pyalbedo 0.0.1

Transform raw market data into indicators and trading signals—no decisions, no orders

PyAlbedo

Transform raw market data into indicators and trading signals—no decisions, no orders.

PyAlbedo is a minimal-dependency Python library that answers one question: "What does the data suggest right now?" It provides pure mathematical indicators (EMA, RSI, MACD, Bollinger Bands, ATR, etc.) and signal generators (crossover, mean reversion, breakout) that interpret those indicators and emit structured signals. It does not handle position sizing, order generation, persistence, or market data fetching—that stays in your strategy and execution layers.

Installation

pip install pyalbedo

With optional dependencies:

pip install pyalbedo[dev]   # pytest, hypothesis, ruff, mypy
pip install pyalbedo[pandas] # DataFrame helpers (future)

Quick example

import numpy as np
from pyalbedo import MarketDataWindow, EMA, RSI
from pyalbedo.signals import MACrossover, RSIMeanReversion, SignalAggregator

# Build a window from arrays (e.g. from your data source)
close = np.random.rand(200) * 100 + 100
high = close + np.random.rand(200) * 2
low = close - np.random.rand(200) * 2
open_ = np.roll(close, 1)
open_[0] = close[0]
volume = np.random.rand(200) * 1e6

window = MarketDataWindow.from_arrays(
    symbol="AAPL",
    open_=open_, high=high, low=low, close=close,
    volume=volume,
)

# Indicators: pure transformations
ema_fast = EMA(period=12)
ema_slow = EMA(period=26)
fast = ema_fast.calculate(close)
slow = ema_slow.calculate(close)

rsi = RSI(period=14)
rsi_series = rsi.calculate(close)

# Signal generators: interpret and emit
ma_cross = MACrossover(fast_period=12, slow_period=26)
rsi_reversion = RSIMeanReversion(period=14, oversold=30, overbought=70)
aggregator = SignalAggregator([ma_cross, rsi_reversion])

bundle = aggregator.generate(window)
if bundle and bundle.signals:
    for s in bundle.signals:
        print(f"{s.source}: {s.direction} strength={s.strength:.2f}")

Indicator groups

• Moving averages: SMA, EMA, WMA, DEMA, TEMA, Hull MA
• Oscillators: RSI, Stochastic (%K/%D), MACD, CCI, Williams %R, Ultimate Oscillator, ROC
• Volatility: ATR, Bollinger Bands, Keltner Channels
• Volume: OBV, VWAP, MFI, VWMA
• Trend: ADX (+DI/-DI), Aroon, Supertrend

Signal types

• Crossover: MA crossover, MACD crossover, Stochastic crossover
• Mean reversion: RSI oversold/overbought, Bollinger bands, CCI
• Breakout: ATR-based breakout, Bollinger squeeze/expansion
• Composite: SignalAggregator runs multiple generators and returns a SignalBundle

What's out of scope

Concern	Why excluded
Position sizing	Risk management; depends on portfolio state
Order generation	Execution; depends on broker
Signal filtering by position	Strategy logic, not signal logic
Persistence	Signals are ephemeral; persist in your layer
Market data fetching	This package receives data; it doesn't fetch it

Links

• Repository
• Changelog