MLExtensions_Core

5월 5일

Library "MLExtensions_Core"
A set of extension methods for a novel implementation of a Approximate Nearest Neighbors (ANN) algorithm in Lorentzian space, focused on computation.

normalizeDeriv(src, quadraticMeanLength)
  Returns the smoothed hyperbolic tangent of the input series.
  Parameters:
    src (float): <series float> The input series (i.e., the first-order derivative for price).
    quadraticMeanLength (int): <int> The length of the quadratic mean (RMS).
  Returns: nDeriv <series float> The normalized derivative of the input series.

normalize(src, min, max)
  Rescales a source value with an unbounded range to a target range.
  Parameters:
    src (float): <series float> The input series
    min (float): <float> The minimum value of the unbounded range
    max (float): <float> The maximum value of the unbounded range
  Returns: <series float> The normalized series

rescale(src, oldMin, oldMax, newMin, newMax)
  Rescales a source value with a bounded range to anther bounded range
  Parameters:
    src (float): <series float> The input series
    oldMin (float): <float> The minimum value of the range to rescale from
    oldMax (float): <float> The maximum value of the range to rescale from
    newMin (float): <float> The minimum value of the range to rescale to
    newMax (float): <float> The maximum value of the range to rescale to
  Returns: <series float> The rescaled series

getColorShades(color)
  Creates an array of colors with varying shades of the input color
  Parameters:
    color (color): <color> The color to create shades of
  Returns: <array color> An array of colors with varying shades of the input color

getPredictionColor(prediction, neighborsCount, shadesArr)
  Determines the color shade based on prediction percentile
  Parameters:
    prediction (float): <float> Value of the prediction
    neighborsCount (int): <int> The number of neighbors used in a nearest neighbors classification
    shadesArr (array<color>): <array color> An array of colors with varying shades of the input color
  Returns: shade <color> Color shade based on prediction percentile

color_green(prediction)
  Assigns varying shades of the color green based on the KNN classification
  Parameters:
    prediction (float): Value (int|float) of the prediction
  Returns: color <color>

color_red(prediction)
  Assigns varying shades of the color red based on the KNN classification
  Parameters:
    prediction (float): Value of the prediction
  Returns: color

tanh(src)
  Returns the the hyperbolic tangent of the input series. The sigmoid-like hyperbolic tangent function is used to compress the input to a value between -1 and 1.
  Parameters:
    src (float): <series float> The input series (i.e., the normalized derivative).
  Returns: tanh <series float> The hyperbolic tangent of the input series.

dualPoleFilter(src, lookback)
  Returns the smoothed hyperbolic tangent of the input series.
  Parameters:
    src (float): <series float> The input series (i.e., the hyperbolic tangent).
    lookback (int): <int> The lookback window for the smoothing.
  Returns: filter <series float> The smoothed hyperbolic tangent of the input series.

tanhTransform(src, smoothingFrequency, quadraticMeanLength)
  Returns the tanh transform of the input series.
  Parameters:
    src (float): <series float> The input series (i.e., the result of the tanh calculation).
    smoothingFrequency (int)
    quadraticMeanLength (int)
  Returns: signal <series float> The smoothed hyperbolic tangent transform of the input series.

n_rsi(src, n1, n2)
  Returns the normalized RSI ideal for use in ML algorithms.
  Parameters:
    src (float): <series float> The input series (i.e., the result of the RSI calculation).
    n1 (simple int): <int> The length of the RSI.
    n2 (simple int): <int> The smoothing length of the RSI.
  Returns: signal <series float> The normalized RSI.

n_cci(src, n1, n2)
  Returns the normalized CCI ideal for use in ML algorithms.
  Parameters:
    src (float): <series float> The input series (i.e., the result of the CCI calculation).
    n1 (simple int): <int> The length of the CCI.
    n2 (simple int): <int> The smoothing length of the CCI.
  Returns: signal <series float> The normalized CCI.

n_wt(src, n1, n2)
  Returns the normalized WaveTrend Classic series ideal for use in ML algorithms.
  Parameters:
    src (float): <series float> The input series (i.e., the result of the WaveTrend Classic calculation).
    n1 (simple int)
    n2 (simple int)
  Returns: signal <series float> The normalized WaveTrend Classic series.

n_adx(highSrc, lowSrc, closeSrc, n1)
  Returns the normalized ADX ideal for use in ML algorithms.
  Parameters:
    highSrc (float): <series float> The input series for the high price.
    lowSrc (float): <series float> The input series for the low price.
    closeSrc (float): <series float> The input series for the close price.
    n1 (simple int): <int> The length of the ADX.

regime_filter(src, threshold, useRegimeFilter)
  Parameters:
    src (float)
    threshold (float)
    useRegimeFilter (bool)

filter_adx(src, length, adxThreshold, useAdxFilter)
  filter_adx
  Parameters:
    src (float): <series float> The source series.
    length (simple int): <int> The length of the ADX.
    adxThreshold (int): <int> The ADX threshold.
    useAdxFilter (bool): <bool> Whether to use the ADX filter.
  Returns: <series float> The ADX.

filter_volatility(minLength, maxLength, sensitivityMultiplier, useVolatilityFilter)
  filter_volatility
  Parameters:
    minLength (simple int): <int> The minimum length of the ATR.
    maxLength (simple int): <int> The maximum length of the ATR.
    sensitivityMultiplier (float): <float> Multiplier for the historical ATR to control sensitivity.
    useVolatilityFilter (bool): <bool> Whether to use the volatility filter.
  Returns: <bool> Boolean indicating whether or not to let the signal pass through the filter.

5월 5일

릴리즈 노트

v2

Added:
norm(src)
  Normalizes a value if mean is 0
This function does not access global variables.
  Parameters:
    src (float): <series float> The input series to normalize.
  Returns: <series float> The normalized series.