Technical Analysis Library in Python

It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Close, High, Low, Volume). It is built on Pandas and Numpy.

The library has implemented 43 indicators:

Volume

ID | Name | Class | defs -- |-- |-- |-- | 1 | Money Flow Index (MFI) | MFIIndicator | money_flow_index 2 | Accumulation/Distribution Index (ADI) | AccDistIndexIndicator | acc_dist_index 3 | On-Balance Volume (OBV) | OnBalanceVolumeIndicator | on_balance_volume 4 | Chaikin Money Flow (CMF) | ChaikinMoneyFlowIndicator | chaikin_money_flow 5 | Force Index (FI) | ForceIndexIndicator | force_index 6 | Ease of Movement (EoM, EMV) | EaseOfMovementIndicator | ease_of_movement<br>sma_ease_of_movement 7 | Volume-price Trend (VPT) | VolumePriceTrendIndicator| volume_price_trend 8 | Negative Volume Index (NVI) | NegativeVolumeIndexIndicator| negative_volume_index 9 | Volume Weighted Average Price (VWAP) | VolumeWeightedAveragePrice | volume_weighted_average_price

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Volatility

ID | Name | Class | defs -- |-- |-- |-- | 10 | Average True Range (ATR) | AverageTrueRange | average_true_range 11 | Bollinger Bands (BB) | BollingerBands | bollinger_hband<br>bollinger_hband_indicator<br>bollinger_lband<br>bollinger_lband_indicator<br>bollinger_mavg<br>bollinger_pband<br>bollinger_wband 12 | Keltner Channel (KC) | KeltnerChannel | keltner_channel_hband<br>keltner_channel_hband_indicator<br>keltner_channel_lband<br>keltner_channel_lband_indicator<br>keltner_channel_mband<br>keltner_channel_pband<br>keltner_channel_wband 13 | Donchian Channel (DC) | DonchianChannel| donchian_channel_hband<br>donchian_channel_lband<br>donchian_channel_mban<br>donchian_channel_pband<br>donchian_channel_wband 14 | Ulcer Index (UI) | UlcerIndex| ulcer_index

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Trend

ID | Name | Class | defs -- |-- |-- |-- | 15 | Simple Moving Average (SMA) | SMAIndicator | sma_indicator 16 | Exponential Moving Average (EMA) | EMAIndicator | ema_indicator | Trend 17 | Weighted Moving Average (WMA) | WMAIndicator | wma_indicator 18 | Moving Average Convergence Divergence (MACD) | MACD | macd <br>macd_diff<br>macd_signal 19 | Average Directional Movement Index (ADX) | ADXIndicator | adx<br>adx_neg<br>adx_pos 20 | Vortex Indicator (VI) | VortexIndicator | vortex_indicator_neg <br>[