This library contains various financial technical indicators that can be used to analyze data.
Now compatible with both Python 2.7 and Python 3.6
The complete list of indicators in this library:
Accumulation/Distribution Aroon -Aroon Up -Aroon Down Average Directional Index Average True Range Average True Range Percent Bollinger Bands -Upper Bollinger Band -Middle Bollinger Band -Lower Bollinger Band -Bandwidth -Percent Bandwidth -Range -%B Chaikin Money Flow Chande Momentum Oscillator Commodity Channel Index Detrended Price Oscillator Double Exponential Moving Average Double Smoothed Stochastic Exponential Moving Average Hull Moving Average Ichimoku Cloud -TenkanSen -KijunSen -Chiku Span -Senkou A -Senkou B Keltner Bands -Bandwidth -Center Band -Upper Band -Lower Band Linear Weighted Moving Average Momentum Money Flow Money Flow Index Moving Average Convergence Divergence Moving Average Envelope -Upper Band -Center Band -Lower Band Negative Directional Index (-DI) Negative Directional Movement (-DM) On Balance Volume Positive Directional Index (+DI) Positive Directional Movement (+DM) Price Channels -Upper Price Channel -Lower Price Channel Price Oscillator Simple Moving Average Smoothed Moving Average Standard Deviation Standard Variance Stochastic -%K -%D StochRSI Rate of Change Relative Strength Index Triangular Moving Average Triple Exponential Moving Average True Range Typical Price Ultimate Oscillator Vertical Horizontal Filter Volatility Volume Adjusted Moving Average Volume Index -Positive Volume Index -Negative Volume Index Volume Oscillator Weighted Moving Average Williams %R
Install using pip:
pip install pyti
Simple example usage of library:
from pyti.exponential_moving_average import exponential_moving_average as ema data = [6, 7, 3, 6, 3, 9, 5] period = 2 res = ema(data, period) # res = [np.nan, 6.75, 4.0, 5.25, 3.75, 7.5, 6.0]
Running the whole test suite using tox:
To run tests for just Python 2.7 use
tox -e py27 tests
or just for Python 3.6
tox -e py36 tests
To specifically run one test in a specific Python version:
tox -e py36 -- tests/test_file_you_want_to_test:TestClassName.test_method_name
If there is an indicator that you would like to see added or believe there is an error in one of the existing ones, feel free to submit it to Issues. If you would like to add your own indicator, fork the project and submit a pull request. Contributions are always welcome.