GitLocker: The Coding Marketplace

Description:

cryptota 0.0.5

CryptoTA
Technical Analysis on Cryptocurrency
install
pip install cryptota
example usage
import cryptota
import vectorbt as vbt

binance_data = vbt.BinanceData.download(
"BTCUSDT",
start='1 day ago UTC',
end='now UTC',
interval='1m'
)
binance_data = binance_data.update()
price = binance_data.get()

ta = cryptota.TA_Features()
ta.get_all_indicators(price)

last 10 result:

open
high
low
close
volume
close time
quote volume
number of trades
taker base volume
taker quote volume
accbl_20
accbm_20
accbu_20
amate_lr_8_21_2
amate_sr_8_21_2
obv
obv_min_2
obv_max_2
obve_4
obve_12
aobv_lr_2
aobv_sr_2
cg_10
copc_11_14_10
dec_1
dcl_20_20
dcm_20_20
dcu_20_20
efi_13
eom_14_100000000
fwma_10
isa_9
isb_26
its_9
iks_26
ics_26
inc_1
kcle_20_2
kcbe_20_2
kcue_20_2
kst_10_15_20_30_10_10_10_15
ksts_9
kurt_30
ldecay_5
logret_1
mad_30
median_30
midpoint_2
midprice_2
pctret_1
pvol
pvt
pwma_10
qtl_30_0.5
rma_10
rvi_14
sinwma_14
skew_30
slope_1
swma_10
t3_10_0.7
tsi_13_25_13
tsis_13_25_13
uo_7_14_28
var_30
vtxp_14
vtxm_14
low_close
mean_close
high_close
pos_volume
neg_volume
total_volume
vwap_d
zs_30
ad
adosc
adx
adxr
ao
apo
aroon_down
aroon_up
aroonosc
atr
avgprice
bbands_lower
bbands_middle
bbands_upper
bop
cci
cmo
cvi
dema
di_plus
di_minus
dm_plus
dm_minus
dpo
dx
ema
emv
fisher_line
fisher_signal
fosc
hma
kama
kvo
linreg
linregintercept
linregslope
macd_line
macd_signal
macd_histogram
marketfi
mass
md
mfi
mom
msw_sine
msw_lead
natr
nvi
obv_2
ppo
psar
pvi
qstick
roc
rocr
rsi
sma
stderr
stoch_line
stoch_ma
tema
tr
trima
trix
tsf
typprice
ultosc
vhf
vidya
vosc
vwma
wad
wcprice
wilders
willr
wma
zlema

2022-03-02 06:57:00+00:00
43922.6
43955.3
43880.6
43940.5
55.8526
2022-03-02 06:57:59.999000+00:00
2.45229e+06
1441
26.6534
1.17015e+06
43921.2
44040.9
44157.8
0
1
654.032
598.179
654.032
647.434
659.637
0
1
-5.50214
-0.342771
0
43880.6
43991.4
44102.3
-412.507
-2.55079e+09
43964
nan
nan
43977.3
43991.4
nan
1
43930.5
44031.4
44132.2
-198.256
-183.229
2.28018
43940.5
0.000406314
31.2689
44058.7
43931.5
43926.1
0.000406397
2.45419e+06
257.656
44039.5
44058.7
44028.9
39.9081
44035.1
-1.27163
17.85
44025.7
44027.7
-25.7024
-19.8497
47.7871
2082.08
0.77209
1.21082
nan
nan
nan
nan
nan
nan
44230.5
-2.46775
-694.91
8.2407
45.6375
38.2942
-72.372
-13.9264
100
0
-100
48.3004
43924.8
43948.7
44040.9
44133.1
0.238726
-232.24
-36.4605
29.4623
44012.8
8.21072
42.4275
55.5213
286.897
47.1054
67.5711
44148.4
-245721
-1.22179
-0.74804
-0.0964647
44071.4
44034.5
-102.792
43978.4
44062.8
-5.18697
-34.7959
-26.1356
-8.66039
1.33799
25.6649
38.0646
18.8715
-77.1
-0.894256
-0.315864
0.109922
978.806
621.355
-0.0832833
44046.9
1031.54
-2.1725
-0.00175157
0.998248
32.1332
44266.5
11.7552
19.3874
30.4223
44089.9
74.73
44187.2
-0.0088084
43948.9
43925.5
47.7871
0.373064
44004.4
9.98053
44146.5
-462.14
43929.2
44147.6
-72.0223
44063.1
44112.4

