asavinov / intelligent-trading-bot

What it does

• Not all generated features must be used for training and prediction. Some of them can be used as input to next features. Other feature could be used only for the feature selection process where we want to find which of them have better pred
• Currently it runs in non-incremental model by computing features for *all* available input records (and not only for the latest update), and hence it may take hours for complex configurations. Yet, in online (stream) mode, features can be c
• Feature generation functions get additional parameters like windows from the config section
• The same features must be used in online (stream) mode (in the service when they are applied to a micro-batch) and offline mode. This is guaranteed by design
• talib feature generator relies on the TA-lib technical analysis library. Here an example of its configuration: "config": {"columns": ["close"], "functions": ["SMA"], "windows": [5, 10, 15]}