README.md

dcgenerator

Generate directional change events - a technical indicator - from time series

Credit for the idea and pseudocode: M. Aloud, E. Tsang, R. B. Olsen, and A. Dupuis, "A Directional-Change Events Approach for Studying Financial Time Series," 2012.

Usage

Install

pip install .

Import

>>> import dcgenerator as dg

Call

>>> dg.generate(<your data>, <your dc threshold>)