Files
2022-09-03 11:57:09 -07:00

1797 lines
88 KiB
Python

# -*- coding: utf-8 -*-
from dataclasses import dataclass
from multiprocessing import cpu_count, Pool
from pathlib import Path
from time import perf_counter
from warnings import simplefilter
from numpy import log10, ndarray
from pandas.api.extensions import register_dataframe_accessor
from pandas.errors import PerformanceWarning
from pandas import DataFrame, Series
from pandas_ta._typing import *
from pandas_ta import *
if Imports["dotenv"]:
from dotenv import load_dotenv
# Pandas TA - DataFrame Extension Analysis Indicators
@register_dataframe_accessor("ta")
class AnalysisIndicators(object):
"""
This Pandas Extension is named 'ta' for Technical Analysis. In other words,
it is a Numerical Time Series Feature Generator where the Time Series data
with emphasis on Financial Market data; typical data includes columns
named :"open", "high", "low", "close", "volume".
This TA Library hopefully allows you to apply familiar and unique Technical
Analysis Indicators easily with this DataFrame Extension. Even though 'ta'
is a Pandas DataFrame Extension, you can still call Technical Analysis
indicators individually if you are more comfortable with that approach or
it allows you to easily and automatically apply the indicators with the
study method. See: help(ta.study).
By default, the 'ta' extension uses lower case column names: open, high,
low, close, and volume. You can override the defaults by providing the it's
replacement name when calling the indicator. For example, to call the
indicator hl2().
With 'default' columns: open, high, low, close, and volume.
>>> df.ta.hl2()
>>> df.ta(kind="hl2")
With DataFrame columns: Open, High, Low, Close, and Volume.
>>> df.ta.hl2(high="High", low="Low")
>>> df.ta(kind="hl2", high="High", low="Low")
If you do not want to use a DataFrame Extension, just call it normally.
>>> sma10 = ta.sma(df["Close"]) # Default length=10
>>> sma50 = ta.sma(df["Close"], length=50)
>>> ichimoku, span = ta.ichimoku(df["High"], df["Low"], df["Close"])
Args:
kind (str, optional): Default: None. Kind is the 'name' of the indicator.
It converts kind to lowercase before calling.
timed (bool, optional): Default: False. Curious about the execution
speed?
kwargs: Extension specific modifiers.
append (bool, optional): Default: False. When True, it appends the
resultant column(s) to the DataFrame.
Returns:
Most Indicators will return a Pandas Series. Others like MACD, BBANDS,
KC, et al will return a Pandas DataFrame. Ichimoku on the other hand
will return two DataFrames, the Ichimoku DataFrame for the known period
and a Span DataFrame for the future of the Span values.
Let's get started!
1. Loading the 'ta' module:
>>> import pandas as pd
>>> import ta as ta
2. Load some data:
>>> df = pd.read_csv("AAPL.csv", index_col="date", parse_dates=True)
3. Help!
3a. General Help:
>>> help(df.ta)
>>> df.ta()
3b. Indicator Help:
>>> help(ta.apo)
3c. Indicator Extension Help:
>>> help(df.ta.apo)
4. Ways of calling an indicator.
4a. Standard: Calling just the APO indicator without "ta" DataFrame extension.
>>> ta.apo(df["close"])
4b. DataFrame Extension: Calling just the APO indicator with "ta" DataFrame extension.
>>> df.ta.apo()
4c. DataFrame Extension (kind): Calling APO using 'kind'
>>> df.ta(kind="apo")
4d. Study:
>>> df.ta.study("All") # Default
>>> df.ta.study(ta.Study("My Strat", ta=[{"kind": "apo"}])) # Custom
5. Working with kwargs
5a. Append the result to the working df.
>>> df.ta.apo(append=True)
5b. Timing an indicator.
>>> apo = df.ta(kind="apo", timed=True)
>>> print(apo.timed)
"""
# DataFrame Extension Properties
_adjusted = None
_config = None
_cores = cpu_count()
_custom = None
_df = DataFrame()
_ds = "yf" if Imports["yfinance"] else None
_exchange = "NYSE"
_last_run = get_time(_exchange, to_string=True)
_time_range = "years"
def __init__(self, obj: SeriesFrame):
v_dataframe(obj)
self._df = obj
self._last_run = get_time(self._exchange, to_string=True)
# DataFrame Behavioral Methods
def __call__(
self, kind: str = None, timed: bool = False,
version: bool = False, **kwargs: DictLike
):
if version:
print(f"Pandas TA - Technical Analysis Indicators - v{self.version}")
try:
if isinstance(kind, str):
kind = kind.lower()
fn = getattr(self, kind)
if timed:
stime = perf_counter()
# Run the indicator
result = fn(**kwargs) # = getattr(self, kind)(**kwargs)
if timed:
result.timed = final_time(stime)
print(f"[+] {kind}: {result.timed}")
self._last_run = get_time(self.exchange, to_string=True)
return result
else:
self.help()
except BaseException:
pass
# Public Get/Set DataFrame Properties
@property
def adjusted(self) -> str:
"""property: df.ta.adjusted"""
return self._adjusted
@adjusted.setter
def adjusted(self, value: str) -> None:
"""property: df.ta.adjusted = 'adj_close'"""
if value is not None and isinstance(value, str):
self._adjusted = value
else:
self._adjusted = None
@property
def cores(self) -> Int:
"""Returns the number of CPU cores."""
return self._cores
@cores.setter
def cores(self, value: Int) -> None:
"""property: df.ta.cores = integer"""
cpus = cpu_count()
if value is not None and isinstance(value, int):
self._cores = int(value) if 0 <= value <= cpus else cpus
else:
self._cores = cpus
@property
def ds(self) -> str:
"""Returns the current Data Source. Default: "yf"."""
