Some comments

[labrax]

Hi, Thanks for the very nice work! I am reading through your code and I am having problems understanding some of the steps taken. I'd suggest adding more comments in your code. Nonetheless, your explanations in the README are very useful!

In preprocessing.py: What do you mean with features split? Also, the sequence of steps in make_wavelet_train is not clear: why you used part of the original signal (macd = np.mean(x[5:] - np.mean(x))? And why you created the indicators.csv set?

You called your autoencoder a stacked autoencoder, while your approach does not construct the autoencoder model in a stacked manner: you do not train your layers in turns, but all 3 at once. Reference: http://ufldl.stanford.edu/wiki/index.php/Stacked_Autoencoders

[VivekPa]

ah okay, then my autoencoders are merely multilayered and not stacked