2022-03-02 06:58:00+00:00
43940.5
43964
43940.4
43950.3
23.5556
2022-03-02 06:58:59.999000+00:00
1.03537e+06
845
7.73097
339787
43919.7
44036.7
44151.1
0
1
677.588
654.032
677.588
659.496
662.398
1
0
-5.50269
-0.386562
0
43880.6
43991.4
44102.3
-320.532
-2.30011e+09
43958.6
nan
nan
43977.3
43991.4
nan
1
43927.9
44023.6
44119.4
-202.693
-182.818
1.2397
43950.3
0.000223459
34.6982
44057.1
43945.4
43922.3
0.000223484
1.03528e+06
258.183
44022.6
44057.1
44021
52.7946
44025.9
-1.0946
9.82
44013.2
44017
-26.6921
-20.8272
49.4287
2381.49
0.838736
1.18733
nan
nan
nan
nan
nan
nan
44230
-2.01187
-698.775
8.83517
46.8879
39.6449
-87.6127
-14.6109
92.8571
14.2857
-78.5714
46.5303
43948.8
43936.4
44036.7
44137
0.417092
-146.022
-30.7245
19.8171
44005.1
9.23905
40.8956
60.1855
266.404
123.68
63.1431
44144.5
341832
-1.36075
-1.22179
-0.0216988
44067
44029.8
-62.3741
43975.5
44069.4
-4.98999
-36.6471
-28.2379
-8.40924
0.998487
25.6395
43.3941
23.7767
-73.76
-0.83589
-0.202935
0.10587
979.025
644.91
-0.0876921
44030.3
1031.54
-2.00495
-0.00167545
0.998325
34.2879
44264.5
11.2053
23.7458
23.2329
44084.1
23.52
44184.6
-0.00958802
43926
43951.6
49.4287
0.357127
43993
12.1859
44142.9
-452.31
43951.2
44143.6
-67.4318
44057
44107.1

2022-03-02 06:59:00+00:00
43950.3
43950.3
43926.2
43927.3
19.4608
2022-03-02 06:59:59.999000+00:00
855138
565
8.12693
357108
43917.7
44028.4
44140.5
0
1
658.127
658.127
677.588
658.948
661.741
1
0
-5.50324
-0.436811
1
43880.6
43991.4
44102.3
-338.712
-1.91856e+09
43946.4
nan
nan
43977.3
43991.4
nan
0
43923.3
44014.5
44105.7
-217.516
-184.606
0.696435
43950.1
-0.000523683
37.7646
44055.5
43938.8
43945.1
-0.000523546
854858
257.164
43996.3
44055.5
44011.6
41.9908
44015.2
-1.09861
-23.01
43995.8
44005
-28.3483
-21.9017
46.1062
2666.45
0.87362
1.22762
nan
nan
nan
nan
nan
nan
44229.6
-2.22225
-716.461
2.64788
48.1674
40.8704
-103.3
-15.5682
85.7143
7.14286
-78.5714
44.9296
43938.5
43921
44028.4
44135.8
-0.954395
-141.982
-48.1493
-2.61656
43996.2
8.88477
41.5977
55.8865
261.655
175.735
64.8005
44140.2
-173271
-1.47763
-1.36075
-0.033554
44062.3
44020.8
-52.3341
43970.5
44073
-4.88678
-39.4161
-30.4735
-8.94256
1.23942
25.557
48.3284
24.2785
-128.3
-0.760177
-0.0781073
0.102282
978.512
625.449
-0.0943223
44015.3
1031.54
-2.5215
-0.00291223
0.997088
31.7446
44261.9
10.9126
27.4526
23.5286
44077.7
24.12
44181.9
-0.0104296
43900.1
43934.6
46.1062
0.314604
43979.5
9.17662
44139.9
-475.33
43932.7
44139.3
-78.1881
44050.3
44101.4

