[ENH] Bollinger bands #6320
Labels
enhancement
Adding new functionality
good first issue
Good for newcomers
module:transformations
transformations module: time series transformation, feature extraction, pre-/post-processing
I noticed
sktime
has some tools for smoothing, but not the popular Bollinger bands used in trading.While one can be of different opinion on the estimator, I think it is popular enough to have it in the "smoothing" section.
It should be a good first issue, given the simple nature of the estimator it should be straightforward to implement from scratch, using
pandas
ornumpy
directly.Some thoughts:
q
of the moving average should be a parameterremember_data
tag should be true, since stream use will require to remember previous data for computing the bands. So, transform should try to retrieve remembered data, and subset it to the range required to comput bands for indices in the input.The text was updated successfully, but these errors were encountered: