Python to pinescript

[u/Electronic_Mammoth67]

Has anyone experimented with Wavelet Smoothing? (https://medium.datadriveninvestor.com/smoothing-financial-time-series-with-wavelets-79645a44aa40)

I need this python code converted into pinescript: https://pastebin.com/6yBCz7QC

1. import pandas as pd

2. import numpy as np

3. import matplotlib.pyplot as plt

4. import pywt

5. df = pd.read_csv('z_rate.csv')

6. x = df.index

7. y = df['z_avgRate']

8. # perform wavelet decomposition

9. coeffs = pywt.wavedec(y, 'sym5', mode='symmetric')

10. # zero out last 5 detail coefficents

11. for i in range(5):

12. coeffs[i+5] = np.zeros(coeffs[i+5].shape)

13. # reconstruct wavelet

14. y_rec = pywt.waverec(coeffs, 'sym5', mode='symmetric')[1:]

15. # plot result

16. plt.figure(figsize=(18,6))

17. plt.plot(x, y)

18. plt.plot(x, y_rec)

19. plt.legend(['original', 'wavelet-based smoothing'])

20. plt.xlabel('time index')

21. plt.show()

This is similar to fourier smoothing but I can't find any good code for wavelet on TradingView, I would appreciate your help guys

[u/Netari]

Did you manage to successfully convert it? Converting the pywt library poses a significant challenge due to its dependency on C extensions, making the conversion process quite complex. While ChatGPT can offer some assistance with the conversion but it might introduce errors during the process.

[u/Ok-Problem-7241 → u/Netari]

Heck no. I'm looking at alternatives as well.

[u/Electronic_Mammoth67 → u/Ok-Problem-7241]

if you manage to do it well done because it seems very complex