From 9727e94cbb86d1fab7ea747fed1683300f2f2f7c Mon Sep 17 00:00:00 2001
From: P S Solanki <pssolanki111pss@gmail.com>
Date: Sat, 18 Dec 2021 21:25:09 +0530
Subject: [PATCH] all momentum indicators fully typed.

---
 pandas_ta/momentum/ao.py          | 3 ++-
 pandas_ta/momentum/apo.py         | 4 +++-
 pandas_ta/momentum/bias.py        | 3 ++-
 pandas_ta/momentum/bop.py         | 4 +++-
 pandas_ta/momentum/brar.py        | 5 +++--
 pandas_ta/momentum/cci.py         | 4 +++-
 pandas_ta/momentum/cfo.py         | 4 +++-
 pandas_ta/momentum/cg.py          | 3 ++-
 pandas_ta/momentum/cmo.py         | 4 +++-
 pandas_ta/momentum/coppock.py     | 4 +++-
 pandas_ta/momentum/cti.py         | 2 +-
 pandas_ta/momentum/dm.py          | 5 +++--
 pandas_ta/momentum/er.py          | 4 ++--
 pandas_ta/momentum/eri.py         | 4 ++--
 pandas_ta/momentum/fisher.py      | 3 ++-
 pandas_ta/momentum/inertia.py     | 5 ++++-
 pandas_ta/momentum/kdj.py         | 5 +++--
 pandas_ta/momentum/kst.py         | 6 ++++--
 pandas_ta/momentum/macd.py        | 5 +++--
 pandas_ta/momentum/mom.py         | 3 ++-
 pandas_ta/momentum/pgo.py         | 3 ++-
 pandas_ta/momentum/ppo.py         | 5 +++--
 pandas_ta/momentum/psl.py         | 4 +++-
 pandas_ta/momentum/pvo.py         | 5 +++--
 pandas_ta/momentum/qqe.py         | 3 ++-
 pandas_ta/momentum/roc.py         | 4 +++-
 pandas_ta/momentum/rsi.py         | 5 +++--
 pandas_ta/momentum/rsx.py         | 2 +-
 pandas_ta/momentum/rvgi.py        | 5 +++--
 pandas_ta/momentum/slope.py       | 4 +++-
 pandas_ta/momentum/smi.py         | 5 +++--
 pandas_ta/momentum/squeeze.py     | 6 ++++--
 pandas_ta/momentum/squeeze_pro.py | 7 +++++--
 pandas_ta/momentum/stc.py         | 3 ++-
 pandas_ta/momentum/stoch.py       | 5 +++--
 pandas_ta/momentum/stochf.py      | 5 +++--
 pandas_ta/momentum/stochrsi.py    | 5 +++--
 pandas_ta/momentum/td_seq.py      | 2 +-
 pandas_ta/momentum/trix.py        | 5 +++--
 pandas_ta/momentum/tsi.py         | 5 +++--
 pandas_ta/momentum/uo.py          | 6 ++++--
 pandas_ta/momentum/willr.py       | 4 +++-
 42 files changed, 116 insertions(+), 62 deletions(-)

diff --git a/pandas_ta/momentum/ao.py b/pandas_ta/momentum/ao.py
index 8d3bddc..bb9b010 100644
--- a/pandas_ta/momentum/ao.py
+++ b/pandas_ta/momentum/ao.py
@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
 from pandas_ta.overlap import sma
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def ao(high, low, fast=None, slow=None, offset=None, **kwargs):
+def ao(high: Series, low: Series, fast: int = None, slow: int = None, offset: int = None, **kwargs) -> Series:
     """Awesome Oscillator (AO)
 
     The Awesome Oscillator is an indicator used to measure a security's momentum.
diff --git a/pandas_ta/momentum/apo.py b/pandas_ta/momentum/apo.py
index 4866da8..10af364 100644
--- a/pandas_ta/momentum/apo.py
+++ b/pandas_ta/momentum/apo.py
@@ -2,9 +2,11 @@
 from pandas_ta import Imports
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, tal_ma, verify_series
+from pandas import Series
 
 
-def apo(close, fast=None, slow=None, mamode=None, talib=None, offset=None, **kwargs):
+def apo(close: Series, fast: int = None, slow: int = None, mamode: str = None, talib: bool = None,
+        offset: int = None, **kwargs) -> Series:
     """Absolute Price Oscillator (APO)
 
