Financial Time Series
model_timeseries_environment
This function is designed to analyse financial time series data and generate a directional forecast for the final period. It models the entire environment based on observed data by simultaneously analysing all previous data periods. This function shows the AGN’s understanding of the underlying structure of the environment, which is expressed through directional indicators.
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 architecture uses to make decisions: ‘proactive’ acts early with minimal information while ‘reactive’ waits for sufficient evidence before acting. |
output_file | string | True | 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. |