Scikit learn library

Algo Trading
1

Do we support scikit learn library?

2

Hi Ganesh,

We do not support the scikit-learn library as of now.

However, we can provide support for it in the future.

If you have any suggestions on why it should be supported, kindly do let us know.

Cheers!
` aki

3

It will help us to develop the trading strategies using machine learning algorithms.

4

Hi Ganesh,

Thanks for the valuable suggestion. We have noted it. If it gets approved by the team, we’ll inform you.

Regards,
Pushpak

5

Thank you Pushpak…!!!

Can I get the list of libraries currently we are supporting and their corresponding alias names? e.g Pandas, Numpy etc.

6

Hi Ganesh,

Kindly have a look at the Strategy Coding Guidelines page on the pyalgotrading doc.

To summarize here, the list of supported packages are:

Package / Module Version
TA-Lib 0.4.17
pandas 1.1.1
numpy 1.16.3

Thanks,
` aki

7

Hi,

I am facing issue while importing pandas library in a strategy class?

Can you please help me how can I import pandas & numpy library in my strategy?

issue log:

  File "/apps/strategy_dir_16018051001086159/strategy.py", line 122, in GannHilo
    hilo = pandas.Series(np.NaN, index=close.index)
8

Hi Ganesh,

The mentioned packages/modules are directly available to you (imported already). You need not import them.

Regarding the code snippet, Kindly paste the complete code and the corresponding issue/log and let’s take it forward.

Thanks,
` aki