model_timeseries_environment
Recommended number of data periods: 5001
This function is designed to analyse financial time series data and generate a directional forecast for the final period. This function shows our technology’s understanding of the underlying structure of the system, which is expressed through directional indicators.
Function Parameters
Parameter | Type | Required | Description |
---|---|---|---|
data_input | object | True | The financial time series data to be analysed. This can be a file path (e.g., ‘folder/ohlc_data.csv’) or a pandas DataFrame. Supported file formats include CSV, TSV, Parquet, Excel, JSON, and HTML. |
interval | int | True | The frequency of the time series data. Use in conjunction with interval_unit . |
interval_unit | string | True | The unit of time for the interval. Accepts one of the following values: ‘seconds’, ‘minutes’ and ‘days’. |
reasoning_mode | string | True | The reasoning strategy the algorithms use to make decisions: ‘proactive’ acts early with minimal information while ‘reactive’ waits for sufficient evidence before acting. |
output_file | string | False | The name of the file where the output will be saved. The output is a CSV file. For example, ‘saved_output’ will create saved_output.csv. |
Data Columns
Your input data (file or DataFrame) must contain the following columns:- datetime (string): A timestamp for each data point.
- open (float): The opening price for the interval.
- high (float): The highest price reached during the interval.
- low (float): The lowest price reached during the interval.
- close (float): The closing price for the interval.