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1. gym-fx gym-fx Public

   Forex trading simulator environment for OpenAI Gym, observations contain the order status, performance and timeseries loaded from a CSV file containing rates and indicators. Work In Progress

   Python 210 54

2. feature-extractor feature-extractor Public

   Application for training an autoencoder for generating an encoder that can be used as feature extractor for dimensionality and noise reduction, while the decoder can be used for synthetic data gene…

   Python 5

3. predictor predictor Public

   Predictor that uses a configurable plugin-based predictive supervised learning model, to make forecasts for a configurable time horizon in a timeseries, using heterogeneus multivariate timeseries d…

   Python 5 2

4. feature-eng feature-eng Public

   This system allows for the integration of various feature engineering techniques via plugins, starting with the generation of technical indicators and supporting future methods such as Singular Spe…

   Python 6 3

5. heuristic-strategy heuristic-strategy Public

   Heuristic trading strategy optimizer and tester. Uses backtrader for the actual simulation, deap for genetic algorithm-based optimization and a plug-in based strategy for ease of use and flexibilit…

   Python 6

6. synthetic-datagen synthetic-datagen Public

   Synthetic data generator for multi-channel timeseries. Uses plugin-based data generators that are traned on some real input multichannel timeseries and is able to produce new synthetic data trying …

   Python 4 1