584 Commits

Author SHA1 Message Date
Liming Xie 0b2d02f745 bugfix Cum. Active Returns with cumprod 2021-05-23 23:32:39 +08:00
Kevin Johnson 8bc0bb0dc3 DOC spacing fix 2021-05-21 10:48:39 -07:00
Kevin Johnson b5785ae981 DOC contribution update 2021-05-21 10:46:22 -07:00
Kevin Johnson 41f2084635 Merge branch 'pr/293' into development 2021-05-21 10:01:53 -07:00
Kevin Johnson 10662ed1e6 TST strategy results update 2021-05-21 10:01:06 -07:00
Liming Xie 7809cc6309 bugfix doc of RSI 2021-05-21 11:28:07 +08:00
Kevin Johnson b7d64a2ed7 ENH #284 inc and dec strict speed boost TST talib stoch and stochrsi DOC notebooks update 2021-05-19 15:41:21 -07:00
Kevin Johnson cd4645c62d BUG vhf drift fix 2021-05-11 15:16:23 -07:00
Kevin Johnson f30fe232af ENH #283 vhf indicator TST vhf 2021-05-11 14:24:24 -07:00
Kevin Johnson ac9f48f1e7 Merge branch 'pr/283' into development 2021-05-11 09:52:00 -07:00
Kevin Johnson 39862d16e5 MAINT beta dropped in version 2021-05-11 09:48:31 -07:00
Kevin Johnson 561ec15894 REL requirements.txt added DOC vectorbt example notebook 2021-05-10 16:02:37 -07:00
Kevin Johnson 5ed5d6049c ENH kvo indicator #280 MAINT refactoring 2021-05-05 09:55:49 -07:00
GSlinger 19d0e6a729 corrected docstring 2021-05-05 01:54:47 +01:00
GSlinger 16e8c13438 Update __init__.py 2021-05-05 01:23:33 +01:00
GSlinger 50b3cf6a34 Update __init__.py 2021-05-05 01:22:20 +01:00
GSlinger f0a6e5248c Update __init__.py 2021-05-05 01:19:35 +01:00
GSlinger 230453b4b8 Delete kvo.py 2021-05-05 01:19:20 +01:00
GSL a7e99ab4d9 Add VHF and dynamic categorization 2021-05-04 23:33:29 +01:00
Kevin Johnson 45b2d8d632 Merge branch 'pr/280' into development 2021-05-03 16:19:24 -07:00
Kevin Johnson 66890ad3fc ENH talib enh yaml check DOC example notebook updates 2021-05-03 16:15:26 -07:00
GSL 00a94d3d5a Added ma() 2021-04-30 08:19:45 +01:00
GSL df555321c5 Add kvo
Klinger Volume Oscillator
2021-04-29 17:56:23 +01:00
Kevin Johnson 96555b8752 DOC contributor addition 2021-04-28 08:03:34 -07:00
Kevin Johnson 46836a972d ENH adx new lensig arg 2021-04-22 10:38:45 -07:00
Kevin Johnson 31622c206a Merge branch 'pr/274' into development 2021-04-22 10:21:31 -07:00
Kevin Johnson 294a1c5a00 ENH #254 BUG #271 thermo DEP trade_return ENH tsignals erf DOC updates 2021-04-22 10:19:48 -07:00
JoeSchr c82914294b Fix missing , in parameters 2021-04-20 00:36:31 +02:00
JoeSchr b5e69a3305 Update adx.py
Missed some `lensig` uses
2021-04-20 00:23:58 +02:00
JoeSchr e2592fa28f Update adx to include lensig
There should be a additional parameter so ADX smoothing and DI Length can have different values. I compared it to TradingViews DMI calculation and they also offer this.
Thanks for this great lib!
2021-04-19 13:23:23 +02:00
Kevin Johnson 37e3aeb7fc ENH added missing fill options 2021-04-17 11:03:42 -07:00
Kevin Johnson df65f1b066 ENH added missing fill options in pct and trend return 2021-04-17 10:09:51 -07:00
Kevin Johnson 9b6217275c ENH #214 chop ln addition DOC and TST update 2021-04-17 10:04:36 -07:00
Kevin Johnson 4a5e72235d ENH #262 cdl_z and cti DOC update MAINT refactoring 2021-04-17 08:42:03 -07:00
Kevin Johnson 681234648a Merge branch 'pr/262' into development 2021-04-11 09:42:09 -07:00
Kevin Johnson a2b85165c4 DOC contribution badge number update 2021-04-11 09:31:40 -07:00
Kevin Johnson 3afd74564f ENH #267 stc added with refactoring DOC readme updates TST stc added 2021-04-11 09:21:01 -07:00
Kevin Johnson 5937576421 Merge branch 'pr/267' into development 2021-04-10 17:05:28 -07:00
Kevin Johnson d65bb5a7a0 ENH cdl and cdl_pattern with talib compat added DOC cdl_pattern info + notebooks BUG yf extra output removed 2021-04-10 16:51:52 -07:00
Kevin Johnson 6f94d58ce7 Merge branch 'pr/261' into development 2021-04-10 11:03:15 -07:00
Kevin Johnson 9a7dd6f816 ENH cksp tvmode option with book defaults 2021-04-10 10:52:19 -07:00
Kevin Johnson 0598e14e15 Merge branch 'pr/260' into development 2021-04-10 10:33:25 -07:00
Kevin Johnson 3222001ea7 BUG #265 fix 2021-04-10 09:53:13 -07:00
Kevin Johnson 1b0cb93e32 Merge branch 'pr/265' into development 2021-04-10 09:50:08 -07:00
Kevin Johnson a360c17df6 ENH yf info output ENH trend_return vectorbt prep DOC example nb updates 2021-04-10 09:47:31 -07:00
rengel8 9d8a55f242 [ENH] Added Schaff Trend Cycle (STC)
This request adds an extended version of STC, which has internally two EMAs, but can be feeded with any other two types of MAs and alternativly also with any oscillator type.
2021-04-08 20:23:51 +02:00
Mick Chanthaseth 0c4c95ebd1 modified /volatility/true_range.py with 'true_range = concat(ranges, axis=1)' instead of 'true_range = DataFrame(ranges).T' for it to work with intra day data. 2021-04-07 07:32:43 -07:00
rengel8 84cefa9b22 Merge pull request #3 from twopirllc/master
Up to date
2021-04-03 22:20:27 +02:00
Will a2979a8bd4 Adding CTI indicator 2021-04-01 10:42:49 -04:00
M6stafa 32c786fe74 ENH add cdl_pattern 2021-04-01 02:21:03 +04:30