This package implements several machine learning algorithms for stock prediction to evaluate performance out of sample.

the project is base on Zipline backtest platform, see the Zipline: http://www.zipline.io/ , Sklearn library: https://scikit-learn.org/ , and TA library: https://www.ta-lib.org/

pip install -r requirements.txt

python setup.py install

python toollib/algorithm/test.py