Is it a good idea to support some popular indicators directly?
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- Dominant language
- Python
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Description
🌟 Feature Description
Support some popular indicators directly like RSI, KDJ, DMI, BOLL KCHANNEL.
Motivation
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Application scenario
Technical indicators are very popular in technical anlysis area. If we want to add a RSI, we need to write a lot of code like
""Sum(Greater($close-Ref($close, 1), 0), %d)/(Sum(Abs($close-Ref($close, 1)), %d)+1e-12)" % (d, d) for d in windows" -
Related works (Papers, Github repos etc.):
TALib: https://mrjbq7.github.io/ta-lib/ -
Any other relevant and important information:
The implemetations of the indicator sometimes are very different. But we can stick our own version with easily extend coding pattern. Then people can extend their own indicator if they don't satisfy qlib's version.
Alternatives
Additional Notes
Contributor guide
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First steps
- Read the whole issue, then the project's contributing guide.
- Comment on the issue to say you are picking it up — it saves two people doing the same work.
- Fork the repository and make your change on a branch.
- Open a pull request that references the issue number.
Research direction
No file, test, or entry point is named in the issue. Start by comparing the requested RSI, KDJ, DMI, BOLL, and KCHANNEL indicators with TA-Lib and define which qlib-specific formulas and extension pattern should be supported. Done means the selected indicators are directly usable and their behavior is documented and tested.
Written by the indexing model from the issue text.
Assessment
- Tech stack
- python
- Domain
- fintech-quant
- Issue type
- Feature
- Difficulty
- 5/5
- Estimated time
- Over a week
- Activity status
- Stale
- Clarity
- Mostly clear
- Newbie friendliness
- 25/100