     The Absolute Price Oscillator is an indicator used to measure a security's
diff --git a/pandas_ta/momentum/bias.py b/pandas_ta/momentum/bias.py
index a70bbc2..9acb87e 100644
--- a/pandas_ta/momentum/bias.py
+++ b/pandas_ta/momentum/bias.py
@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def bias(close, length=None, mamode=None, offset=None, **kwargs):
+def bias(close: Series, length: int = None, mamode: str = None, offset: int = None, **kwargs) -> Series:
     """Bias (BIAS)
 
     Rate of change between the source and a moving average.
diff --git a/pandas_ta/momentum/bop.py b/pandas_ta/momentum/bop.py
index 51ef086..364e14a 100644
--- a/pandas_ta/momentum/bop.py
+++ b/pandas_ta/momentum/bop.py
@@ -1,9 +1,11 @@
 # -*- coding: utf-8 -*-
 from pandas_ta import Imports
 from pandas_ta.utils import get_offset, non_zero_range, verify_series
+from pandas import Series
 
 
-def bop(open_, high, low, close, scalar=None, talib=None, offset=None, **kwargs):
+def bop(open_: Series, high: Series, low: Series, close: Series, scalar: float = None, talib: bool = None,
+        offset: int = None, **kwargs) -> Series:
     """Balance of Power (BOP)
 
     Balance of Power measure the market strength of buyers against sellers.
diff --git a/pandas_ta/momentum/brar.py b/pandas_ta/momentum/brar.py
index eb8d258..cbf1b5a 100644
--- a/pandas_ta/momentum/brar.py
+++ b/pandas_ta/momentum/brar.py
@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.utils import get_drift, get_offset, non_zero_range, verify_series
 
 
-def brar(open_, high, low, close, length=None, scalar=None, drift=None, offset=None, **kwargs):
+def brar(open_: Series, high: Series, low: Series, close: Series, length: int = None, scalar: float = None,
+         drift: int = None, offset: int = None, **kwargs) -> DataFrame:
     """BRAR (BRAR)
 
     BR and AR
diff --git a/pandas_ta/momentum/cci.py b/pandas_ta/momentum/cci.py
index b4f5f1c..bf1f383 100644
--- a/pandas_ta/momentum/cci.py
+++ b/pandas_ta/momentum/cci.py
@@ -3,9 +3,11 @@ from pandas_ta import Imports
 from pandas_ta.overlap import hlc3, sma
 from pandas_ta.statistics.mad import mad
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def cci(high, low, close, length=None, c=None, talib=None, offset=None, **kwargs):
+def cci(high: Series, low: Series, close: Series, length: int = None, c: float = None,
+        talib: bool = None, offset: int = None, **kwargs) -> Series:
     """Commodity Channel Index (CCI)
 
     Commodity Channel Index is a momentum oscillator used to primarily identify
diff --git a/pandas_ta/momentum/cfo.py b/pandas_ta/momentum/cfo.py
index 38b9297..51557b6 100644
--- a/pandas_ta/momentum/cfo.py
+++ b/pandas_ta/momentum/cfo.py
@@ -1,9 +1,11 @@
 # -*- coding: utf-8 -*-
 from pandas_ta.overlap import linreg
 from pandas_ta.utils import get_drift, get_offset, verify_series
+from pandas import Series
 
 
-def cfo(close, length=None, scalar=None, drift=None, offset=None, **kwargs):
+def cfo(close: Series, length: int = None, scalar: float = None, drift: int = None, offset: int = None,
+        **kwargs) -> Series:
     """Chande Forcast Oscillator (CFO)
 
     The Forecast Oscillator calculates the percentage difference between the actual
diff --git a/pandas_ta/momentum/cg.py b/pandas_ta/momentum/cg.py
index a6544f4..19ba343 100644
--- a/pandas_ta/momentum/cg.py
+++ b/pandas_ta/momentum/cg.py
@@ -1,8 +1,9 @@
 # -*- coding: utf-8 -*-
 from pandas_ta.utils import get_offset, verify_series, weights
+from pandas import Series
 
 
-def cg(close, length=None, offset=None, **kwargs):
+def cg(close: Series, length: int = None, offset: int = None, **kwargs) -> Series:
     """Center of Gravity (CG)
 
     The Center of Gravity Indicator by John Ehlers attempts to identify turning
diff --git a/pandas_ta/momentum/cmo.py b/pandas_ta/momentum/cmo.py
index 9b425a4..ed7bcea 100644
--- a/pandas_ta/momentum/cmo.py
+++ b/pandas_ta/momentum/cmo.py
@@ -2,9 +2,11 @@
 from pandas_ta import Imports
 from pandas_ta.overlap import rma
 from pandas_ta.utils import get_drift, get_offset, verify_series
+from pandas import Series
 