return self._ds
@ds.setter
def ds(self, value: str) -> None:
"""property: df.ta.ds = "yf" """
if isinstance(value, str) and len(value):
self._ds = value
@property
def exchange(self) -> str:
"""Returns the current Exchange. Default: "NYSE"."""
return self._exchange
@exchange.setter
def exchange(self, value: str) -> None:
"""property: df.ta.exchange = "LSE" """
if value is not None and isinstance(value, str) and value in EXCHANGE_TZ.keys():
self._exchange = value
@property
def last_run(self) -> str:
"""Returns the time when the DataFrame was last run."""
return self._last_run
# Public Get DataFrame Properties
@property
def config(self) -> str:
"""Returns the Pandas TA JSON config path."""
return f"{self._config}"
@config.setter
def config(self, value: str) -> None:
"""property: df.ta.config = None (Default)"""
_p = Path(value).expanduser()
if _p.exists() and _p.suffix == ".json":
self._config = _p
else:
self._config = None
@property
def time_range(self) -> Float:
"""Returns the time ranges of the DataFrame as a float. Default is in "years". help(ta.total_time)"""
return total_time(self._df, self._time_range)
@time_range.setter
def time_range(self, value: str) -> None:
"""property: df.ta.time_range = "years" (Default)"""
if value is not None and isinstance(value, str):
self._time_range = value
else:
self._time_range = "years"
@property
def version(self) -> str:
"""Returns the version."""
return version
# Private DataFrame Methods
def _add_prefix_suffix(self,
result: MaybeSeriesFrame = None, **kwargs: DictLike
) -> MaybeSeriesFrame:
"""Add prefix and/or suffix to the result columns"""
if result is None:
return
else:
prefix = suffix = ""
delimiter = kwargs.setdefault("delimiter", "_")
if "prefix" in kwargs:
prefix = f"{kwargs['prefix']}{delimiter}"
if "suffix" in kwargs:
suffix = f"{delimiter}{kwargs['suffix']}"
if isinstance(result, Series):
result.name = prefix + result.name + suffix
else:
result.columns = [prefix + column + suffix for column in result.columns]
def _append(self,
result: MaybeSeriesFrame = None, **kwargs: DictLike
) -> MaybeSeriesFrame:
"""Appends a Pandas Series or DataFrame columns to self._df."""
if "append" in kwargs and kwargs["append"]:
df = self._df
if df is None or result is None: return
else:
simplefilter(action="ignore", category=PerformanceWarning)
if "col_names" in kwargs and not isinstance(kwargs["col_names"], tuple):
kwargs["col_names"] = (kwargs["col_names"],) # Note: tuple(kwargs["col_names"]) doesn't work
if isinstance(result, DataFrame):
# If specified in kwargs, rename the columns.
# If not, use the default names.
if "col_names" in kwargs and isinstance(kwargs["col_names"], tuple):
if len(kwargs["col_names"]) >= len(result.columns):
for col, ind_name in zip(result.columns, kwargs["col_names"]):
df[ind_name] = result.loc[:, col]
else:
print(f"Not enough col_names were specified : got {len(kwargs['col_names'])}, expected {len(result.columns)}.")
return
else:
# df = result.copy(deep=True) # Breaks Extension Indicators?
for i, column in enumerate(result.columns):
df[column] = result.iloc[:, i]
else:
ind_name = (
kwargs["col_names"][0] if "col_names" in kwargs and
isinstance(kwargs["col_names"], tuple) else result.name
)
df[ind_name] = result
def _check_na_columns(self):
"""Returns the columns in which all it's values are na."""
return [x for x in self._df.columns if all(self._df[x].isna())]
def _get_column(self, series: Union[Series, str, None]):
"""Attempts to get the correct series or 'column' and return it."""
df = self._df
if df is None: return
# Explicitly passing a pd.Series to override default.
if isinstance(series, Series):
return series
# Apply default if no series nor a default.
elif series is None:
return df[self.adjusted] if self.adjusted is not None else None
# Ok. So it's a str.
elif isinstance(series, str):
# Return the df column since it's in there.
if series in df.columns:
return df[series]
else:
# Attempt to match the 'series' because it was likely
# misspelled.
matches = df.columns.str.match(series, case=False)
match = [i for i, x in enumerate(matches) if x]
# If found, awesome. Return it or return the 'series'.
NOT_FOUND = f"[X] The '{series}' column was not found in"
cols = ", ".join(list(df.columns))
if len(df.columns): NOT_FOUND += f": {cols}"
else: NOT_FOUND += " the DataFrame"
if len(match):
return df.iloc[:, match[0]]
else:
print(NOT_FOUND)
def _indicators_by_category(self, name: str) -> List:
"""Returns indicators by Categorical name."""
return Category[name] if name in self.categories() else None
def _mp_worker(self, arguments: Tuple):
"""Multiprocessing Worker to handle different Methods."""
method, args, kwargs = arguments
if method != "ichimoku":
return getattr(self, method)(*args, **kwargs)
else:
return getattr(self, method)(*args, **kwargs)[0]
def _post_process(self,
result: Union[Series, DataFrame], **kwargs: DictLike
) -> Union[Series, DataFrame]:
"""Applies any additional modifications to the DataFrame
* Applies prefixes and/or suffixes
* Appends the result to main DataFrame
"""
verbose = kwargs.pop("verbose", False)
if not isinstance(result, (Series, DataFrame)):
if verbose:
print(f"[X] The result is not a Series or DataFrame.")
return self._df
else:
# Append only specific columns to the dataframe (via
# 'col_numbers':(0,1,3) for example)
result = (result.iloc[:, [int(n) for n in kwargs["col_numbers"]]]
if isinstance(result, DataFrame) and
"col_numbers" in kwargs and
kwargs["col_numbers"] is not None else result)
# Add prefix/suffix and append to the dataframe
self._add_prefix_suffix(result=result, **kwargs)
if "append" in kwargs and isinstance(kwargs["append"], bool):
if not kwargs["append"]:
# Issue 388 - No appending, just print to stdout
# No DatetimeIndex could break execution.
print(result)
else:
# Default: Appends result to DataFrame
self._append(result=result, **kwargs)
return result
def _study_mode(self, *args: Args) -> Tuple:
"""Helper method to determine the mode and name of the study.
