Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
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Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
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mvdwerve/streambar
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Converts a stream of data into bars of various types in line with ML De Prado - Advances in Financial Machine Learning. Extracts extra information from these bars.
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