The Wayback Machine - http://web.archive.org/web/20220409222854/https://github.com/topics/trading
Skip to content
#

trading

Star

Here are 2,625 public repositories matching this topic...

Language: All
Filter by language
All 2,625 Python 860 JavaScript 340 Jupyter Notebook 215 Java 130 TypeScript 127 Go 114 C# 107 HTML 79 C++ 77 PHP 52
Sort: Best match
Sort options
Best match Most stars Fewest stars Most forks Fewest forks Recently updated Least recently updated
Lean

QuantConnect / Lean

Sponsor
Star 6k
Find more good first issues
ta

bukosabino / ta

Sponsor
Star 2.9k
Open

Definition mapping from feature name to the actual technical indicator name?

1
markdregan
markdregan commented Jan 7, 2022

Wondering if this already exists? If not happy to create if valuable.

I'm looking for a mapping from the column names outputted, to the actual technical indicator it represents.

examples:
momentum_ao == "Momentum, Awesome Oscilator"
momentum_kama == "Momentum, Kaufman’s Adaptive Moving Average (KAMA)"

Can help quickly grasp what the features represent without having to refer back to do

Read more
good first issue
Find more good first issues
mlfinlab

hudson-and-thames / mlfinlab

Star 2.9k
Superalgos

Superalgos / Superalgos

Star 2.7k
Open

Auto Rename Asset node

teehanming
teehanming commented Jan 26, 2022

Is your feature request related to a problem? Please describe.
Ugly title for asset new asset. The asset node gets New Asset title after entering the codename.

Describe the solution you'd like
auto rename by referring the codeName --> iconName
set iconName as variable.

Describe alternatives you've considered

Additional context
Add any other context or screenshots

Read more
improvement good first issue Web App UI

twopirllc / pandas-ta

Sponsor
Star 2.3k
Open

Possible Bug in the Center of Gravity Indicator

1
CMobley7
CMobley7 commented Mar 27, 2022

When I ran Center of Gravity: cg over 3 months of Bitcoin prices ("20200801" to "20201101"), I got

Close cg
count 132481.000000 132472.000000
mean 11378.306788 -5.499988
std 844.355621 0.001991
min 9881.820000 -5.616297
25% 10710.500000 -5.500833
50% 11368.680000 -5.499987
75% 11742.540000 -5.499146
1
Read more
bug good first issue
Find more good first issues
backtesting.py

kernc / backtesting.py

Sponsor
Star 2.3k
Open

calculation of `Buy & Hold Return`

3
zillionare
zillionare commented Apr 30, 2021

this is how Buy & Hold Return is calculated:

        c = data.Close.values
        s.loc['Buy & Hold Return [%]'] = (c[-1] - c[0]) / c[0] * 100  # long-only return

so it's calced use day one and the day last.

Expected Behavior

Buy & Hold Return is used for compare with strategy gain. Therefore, I guess they should started at same time, since the strategy get enough data to w

Read more
bug good first issue Hacktoberfest

Improve this page

Add a description, image, and links to the trading topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the trading topic, visit your repo's landing page and select "manage topics."

Learn more