This web app is a reimplementation of the paper TDA of financial time series: Landscapes of crashes using gudhi.
Voilà | JupyterLab |
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Binder or Voilà instance creation may take some time, but it requires no local installation.
One can install it easily from conda:
- Install miniconda3 environment .
- Create a new conda environment and activate it:
conda env create -f environment.yml
conda activate tda_financial_time_series
voila tda_web_app.ipynb
jupyter lab tda_web_app.ipynb
Data are generated using Yahoo! finance pip module to get the four major US stock market indices: S&P 500, DJIA, NASDAQ, and Russel 2000. To install Yahoo! finance pip module:
conda install pip --yes
pip install yfinance
To generate the data with the latest values (should be done by the Continuous Integration automatically):
python data_generation.py
A new version of latest.csv
is generated.