Returns tuple: (name:str, mode:dict)"""
name = "All"
mode = {"all": False, "category": False, "custom": False}
if len(args) == 0:
mode["all"] = True
else:
_categories = self.categories()
if isinstance(args[0], str):
if args[0].lower() == "all":
name, mode["all"] = name, True
if args[0].lower() in _categories:
name, mode["category"] = args[0], True
if isinstance(args[0], Study):
study_ = args[0]
if study_.ta is None or study_.name.lower() == "all":
name, mode["all"] = name, True
elif study_.name.lower() in _categories:
name, mode["category"] = study_.name, True
else:
name, mode["custom"] = study_.name, True
return name, mode
# Public DataFrame Methods
def categories(self) -> ListStr:
"""Returns the categories."""
return list(Category.keys())
def constants(self, append: bool, values: List):
"""Constants
Add or remove constants to the DataFrame easily with Numpy's arrays or
lists. Useful when you need easily accessible horizontal lines for
charting.
Add constant '1' to the DataFrame
>>> df.ta.constants(True, [1])
Remove constant '1' to the DataFrame
>>> df.ta.constants(False, [1])
Adding constants for charting
>>> import numpy as np
>>> chart_lines = np.append(np.arange(-4, 5, 1), np.arange(-100, 110, 10))
>>> df.ta.constants(True, chart_lines)
Removing some constants from the DataFrame
>>> df.ta.constants(False, np.array([-60, -40, 40, 60]))
Args:
append (bool): If True, appends a Numpy range of constants to the
working DataFrame. If False, it removes the constant range from
the working DataFrame. Default: None.
Returns:
Returns the appended constants
Returns nothing to the user. Either adds or removes constant ranges
from the working DataFrame.
"""
if isinstance(values, ndarray) or isinstance(values, list):
if append:
for x in values:
self._df[f"{x}"] = x
return self._df[self._df.columns[-len(values):]]
else:
for x in values:
del self._df[f"{x}"]
def datetime_ordered(self) -> bool:
"""Returns True if the index is a datetime and ordered."""
if hasattr(self, "_df"):
return v_datetime_ordered(self._df)
return False
def indicators(self,
as_list: bool = None, exclude: ListStr = None
) -> List:
"""List of Indicators
Args:
as_list (bool): When True, it returns a list of the
indicators. Default: False.
exclude (List): The passed in list will be excluded
from the indicators list. Default: None.
Returns:
Prints the list of indicators. If as_list=True, then a list.
"""
as_list = bool(as_list) if isinstance(as_list, bool) else False
user_excluded = []
if isinstance(exclude, list) and len(exclude):
user_excluded = exclude
# Public DataFrame Extension methods
df_ext_methods = [
"categories",
"constants",
"datetime_ordered",
"indicators",
"reverse",
"strategy",
"study",
"to_utc",
]
# Public df.ta.properties
ta_properties = [
"adjusted",
"config",
"cores",
# "custom",
"ds",
"exchange",
"last_run",
"sample",
"ticker",
"time_range",
"version"
]
# Public non-indicator methods
ta_indicators = list((x for x in dir(DataFrame().ta) if not x.startswith("_") and not x.endswith("_")))
# Add Pandas TA methods and properties to be removed
removed = df_ext_methods + ta_properties
# Add user excluded methods to be removed
if isinstance(user_excluded, list) and len(user_excluded) > 0:
removed += user_excluded
# Remove the unwanted indicators
[ta_indicators.remove(x) for x in removed]
# If as a list, immediately return
if as_list:
return ta_indicators
indicator_count = len(ta_indicators)
header = f"Pandas TA - Technical Analysis Indicators - v{self.version}"
s, _count = f"{header}\n", 0
if indicator_count > 0:
from pandas_ta.candles.cdl_pattern import ALL_PATTERNS
s += f"\nIndicators and Utilities [{indicator_count}]:\n {', '.join(ta_indicators)}\n"
_count += indicator_count
if Imports["talib"]:
s += f"\nCandle Patterns [{len(ALL_PATTERNS)}]:\n {', '.join(ALL_PATTERNS)}\n"
_count += len(ALL_PATTERNS)
s += f"\nTotal Candles, Indicators and Utilities: {_count}"
print(s)
def reverse(self) -> DataFrame:
"""Reverses the DataFrame. Simply: df.iloc[::-1]"""
return self._df.iloc[::-1]
def sample(self, **kwargs: DictLike):
"""sample
See help(ta.sample) for parameters.
"""
return sample(**kwargs)
def strategy(self, *args: Args, **kwargs: DictLike):
"""Strategy Method
An experimental method that by default runs all applicable indicators.
Future implementations will allow more specific indicator generation
with possibly as json, yaml config file or an sqlite3 table.
Kwargs:
chunksize (bool): Adjust the chunksize for the Multiprocessing
Pool. Default: Number of cores of the OS
exclude (list): List of indicator names to exclude.
name (str): Select all indicators or indicators by
Category such as: "candles", "cycles", "momentum",
"overlap", "performance", "statistics", "trend", "volatility",
"volume", or "all". Default: "all"
ordered (bool): Whether to run "all" in order. Default: True
timed (bool): Show the process time of the study().
Default: False
verbose (bool): Provide some additional insight on the progress
of the study() execution. Default: False
warning (bool): Disables depreciation message. Automatically
disabled when using it's replacement method: df.ta.study().
Default: True
"""
kwargs.update({"warning": True})
return self.study(*args, **kwargs)
def study(self, *args: Args, **kwargs: DictLike) -> dataclass:
"""Study Method
An experimental method that by default runs all applicable indicators.
