technical-analysis 0.0.2

Technical Analysis with Python

Technical Analysis for Python

Technical Analysis (TA) is the study of price movements.

This package aims to provide various TA tools, such as candlestick pattern recognition, technical overlays, technical indicators, and statistical analysis.

Why Use This Library?

The Technical Analysis Library is still in its early days, but already has the following:

1. Recognition for 30+ Candlestick Patterns
2. Customizable Candlestick Pattern Functions
3. 10+ customizable technical indicators
4. 10+ moving average types (including adaptive)
5. Technical overlays
6. Parameterizable Technical signals

Coming Soon:

The next version will provide:

• tools for backtesting
• more indicators, signals, candlestick patterns

Technical Overlays Example Usage

>>> import pandas as pd

>>> from technical_analysis import candles
>>> from technical_analysis import overlays
>>> from technical_analysis import indicators

>>> spy = pd.read_csv(filepath)

# exponentially-weighted moving average
>>> spy["ema9"] = overlays.ema(spy.close, 9)
>>> spy["ema20"] = overlays.ema(spy.close, 20)
>>> spy["ema50"] = overlays.ema(spy.close, 50)

# triangular moving average
>>> spy["tma9"] = overlays.tma(spy.close, 9)
>>> spy["tma20"] = overlays.tma(spy.close, 20)
>>> spy["tma50"] = overlays.tma(spy.close, 50)

# linearly-weighted moving average
>>> spy["lwma9"] = overlays.lwma(spy.close, 9)
>>> spy["lwma20"] = overlays.lwma(spy.close, 20)
>>> spy["lwma50"] = overlays.lwma(spy.close, 50)

# kaufman adaptive moving average
>>> spy["kama9"] = overlays.kama(spy.close, 9, min_smoothing_constant=3, max_smoothing_constant=30)
>>> spy["kama20"] = overlays.kama(spy.close, 20, min_smoothing_constant=3, max_smoothing_constant=30)
>>> spy["kama50"] = overlays.kama(spy.close, 50, min_smoothing_constant=3, max_smoothing_constant=30)

# bollinger bands
>>> spy["bband_lower"], spy["bband_upper"] = overlays.bbands(spy.close, period=20)
# donchian bands
>>> spy["dband_lower"], spy["dband_upper"] = overlays.dbands(spy.close, period=20)
# keltner bands
>>> spy["kband_lower"], spy["kband_upper"] = overlays.kbands(spy.high, spy.low, spy.close, period=20)

Easily Get Moving Average Crossover Signals

• Return the indexes at which a crossover occurs

>>> overlays.bullish_crossover_signal(spy["ema20"], spy["ema50"])
array([ 168,  213,  275,  454,  573,  755,  917, 1039, 1185, 1429, 1654,
       1762, 1790, 1996, 2072, 2098, 2246, 2356, 2649, 2832, 3009, 3076,
       3169, 3346, 3719, 3901, 3990, 4051, 4220, 4584, 4697])

>>> overlays.bearish_crossover_signal(spy["ema20"], spy["ema50"])
array([  87,  118,  165,  341,  476,  632,  830,  932, 1003, 1150, 1565,
       1636, 1701, 1902, 1941, 2023, 2139, 2261, 2572, 2743, 2926, 2960,
       3055, 3252, 3612, 3754, 3910, 3963, 4098, 4501, 4577, 4640])

Technical Indicators Example Usage

# average true range
>>> spy["atr"] = indicators.atr(spy.high, spy.low, spy.close, period=14)

# relative strength index
>>> spy["rsi"] = indicators.rsi(spy.close, period=14)

# Williams' %R
>>> spy["perc_r"] = indicators.perc_r(spy.high, spy.low, spy.close, period=14)

# true strength index
>>> spy["tsi"] = indicators.tsi(spy.close, period1=25, period2=13)

# TRIX
>>> spy["trix"] = indicators.trix(spy.close, period=15)

# stochastic %k, %d (fast, slow, or full)
spy["stoch_k"], spy["stoch_d"] = indicators.stochastic(spy.high, spy.low, spy.close, period=14, perc_k_smoothing=3)

# macd histogram
>>> spy["macd_histogram"] = indicators.macd(spy.close, return_histogram=True)

Candlestick Pattern Recognition

>>> spy["gap_down"] = candles.is_gap_down(spy.high, spy.low, min_gap_size=0.003)
>>> spy["gap_up"] = candles.is_gap_down(spy.high, spy.low, min_gap_size=0.003)
>>> spy["long_body"] = candles.is_long_body(spy.open, spy.high, spy.low, spy.close, min_body_size=0.7)
>>> spy["doji"] = candles.is_doji(spy.open, spy.high, spy.low, spy.close, relative_threshold=0.1)
>>> spy["outside"] = candles.is_outside(spy.high, spy.low)
>>> spy["inside"] = candles.is_inside(spy.high, spy.low)
>>> spy["spinning_top"] = candles.spinning_top(spy.open, spy.high, spy.low, spy.close)
>>> spy["marubozu"] = candles.is_marubozu(spy.open, spy.high, spy.low, spy.close, max_shadow_size=0.2)
>>> spy["dark_cloud"] = candles.dark_cloud(spy.open,
                                           spy.high,
                                           spy.low,
                                           spy.close,
                                           min_body_size=0.65,
                                           new_high_periods=30)
>>> spy["bullish_engulfing"] = candles.bullish_engulfing(spy.open, spy.high, spy.low, spy.close)
>>> spy["bearish_engulfing"] = candles.bearish_engulfing(spy.open, spy.high, spy.low, spy.close)

BSD 3-Clause License

Copyright (c) 2022 Trevor McGuire. All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

• Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.

• Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.

• Neither the name of the copyright holder nor the names of its contributors may be used to endorse or promote products derived from this software without specific prior written permission.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.