Feat/clean bollinger bands factor #10
Merged
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
rules and regulations explained on ai usage
Implements BollingerBandsFactor to compute z-score of price vs rolling mean and std. Includes tests and integration into factors module. Closes OPCODE-Open-Spring-Fest#3
Implements BollingerBandsFactor to compute z-score of price vs rolling mean and std. Includes tests and integration into factors module. Closes OPCODE-Open-Spring-Fest#3
Testing section added to pull request template.
team name typo updated
…m/Satvik-Singh192/QuantResearch_Opcode into feat/fresh-bollinger-bands-factor
no changes added
original code intact
duplicate file removed
sample prices to be locally generated
imports arranged according to commitlint.md
file imports arranged
fix lint spacing
Lint issue fixed
lint issue fixed
text sanity
…m/Satvik-Singh192/QuantResearch_Opcode into feat/fresh-bollinger-bands-factor
ayushkrtiwari
added
Semver:minor
ayushkrtiwari
merged commit c186ca8
into
OPCODE-Open-Spring-Fest:main
13 of 17 checks passed
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
4 participants
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Description
This pull request adds a new example factor — BollingerBandsFactor — under
src/quant_research_starter/factors/.The factor computes the z-score of price relative to a rolling Bollinger Band.
Additionally, this PR updates
__init__.pyfor factor exports, adds relevant unit tests,and updates the README with a short mention.
Semver Changes
Issues
Closes #3 — Add Bollinger Bands factor
Checklist
BollingerBandsFactorinsrc/quant_research_starter/factors/bollinger.py.src/quant_research_starter/factors/__init__.py.tests/test_factors.py.pytestpasses and coverage is unchanged or improved.