Kwargs:
chunksize (int): Adjust the chunksize for the Multiprocessing Pool.
Default: Number of cores of the OS
exclude (list): List of indicator names to exclude. Some are
excluded by default for various reasons; they require additional
sources, performance (td_seq), not a time series chart (vp) etc.
name (str): Select all indicators or indicators by
Category such as: "candles", "cycles", "momentum", "overlap",
"performance", "statistics", "trend", "volatility", "volume", or
"all". Default: "all"
ordered (bool): Whether to run "all" in order. Default: True
timed (bool): Show the process time of the study().
Default: False
verbose (bool): Provide some additional insight on the progress of
the study() execution. Default: False
"""
_dep_warning = kwargs.pop("warning", False)
all_ordered = kwargs.pop("ordered", True)
# Append indicators to the DataFrame by default
kwargs.setdefault("append", True)
# If True, it returns the resultant DataFrame. Default: False
returns = kwargs.pop("returns", False)
mp_chunksize = kwargs.pop("chunksize", self.cores)
cores = kwargs.pop("cores", self.cores)
self.cores = cores
if _dep_warning:
print(f"\n[!] DEPRECIATION WARNING:\n Use study() instead of strategy().\n")
# Initialize
initial_column_count = self._df.shape[1]
excluded = ["long_run", "short_run", "tsignals", "xsignals"]
# Get the Study Name and mode
name, mode = self._study_mode(*args)
# If All or a Category, exclude user list if any
user_excluded = kwargs.pop("exclude", [])
if isinstance(user_excluded, str) and len(user_excluded) > 1:
user_excluded = [user_excluded]
if mode["all"] or mode["category"]:
excluded += user_excluded
# Collect the indicators, remove excluded or include kwarg["append"]
if mode["category"]:
ta = self._indicators_by_category(name.lower())
[ta.remove(x) for x in excluded if x in ta]
elif mode["custom"]:
if hasattr(args[0], "cores") and isinstance(args[0].cores, int):
self.cores = min(self.cores, args[0].cores)
ta = args[0].ta
for kwds in ta:
kwds["append"] = True
elif mode["all"]:
ta = self.indicators(as_list=True, exclude=excluded)
else:
print(f"[X] Study not available.")
return None
# Remove Custom indicators with "length" keyword when larger than the DataFrame
# Possible to have other indicator main window lengths to be included
removal = []
for kwds in ta:
_ = False
if "length" in kwds and kwds["length"] > self._df.shape[0]:
_ = True
if _: removal.append(kwds)
if len(removal) > 0:
[ta.remove(x) for x in removal]
verbose = kwargs.pop("verbose", False)
if verbose:
print(f"[+] Study: {name}\n[i] Indicator arguments: {kwargs}")
if mode["all"] or mode["category"]:
excluded_str = ", ".join(excluded)
print(f"[i] Excluded[{len(excluded)}]: {excluded_str}")
timed = kwargs.pop("timed", False)
results = []
use_multiprocessing = True if self.cores > 0 else False
has_col_names = False
if timed:
stime = perf_counter()
if use_multiprocessing and mode["custom"]:
# Determine if the Custom Model has 'col_names' parameter
has_col_names = (True if len([
True for x in ta
if "col_names" in x and isinstance(x["col_names"], tuple)
]) else False)
if has_col_names:
use_multiprocessing = False
if Imports["tqdm"]:
from tqdm import tqdm
if use_multiprocessing:
_total_ta = len(ta)
with Pool(self.cores) as pool:
# Some magic to optimize chunksize for speed
# based on total ta indicators
if mp_chunksize > _total_ta:
_chunksize = mp_chunksize - 1
else:
_chunksize = int(log10(_total_ta)) + 1
if verbose:
print(f"[i] Multiprocessing {_total_ta} indicators with chunksize {_chunksize} and {self.cores}/{cpu_count()} cpus.")
results = None
if mode["custom"]:
# Create a list of all the custom indicators into a list
custom_ta = [(
ind["kind"],
ind["params"] if "params" in ind and isinstance(ind["params"], tuple) else (),
{**ind, **kwargs},
) for ind in ta]
# Custom multiprocessing pool. Must be ordered for Chained Strategies
# May fix this to cpus if Chaining/Composition if it remains
if Imports["tqdm"] and verbose:
results = tqdm(pool.map(self._mp_worker, custom_ta, _chunksize))
else:
results = pool.map(self._mp_worker, custom_ta, _chunksize)
else:
default_ta = [(ind, tuple(), kwargs) for ind in ta]
# All and Categorical multiprocessing pool.
if all_ordered:
if Imports["tqdm"] and verbose:
results = tqdm(pool.imap(self._mp_worker, default_ta, _chunksize)) # Order over Speed
else:
results = pool.imap(self._mp_worker, default_ta, _chunksize) # Order over Speed
else:
if Imports["tqdm"] and verbose:
results = tqdm(pool.imap_unordered(self._mp_worker, default_ta, _chunksize)) # Speed over Order
else:
results = pool.imap_unordered(self._mp_worker, default_ta, _chunksize) # Speed over Order
if results is None:
print(f"[X] ta.study('{name}') has no results.")
return
pool.close()
pool.join()
self._last_run = get_time(self.exchange, to_string=True)
else:
# Without multiprocessing:
if verbose:
_col_msg = f"[i] No multiprocessing (cores = 0)."
if has_col_names:
_col_msg = f"[i] No multiprocessing support for 'col_names' option."
