Elliott Wave Theory signal engine. Detects swing points through Zigzag, matches 5-wave impulse and 3-wave corrective structures, validates them with Fibonacci wave relationships, and generates trend-top / correction-complete signals. Pure in-house pandas implementation.
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Classic wave theory based on the core assumption that markets move in fractal wave structures:
| Structure | Wave Count | Direction | Meaning |
|---|---|---|---|
| Impulse wave | 5 waves (1-2-3-4-5) | Trend-following | Main trend direction |
| Corrective wave | 3 waves (A-B-C) | Counter-trend | Pullback correction |
| Parameter | Default | Description |
|---|---|---|
| swing_window | 10 | Rolling window for swing-point detection |
| fib_tolerance | 0.15 | Tolerance for Fibonacci ratios |
| min_wave_bars | 5 | Minimum number of candles per wave |
Wave theory is highly subjective, and automatic counting can yield multiple interpretations. This implementation uses a "simplest effective single interpretation" strategy and would rather miss signals than misclassify them.
pip install pandas numpy requests
1 = long, -1 = short, 0 = stand asideまだレビューはありません。使ってみた感想をお寄せください。
概要と使いどころ
ADR/H-share/A-share cross-listing premium analysis — track pricing gaps between US-listed ADRs, HK-listed H-shares, and A-shares for arbitrage signals, dual-listing valuation, and delisting risk assessment.
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AKShare financial data aggregator (18k+ stars). Free, no API key. Covers A-shares, US, HK, futures, macro, forex. Primary fallback for tushare and yfinance.
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Browse and bench the bundled alpha zoos — prebuilt cross-sectional factor libraries (Kakushadze 101, GTJA 191, Qlib 158, Fama-French / Carhart). Use when the user asks "which alphas exist", wants metadata on a named alpha, or wants to run IC/IR on a whole zoo over a universe.
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A 股 ST/*ST 风险预测框架 — 基于最新中报/三季报或业绩预告/快报，预测下一财年是否会因营收、利润、净资产、分红不达标而被风险警示，并将新浪监管处罚记录作为独立证据面纳入风险等级。仅适用于 A 股，不预测财务造假。
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Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 5 optimizers and rebalancing rules.
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Diagnose failed or underperforming backtests, locate the root cause, and fix the issue
日本語の概要は準備中です。原文の説明を表示しています。