A custom indicator package including VPFR.
Project description
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')
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