krx-signals
A rule-based signal library for analyzing KOSPI and KOSDAQ data alongside trading volume.
What does it do?
Running generate_signals on stock price data adds columns for moving averages, RSI, MACD, and volume moving averages, along with event flags. Users can identify moving average golden and death crosses, RSI overbought and oversold conditions, MACD direction changes, and volume spikes. When a golden or death cross occurs alongside a volume spike, it creates a separate combined flag. The output is for technical observation, and the repository describes it as intended for research and education.
Key features
- Calculate moving average, RSI, MACD, and volume indicators with pandas
- Flag golden crosses, death crosses, RSI ranges, and MACD reversal events
- Check for volume spikes and create combined upward and downward signals
- Calculate indicators without a TA-Lib dependency