print(_col_msg)
if mode["custom"]:
if Imports["tqdm"] and verbose:
pbar = tqdm(ta, f"[i] Progress")
for ind in pbar:
params = ind["params"] if "params" in ind and isinstance(ind["params"], tuple) else tuple()
getattr(self, ind["kind"])(*params, **{**ind, **kwargs})
else:
for ind in ta:
params = ind["params"] if "params" in ind and isinstance(ind["params"], tuple) else tuple()
getattr(self, ind["kind"])(*params, **{**ind, **kwargs})
else:
if Imports["tqdm"] and verbose:
pbar = tqdm(ta, f"[i] Progress")
for ind in pbar:
getattr(self, ind)(*tuple(), **kwargs)
else:
for ind in ta:
getattr(self, ind)(*tuple(), **kwargs)
self._last_run = get_time(self.exchange, to_string=True)
# Apply prefixes/suffixes and appends indicator results to the DataFrame
[self._post_process(r, **kwargs) for r in results]
final_column_count = self._df.shape[1]
_added_columns = final_column_count - initial_column_count
if verbose:
print(f"[i] Total indicators: {len(ta)}")
print(f"[i] Columns added: {_added_columns}")
print(f"[i] Last Run: {self._last_run}")
if timed:
ft = final_time(stime)
if _added_columns > 0:
avgtd = (perf_counter() - stime) / _added_columns
else:
avgtd = perf_counter() - stime
print(f"[i] Analysis Time: {ft} for {_added_columns} columns (avg {avgtd * 1000:2.4f} ms / col)")
if returns:
return self._df
def ticker(self, ticker: str, ds: str = None, **kwargs: DictLike):
"""ticker
This method downloads Historical Data if the package yfinance is
installed. Additionally it can run a ta.Study; Builtin or Custom. It
returns a DataFrame if there the DataFrame is not empty, otherwise it
exits. For additional yfinance arguments, use help(ta.yf).
Alternatively, if you have a Polygon API Key, you can use it as well;
use help(ta.polygon_api) for more information.
Historical Data
>>> df = df.ta.ticker("aapl")
If polygon API installed, include api_key argument
>>> df = df.ta.ticker("aapl", ds="polygon", api_key="your API KEY")
More specifically (for Yahoo Finance)
>>> df = df.ta.ticker("aapl", period="max", interval="1d", kind=None)
Changing the period of Historical Data
Period is used instead of start/end
>>> df = df.ta.ticker("aapl", period="1y")
Changing the period and interval of Historical Data
Retrieves the past year in weeks
>>> df = df.ta.ticker("aapl", period="1y", interval="1wk")
Retrieves the past month in hours
>>> df = df.ta.ticker("aapl", period="1mo", interval="1h")
Show everything
>>> df = df.ta.ticker("aapl", kind="all")
Args:
ticker (str): Any string for a ticker you would use with yfinance.
Default: "SPY"
ds (str): Options: "polygon" and "yahoo". Default: "yahoo"
Kwargs:
kind (str): Options see above. Default: "history"
study (str | ta.Study): Which study to apply after
downloading chart history. Default: None
See help(ta.yf) or help(ta.polygon_api) for additional kwargs
Returns:
Exits if the DataFrame is empty or None
Otherwise it returns a DataFrame
"""
# _frequencies = ["1s", "5s", "15s", "30s", "1m", "5m", "15m", "30m", "45m", "1h", "2h", "4h", "D", "W", "M"]
ds = ds.lower() if isinstance(ds, str) else self.ds
strategy = kwargs.pop("strategy", None)
study = kwargs.pop("study", strategy)
timed = kwargs.setdefault("timed", False)
if isinstance(ticker, str):
tickers = [ticker]
if isinstance(ticker, list):
ticker = ticker.pop()
# Fetch Data
if ds == "polygon":
if timed: stime = perf_counter()
df = polygon_api(ticker, **kwargs)
elif ds in ["yahoo", "yf"]:
if timed: stime = perf_counter()
df = yf(ticker, **kwargs)
else:
return None
if timed:
df.timed = final_time(stime)
print(f"[+] {ds} | {ticker}{df.shape}: {df.timed}")
if df is None or df.empty:
print(f"[X] DataFrame is empty: {df.shape}")
return None
self._df = df
if study is not None:
self.study(study, **kwargs)
return self._df
def to_utc(self) -> None:
"""Sets the DataFrame index to UTC format"""
self._df = to_utc(self._df)
# Public DataFrame Methods: Indicators and Utilities
# Candles
def cdl_pattern(self, name: str = "all", offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cdl_pattern(open_=open_, high=high, low=low, close=close, name=name, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cdl_z(self, full=None, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cdl_z(open_=open_, high=high, low=low, close=close, full=full, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ha(self, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = ha(open_=open_, high=high, low=low, close=close, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Cycles
def ebsw(self, close=None, length=None, bars=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ebsw(close=close, length=length, bars=bars, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def reflex(self, close=None, length=None, smooth=None, alpha=None, pi=None, sqrt2=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = reflex(close=close, length=length, smooth=smooth, alpha=alpha, pi=pi, sqrt2=sqrt2, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Momentum
def ao(self, fast=None, slow=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = ao(high=high, low=low, fast=fast, slow=slow, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def apo(self, fast=None, slow=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = apo(close=close, fast=fast, slow=slow, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def bias(self, length=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = bias(close=close, length=length, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def bop(self, percentage=False, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = bop(open_=open_, high=high, low=low, close=close, percentage=percentage, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def brar(self, length=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = brar(open_=open_, high=high, low=low, close=close, length=length, scalar=scalar, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cci(self, length=None, c=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cci(high=high, low=low, close=close, length=length, c=c, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cfo(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = cfo(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cg(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = cg(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cmo(self, length=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = cmo(close=close, length=length, scalar=scalar, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def coppock(self, length=None, fast=None, slow=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = coppock(close=close, length=length, fast=fast, slow=slow, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cti(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = cti(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def dm(self, drift=None, offset: Int = None, mamode=None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = dm(high=high, low=low, drift=drift, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def er(self, length=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = er(close=close, length=length, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def eri(self, length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = eri(high=high, low=low, close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def fisher(self, length=None, signal=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = fisher(high=high, low=low, length=length, signal=signal, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def inertia(self, length=None, rvi_length=None, scalar=None, refined=None, thirds=None, mamode=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
if refined is not None or thirds is not None:
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = inertia(close=close, high=high, low=low, length=length, rvi_length=rvi_length, scalar=scalar,
refined=refined, thirds=thirds, mamode=mamode, drift=drift, offset=offset, **kwargs)
else:
result = inertia(close=close, length=length, rvi_length=rvi_length, scalar=scalar, refined=refined,
thirds=thirds, mamode=mamode, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def kdj(self, length=None, signal=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = kdj(high=high, low=low, close=close, length=length, signal=signal, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def kst(self, roc1=None, roc2=None, roc3=None, roc4=None, sma1=None, sma2=None, sma3=None, sma4=None, signal=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = kst(close=close, roc1=roc1, roc2=roc2, roc3=roc3, roc4=roc4, sma1=sma1, sma2=sma2, sma3=sma3,
