Library for calculating diverse financial metrics
Project description
Technicators
Technicators provides a collection of methods for calculating various technical indicators commonly used in financial analysis.
Installation
pip install technicators
Usage
import pandas as pd
from technicators import Technicators
# Sample time series data
data = pd.Series([...])
# Calculate ALMA
alma_values = Technicators.ALMA(data, period=14)
# Calculate EMA
ema_values = Technicators.EMA(data, period=14)
# Calculate HMA
hma_values = Technicators.HMA(data, period=14)
# Calculate SMMA
smma_values = Technicators.SMMA(data, period=14)
# Calculate TEMA
tema_values = Technicators.TEMA(data, period=14)
# Calculate WMA
wma_values = Technicators.WMA(data, period=14)
Method Details
ALMA
- Calculates the Arnaud Legoux Moving Average (ALMA) using a variable window.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the ALMA.offset
(float): Offset multiplier for ALMA calculation. Default is 0.85.sigma
(float): Standard deviation factor for ALMA calculation. Default is 6.
- Returns:
pd.Series
: A time series representing the ALMA values.
EMA
- Calculates the Exponential Moving Average (EMA) of a given time series.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the EMA.adjust
(bool): Whether to adjust the EMA calculation. Default is True.
- Returns:
pd.Series
: A time series representing the EMA values.
HMA
- Calculates the Hull Moving Average (HMA) using weighted moving averages.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the HMA.
- Returns:
pd.Series
: A time series representing the HMA values.
SMMA
- Calculates the Smoothed Moving Average (SMMA) using exponential smoothing.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the SMMA.adjust
(bool): Whether to adjust the SMMA calculation. Default is True.
- Returns:
pd.Series
: A time series representing the SMMA values.
TEMA
- Calculates the Triple Exponential Moving Average (TEMA) using triple exponential smoothing.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the TEMA.adjust
(bool): Whether to adjust the TEMA calculation. Default is True.
- Returns:
pd.Series
: A time series representing the TEMA values.
WMA
- Calculates the Weighted Moving Average (WMA) using weighted averages.
- Parameters:
dataset
(pd.Series): The input time series data.period
(int): The period over which to calculate the WMA.
- Returns:
pd.Series
: A time series representing the WMA values.
Project details
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