      • FeatureKit
    • finmlkit.feature.transforms module
      • ADX
      • ATR
      • ApproximateEntropy
      • BarDuration
      • BarDurationEWMA
      • BarRate
      • BiPowerVariation
      • BollingerPercentB
      • BurstRatio
      • CUSUMTest
      • CandleShape
      • DailyGap
      • DirRunLen
      • EWMA
      • EWMST
      • ExternalFunction
      • FlowAcceleration
      • HurstExponent
      • Identity
      • KurtosisTransform
      • Lag
      • MeanReversionZScore
      • ORBBreak
      • ParkinsonRange
      • PctChange
      • PriceVolumeCorrelation
      • ROC
      • RSIWilder
      • RealizedVolatility
      • Return
      • ReturnT
      • SMA
      • StochK
      • TimeCues
      • TrendSlope
      • VPIN
      • VWAPDistance
      • VarianceRatio14
      • ZScore
    • finmlkit.feature.utils module
      • ComputationGraph
      • _class_path()
      • _deserialize_value()
      • _flatten_requires()
      • _import_class()
      • _maybe_unary_from_name()
      • _serialize_value()
      • build_feature_graph()
      • transform_from_config()
      • transform_to_config()
• finmlkit.label package
  • Submodules
    • finmlkit.label.kit module
      • SampleWeights
      • TBMLabel
    • finmlkit.label.tbm module
      • triple_barrier()
    • finmlkit.label.trend_scanning module
    • finmlkit.label.utils module
    • finmlkit.label.weights module
      • average_uniqueness()
      • class_balance_weights()
      • return_attribution()
      • time_decay()
• finmlkit.sampling package
  • Submodules
    • finmlkit.sampling.filters module
      • cusum_filter()
      • z_score_peak_filter()
• finmlkit.utils package
  • Submodules
    • finmlkit.utils.log module
      • get_logger()
      • setup_logging()