sma4=sma4, signal=signal, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def macd(self, fast=None, slow=None, signal=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = macd(close=close, fast=fast, slow=slow, signal=signal, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def mom(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = mom(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pgo(self, length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = pgo(high=high, low=low, close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ppo(self, fast=None, slow=None, scalar=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ppo(close=close, fast=fast, slow=slow, scalar=scalar, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def psl(self, open_=None, length=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
if open_ is not None:
open_ = self._get_column(kwargs.pop("open", "open"))
close = self._get_column(kwargs.pop("close", "close"))
result = psl(close=close, open_=open_, length=length, scalar=scalar, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def qqe(self, length=None, smooth=None, factor=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = qqe(close=close, length=length, smooth=smooth, factor=factor, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def roc(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = roc(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def rsi(self, length=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = rsi(close=close, length=length, scalar=scalar, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def rsx(self, length=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = rsx(close=close, length=length, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def rvgi(self, length=None, swma_length=None, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = rvgi(open_=open_, high=high, low=low, close=close, length=length, swma_length=swma_length,
offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def slope(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = slope(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def smi(self, fast=None, slow=None, signal=None, scalar=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = smi(close=close, fast=fast, slow=slow, signal=signal, scalar=scalar, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def squeeze(self, bb_length=None, bb_std=None, kc_length=None, kc_scalar=None, mom_length=None, mom_smooth=None, use_tr=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = squeeze(high=high, low=low, close=close, bb_length=bb_length, bb_std=bb_std, kc_length=kc_length,
kc_scalar=kc_scalar, mom_length=mom_length, mom_smooth=mom_smooth, use_tr=use_tr,
mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def squeeze_pro(self, 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: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = squeeze_pro(high=high, low=low, close=close, bb_length=bb_length, bb_std=bb_std, kc_length=kc_length,
kc_scalar_wide=kc_scalar_wide, kc_scalar_normal=kc_scalar_normal,
kc_scalar_narrow=kc_scalar_narrow, mom_length=mom_length, mom_smooth=mom_smooth,
use_tr=use_tr, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def stc(self, tclength=None, ma1=None, ma2=None, osc=None, fast=None, slow=None, factor=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = stc(close=close, tclength=tclength, ma1=ma1, ma2=ma2, osc=osc, fast=fast, slow=slow, factor=factor,
offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def stoch(self, k=None, d=None, smooth_k=None, mamode=None, talib=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = stoch(high=high, low=low, close=close, k=k, d=d, smooth_k=smooth_k, mamode=mamode, talib=talib, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def stochf(self, k=None, d=None, mamode=None, talib=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = stochf(high=high, low=low, close=close, k=k, d=d, mamode=mamode, talib=talib, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def stochrsi(self, length=None, rsi_length=None, k=None, d=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = stochrsi(high=high, low=low, close=close, length=length, rsi_length=rsi_length, k=k, d=d,
mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def td_seq(self, asint=None, offset: Int = None, show_all=None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = td_seq(close=close, asint=asint, offset=offset, show_all=show_all, **kwargs)
return self._post_process(result, **kwargs)
def trix(self, length=None, signal=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = trix(close=close, length=length, signal=signal, scalar=scalar, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def tsi(self, fast=None, slow=None, drift=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = tsi(close=close, fast=fast, slow=slow, drift=drift, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def uo(self, fast=None, medium=None, slow=None, fast_w=None, medium_w=None, slow_w=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = uo(high=high, low=low, close=close, fast=fast, medium=medium, slow=slow, fast_w=fast_w,
medium_w=medium_w, slow_w=slow_w, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def willr(self, length=None, percentage=True, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = willr(high=high, low=low, close=close, length=length, percentage=percentage, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Overlap
def alligator(self, jaw=None, teeth=None, lips=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = alligator(close=close, jaw=jaw, teeth=teeth, lips=lips, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def alma(self, length=None, sigma=None, distribution_offset=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = alma(close=close, length=length, sigma=sigma, distribution_offset=distribution_offset, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def dema(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = dema(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ema(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ema(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def fwma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = fwma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def hilo(self, high_length=None, low_length=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = hilo(high=high, low=low, close=close, high_length=high_length, low_length=low_length, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def hl2(self, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = hl2(high=high, low=low, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def hlc3(self, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = hlc3(high=high, low=low, close=close, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def hma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = hma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def hwma(self, na=None, nb=None, nc=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = hwma(close=close, na=na, nb=nb, nc=nc, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def jma(self, length=None, phase=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = jma(close=close, length=length, phase=phase, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def kama(self, length=None, fast=None, slow=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = kama(close=close, length=length, fast=fast, slow=slow, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ichimoku(self, tenkan=None, kijun=None, senkou=None, include_chikou=True, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result, span = ichimoku(high=high, low=low, close=close, tenkan=tenkan, kijun=kijun, senkou=senkou,
include_chikou=include_chikou, offset=offset, **kwargs)
self._add_prefix_suffix(result, **kwargs)
self._add_prefix_suffix(span, **kwargs)
self._append(result, **kwargs)
# return self._post_process(result, **kwargs), span
return result, span
def linreg(self, length=None, offset: Int = None, adjust=None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = linreg(close=close, length=length, offset=offset, adjust=adjust, **kwargs)
return self._post_process(result, **kwargs)