 
-def cmo(close, length=None, scalar=None, talib=None, drift=None, offset=None, **kwargs):
+def cmo(close: Series, length: int = None, scalar: float = None, talib: bool = None, drift: int = None,
+        offset: int = None, **kwargs) -> Series:
     """Chande Momentum Oscillator (CMO)
 
     Attempts to capture the momentum of an asset with overbought at 50 and
diff --git a/pandas_ta/momentum/coppock.py b/pandas_ta/momentum/coppock.py
index 12f8aa7..6705f8e 100644
--- a/pandas_ta/momentum/coppock.py
+++ b/pandas_ta/momentum/coppock.py
@@ -2,9 +2,11 @@
 from .roc import roc
 from pandas_ta.overlap import wma
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def coppock(close, length=None, fast=None, slow=None, offset=None, **kwargs):
+def coppock(close: Series, length: int = None, fast: int = None, slow: int = None, offset: int = None,
+            **kwargs) -> Series:
     """Coppock Curve (COPC)
 
     Coppock Curve (originally called the "Trendex Model") is a momentum indicator
diff --git a/pandas_ta/momentum/cti.py b/pandas_ta/momentum/cti.py
index a55bb28..63a317a 100644
--- a/pandas_ta/momentum/cti.py
+++ b/pandas_ta/momentum/cti.py
@@ -4,7 +4,7 @@ from pandas_ta.overlap import linreg
 from pandas_ta.utils import get_offset, verify_series
 
 
-def cti(close, length=None, offset=None, **kwargs) -> Series:
+def cti(close: Series, length: int = None, offset: int = None, **kwargs) -> Series:
     """Correlation Trend Indicator (CTI)
 
     The Correlation Trend Indicator is an oscillator created by John Ehler in 2020.
diff --git a/pandas_ta/momentum/dm.py b/pandas_ta/momentum/dm.py
index a3fb986..5e1da3c 100644
--- a/pandas_ta/momentum/dm.py
+++ b/pandas_ta/momentum/dm.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, verify_series, get_drift, zero
 
 
-def dm(high, low, length=None, mamode=None, talib=None, drift=None, offset=None, **kwargs):
+def dm(high: Series, low: Series, length: int = None, mamode: str = None, talib: bool = None, drift: int = None,
+       offset: int = None, **kwargs) -> DataFrame:
     """Directional Movement (DM)
 
     The Directional Movement was developed by J. Welles Wilder in 1978 attempts to
diff --git a/pandas_ta/momentum/er.py b/pandas_ta/momentum/er.py
index e6bf876..1dec8a8 100644
--- a/pandas_ta/momentum/er.py
+++ b/pandas_ta/momentum/er.py
@@ -1,9 +1,9 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame, concat
+from pandas import DataFrame, concat, Series
 from pandas_ta.utils import get_drift, get_offset, verify_series, signals
 
 
-def er(close, length=None, drift=None, offset=None, **kwargs):
+def er(close: Series, length: int = None, drift: int = None, offset: int = None, **kwargs) -> Series:
     """Efficiency Ratio (ER)
 
     The Efficiency Ratio was invented by Perry J. Kaufman and presented in his book "New Trading Systems and Methods". It is designed to account for market noise or volatility.
diff --git a/pandas_ta/momentum/eri.py b/pandas_ta/momentum/eri.py
index 46f3e52..e0d0f74 100644
--- a/pandas_ta/momentum/eri.py
+++ b/pandas_ta/momentum/eri.py
@@ -1,10 +1,10 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.overlap import ema
 from pandas_ta.utils import get_offset, verify_series
 
 
-def eri(high, low, close, length=None, offset=None, **kwargs):
+def eri(high: Series, low: Series, close: Series, length: int = None, offset: int = None, **kwargs) -> DataFrame:
     """Elder Ray Index (ERI)
 
     Elder's Bulls Ray Index contains his Bull and Bear Powers. Which are useful ways
diff --git a/pandas_ta/momentum/fisher.py b/pandas_ta/momentum/fisher.py
index e6d3e73..6277e58 100644
--- a/pandas_ta/momentum/fisher.py
+++ b/pandas_ta/momentum/fisher.py
@@ -6,7 +6,8 @@ from pandas_ta.overlap import hl2
 from pandas_ta.utils import get_offset, high_low_range, verify_series
 
 
-def fisher(high, low, length=None, signal=None, offset=None, **kwargs):
+def fisher(high: Series, low: Series, length: int = None, signal: int = None, offset: int = None,
+           **kwargs) -> Series:
     """Fisher Transform (FISHT)
 
