finfeatures 0.1.0

A simple Financial Feature Engineering library.

FinFeatures

Simple Financial Feature Engineering for Data Science and Finance.

Features

• Moving Averages (SMA, EMA)
• Relative Strength Index (RSI)
• MACD
• Bollinger Bands
• Average True Range (ATR)
• Stochastic Oscillator
• Rolling Volatility
• Percent Change
• Apply Full Basic Feature Set
• Apply Premium Feature Set

Installation

pip install .

Usage

import finfeatures as ff

# Assume `df` has 'Close', 'High', and 'Low' columns
ff.simple_moving_average(df, column='Close', window=20)
ff.relative_strength_index(df, column='Close')
ff.average_true_range(df, high_col='High', low_col='Low', close_col='Close')
ff.stochastic_oscillator(df, high_col='High', low_col='Low', close_col='Close')
ff.basic_feature_set(df, column='Close')
ff.premium_feature_set(df, close_col='Close', high_col='High', low_col='Low')