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🧠 Feature Engineering for Crypto Time Series

A modular and extensible library for computing technical and statistical features from OHLCV candlestick data, tailored for crypto markets.

βœ… Key Features

  • Decorator-based feature registry (@feature)
  • Built-in indicators:
    • Log returns & volatility
    • RSI, ATR, OBV
    • Time-based cyclic features
    • FFT peaks (price & volume)
    • Swing points
    • Reversal candles (pin-bar, engulfing)
    • Order-flow detection blocks
    • Volume imbalance
    • Hilbert Transform (real/imaginary components)

πŸ—‚οΈ Structure

predfeatures/
β”œβ”€β”€ __init__.py
β”œβ”€β”€ features.py          # All registered feature functions
β”œβ”€β”€ hilbert_ht.py        # Hilbert transform backend
β”œβ”€β”€ registry.py          # Feature registry via decorators
└── utils.py             # Misc helpers

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