📈 GunSan Strength Index (GSI)

GunSan Strength Index (GSI) is a proprietary technical indicator developed to measure the strength of a financial instrument using a blend of trend, momentum, and volatility signals.

This package allows analysts, traders, and quant developers to calculate and visualize a smoothed strength index derived from a combination of leading and lagging indicators – Hence,GunSan Strength Index(GSI) is both a leading and lagging indicator.

🚀 Features

• ✅ Easy-to-use API: get_gunsan_strength(df)
• 📊 Interactive visualization using Plotly
• 🔒 Internal proprietary logic kept private
• 📦 Clean Python package, pip installable
• 🧠 Built using vectorbt and pandas-ta

🧪 Example Usage

from gunsan_strength.core import get_gunsan_strength
from gunsan_strength.plots import plot_gunsan_strength
from datetime import date
import matplotlib.pyplot as plt
import yfinance as yf
import os
import warnings
warnings.simplefilter(action='ignore')

# Define the ticker symbol,time span for Natural Gas futures
ticker_symbol = 'NG=F'
start_dt= '2019-10-28'
end_dt= date.today().strftime("%Y-%m-%d")

# Download historical data for NG futures
df = yf.download(ticker_symbol, start=start_dt, end=end_dt, multi_level_index=False)
df.reset_index(inplace=True)

# Compute GunSan Strength Index
result = get_gunsan_strength(df, signal_window=50)

# Plot the result
plot_gunsan_strength(result)

📦 Installation

You can install the package directly using:

pip install gunsan-strength

For local development:

git clone https://github.com/santosh3110/GunSan-Strength-Index.git
cd GunSan-Strength-Index
pip install -e .

📘 Functionality

get_gunsan_strength(df: pd.DataFrame, signal_window: int = 50)

• Takes a DataFrame with OHLC data and computes:
  • Technical_Strength: raw strength signal
  • Technical_Strength_Signal: smoothed signal

plot_gunsan_strength(df)

• Takes the result of get_gunsan_strength() and plots:

  • Close Price (zoomable)
  • GunSan Strength Indicator (interactive)

  

📖 User Guide

• This is both a Lagging and Leading Indicator:

  • Historical strength peaks act as overbought zone and a potential reversal - Bearish
  • Historical strength troughs act as oversold zone and a potential reversal - Bullish
  • Above Zero line positive zone
  • Below Zero line negative zone
  • Zero line acts as Support and Resistance
  • Bullish and Bearish Divergences suggest potential reversal points

  

  

🔐 Disclaimer

The internal logic used in computing the GunSan Strength Index is proprietary and not open-sourced. This package provides access to the results without exposing the underlying formula.

🛠 Dependencies

• pandas, numpy
• vectorbt, pandas-ta
• plotly, yfinance

See requirements.txt for full list.

📄 License

Licensed under the Apache License 2.0.

🙏 Acknowledgements

• Built with ❤️ by @santosh3110
• Inspired by old school technical analysis
• Dedicated to my Guru, the legendary AS Chakravathy!