pandas-ta-quant 0.2.7

Augment pandas DataFrame with methods for machine learning

Pandas TA Quant

Not only a pure python re-implementation of the famous TA-Lib. Additional indicators are available like covariance measures or arma, garch and sarimax models. The library fully builds on top of pandas and pandas_ml_common, therefore allows to deal with MultiIndex easily:

Date	('spy', 'Open')	('spy', 'High')	('spy', 'Low')	('spy', 'Close')	('spy', 'Volume')	('spy', 'Dividends')	('spy', 'Stock Splits')	('gld', 'Open')	('gld', 'High')	('gld', 'Low')	('gld', 'Close')	('gld', 'Volume')	('gld', 'Dividends')	('gld', 'Stock Splits')
2020-02-07 00:00:00	332.82	333.99	331.6	332.2	6.41394e+07	0	0	147.83	148.18	147.34	147.79	6.3793e+06	0	0
2020-02-10 00:00:00	331.23	334.75	331.19	334.68	4.207e+07	0	0	148.21	148.45	147.91	148.17	5.7936e+06	0	0

df = pd.read_pickle("../pandas_ta_quant_test/.data/spy_gld.pickle")
df._[["Close", df._["Close"].ta.sma(200)]].plot(figsize=(20,10))

Full List of indicators

To get a full list if indicators as DataFrame use df.ta.help. Here is a non-complete ever-growing list:

	module
ta_adx	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_all	pandas_ta_quant.technical_analysis.indicators
ta_apo	pandas_ta_quant.technical_analysis.indicators.single_object
ta_atr	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_bbands	pandas_ta_quant.technical_analysis.bands
ta_bbands_indicator	pandas_ta_quant.technical_analysis.indicators.single_object
ta_bop	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_candle_category	pandas_ta_quant.technical_analysis.encoders.candles
ta_candles_as_culb	pandas_ta_quant.technical_analysis.encoders.candles
ta_cci	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_cross	pandas_ta_quant.technical_analysis.labels.discrete
ta_cross_over	pandas_ta_quant.technical_analysis.labels.discrete
ta_cross_under	pandas_ta_quant.technical_analysis.labels.discrete
ta_decimal_year	pandas_ta_quant.technical_analysis.indicators.time
ta_delta_hedged_price	pandas_ta_quant.technical_analysis.normalizer
ta_div	pandas_ta_quant.technical_analysis.math
ta_draw_down	pandas_ta_quant.technical_analysis.indicators.single_object
ta_edge_detect	pandas_ta_quant.technical_analysis.forecast.support
ta_ema	pandas_ta_quant.technical_analysis.filters
ta_ewma_covariance	pandas_ta_quant.technical_analysis.covariances
ta_fibbonaci_retracement	pandas_ta_quant.technical_analysis.forecast.support
ta_future_bband_quantile	pandas_ta_quant.technical_analysis.labels.discrete
ta_future_crossings	pandas_ta_quant.technical_analysis.labels.discrete
ta_future_multi_bband_quantile	pandas_ta_quant.technical_analysis.labels.discrete
ta_future_multi_ma_quantile	pandas_ta_quant.technical_analysis.labels.discrete
ta_future_pct_to_current_mean	pandas_ta_quant.technical_analysis.labels.continuous
ta_gaf	pandas_ta_quant.technical_analysis.encoders.gramian_angular_field
ta_gap	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_garch11	pandas_ta_quant.technical_analysis.forecast.volatility
ta_has_opening_gap	pandas_ta_quant.technical_analysis.labels.discrete
ta_hmm	pandas_ta_quant.technical_analysis.forecast.predictive_indicator
ta_inverse	pandas_ta_quant.technical_analysis.encoders.resample
ta_inverse_gasf	pandas_ta_quant.technical_analysis.encoders.gramian_angular_field
ta_is_opening_gap_closed	pandas_ta_quant.technical_analysis.labels.discrete
ta_log_returns	pandas_ta_quant.technical_analysis.normalizer
ta_ma_decompose	pandas_ta_quant.technical_analysis.indicators.single_object
ta_ma_ratio	pandas_ta_quant.technical_analysis.normalizer
ta_macd	pandas_ta_quant.technical_analysis.indicators.single_object
ta_mean_returns	pandas_ta_quant.technical_analysis.indicators.single_object
ta_mgarch_covariance	pandas_ta_quant.technical_analysis.covariances
ta_mom	pandas_ta_quant.technical_analysis.indicators.single_object
ta_moving_covariance	pandas_ta_quant.technical_analysis.covariances
ta_multi_bbands	pandas_ta_quant.technical_analysis.filters
ta_multi_ma	pandas_ta_quant.technical_analysis.filters
ta_ncdf_compress	pandas_ta_quant.technical_analysis.normalizer
ta_normalize_row	pandas_ta_quant.technical_analysis.normalizer
ta_ohl_trend_lines	pandas_ta_quant.technical_analysis.forecast.support
ta_one_hot	pandas_ta_quant.technical_analysis.encoders.one_hot
ta_one_hot_encode_discrete	pandas_ta_quant.technical_analysis.encoders.one_hot
ta_performance	pandas_ta_quant.technical_analysis.normalizer
ta_poly_coeff	pandas_ta_quant.technical_analysis.indicators.single_object
ta_ppo	pandas_ta_quant.technical_analysis.indicators.single_object
ta_realative_candles	pandas_ta_quant.technical_analysis.encoders.candles
ta_rescale	pandas_ta_quant.technical_analysis.normalizer
ta_returns	pandas_ta_quant.technical_analysis.normalizer
ta_rnn	pandas_ta_quant.technical_analysis.encoders.auto_regression
ta_roc	pandas_ta_quant.technical_analysis.indicators.single_object
ta_rsi	pandas_ta_quant.technical_analysis.indicators.single_object
ta_sarimax	pandas_ta_quant.technical_analysis.forecast.predictive_indicator
ta_sharpe_ratio	pandas_ta_quant.technical_analysis.indicators.single_object
ta_sinusoidal_week	pandas_ta_quant.technical_analysis.indicators.time
ta_sinusoidal_week_day	pandas_ta_quant.technical_analysis.indicators.time
ta_slope	pandas_ta_quant.technical_analysis.indicators.single_object
ta_sma	pandas_ta_quant.technical_analysis.filters
ta_sma_price_ratio	pandas_ta_quant.technical_analysis.normalizer
ta_sortino_ratio	pandas_ta_quant.technical_analysis.indicators.single_object
ta_sparse_covariance	pandas_ta_quant.technical_analysis.covariances
ta_std_ret_bands	pandas_ta_quant.technical_analysis.bands
ta_std_ret_bands_indicator	pandas_ta_quant.technical_analysis.indicators.single_object
ta_stddev	pandas_ta_quant.technical_analysis.indicators.single_object
ta_tr	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_trend_lines	pandas_ta_quant.technical_analysis.forecast.support
ta_trix	pandas_ta_quant.technical_analysis.indicators.single_object
ta_ultimate_osc	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_up_down_volatility_ratio	pandas_ta_quant.technical_analysis.indicators.single_object
ta_volume_as_time	pandas_ta_quant.technical_analysis.encoders.volume
ta_wilders	pandas_ta_quant.technical_analysis.filters
ta_williams_R	pandas_ta_quant.technical_analysis.indicators.multi_object
ta_z_norm	pandas_ta_quant.technical_analysis.normalizer
ta_zscore	pandas_ta_quant.technical_analysis.indicators.single_object