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The project is designed to analyze financial time series using Empirical Mode Decomposition (EMD) and its extended version CEEMDAN (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise)

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Emperical Mode Decomposition (EMD) for stock data analyze

About

This method based on decomposing signal (natural analog signals or artificial stock pricing in that case) into Intrinsic Mode Functions (IMF)


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Quick Start

  1. Clone the repo

    git clone https://github.com/Andy666Fox/emd_traiding.git

  2. Check and install requiered dependencies

    uv/pip install -r requirements.txt

  3. There may be problems installing the price_loaders package which is responsible for getting data from tradingview. In this case, you can drag it from here https://github.com/batprem/price-loaders

  4. Entry point is get_data_slope() function with ticket argument

    get_data_slope("BTCUSDT")


Docker

It's possible to run it in Docker. I spent a lot of time unifying the configurations, so just run

docker compose up -d --build

The UI will be available at localhost:80, the address for the API is localhost:80/api

If that doesn't work, the source code includes nginx configs and the configuration for each service. There's nothing particularly buggy there, so I'm almost certain everything will run without a hitch.


Features

  1. Easy data loading
  2. Ability to customize IMF level
  3. A negative slope value indicates a downward price movement, and the opposite is also true.

EMD on wiki

EMD python library

About

The project is designed to analyze financial time series using Empirical Mode Decomposition (EMD) and its extended version CEEMDAN (Complete Ensemble Empirical Mode Decomposition with Adaptive Noise)

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