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Welcome to the tsqsim wiki!

Development plan

Major

• QT app upgrade to QT6 and QCustomPlot 2
• QT app needs to have all its lost features (due to decoupling) restored
• generate alternative scenarios
• confidence bands (1st request from Rucknium)
• plugin interface (R)
• self defined transforms and scripts
• protect against look-ahead bias (series transformations to achieve stationarity)
• time scale manipulation
• seasonal corrections (before the time scale manipulation!)
• optimization goal interface (todo: prediction score vs. truth)
• networked processing
• walk forward validation needs better UI and more consistency regarding data holding (adding data/records instead of replacing them for each validation window)

Done

• protect against look-ahead bias: done for IPredictor. Needs work for XForm.
• prediction: baseline and advanced
• optimization methods. Goal = prediction score vs. baseline prediction
• walk forward validation
• R integration
• ACF & PACF plots in Python

Minor

• debugging methods (plot each transformation individually)
• QT app still hides weekend data
• speed up serialization
• separate simulator for stationarity optimizations
• full CLI. Currently using WX App for all configuration

Done minor

• select between close / open / high / low candle data source (instead of only close)
• Python plots (robust) as an alternative to the QT app.
• plot the distribution of the results obtained by the MonteCarlo method
• allow various input formats and guess which one we're dealing with

Known bugs

• the "diff" transformation distorts the predictions (some progress was made)