pip install -U opensignals
from pathlib import Path
from opensignals.data.yahoo import Yahoo
from opensignals.features import RSI, SMA
db_dir = Path('db')
yahoo = Yahoo()
yahoo.download_data(db_dir)
features_generators = [
RSI(num_days=5, interval=14, variable='adj_close'),
RSI(num_days=5, interval=21, variable='adj_close'),
SMA(num_days=5, interval=14, variable='adj_close'),
SMA(num_days=5, interval=21, variable='adj_close'),
]
train, test, live, feature_names = yahoo.get_data(db_dir, features_generators=features_generators)