sample code from backtrader library

The macd and candlestick module are extrancting the pre existed Data to calcualte the some chart pattern and macd signal seperately.

1. bearish engulfing
2. bullish engulfing
3. Hammer
4. Grave stone
5. dragon fly
6. three white soldier
7. morning start

# Macd signal with label
from Project_01.macd import macd
X,y=macd.signal_macd()
from  Project_01.candlstick import ca
data=ca.candstick(data='BTC-USD')

# Macd signal with label
from Project_01.macd import macd
X,y=macd.signal_macd()

• We extract our signal of [buy and sell] by macd. those preiod of candles that happend before crossing buy(label as 1) and those number of candle that happend just before Crossing Sell(label as 0) are important for us. we gather them out and turn them into Tensor.

• at the end we have a unshaped Tensor with the X_columns of OHCL,Volume,change etc and the one dimention y_label of 0 and 1. then we pass these unshaped matrix to our neural network to let the machnie learn to in what sequence of candles we would have buy or sell

In the Evaluation process we pass the 30-50 Previos Candle to our mdoel to check the buy,sell Probability of the next candle and so on....