Time Series Forecast

TSF predicts future values based on linear regression.

Method

tm.ta.tsf(source, timeperiod)

Inputs

Parameter	Argument type	Description	Default Value
source	pd.Series	Input data series	-
timeperiod	int	Number of periods for the indicator	14

Outputs

Output	Type
tsf	np.ndarray

Example usage

strategy.py

import tradomate as tm

@tm.strategy()
def my_strategy(config: tm.TradomateConfig, data: tm.TradomateData):

    # Trying out Time Series Forecast
    tsf = tm.ta.tsf(data.close, timeperiod=14)

    # Get the last value and print
    last_value = tsf.iloc[-1]
    tm.log(f"Last value of Time Series Forecast is {last_value}")

    # Plot the values of tsf
    tm.plot(tsf, title="Time Series Forecast", overlay=False)