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Wavelets

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.

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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:
Pywt

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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.


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