mirror of
https://github.com/wassname/pandas-ta.git
synced 2026-06-27 16:10:07 +08:00
James Sawyer
195 lines
3.7 KiB
Python
195 lines
3.7 KiB
Python
name = "pandas_ta"
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"""
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.. moduleauthor:: Kevin Johnson
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"""
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from pkg_resources import get_distribution, DistributionNotFound
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import os.path
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try:
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_dist = get_distribution("pandas_ta")
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# Normalize case for Windows systems
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dist_loc = os.path.normcase(_dist.location)
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here = os.path.normcase(__file__)
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if not here.startswith(os.path.join(dist_loc, "pandas_ta")):
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# not installed, but there is another version that *is*
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raise DistributionNotFound
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except DistributionNotFound:
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__version__ = "Please install this project with setup.py"
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else:
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__version__ = _dist.version
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from importlib.util import find_spec
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Imports = {
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"scipy": find_spec("scipy") is not None,
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"sklearn": find_spec("sklearn") is not None,
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"statsmodels": find_spec("statsmodels") is not None,
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"mplfinance": find_spec("mplfinance") is not None,
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"alphaVantage-api ": find_spec("alphaVantageAPI") is not None,
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"yfinance": find_spec("yfinance") is not None,
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"talib": find_spec("talib") is not None,
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}
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# Not ideal and not dynamic but it works.
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# Will find a dynamic solution later.
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Category = {
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# Candles
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"candles": ["cdl_doji", "cdl_inside", "ha"],
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# Momentum
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"momentum": [
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"ao",
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"apo",
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"bias",
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"bop",
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"brar",
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"cci",
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"cfo",
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"cg",
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"cmo",
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"coppock",
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"er",
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"eri",
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"fisher",
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"inertia",
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"kdj",
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"kst",
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"macd",
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"mom",
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"pgo",
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"ppo",
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"psl",
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"pvo",
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"roc",
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"rsi",
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"rvgi",
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"slope",
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"smi",
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"squeeze",
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"stoch",
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"stochrsi",
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"trix",
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"tsi",
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"uo",
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"willr",
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],
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# Overlap
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"overlap": [
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"dema",
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"ema",
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"fwma",
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"hilo",
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"hl2",
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"hlc3",
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"hma",
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"ichimoku",
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"kama",
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"linreg",
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"midpoint",
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"midprice",
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"ohlc4",
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"pwma",
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"rma",
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"sinwma",
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"sma",
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"supertrend",
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"swma",
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"t3",
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"tema",
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"trima",
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"vwap",
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"vwma",
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"wcp",
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"wma",
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"zlma",
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],
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# Performance
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"performance": ["log_return", "percent_return", "trend_return"],
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# Statistics
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"statistics": [
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"entropy",
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"kurtosis",
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"mad",
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"median",
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"quantile",
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"skew",
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"stdev",
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"variance",
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"zscore",
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],
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# Trend
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"trend": [
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"adx",
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"amat",
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"aroon",
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"chop",
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"cksp",
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"decay",
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"decreasing",
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"dpo",
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"increasing",
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"long_run",
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"psar",
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"qstick",
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"short_run",
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"ttm_trend",
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"vortex",
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],
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# Volatility
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"volatility": [
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"aberration",
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"accbands",
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"atr",
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"bbands",
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"donchian",
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"kc",
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"massi",
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"natr",
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"pdist",
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"rvi",
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"true_range",
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"ui",
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],
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# Volume, "vp" or "Volume Profile" is unique
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"volume": [
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"ad",
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"adosc",
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"aobv",
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"cmf",
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"efi",
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"eom",
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"mfi",
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"nvi",
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"obv",
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"pvi",
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"pvol",
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"pvt",
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],
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}
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# https://www.worldtimezone.com/markets24.php
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EXCHANGE_TZ = {
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"NZSX": 12,
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"ASX": 11,
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"TSE": 9,
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"HKE": 8,
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"SSE": 8,
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"SGX": 8,
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"NSE": 5.5,
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"DIFX": 4,
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"RTS": 3,
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"JSE": 2,
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"FWB": 1,
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"LSE": 1,
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"BMF": -2,
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"NYSE": -4,
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"TSX": -4,
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}
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RATE = {
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"TRADING_DAYS_PER_YEAR": 252, # Keep even
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"TRADING_HOURS_PER_DAY": 6.5,
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"MINUTES_PER_HOUR": 60,
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}
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from pandas_ta.core import *
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