โ campaign index ยท all candidates
4 novel ยท 3 crypto-prior ยท 0 excluded. Each row links its FOSS implementation + license + paper. Empirical orthogonality deferred.
| # | Candidate | FOSS implementation @ license | Paper ยท provenance | Coverage |
|---|---|---|---|---|
| #90 | intrabar_path_straightness_indexThe straightness (net-to-gross displacement) index of the intrabar mid-price path: net displacement (close - open in price, or Euclidean endpoint dist ๐ CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
JimMcL/trajr (TrajStraightness) GPL-3.0 |
DOI:10.1016/j.jtbi.2004.03.016 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #91 | intrabar_path_total_absolute_turningSum of the absolute exterior turning angles at every interior vertex of the intrabar (time,price) tick polyline, normalized by total arc length (total |
JimMcL/trajr ยท scipy/scipy (TrajAngles / turning angles); (vector algebra) GPL-3.0 |
DOI:10.1145/1090122.1090160 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #92 | intrabar_gyration_tensor_asphericityForm the 2x2 radius-of-gyration tensor of the intrabar point cloud {(t_i, p_i)} (tick mids, mean-centered, in normalized time-price coordinates), take |
glotzerlab/freud ยท plumed/plumed2 (ClusterProperties gyration tensor); (GYRATION BSD-3-Clause |
DOI:10.1063/1.1674820 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #93 | intrabar_convex_hull_area_to_pathlength_ratioCompute the convex hull of the intrabar (time,price) tick point cloud in normalized coordinates; report the dimensionless ratio hull_area / (path_arc_ |
scipy/scipy (scipy.spatial.ConvexHull / Qhull) BSD-3-Clause |
DOI:10.3390/ijgi7010014 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #94 | intrabar_normalized_levy_areaThe Lรฉvy area of the intrabar 2D path lift (e.g. (time, mid) or the (bid, ask) co-path), i.e. the signed area enclosed between the path and the chord โ level-2 path-signature fixed depth (structural) |
bottler/iisignature ยท datasig-ac-uk/RoughPy GPL-3.0 |
arXiv:1603.03788 git-anchor: absent @c803ef96e + @2d308f1c |
not-covered |
| #95 | intrabar_h0_total_persistenceSublevel-set persistent homology (H0) of the intrabar mid-price function vs. time: sweep the price level upward, record birth (local minima) and death ๐ CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
scikit-tda/ripser.py ยท giotto-ai/giotto-tda (CubicalPersistence/lower-star) MIT |
arXiv:2311.01115 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |
| #109 | intrabar_h0_persistent_entropyShannon entropy of the normalized H0 lifetime distribution from the single sublevel-set filtration of the intrabar mid-price-vs-time function. Take th โ single natural sublevel filtration (structural) ๐ CRYPTO-PRIOR: present in patterns/crypto lit-scan (provenance only; still forex-proposable |
GUDHI/gudhi-devel ยท giotto-ai/giotto-tda (CubicalComplex sublevel persistence + entropy); GUDHI: MIT (core; some modules pul |
arXiv:1803.08304 git-anchor: absent @c803ef96e + @2d308f1c |
crypto-prior |