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datasci-info/stock_path_tracker

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stock_path_tracker

environment

After cloning this repository, please also add submodule:

  • datasci-info/fflowlab Then please build the conda environment with the following codes:
conda env create -f environment.yml
conda activate stock_path_tracker

workflow

  • data
    • turnpt_analysis.py : y
    • prepare_X.py : X
    • data_ML.py : data preparation
  • signal
    • model_logistic_regression.py : logistic regression
    • catboost_model : catboost classification
      • catboost_hyperpara_searching.py
    • signal_confirmation.py
  • strategy
    • strategy_nav.py

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