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A Bollinger Band indicator built on top of financial_engine

Project description

Bollinger Bands

A Financial indicator based on ratios calculated via financial engine over a specfic or acorss a range of companies.

Returns sma, lower band, and upper band for a range of provided ratio columns


📦 Changelog

See full CHANGELOG.md


📝 Notes

Financial ratios calculations are perfomed on all dates and then filtered by Bollinger bands on basis of window_size,- Allows Storing all financial ratios (if ratios_to_file parameter is set to True)

  • More Analysis and calculations can be performed now that all ratios data is saved to a feather file as well
  • Final outcome : feather file for ratios and / or bollinger + returning the same for models
  • Further down can implement Caching mechanism to manage all records in better manner and make them readily available for Bollinger bands or other calculations

✨ Features

  • 📈 Built on top of financial-engine
  • 🔁 Perform bollinger bands caluclation for provided ratio columns
  • 🚗 Accepts Single company (alpha_code) as well as Multiple Companies (list of alpha_codes)
  • ⚡ Caching : Option to save ratios and bollingers for further calculations

🚀 Installation

pip install financial-bollinger-bands

Step-by-step

  1. Create and activate a virtual environment:

    python -m venv .venv
    source .venv/bin/activate  # or .venv\Scripts\activate on Windows
    
  2. Create a .env file in the root of your project:

    MONGO_URI=
    MONGO_DATABASE=
    MONGO_COLLECTION=
    AWS_ACCESS_KEY_ID=
    AWS_SECRET_ACCESS_KEY=
    BUCKET_NAME=
    
  3. Install the package:

    pip install financial-bollinger-bands
    

🐍 Requirements

  • Python ≥ 3.10
  • Compatible with major OS environments (Linux, Windows, Mac)

🛠 Implemented Methods

Method Descrip`tion
get_bollinger_bands( alpha_code , k , windows_size, bollinger_to_file, ratio_to_file ) Get bolllinger band for specific alpha_code
get_bollinger_bands_multiple( alpha_code, k, window_size, bollinger_to_file, ratio_to_file ) Get bollinger band for a range of alpha_codes

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