• Stars
    star
    3
  • Rank 3,963,521 (Top 79 %)
  • Language
    C++
  • License
    MIT License
  • Created over 4 years ago
  • Updated over 4 years ago

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Repository Details

Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.