qufilab 0.0.1

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QufiLab

Qufilab is a fast and modern technical indicators library implemented in c++.

Features

• Wide array of technical indicators.

Installation

Not yet implemented

Documentation for QufiLab can be found at: https://qufilab.readthedocs.io

Usage

WARNING: All of qufilab's technical indicators are implemented in c++ and a big part of the speed performance comes from the fact that no type conversion exist between python and c++. In order for this to work, numpy arrays of type numpy.dtype.float64 (double) or numpy.dtype.float32 (float) are preferably used. Observe that all other types of numpy arrays still are accepted, however the retured numpy array will be converted into the type numpy.dtype.float64.

Indicators

import qufilab as ql
import numpy as np

# Creates an ndarray with element type float64.
data = np.random.rand(1000000)

# Calculate sma with a period of 200.
sma = ql.sma(data, period = 200)

# Calculate bollinger bands with a period of 20 and two standard deviations from the mean.
upper_band, middle_band, lower_band = ql.bbands(data, period = 20, deviation = 2)