Technical Indicators Library provides means to derive stock market technical indicators.
Project description
Technical Indicators
Technical indicators library provides means to derive stock market technical indicators.
Provides multiple ways of deriving technical indicators using raw OHLCV(Open, High, Low, Close, Volume) values.
Supports 35 technical Indicators at present.
Provides 2 ways to get the values,
-
You can send a pandas data-frame consisting of required values and you will get a new data-frame with required column appended in return.
Note: make sure the column names are in lower case and are as follows,
- Open values should be named 'open' - High values should be named 'high' - Low values should be named 'low' - Close values should be named 'close' - Volume values should be named 'volume'
-
You can send numpy arrays or pandas series of required values and you will get a new pandas series in return.
Installation
pip install technical_indicators_lib
Usage
# import dependencies
import pandas as pd
import numpy as np
# importing an indicator class
from technical_indicators_lib import OBV
# instantiate the class
obv = OBV()
# load data into a dataframe df
df = pd.read_csv("./test/data/test_data.csv")
# Method 1: get the data by sending a dataframe
df = obv.get_value_df(df)
# Method 2: get the data by sending series values
obv_values = obv.get_value_list(df["close"], df["volume"])
Documentation
https://technical-indicators-library.readthedocs.io/en/latest/
Development
Want to contribute?
Great. Follow these steps,
git clone https://github.com/kunalkini015/technical-indicators.git
cd technical_indicator_lib
pip install -r requirements.txt
then you are good to go. You can create a pull request or write to me at kunalkini15@gmail.com
Todo
-
Divide indicators into separate modules, such as trend, momentum, volatility, volume, etc.
-
add tests.
-
Add more indicators.
Credits
Developed by Kunal Kini K, a software engineer by profession and passion.
If you have any comments, feedbacks or queries, write to me at kunalkini15@gmail.com
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