     Attempts to identify significant price reversals by normalizing prices over a
diff --git a/pandas_ta/momentum/inertia.py b/pandas_ta/momentum/inertia.py
index 372f480..cdb1613 100644
--- a/pandas_ta/momentum/inertia.py
+++ b/pandas_ta/momentum/inertia.py
@@ -2,9 +2,12 @@
 from pandas_ta.overlap import linreg
 from pandas_ta.volatility import rvi
 from pandas_ta.utils import get_drift, get_offset, verify_series
+from pandas import Series
 
 
-def inertia(close=None, high=None, low=None, length=None, rvi_length=None, scalar=None, refined=None, thirds=None, mamode=None, drift=None, offset=None, **kwargs):
+def inertia(close: Series, high: Series, low: Series, length: int = None, rvi_length: int = None, scalar: float = None,
+            refined: bool = None, thirds: bool = None, mamode: str = None, drift: int = None, offset: int = None,
+            **kwargs) -> Series:
     """Inertia (INERTIA)
 
     Inertia was developed by Donald Dorsey and was introduced his article
diff --git a/pandas_ta/momentum/kdj.py b/pandas_ta/momentum/kdj.py
index f48ae4a..4ccf878 100644
--- a/pandas_ta/momentum/kdj.py
+++ b/pandas_ta/momentum/kdj.py
@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.utils import get_offset, non_zero_range, rma_pandas, verify_series
 
 
-def kdj(high=None, low=None, close=None, length=None, signal=None, offset=None, **kwargs):
+def kdj(high: Series, low: Series, close: Series, length: int = None, signal: int = None, offset: int = None,
+        **kwargs) -> Series:
     """KDJ (KDJ)
 
     The KDJ indicator is actually a derived form of the Slow
diff --git a/pandas_ta/momentum/kst.py b/pandas_ta/momentum/kst.py
index f38a298..79e9d13 100644
--- a/pandas_ta/momentum/kst.py
+++ b/pandas_ta/momentum/kst.py
@@ -1,10 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from .roc import roc
 from pandas_ta.utils import get_drift, get_offset, verify_series
 
 
-def kst(close, roc1=None, roc2=None, roc3=None, roc4=None, sma1=None, sma2=None, sma3=None, sma4=None, signal=None, drift=None, offset=None, **kwargs):
+def kst(close: Series, roc1: int = None, roc2: int = None, roc3: int = None, roc4: int = None, sma1: int = None,
+        sma2: int = None, sma3: int = None, sma4: int = None, signal: int = None, drift: int = None,
+        offset: int = None, **kwargs) -> DataFrame:
     """'Know Sure Thing' (KST)
 
     The 'Know Sure Thing' is a momentum based oscillator and based on ROC.
diff --git a/pandas_ta/momentum/macd.py b/pandas_ta/momentum/macd.py
index 5fb2295..67634bc 100644
--- a/pandas_ta/momentum/macd.py
+++ b/pandas_ta/momentum/macd.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import concat, DataFrame
+from pandas import concat, DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import ema
 from pandas_ta.utils import get_offset, verify_series, signals
 
 
-def macd(close, fast=None, slow=None, signal=None, talib=None, offset=None, **kwargs):
+def macd(close: Series, fast: int = None, slow: int = None, signal: int = None, talib: bool = None,
+         offset: int = None, **kwargs) -> DataFrame:
     """Moving Average Convergence Divergence (MACD)
 
     The MACD is a popular indicator to that is used to identify a security's trend.
diff --git a/pandas_ta/momentum/mom.py b/pandas_ta/momentum/mom.py
index 3d5d502..e6fad12 100644
--- a/pandas_ta/momentum/mom.py
+++ b/pandas_ta/momentum/mom.py
@@ -1,9 +1,10 @@
 # -*- coding: utf-8 -*-
 from pandas_ta import Imports
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def mom(close, length=None, talib=None, offset=None, **kwargs):
+def mom(close: Series, length: int = None, talib: bool = None, offset: int = None, **kwargs) -> Series:
     """Momentum (MOM)
 
     Momentum is an indicator used to measure a security's speed (or strength) of
diff --git a/pandas_ta/momentum/pgo.py b/pandas_ta/momentum/pgo.py
index 882b53b..c57703a 100644
--- a/pandas_ta/momentum/pgo.py
+++ b/pandas_ta/momentum/pgo.py
@@ -2,9 +2,10 @@
 from pandas_ta.overlap import ema, sma
 from pandas_ta.volatility import atr
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def pgo(high, low, close, length=None, offset=None, **kwargs):
+def pgo(high: Series, low: Series, close: Series, length: int = None, offset: int = None, **kwargs) -> Series:
     """Pretty Good Oscillator (PGO)
 
