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This project designed to analyze historical OHLC (Open-High-Low-Close) data of financial markets and predict potential breakout patterns. It utilizes the Maximum Subarray algorithm with Depth-First Search (DFS) to identify periods of significant price movement.

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MaximumSubarrayDFS

This project class is designed for predicting potential breakout patterns in historical financial market data. It utilizes the Maximum Subarray algorithm with Depth-First Search (DFS) to identify periods of significant price movement.

Install

npm install ccxt npm install maximumsubarraydfs 

Example

import ccxt from 'ccxt' import MaximumSubarrayDFS from 'maximumsubarraydfs' /**  * Fetch historical data  */ const exchange = new ccxt.binance() const symbol = 'BTC/USDT' const timeframe = '1h' const limit = 1000 const historicalData = await exchange.fetchOHLCV(symbol, timeframe, undefined, limit) /**  * Find maximum subarray  */ const algoInit = new MaximumSubarrayDFS(historicalData) const prediction = algoInit.findMaxSubarray() console.log({ prediction })

Results

{ prediction: { price: 68625.96, timestamp: 1711562400000, direction: 'bullish' } } 

License

MIT

About

This project designed to analyze historical OHLC (Open-High-Low-Close) data of financial markets and predict potential breakout patterns. It utilizes the Maximum Subarray algorithm with Depth-First Search (DFS) to identify periods of significant price movement.

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