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pyrenko

This module allows to carry out noise reduction of financial time series using Renko chart. Contents of repository:

  1. pyrenko.py - contains "renko" class.
  2. pyrenko_tutorial.ipynb - tutorial with examples.
  3. images - resources of the tutorial.

We recommend to start with tutorial. Also, you can find more information in this article https://towardsdatascience.com/renko-brick-size-optimization-34d64400f60e

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