     The Pretty Good Oscillator indicator was created by Mark Johnson to measure the distance of the current close from its N-day Simple Moving Average, expressed in terms of an average true range over a similar period. Johnson's approach was to
diff --git a/pandas_ta/momentum/ppo.py b/pandas_ta/momentum/ppo.py
index c363812..4eb8ff4 100644
--- a/pandas_ta/momentum/ppo.py
+++ b/pandas_ta/momentum/ppo.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, tal_ma, verify_series
 
 
-def ppo(close, fast=None, slow=None, signal=None, scalar=None, mamode=None, talib=None, offset=None, **kwargs):
+def ppo(close: Series, fast: int = None, slow: int = None, signal: int = None, scalar: float = None,
+        mamode: str = None, talib: bool = None, offset: int = None, **kwargs) -> DataFrame:
 
     """Percentage Price Oscillator (PPO)
 
diff --git a/pandas_ta/momentum/psl.py b/pandas_ta/momentum/psl.py
index d732d31..1a746cc 100644
--- a/pandas_ta/momentum/psl.py
+++ b/pandas_ta/momentum/psl.py
@@ -1,9 +1,11 @@
 # -*- coding: utf-8 -*-
 from numpy import sign as npSign
 from pandas_ta.utils import get_drift, get_offset, verify_series
+from pandas import Series
 
 
-def psl(close, open_=None, length=None, scalar=None, drift=None, offset=None, **kwargs):
+def psl(close: Series, open_: Series = None, length: int = None, scalar: float = None, drift: int = None,
+        offset: int = None, **kwargs) -> Series:
     """Psychological Line (PSL)
 
     The Psychological Line is an oscillator-type indicator that compares the
diff --git a/pandas_ta/momentum/pvo.py b/pandas_ta/momentum/pvo.py
index 1239128..3ce0950 100644
--- a/pandas_ta/momentum/pvo.py
+++ b/pandas_ta/momentum/pvo.py
@@ -1,10 +1,11 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.overlap import ema
 from pandas_ta.utils import get_offset, verify_series
 
 
-def pvo(volume, fast=None, slow=None, signal=None, scalar=None, offset=None, **kwargs):
+def pvo(volume: Series, fast: int = None, slow: int = None, signal: int = None, scalar: float = None,
+        offset: int = None, **kwargs) -> DataFrame:
     """Percentage Volume Oscillator (PVO)
 
     Percentage Volume Oscillator is a Momentum Oscillator for Volume.
diff --git a/pandas_ta/momentum/qqe.py b/pandas_ta/momentum/qqe.py
index b730351..0340929 100644
--- a/pandas_ta/momentum/qqe.py
+++ b/pandas_ta/momentum/qqe.py
@@ -9,7 +9,8 @@ from pandas_ta.overlap import ma
 from pandas_ta.utils import get_drift, get_offset, verify_series
 
 
-def qqe(close, length=None, smooth=None, factor=None, mamode=None, drift=None, offset=None, **kwargs):
+def qqe(close: Series, length: int = None, smooth: int = None, factor: float = None, mamode: str = None,
+        drift: int = None, offset: int = None, **kwargs) -> DataFrame:
     """Quantitative Qualitative Estimation (QQE)
 
     The Quantitative Qualitative Estimation (QQE) is similar to SuperTrend but uses a Smoothed RSI with an upper and lower bands. The band width is a combination of a one period True Range of the Smoothed RSI which is double smoothed using Wilder's smoothing length (2 * rsiLength - 1) and multiplied by the default factor of 4.236. A Long trend is determined when the Smoothed RSI crosses the previous upperband and a Short trend when the Smoothed RSI crosses the previous lowerband.
diff --git a/pandas_ta/momentum/roc.py b/pandas_ta/momentum/roc.py
index 18b1ae8..0e580da 100644
--- a/pandas_ta/momentum/roc.py
+++ b/pandas_ta/momentum/roc.py
@@ -2,9 +2,11 @@
 from .mom import mom
 from pandas_ta import Imports
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def roc(close, length=None, scalar=None, talib=None, offset=None, **kwargs):
+def roc(close: Series, length: int = None, scalar: float = None, talib: bool = None, offset: int = None,
+        **kwargs) -> Series:
     """Rate of Change (ROC)
 