2022-03-02 07:00:00+00:00
43927.3
43965.7
43912.4
43955.2
24.4672
2022-03-02 07:00:59.999000+00:00
1.07526e+06
982
13.5451
595251
43906.8
44021.7
44137.1
0
1
682.594
658.127
682.594
668.406
664.949
1
0
-5.5029
-0.45395
0
43880.6
43991.4
44102.3
-192.841
-2.39934e+09
43949.5
nan
nan
43970.9
43991.4
nan
1
43916.2
44008.8
44101.5
-232.917
-188.755
0.124341
43955.2
0.000634712
39.1587
44054.5
43941.2
43939
0.000634913
1.07546e+06
258.717
43969.1
44054.5
44006
52.812
44004.6
-1.1249
27.89
43977.5
43992.9
-27.7522
-22.7375
48.6291
2624.58
0.751293
1.19838
nan
nan
nan
nan
nan
nan
44229.1
-1.58174
-701.649
4.58909
48.7719
41.8146
-107.24
-15.6701
78.5714
0
-78.5714
45.5253
43940.1
43913.5
44021.7
44130
0.523559
-107.98
-34.666
7.51048
43989.9
10.5553
38.1209
67.2746
242.966
148.077
56.6306
44136.5
17526.5
-1.56272
-1.47763
0.0653241
44057.4
44014.6
-22.8256
43966.7
44054.6
-4.7993
-39.058
-32.1904
-6.86757
2.1772
25.5667
48.7906
26.5933
-98.53
-0.657327
0.0680788
0.103572
978.512
649.917
-0.0933878
44001.9
1032.2
-2.18045
-0.00223659
0.997763
37.7698
44259.7
10.71
30.5698
27.2561
44072.3
53.27
44179.1
-0.011096
43900.2
43944.4
48.6291
0.283051
43974.8
17.0979
44136.6
-432.57
43947.1
44135.6
-62.6709
44045
44096.5

2022-03-02 07:01:00+00:00
43955.2
43961.8
43946.8
43948.8
9.45334
2022-03-02 07:01:59.999000+00:00
415534
560
4.36364
191809
43903.9
44015.1
44128.2
0
1
673.141
673.141
682.594
670.3
666.209
1
0
-5.50241
-0.478801
1
43880.6
43991.4
44102.3
-173.908
-2.13829e+09
43948.9
nan
nan
43970.9
43991.4
nan
0
43916.4
44003.1
44089.8
-247.574
-195.689
-0.38888
43955
-0.000145158
41.8082
44053
43952
43939
-0.000145148
415463
258.58
43950.4
44053
44000.3
43.677
43994.3
-0.9882
-6.38
43963.1
43981.6
-27.5289
-23.4219
48.5768
2729.45
0.822257
1.18353
nan
nan
nan
nan
nan
nan
44228.9
-1.57779
-708.583
2.75972
49.3332
42.9861
-98.9418
-15.7799
71.4286
0
-71.4286
43.3457
43953.1
43906
44015.1
44124.1
-0.425716
-84.6171
-33.7849
5.81206
43983.6
10.2942
37.178
62.4693
225.611
103.654
56.6306
44132.8
242139
-1.47718
-1.56272
0.0601552
44052.5
44008.1
-2.02287
43961.4
44032.5
-4.79371
-38.8155
-33.5154
-5.30009
1.5878
25.4371
48.0657
29.4644
-91.4
-0.562495
0.186893
0.0986277
978.37
640.463
-0.09275
43989.7
1032.2
-2.5594
-0.00207538
0.997925
36.9659
44257.2
10.6983
31.4661
29.8295
44066.8
15.01
44176.2
-0.0116242
43903.9
43952.4
48.5768
0.284265
43970
15.1892
44135
-445.58
43951.5
44131.9
-64.7427
44039.7
44091.2

