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FinMLKit 0.1.11 documentation
FinMLKit 0.1.11 documentation

Contents:

  • finmlkit
    • finmlkit package
      • finmlkit.bar package
        • finmlkit.bar.base module
        • finmlkit.bar.data_model module
        • finmlkit.bar.io module
        • finmlkit.bar.kit module
        • finmlkit.bar.logic module
        • finmlkit.bar.utils module
      • finmlkit.feature package
        • finmlkit.feature.core package
          • finmlkit.feature.core.structural_break package
            • finmlkit.feature.core.structural_break.cusum module
          • 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
        • finmlkit.feature.base module
        • finmlkit.feature.kit module
        • finmlkit.feature.transforms module
        • finmlkit.feature.utils module
      • finmlkit.label package
        • finmlkit.label.kit module
        • finmlkit.label.tbm module
        • finmlkit.label.trend_scanning module
        • finmlkit.label.utils module
        • finmlkit.label.weights module
      • finmlkit.sampling package
        • finmlkit.sampling.filters module
      • finmlkit.utils package
        • finmlkit.utils.log module
  • Tutorials
    • Why FinMLKit?
    • The problem we’re tackling
    • What FinMLKit brings
    • How this advances research
    • What’s different from existing libraries
    • Open source philosophy
    • Call to action
    • Processing Raw Trade Data
    • Saving and Loading Data
    • Building Intra-Bar Features
    • Building Inter-Bar Features
    • Feature pipelines: Compose, FeatureKit and the computation graph
    • Building Labels
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finmlkit.sampling package¶

Submodules¶

  • finmlkit.sampling.filters module
    • cusum_filter()
    • z_score_peak_filter()
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