     Rate of Change is an indicator is also referred to as Momentum (yeah, confusingly).
diff --git a/pandas_ta/momentum/rsi.py b/pandas_ta/momentum/rsi.py
index 8a4d208..a315e38 100644
--- a/pandas_ta/momentum/rsi.py
+++ b/pandas_ta/momentum/rsi.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame, concat
+from pandas import DataFrame, concat, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import rma
 from pandas_ta.utils import get_drift, get_offset, verify_series, signals
 
 
-def rsi(close, length=None, scalar=None, talib=None, drift=None, offset=None, **kwargs):
+def rsi(close: Series, length: int = None, scalar: float = None, talib: bool = None, drift: int = None,
+        offset: int = None, **kwargs) -> Series:
     """Relative Strength Index (RSI)
 
     The Relative Strength Index is popular momentum oscillator used to measure the
diff --git a/pandas_ta/momentum/rsx.py b/pandas_ta/momentum/rsx.py
index 58834b5..8e8e5bc 100644
--- a/pandas_ta/momentum/rsx.py
+++ b/pandas_ta/momentum/rsx.py
@@ -4,7 +4,7 @@ from pandas import concat, DataFrame, Series
 from pandas_ta.utils import get_drift, get_offset, verify_series, signals
 
 
-def rsx(close, length=None, drift=None, offset=None, **kwargs):
+def rsx(close: Series, length: int = None, drift: int = None, offset: int = None, **kwargs) -> Series:
     """Relative Strength Xtra (rsx)
 
     The Relative Strength Xtra is based on the popular RSI indicator and inspired
diff --git a/pandas_ta/momentum/rvgi.py b/pandas_ta/momentum/rvgi.py
index 064d2a8..be48140 100644
--- a/pandas_ta/momentum/rvgi.py
+++ b/pandas_ta/momentum/rvgi.py
@@ -1,10 +1,11 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.overlap import swma
 from pandas_ta.utils import get_offset, non_zero_range, verify_series
 
 
-def rvgi(open_, high, low, close, length=None, swma_length=None, offset=None, **kwargs):
+def rvgi(open_: Series, high: Series, low: Series, close: Series, length: int = None, swma_length: int = None,
+         offset: int = None, **kwargs) -> Series:
     """Relative Vigor Index (RVGI)
 
     The Relative Vigor Index attempts to measure the strength of a trend relative to
diff --git a/pandas_ta/momentum/slope.py b/pandas_ta/momentum/slope.py
index b88525a..232af62 100644
--- a/pandas_ta/momentum/slope.py
+++ b/pandas_ta/momentum/slope.py
@@ -2,9 +2,11 @@
 from numpy import arctan as npAtan
 from numpy import pi as npPi
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def slope( close, length=None, as_angle=None, to_degrees=None, vertical=None, offset=None, **kwargs):
+def slope( close: Series, length: int = None, as_angle=None, to_degrees=None, vertical=None,
+           offset: int = None, **kwargs) -> Series:
     """Slope
 
     Returns the slope of a series of length n. Can convert the slope to angle.
diff --git a/pandas_ta/momentum/smi.py b/pandas_ta/momentum/smi.py
index 9e13695..24b4642 100644
--- a/pandas_ta/momentum/smi.py
+++ b/pandas_ta/momentum/smi.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from .tsi import tsi
 from pandas_ta.overlap import ema
 from pandas_ta.utils import get_offset, verify_series
 
 
-def smi(close, fast=None, slow=None, signal=None, scalar=None, offset=None, **kwargs):
+def smi(close: Series, fast: int = None, slow: int = None, signal: int = None, scalar: float = None,
+        offset: int = None, **kwargs) -> DataFrame:
     """SMI Ergodic Indicator (SMI)
 
     The SMI Ergodic Indicator is the same as the True Strength Index (TSI) developed
diff --git a/pandas_ta/momentum/squeeze.py b/pandas_ta/momentum/squeeze.py
index e764b1f..f38f33f 100644
--- a/pandas_ta/momentum/squeeze.py
+++ b/pandas_ta/momentum/squeeze.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from numpy import nan as npNaN
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.momentum import mom
 from pandas_ta.overlap import ema, linreg, sma
 from pandas_ta.trend import decreasing, increasing
@@ -9,7 +9,9 @@ from pandas_ta.utils import get_offset
 from pandas_ta.utils import unsigned_differences, verify_series
 
 
-def squeeze(high, low, close, bb_length=None, bb_std=None, kc_length=None, kc_scalar=None, mom_length=None, mom_smooth=None, use_tr=None, mamode=None, offset=None, **kwargs):
+def squeeze(high: Series, low: Series, close: Series, bb_length: int = None, bb_std: float = None,
+            kc_length: int = None, kc_scalar: float = None, mom_length: int = None, mom_smooth: int = None,
+            use_tr=None, mamode: str = None, offset: int = None, **kwargs) -> DataFrame:
     """Squeeze (SQZ)
 
