1.2 Variable Creation - 1999michael/AI-Finance-Project GitHub Wiki

Variable Explanation

Currently we can use up to 23 variables extracted from both financial statements and stock prices and stock indicators. Below are the variable with their corresponding index within data_list_complete.json.

Financial Statement Ratios

  • 0 = EPS
  • 1 = PE ratio
  • 2 = PPS
  • 3 = asset turnover
  • 4 = cash flow
  • 5 = current ratio
  • 6 = return on equity
  • 7 = working capital
Stock Prices and Indicators
  • 8 = Closing stock price **MUST BE PRESENT TO MAKE LABELS**
  • 9 = 14-day moving avg
  • 10 = 37-day moving average
  • 11 = 14-day stochastic moving oscillator
  • 12 = 3-day stochastic moving average
  • 13 = relative strength index
  • 14 = 14 day stochastic oscillator
  • 15 = 3 day stochastic moving average
  • 16 = 14 day relative strength index
  • 17 = Open price
  • 18 = 12 day exponential moving average
  • 19 = 26 day exponential moving average
  • 20 = moving average convergence divergence
  • 21 = 25 day moving average
  • 22 = 50 day moving average
⚠️ **GitHub.com Fallback** ⚠️