Skip to content

πŸ“ Dataset

moshafieeha edited this page Sep 9, 2022 · 1 revision

The following three primary reasons led us to choose this library as our ML dataset of the Iranian stock market:

  1. Data is updated daily and non-stop.
  2. Contains valuable data about individual sales and purchases.
  3. Has a history of buying stocks over long periods.

Price features

  • Adjusted price: The share price theoretically decreases after the capital increase or cash dividend. Therefore, adjusting the price should cover the gap created between the prices.

  • Open: The first price at which the stock was traded during the trading day.

  • High: The highest price at which the stock was traded during the trading day.

  • Low: The lowest price at which the stock was traded during the trading day.

  • Close: This price refers to the last trade made on the trading day and indicates the last price at which the stock was traded.

  • adjClose: The closing price of each share at the end of the trading session is the basis of the next day's trading price. In other words, the allowed price range of the next day is determined based on the closing price. If the trading volume of the share during the day is equal to or more than its base volume, the share's closing price will be equal to the weighted average of the trading price of the symbol during the trading session.

  • Value: This section is the total value of transactions in the last trading session and is obtained from the sum of the product of the volume of transactions and the price of each transaction.

  • Volume: Indicates the total number of shares traded during the trading day of the desired symbol.

  • Count: Indicates the number of trades made on the desired symbol during the trading day.

Slide1

Client types features

Indicators features

Trend Indicator: Simple Moving Average (SMA) Trend Indicator: Exponential Moving Average (EMA) Trend Indicator: Moving Average Convergence Divergence (MACD) Momentum Indicator: Relative Strength Index (RSI) Momentum Indicator: Stochastic Oscillator (SR) Volatility Indicator: Bollinger Bands (BB)

Fundamental features

USD TO IRR Financial indexes(TEDPIX) Inflation rate in Iran China PMI

Clone this wiki locally