/MaximumSubarrayDFS

This project designed to analyze historical OHLC (Open-High-Low-Close) data of financial markets and predict potential breakout patterns. It utilizes the Maximum Subarray algorithm with Depth-First Search (DFS) to identify periods of significant price movement.

Primary LanguageJavaScriptMIT LicenseMIT

MaximumSubarrayDFS

This project class is designed for predicting potential breakout patterns in historical financial market data. It utilizes the Maximum Subarray algorithm with Depth-First Search (DFS) to identify periods of significant price movement.

Install

npm install ccxt
npm install maximumsubarraydfs

Example

import ccxt from 'ccxt'
import MaximumSubarrayDFS from 'maximumsubarraydfs'

/**
 * Fetch historical data
 */
const exchange = new ccxt.binance()
const symbol = 'BTC/USDT'
const timeframe = '1h'
const limit = 1000
const historicalData = await exchange.fetchOHLCV(symbol, timeframe, undefined, limit)

/**
 * Find maximum subarray
 */
const algoInit = new MaximumSubarrayDFS(historicalData)
const prediction = algoInit.findMaxSubarray()
console.log({ prediction })

Results

{
  prediction: {
    price: 68625.96,
    timestamp: 1711562400000,
    direction: 'bullish'
  }
}

License

MIT