antony-indicator 0.5.1

A custom indicator package including VPFR.

Antony Indicator Package

A custom Python package for technical analysis indicators.

Installation

pip install .

Usage

VPFR (Volume Profile Fixed Range)

import pandas as pd
from indicator.vpfr import vpfr

# ... create dataframe ...
result = vpfr(df)
print(result.poc, result.vah, result.val)

VWAP (Volume Weighted Average Price)

from indicator.vwap import vwap

# Standard VWAP
result = vwap(df)
print(result.vwap)

# Session-based VWAP (reset on column)
result_session = vwap(df, reset=True, reset_col='session_id')

CVD (Cumulative Volume Delta)

from indicator.cvd import cvd

# Standard CVD (neutral='ignore')
result = cvd(df, neutral='ignore')
print(result.cvd)

# Split neutral volume (half buy/half sell)
result_split = cvd(df, neutral='split')

Open Interest State

from indicator.oi import oi_state

# Classify state (LB, SB, SC, LU, NEUTRAL)
result = oi_state(df, close_col='close', oi_col='oi')
print(result.state)

Candle Metrics & State

from indicator.candle import candle_metrics, candle_state

# 1. Compute Metrics
metrics = candle_metrics(df)

# 2. Classify State
state_result = candle_state(metrics)
print(state_result.state)