def mama(self, fastlimit=None, slowlimit=None, prenan: Int = None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = mama(close=close, fastlimit=fastlimit, slowlimit=slowlimit, prenan=prenan, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def mcgd(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = mcgd(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def midpoint(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = midpoint(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def midprice(self, length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = midprice(high=high, low=low, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ohlc4(self, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = ohlc4(open_=open_, high=high, low=low, close=close, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pwma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = pwma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def rma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = rma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def sinwma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = sinwma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def sma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = sma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def smma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = smma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ssf(self, length=None, everget=None, pi=None, sqrt2=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ssf(close=close, length=length, everget=everget, pi=pi, sqrt2=sqrt2, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ssf3(self, length=None, pi=None, sqrt3=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ssf3(close=close, length=length, pi=pi, sqrt3=sqrt3, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def supertrend(self, length=None, multiplier=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = supertrend(high=high, low=low, close=close, length=length, multiplier=multiplier, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def swma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = swma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def t3(self, length=None, a=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = t3(close=close, length=length, a=a, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def tema(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = tema(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def trima(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = trima(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def vidya(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = vidya(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def wcp(self, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = wcp(high=high, low=low, close=close, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def wma(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = wma(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def zlma(self, length=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = zlma(close=close, length=length, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Performance
def log_return(self, length=None, cumulative=False, percent=False, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = log_return(close=close, length=length, cumulative=cumulative, percent=percent, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def percent_return(self, length=None, cumulative=False, percent=False, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = percent_return(close=close, length=length, cumulative=cumulative, percent=percent, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
# Statistics
def entropy(self, length=None, base=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = entropy(close=close, length=length, base=base, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def kurtosis(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = kurtosis(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def mad(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = mad(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def median(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = median(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def quantile(self, length=None, q=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = quantile(close=close, length=length, q=q, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def skew(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = skew(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def stdev(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = stdev(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def tos_stdevall(self, length=None, stds=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = tos_stdevall(close=close, length=length, stds=stds, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def variance(self, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = variance(close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def zscore(self, length=None, std=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = zscore(close=close, length=length, std=std, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Transform
def cube(self, cubing_exponent=None, signal_offset=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = cube(close=close, cubing_exponent=cubing_exponent, signal_offset=signal_offset, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ifisher(self, amplifying_factor=None, signal_offset=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ifisher(close=close, amplifying_factor=amplifying_factor, signal_offset=signal_offset, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def remap(self, from_min=None, from_max=None, to_min=None, to_max=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = remap(close=close, from_min=from_min, from_max=from_max, to_min=to_min, to_max=to_max, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Trend
def adx(self, length=None, lensig=None, mamode=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = adx(high=high, low=low, close=close, length=length, lensig=lensig, mamode=mamode, scalar=scalar,
drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def amat(self, fast=None, slow=None, mamode=None, lookback=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = amat(close=close, fast=fast, slow=slow, mamode=mamode, lookback=lookback, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def aroon(self, length=None, scalar=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = aroon(high=high, low=low, length=length, scalar=scalar, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def chop(self, length=None, atr_length=None, ln=None, scalar=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = chop(high=high, low=low, close=close, length=length, atr_length=atr_length, ln=ln, scalar=scalar,
drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cksp(self, p=None, x=None, q=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = cksp(high=high, low=low, close=close, p=p, x=x, q=q, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def decay(self, length=None, mode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = decay(close=close, length=length, mode=mode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def decreasing(self, length=None, strict=None, asint=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = decreasing(close=close, length=length, strict=strict, asint=asint, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def dpo(self, length=None, centered=True, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = dpo(close=close, length=length, centered=centered, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def increasing(self, length=None, strict=None, asint=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = increasing(close=close, length=length, strict=strict, asint=asint, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def long_run(self, fast=None, slow=None, length=None, offset: Int = None, **kwargs: DictLike):
if fast is None and slow is None:
return self._df
else:
result = long_run(fast=fast, slow=slow, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def psar(self, af0=None, af=None, max_af=None, tv=False, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", None))
result = psar(high=high, low=low, close=close, af0=af0, af=af, max_af=max_af, tv=tv, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def qstick(self, length=None, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
close = self._get_column(kwargs.pop("close", "close"))
result = qstick(open_=open_, close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def short_run(self, fast=None, slow=None, length=None, offset: Int = None, **kwargs: DictLike):
if fast is None and slow is None:
return self._df
else:
result = short_run(fast=fast, slow=slow, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def supertrend(self, period=None, multiplier=None, mamode=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = supertrend(high=high, low=low, close=close, period=period, multiplier=multiplier, mamode=mamode,
drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def trendflex(self, close=None, length=None, smooth=None, alpha=None, pi=None, sqrt2=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = trendflex(close=close, length=length, smooth=smooth, alpha=alpha, pi=pi, sqrt2=sqrt2, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def tsignals(self, trend=None, asbool=None, trend_reset=None, trend_offset=None, offset: Int = None, **kwargs: DictLike):
if trend is None:
return self._df
else:
