compute
Installation
SKILL.md
Description
Compute derived values from OHLCV data. This skill is organized in reusable, strategy-agnostic layers:
| Layer | Module | Contents |
|---|---|---|
| Utils | skills.compute.utils |
Math primitives: safe_divide, rolling_zscore, calculate_atr, clip_outliers, etc. |
| Indicators | skills.compute.indicators |
19 public technical indicators: rsi, trend_score, er, supertrend, etc. |
| Features | skills.compute.features |
Strategy-agnostic OHLCV feature builders such as make_logdiff_features |
Also: label makers (label_maker.py), compact generic factor examples, and the Factor wrapper.
Shared market-structure helpers used by strategy domains:
skills.compute.resample.resample_to_5m(df_1m)— A-share 1m eob OHLCV to 5m eob bars without crossing lunch break; keeps09:31-11:30and13:01-15:00, removes zero-volume rows, and preserves OHLCV aggregation.skills.compute.regime.split_by_regime(df, regimes=None)— lithium-cycle date slicing for DatetimeIndex or MultiIndex inputs.