2022-03-02 07:02:00+00:00
43948.8
43948.8
43844.6
43848.3
63.5924
2022-03-02 07:02:59.999000+00:00
2.79014e+06
1337
13.7422
602949
43884.8
44004
44129.8
0
1
609.548
609.548
673.141
645.999
657.492
0
1
-5.50289
-0.5595
1
43844.6
43973.5
44102.3
-1061.98
-1.89415e+09
43910
nan
nan
43951.6
43973.5
nan
0
43890.1
43988.4
44086.6
-279.549
-208.423
0.781923
43948.6
-0.00228914
48.9353
44048.2
43898.5
43903.2
-0.00228653
2.78842e+06
244.039
43942.6
44048.2
43985.1
35.0663
43982.3
-1.21212
-100.49
43949.9
43968.9
-30.9967
-24.504
42.4063
3747.96
0.752777
1.1705
nan
nan
nan
nan
nan
nan
44227.4
-2.86294
-767.706
-17.0515
50.7105
44.7394
-97.2557
-17.8874
100
21.4286
-78.5714
47.6896
43897.6
43876.1
44004
44131.8
-0.964766
-152.487
-43.0548
22.0116
43970
8.68822
46.6778
58.0072
311.646
69.3892
68.6153
44127.2
-943039
-1.67408
-1.47718
-0.159911
44047.1
43981.9
-98.723
43947.7
44024.7
-5.0799
-45.725
-35.9573
-9.76763
1.63793
25.5731
54.8722
26.2593
-210.26
-0.54735
0.204745
0.10876
978.37
576.871
-0.109426
43978.8
1029.84
-3.0886
-0.00477229
0.995228
27.1604
44254.1
11.421
24.7275
28.9211
44058.4
104.16
44173.2
-0.0125498
43870.9
43880.6
42.4063
0.33565
43946.1
21.8165
44123.8
-546.08
43872.5
44126.2
-98.404
44030.7
44084.2

2022-03-02 07:03:00+00:00
43848.3
43911.6
43844.8
43890
50.8787
2022-03-02 07:03:59.999000+00:00
2.23206e+06
1266
13.2695
582201
43874.7
43995.4
44120.7
0
1
660.427
609.548
660.427
651.77
657.944
0
1
-5.50227
-0.58892
0
43844.6
43969.6
44094.5
-607.321
-1.88425e+09
43901.9
nan
nan
43940.1
43973.5
nan
1
43877.3
43979
44080.6
-300.631
-224.796
0.0891079
43890
0.000950099
53.9524
44042.1
43869.1
43896.7
0.00095055
2.23307e+06
248.876
43940.3
44042.1
43975.6
47.5464
43969.1
-1.03455
41.68
43938.1
43955.6
-30.9027
-25.4181
45.9952
4269.03
0.82294
1.16598
nan
nan
nan
nan
nan
nan
44226.2
-1.95534
-749.716
-17.8818
51.9894
45.5136
-105.237
-18.6446
92.8571
14.2857
-78.5714
49.0546
43873.6
43861.3
43995.4
44129.6
0.623802
-129.782
-31.2992
20.4564
43960.5
7.84313
42.1375
53.8638
289.386
40.4559
68.6153
44122.5
-243548
-1.99755
-1.67408
0.0192141
44041.5
43971
-60.6723
43939
43992.9
-5.17445
-47.5171
-38.2693
-9.24782
1.31293
25.7056
55.5027
40.9281
-145.53
-0.462658
0.299727
0.111767
979.3
627.75
-0.113691
43962.7
1029.84
-2.66405
-0.00330483
0.996695
34.8765
44251.4
11.6387
18.8746
25.0227
44051.5
66.8
44170.1
-0.0134356
43872.2
43882.1
45.9952
0.328056
43935
6.22888
44117.8
-500.87
43884.1
44121.5
-80.2294
44023.5
44078.3

2022-03-02 07:04:00+00:00
43890
43905
43852
43890.6
25.6185
2022-03-02 07:04:59.999000+00:00
1.12432e+06
977
13.533
593920
43863.6
43987.3
44112.5
0
1
686.045
660.427
686.045
665.48
662.267
1
0
-5.50155
-0.62855
0
43844.6
43969.6
44094.5
-518.255
-2.41156e+09
43897.1
nan
nan
43908.1
43973.5
nan
1
43868.5
43970.6
44072.6
-316.148
-241.919
-0.451016
43890.6
1.4354e-05
59.2031
44042.1
43890.3
43878.2
1.43541e-05
1.12441e+06
248.912
43936.1
44042.1
43967.1
56.8895
43955.4
-0.87522
0.63
43928.6
43942.3
-30.7942
-26.1861
43.9713
4791.76
0.768642
1.24083
nan
nan
nan
nan
nan
nan
44225.6
-1.76688
-738.001
-12.8683
53.177
46.2287
-109.75
-19.1341
85.7143
7.14286
-78.5714
49.3385
43884.4
43848.5
43987.3
44126.2
0.0116915
-114.483
-41.5071
15.0097
43951.6
7.24099
38.9025
50.0164
268.715
69.5339
68.6153
44117.9
6520.47
-2.36691
-1.99755
0.0622139
44035.7
43962.8
-20.8759
43929.8
43961.2
-5.31925
-48.3444
-40.2843
-8.06007
2.06999
25.7332
51.3538
39.5191
-77.01
-0.421792
0.342876
0.112413
979.314
653.368
-0.115626
43948.8
1029.84
-2.7077
-0.00175152
0.998248
34.9886
44248.7
11.9298
13.804
19.1354
44044.7
53.03
44167
-0.0142173
43878.8
43882.5
43.9713
0.338293
43926.6
4.57621
44114.2
-462.23
43884.5
44116.9
-79.9547
44016.7
44072.5