     The default is based on John Carter's "TTM Squeeze" indicator, as discussed
diff --git a/pandas_ta/momentum/squeeze_pro.py b/pandas_ta/momentum/squeeze_pro.py
index b8f5612..d89396f 100644
--- a/pandas_ta/momentum/squeeze_pro.py
+++ b/pandas_ta/momentum/squeeze_pro.py
@@ -1,6 +1,6 @@
 # -*- coding: utf-8 -*-
 from numpy import NaN as npNaN
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.momentum import mom
 from pandas_ta.overlap import ema, sma
 from pandas_ta.trend import decreasing, increasing
@@ -9,7 +9,10 @@ from pandas_ta.utils import get_offset
 from pandas_ta.utils import unsigned_differences, verify_series
 
 
-def squeeze_pro(high, low, close, bb_length=None, bb_std=None, kc_length=None, kc_scalar_wide=None, kc_scalar_normal=None, kc_scalar_narrow=None, mom_length=None, mom_smooth=None, use_tr=None, mamode=None, offset=None, **kwargs):
+def squeeze_pro(high: Series, low: Series, close: Series, bb_length: int = None, bb_std: float = None,
+                kc_length: int = None, kc_scalar_wide: float = None, kc_scalar_normal: float = None,
+                kc_scalar_narrow: float = None, mom_length: int = None, mom_smooth: int = None, use_tr=None,
+                mamode: str = None, offset: int = None, **kwargs) -> DataFrame:
     """Squeeze PRO(SQZPRO)
 
     This indicator is an extended version of "TTM Squeeze" from John Carter.
diff --git a/pandas_ta/momentum/stc.py b/pandas_ta/momentum/stc.py
index 0a0d6b1..ee1668d 100644
--- a/pandas_ta/momentum/stc.py
+++ b/pandas_ta/momentum/stc.py
@@ -4,7 +4,8 @@ from pandas_ta.overlap import ema
 from pandas_ta.utils import get_offset, non_zero_range, verify_series
 
 
-def stc(close, tclength=None, fast=None, slow=None, factor=None, offset=None, **kwargs):
+def stc(close: Series, tclength: int = None, fast: int = None, slow: int = None, factor: float = None,
+        offset: int = None, **kwargs) -> DataFrame:
     """Schaff Trend Cycle (STC)
 
     The Schaff Trend Cycle is an evolution of the popular MACD incorportating two
diff --git a/pandas_ta/momentum/stoch.py b/pandas_ta/momentum/stoch.py
index e83537d..ddb13cc 100644
--- a/pandas_ta/momentum/stoch.py
+++ b/pandas_ta/momentum/stoch.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, non_zero_range, tal_ma, verify_series
 
 
-def stoch(high, low, close, k=None, d=None, smooth_k=None, mamode=None, talib=None, offset=None, **kwargs):
+def stoch(high: Series, low: Series, close: Series, k: int = None, d: int = None, smooth_k: int = None,
+          mamode: str = None, talib: bool = None, offset: int = None, **kwargs) -> DataFrame:
     """Stochastic (STOCH)
 
     The Stochastic Oscillator (STOCH) was developed by George Lane in the 1950's.
diff --git a/pandas_ta/momentum/stochf.py b/pandas_ta/momentum/stochf.py
index f5e536e..b0e9934 100644
--- a/pandas_ta/momentum/stochf.py
+++ b/pandas_ta/momentum/stochf.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, non_zero_range, tal_ma, verify_series
 
 
-def stochf(high, low, close, k=None, d=None, mamode=None, talib=None, offset=None, **kwargs):
+def stochf(high: Series, low: Series, close: Series, k: int = None, d: int = None, mamode: str = None,
+           talib: bool = None, offset: int = None, **kwargs) -> DataFrame:
     """Fast Stochastic (STOCHF)
 
     The Fast Stochastic Oscillator (STOCHF) was developed by George Lane in the
diff --git a/pandas_ta/momentum/stochrsi.py b/pandas_ta/momentum/stochrsi.py
index eb545a3..0dd1b21 100644
--- a/pandas_ta/momentum/stochrsi.py
+++ b/pandas_ta/momentum/stochrsi.py
@@ -1,11 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from .rsi import rsi
 from pandas_ta.overlap import ma
 from pandas_ta.utils import get_offset, non_zero_range, verify_series
 
