Epistock

Applying episode mining techniques to discretized stock data.

Requirements

Before running the script, please ensure that:

• You have installed python 3.9.2
• You have installed all required packages via pip install -r requirements.txt
• You have set an environment variable ALPHA_VANTAGE_KEY to your Alpha Vantage API key

Usage

For help please use python src/mine.py -h or python src/mine.py --help

For testing please use

• python src/test.py -sax for SAX parameter scaling tests
• python src/test.py -manepi for MANEPI+ parameter scaling tests

After mine.py has ran, you can find your results in the results directory.