2022-03-02 07:05:00+00:00
43890.6
43918.4
43867.2
43918.4
29.79
2022-03-02 07:05:59.999000+00:00
1.30763e+06
861
20.7488
910735
43860.3
43979.1
44100.4
0
1
715.835
686.045
715.835
685.622
670.508
1
0
-5.50106
-0.624497
0
43844.6
43969.6
44094.5
-326.08
-2.39413e+09
43905
nan
nan
43905.1
43973.5
nan
1
43863.5
43965.6
44067.7
-321.667
-257.439
-0.823441
43918.4
0.000632282
62.4329
44037.8
43904.5
43885.2
0.000632482
1.30833e+06
250.797
43925
44037.8
43962.2
63.7465
43943
-0.709714
27.76
43921.5
43930.2
-29.043
-26.5943
50.0906
5048.31
0.749381
1.2139
nan
nan
nan
nan
nan
nan
44224.9
-1.27171
-708.222
-0.172569
53.7588
46.7838
-112.37
-18.8216
78.5714
0
-78.5714
49.4687
43898.6
43844.5
43979.1
44113.7
0.542807
-85.5094
-31.968
22.1137
43945.4
8.63806
36.0288
59.8238
249.521
39.5779
61.3223
44113.9
245839
-2.25915
-2.36691
0.143825
44029.8
43961.6
26.5431
43924.4
43944.6
-5.31064
-46.3689
-41.5012
-4.8677
1.71735
25.8226
44.2878
40.9183
-4.25
-0.342573
0.422085
0.112638
979.314
683.158
-0.110788
43936.3
1030.49
-2.38715
-9.67611e-05
0.999903
39.898
44246.3
11.9129
24.6228
19.1005
44038.9
51.16
44163.8
-0.0147103
43888.1
43901.3
50.0906
0.337355
43925.2
6.03304
44110.7
-411.08
43905.6
44112.9
-65.9477
44011.1
44067.9

2022-03-02 07:06:00+00:00
43918.4
43932.7
43873.1
43879
18.3777
2022-03-02 07:06:59.999000+00:00
806809
873
6.41394
281566
43846.4
43969.3
44096.2
0
1
697.458
697.458
715.835
690.356
674.654
1
0
-5.50143
-0.617154
1
43844.6
43962.5
44080.3
-382.728
-1.86442e+09
43895
nan
nan
43905.1
43973.5
nan
0
43853.7
43957.4
44061
-327.124
-271.758
-1.09603
43918.2
-0.000895699
66.2828
44035.3
43898.7
43899.9
-0.000895298
806397
249.151
43909.2
44035.3
43953.9
54.3274
43931.7
-0.571795
-39.32
43912.5
43919
-28.9674
-26.9333
47.2031
5504.31
0.79521
1.16616
nan
nan
nan
nan
nan
nan
44224.5
-1.66708
-722.956
0.348843
53.7533
46.973
-118.047
-19.2593
71.4286
7.14286
-64.2857
50.1859
43900.8
43835.4
43969.3
44103.3
-0.660897
-84.7912
-35.8775
29.3509
43936.7
9.93886
32.9771
69.8307
231.698
67.8331
53.6823
44109.3
327216
-1.89784
-2.25915
0.043085
44023.8
43959.6
26.5331
43916.6
43949.1
-5.36798
-47.2431
-42.6496
-4.59349
3.23816
25.9144
41.4429
40.4695
-61.42
-0.28713
0.4743
0.114373
978.437
664.78
-0.112875
43844.6
1030.49
-2.47375
-0.0013978
0.998602
35.7768
44243.8
12.0407
23.33
20.5856
44032.1
59.51
44160.5
-0.0151683
43873
43894.9
47.2031
0.325346
43918
8.89711
44107.8
-464.69
43891
44108.2
-84.1077
44004.2
44063.5