result = tsignals(trend, asbool=asbool, trend_offset=trend_offset, trend_reset=trend_reset, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ttm_trend(self, length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = ttm_trend(high=high, low=low, close=close, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def vhf(self, length=None, drift=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = vhf(close=close, length=length, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def vortex(self, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = vortex(high=high, low=low, close=close, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def xsignals(self, signal=None, xa=None, xb=None, above=None, long=None, asbool=None, trend_reset=None, trend_offset=None, offset: Int = None, **kwargs: DictLike):
if signal is None:
return self._df
else:
result = xsignals(signal=signal, xa=xa, xb=xb, above=above, long=long, asbool=asbool,
trend_offset=trend_offset, trend_reset=trend_reset, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Volatility
def aberration(self, length=None, atr_length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = aberration(high=high, low=low, close=close, length=length, atr_length=atr_length, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def accbands(self, length=None, c=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = accbands(high=high, low=low, close=close, length=length, c=c, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def atr(self, length=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = atr(high=high, low=low, close=close, length=length, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def atrts(self, length=None, ma_length=None, multiplier=None, mamode=None, talib=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = atrts(high=high, low=low, close=close, length=length, ma_length=ma_length, multiplier=multiplier, mamode=mamode, talib=talib, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def bbands(self, length=None, std=None, mamode=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = bbands(close=close, length=length, std=std, mamode=mamode, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def donchian(self, lower_length=None, upper_length=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = donchian(high=high, low=low, lower_length=lower_length, upper_length=upper_length, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def hwc(self, na=None, nb=None, nc=None, nd=None, scalar=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = hwc(close=close, na=na, nb=nb, nc=nc, nd=nd, scalar=scalar, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def kc(self, length=None, scalar=None, mamode=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = kc(high=high, low=low, close=close, length=length, scalar=scalar, mamode=mamode, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def massi(self, fast=None, slow=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = massi(high=high, low=low, fast=fast, slow=slow, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def natr(self, length=None, mamode=None, scalar=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = natr(high=high, low=low, close=close, length=length, mamode=mamode, scalar=scalar, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def pdist(self, drift=None, offset: Int = None, **kwargs: DictLike):
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = pdist(open_=open_, high=high, low=low, close=close, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def rvi(self, length=None, scalar=None, refined=None, thirds=None, mamode=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = rvi(high=high, low=low, close=close, length=length, scalar=scalar, refined=refined, thirds=thirds,
mamode=mamode, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def thermo(self, long=None, short= None, length=None, mamode=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
result = thermo(high=high, low=low, long=long, short=short, length=length, mamode=mamode, drift=drift,
offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def true_range(self, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
result = true_range(high=high, low=low, close=close, drift=drift, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def ui(self, length=None, scalar=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
result = ui(close=close, length=length, scalar=scalar, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
# Volume
def ad(self, open_=None, signed=True, offset: Int = None, **kwargs: DictLike):
if open_ is not None:
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = ad(high=high, low=low, close=close, volume=volume, open_=open_, signed=signed, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def adosc(self, open_=None, fast=None, slow=None, signed=True, offset: Int = None, **kwargs: DictLike):
if open_ is not None:
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = adosc(high=high, low=low, close=close, volume=volume, open_=open_, fast=fast, slow=slow,
signed=signed, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def aobv(self, fast=None, slow=None, mamode=None, max_lookback=None, min_lookback=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = aobv(close=close, volume=volume, fast=fast, slow=slow, mamode=mamode, max_lookback=max_lookback,
min_lookback=min_lookback, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def cmf(self, open_=None, length=None, offset: Int = None, **kwargs: DictLike):
if open_ is not None:
open_ = self._get_column(kwargs.pop("open", "open"))
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = cmf(high=high, low=low, close=close, volume=volume, open_=open_, length=length, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def efi(self, length=None, mamode=None, offset: Int = None, drift=None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = efi(close=close, volume=volume, length=length, offset=offset, mamode=mamode, drift=drift, **kwargs)
return self._post_process(result, **kwargs)
def eom(self, length=None, divisor=None, offset: Int = None, drift=None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = eom(high=high, low=low, close=close, volume=volume, length=length, divisor=divisor, offset=offset,
drift=drift, **kwargs)
return self._post_process(result, **kwargs)
def kvo(self, fast=None, slow=None, length_sig=None, mamode=None, offset: Int = None, drift=None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = kvo(high=high, low=low, close=close, volume=volume, fast=fast, slow=slow, length_sig=length_sig,
mamode=mamode, offset=offset, drift=drift, **kwargs)
return self._post_process(result, **kwargs)
def mfi(self, length=None, drift=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = mfi(high=high, low=low, close=close, volume=volume, length=length, drift=drift, offset=offset,
**kwargs)
return self._post_process(result, **kwargs)
def nvi(self, length=None, initial=None, signed=True, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = nvi(close=close, volume=volume, length=length, initial=initial, signed=signed, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def obv(self, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = obv(close=close, volume=volume, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pvi(self, length=None, initial=None, signed=True, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvi(close=close, volume=volume, length=length, initial=initial, signed=signed, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pvo(self, fast=None, slow=None, signal=None, scalar=None, offset: Int = None, **kwargs: DictLike):
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvo(volume=volume, fast=fast, slow=slow, signal=signal, scalar=scalar, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pvol(self, volume=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvol(close=close, volume=volume, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def pvr(self, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvr(close=close, volume=volume)
return self._post_process(result, **kwargs)
def pvt(self, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = pvt(close=close, volume=volume, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def vwap(self, anchor=None, offset: Int = None, **kwargs: DictLike):
high = self._get_column(kwargs.pop("high", "high"))
low = self._get_column(kwargs.pop("low", "low"))
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
if not self.datetime_ordered():
volume.index = self._df.index
result = vwap(high=high, low=low, close=close, volume=volume, anchor=anchor, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def vwma(self, volume=None, length=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = vwma(close=close, volume=volume, length=length, offset=offset, **kwargs)
return self._post_process(result, **kwargs)
def wb_tsv(self, length=None, signal=None, offset: Int = None, **kwargs: DictLike):
close = self._get_column(kwargs.pop("close", "close"))
volume = self._get_column(kwargs.pop("volume", "volume"))
result = wb_tsv(close=close, volume=volume, signal=signal, offset=offset, **kwargs)
return self._post_process(result, **kwargs)