Do you have support for any wavelet librarry for Python?

Thx for the platform, it's awesome!

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Of the Python libraries supported by QuantConnect, scipy contains a method scipy.signal.cwt(datawaveletwidths) that performs a continuous wavelet transform.

This link is the list of python dictionaries that are supported.


Thx for Reply.

I'm a noob and data analysis. Also, I study by myself, so forgive me for noob questions. =)

I think that data as prices quotes in Forex and indicators are discrete data, Therefore I use a library called pywt, where support discrete wavelet transforms are suported. Then I have 2 questions:
The Scipy library support DWT? If not, could you install pywt library to QuantConnect Python libraries supported?

Here is the Github link:


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