 
-def stochrsi(close, length=None, rsi_length=None, k=None, d=None, mamode=None, offset=None, **kwargs):
+def stochrsi(close: Series, length: int = None, rsi_length: int = None, k: int = None, d: int = None,
+             mamode: str = None, offset: int = None, **kwargs) -> DataFrame:
     """Stochastic (STOCHRSI)
 
     "Stochastic RSI and Dynamic Momentum Index" was created by Tushar Chande and Stanley Kroll and published in Stock & Commodities V.11:5 (189-199)
diff --git a/pandas_ta/momentum/td_seq.py b/pandas_ta/momentum/td_seq.py
index de1babe..b38fc08 100644
--- a/pandas_ta/momentum/td_seq.py
+++ b/pandas_ta/momentum/td_seq.py
@@ -5,7 +5,7 @@ from pandas import DataFrame, Series
 from pandas_ta.utils import get_offset, verify_series
 
 
-def td_seq(close, asint=None, offset=None, **kwargs):
+def td_seq(close: Series, asint: bool = None, offset: int = None, **kwargs) -> DataFrame:
     """TD Sequential (TD_SEQ)
 
     Tom DeMark's Sequential indicator attempts to identify a price point where an
diff --git a/pandas_ta/momentum/trix.py b/pandas_ta/momentum/trix.py
index e4a0dbe..2173f33 100644
--- a/pandas_ta/momentum/trix.py
+++ b/pandas_ta/momentum/trix.py
@@ -1,10 +1,11 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.overlap.ema import ema
 from pandas_ta.utils import get_drift, get_offset, verify_series
 
 
-def trix(close, length=None, signal=None, scalar=None, drift=None, offset=None, **kwargs):
+def trix(close: Series, length: int = None, signal: int = None, scalar: float = None, drift: int = None,
+         offset: int = None, **kwargs) -> Series:
     """Trix (TRIX)
 
     TRIX is a momentum oscillator to identify divergences.
diff --git a/pandas_ta/momentum/tsi.py b/pandas_ta/momentum/tsi.py
index 46fddeb..a2ac652 100644
--- a/pandas_ta/momentum/tsi.py
+++ b/pandas_ta/momentum/tsi.py
@@ -1,10 +1,11 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta.overlap import ema, ma
 from pandas_ta.utils import get_drift, get_offset, verify_series
 
 
-def tsi(close, fast=None, slow=None, signal=None, scalar=None, mamode=None, drift=None, offset=None, **kwargs):
+def tsi(close: Series, fast: int = None, slow: int = None, signal: int = None, scalar: float = None,
+        mamode: str = None, drift: int = None, offset: int = None, **kwargs) -> DataFrame:
     """True Strength Index (TSI)
 
     The True Strength Index is a momentum indicator used to identify short-term
diff --git a/pandas_ta/momentum/uo.py b/pandas_ta/momentum/uo.py
index 9b9fbbd..5094190 100644
--- a/pandas_ta/momentum/uo.py
+++ b/pandas_ta/momentum/uo.py
@@ -1,10 +1,12 @@
 # -*- coding: utf-8 -*-
-from pandas import DataFrame
+from pandas import DataFrame, Series
 from pandas_ta import Imports
 from pandas_ta.utils import get_drift, get_offset, verify_series
 
 
-def uo(high, low, close, fast=None, medium=None, slow=None, fast_w=None, medium_w=None, slow_w=None, talib=None, drift=None, offset=None, **kwargs):
+def uo(high: Series, low: Series, close: Series, fast: int = None, medium: int = None, slow: int = None,
+       fast_w: float = None, medium_w: float = None, slow_w: float = None, talib: bool = None, drift: int = None,
+       offset: int = None, **kwargs) -> Series:
     """Ultimate Oscillator (UO)
 
     The Ultimate Oscillator is a momentum indicator over three different
diff --git a/pandas_ta/momentum/willr.py b/pandas_ta/momentum/willr.py
index 38eaa57..2489fb7 100644
--- a/pandas_ta/momentum/willr.py
+++ b/pandas_ta/momentum/willr.py
@@ -1,9 +1,11 @@
 # -*- coding: utf-8 -*-
 from pandas_ta import Imports
 from pandas_ta.utils import get_offset, verify_series
+from pandas import Series
 
 
-def willr(high, low, close, length=None, talib=None, offset=None, **kwargs):
+def willr(high: Series, low: Series, close: Series, length: int = None, talib: bool = None, offset: int = None,
+          **kwargs) -> Series:
     """William's Percent R (WILLR)
 
     William's Percent R is a momentum oscillator similar to the RSI that