Supported DataSource
Binance
import cryptota
import vectorbt as vbt

binance_data = vbt.BinanceData.download(
"BTCUSDT",
start='1 day ago UTC',
end='now UTC',
interval='1m'
)
binance_data = binance_data.update()
price = binance_data.get()

Alpaca
import cryptota
import vectorbt as vbt
alpaca_data = vbt.AlpacaData.download(
"AAPL",
start='2 hours ago UTC',
end='15 minutes ago UTC',
interval='1m',
)
alpaca_data = alpaca_data.update()
price = alpaca_data.get()
alpaca_data.get()

CCXT
ccxt_data = vbt.CCXTData.download(
"BTC/USDT",
start='2 hours ago UTC',
end='now UTC',
timeframe='1m'
)
ccxt_data = ccxt_data.update()
price = ccxt_data.get()

Yfinance
yf_data = vbt.YFData.download(
"TSLA",
start='2022-02-25 09:30:00 -0400',
end='2022-03-01 09:35:00 -0400',
interval='1m'
)
price = yf_data.get()

Supported Metric
Momentum

Awesome Oscillator: ao
Absolute Price Oscillator: apo
Balance of Power: bop
Commodity Channel Index: cci
Chande Momentum Oscillator: cmo

A wrapper for ta.linreg(series, r=True)

Momentum: mom
Percentage Price Oscillator: ppo
Rate of Change: roc
Relative Strength Index: rsi

Default is John Carter's. Enable Lazybear's with lazybear=True
Excluded from df.ta.strategy().

Trix: trix
Williams %R: willr

Overlap

Double Exponential Moving Average: dema
Exponential Moving Average: ema

Commonly known as 'Typical Price' in Technical Analysis literature

Hull Exponential Moving Average: hma

Use: help(ta.ichimoku). Returns two DataFrames.
Drop the Chikou Span Column, the final column of the first resultant DataFrame, remove potential data leak.

Kaufman's Adaptive Moving Average: kama
Linear Regression: linreg
Simple Moving Average: sma
Triple Exponential Moving Average: tema
Triangular Moving Average: trima
Variable Index Dynamic Average: vidya
Volume Weighted Moving Average: vwma
Weighted Moving Average: wma

Trend

Average Directional Movement Index: adx
Detrended Price Oscillator: dpo

Set centered=False to remove potential data leak.

Parabolic Stop and Reverse: psar
Q Stick: qstick
Vertical Horizontal Filter: vhf

Volatility

Average True Range: atr
Normalized Average True Range: natr

Volume

Accumulation/Distribution Index: ad
Accumulation/Distribution Oscillator: adosc
Klinger Volume Oscillator: kvo
Money Flow Index: mfi
Negative Volume Index: nvi
On-Balance Volume: obv
Positive Volume Index: pvi
Price-Volume: pvol
Price Volume Trend: pvt

Indicator

Average Directional Movement Rating: adxr
Aroon: aroon
Chaikins Volatility: cvi
Directional Movement Index: dx
Ease of Movement: emv
Forecast Oscillator: fosc
Linear Regression Intercept: linregintercept
Linear Regression Slope: linregslope
Market Facilitation Index: marketfi
Mass Index: mass
Rate of Change Ratio: rocr
True Range: tr
Ultimate Oscillator: ultosc
Volume Oscillator: vosc
Williams Accumulation/Distribution: wad

Overlay

Average Price: avgprice
Bollinger Bands: bbands
Time Series Forecast: tsf
Typical Price: typprice
Weighted Close Price: wcprice
Wilders Smoothing: wilders
Zero-Lag Exponential Moving Average: zlema

Math

Mean Deviation Over Period: md
Standard Error Over Period: stderr

Ref: https://tulipindicators.org/list
Ref: https://github.com/twopirllc/pandas-ta~~