pandas-ta-quant 0.2.7

Description:

pandastaquant 0.2.7

Pandas TA Quant
Not only a pure python re-implementation of the famous TA-Lib. Additional indicators are available like covariance
measures or arma, garch and sarimax models. The library fully builds on top of pandas and pandas_ml_common, therefore
allows to deal with MultiIndex easily:



Date
('spy', 'Open')
('spy', 'High')
('spy', 'Low')
('spy', 'Close')
('spy', 'Volume')
('spy', 'Dividends')
('spy', 'Stock Splits')
('gld', 'Open')
('gld', 'High')
('gld', 'Low')
('gld', 'Close')
('gld', 'Volume')
('gld', 'Dividends')
('gld', 'Stock Splits')




2020-02-07 00:00:00
332.82
333.99
331.6
332.2
6.41394e+07
0
0
147.83
148.18
147.34
147.79
6.3793e+06
0
0


2020-02-10 00:00:00
331.23
334.75
331.19
334.68
4.207e+07
0
0
148.21
148.45
147.91
148.17
5.7936e+06
0
0



df = pd.read_pickle("../pandas_ta_quant_test/.data/spy_gld.pickle")
df._[["Close", df._["Close"].ta.sma(200)]].plot(figsize=(20,10))


Full List of indicators
To get a full list if indicators as DataFrame use df.ta.help.
Here is a non-complete ever-growing list:




module




ta_adx
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_all
pandas_ta_quant.technical_analysis.indicators


ta_apo
pandas_ta_quant.technical_analysis.indicators.single_object


ta_atr
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_bbands
pandas_ta_quant.technical_analysis.bands


ta_bbands_indicator
pandas_ta_quant.technical_analysis.indicators.single_object


ta_bop
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_candle_category
pandas_ta_quant.technical_analysis.encoders.candles


ta_candles_as_culb
pandas_ta_quant.technical_analysis.encoders.candles


ta_cci
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_cross
pandas_ta_quant.technical_analysis.labels.discrete


ta_cross_over
pandas_ta_quant.technical_analysis.labels.discrete


ta_cross_under
pandas_ta_quant.technical_analysis.labels.discrete


ta_decimal_year
pandas_ta_quant.technical_analysis.indicators.time


ta_delta_hedged_price
pandas_ta_quant.technical_analysis.normalizer


ta_div
pandas_ta_quant.technical_analysis.math


ta_draw_down
pandas_ta_quant.technical_analysis.indicators.single_object


ta_edge_detect
pandas_ta_quant.technical_analysis.forecast.support


ta_ema
pandas_ta_quant.technical_analysis.filters


ta_ewma_covariance
pandas_ta_quant.technical_analysis.covariances


ta_fibbonaci_retracement
pandas_ta_quant.technical_analysis.forecast.support


ta_future_bband_quantile
pandas_ta_quant.technical_analysis.labels.discrete


ta_future_crossings
pandas_ta_quant.technical_analysis.labels.discrete


ta_future_multi_bband_quantile
pandas_ta_quant.technical_analysis.labels.discrete


ta_future_multi_ma_quantile
pandas_ta_quant.technical_analysis.labels.discrete


ta_future_pct_to_current_mean
pandas_ta_quant.technical_analysis.labels.continuous


ta_gaf
pandas_ta_quant.technical_analysis.encoders.gramian_angular_field


ta_gap
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_garch11
pandas_ta_quant.technical_analysis.forecast.volatility


ta_has_opening_gap
pandas_ta_quant.technical_analysis.labels.discrete


ta_hmm
pandas_ta_quant.technical_analysis.forecast.predictive_indicator


ta_inverse
pandas_ta_quant.technical_analysis.encoders.resample


ta_inverse_gasf
pandas_ta_quant.technical_analysis.encoders.gramian_angular_field


ta_is_opening_gap_closed
pandas_ta_quant.technical_analysis.labels.discrete


ta_log_returns
pandas_ta_quant.technical_analysis.normalizer


ta_ma_decompose
pandas_ta_quant.technical_analysis.indicators.single_object


ta_ma_ratio
pandas_ta_quant.technical_analysis.normalizer


ta_macd
pandas_ta_quant.technical_analysis.indicators.single_object


ta_mean_returns
pandas_ta_quant.technical_analysis.indicators.single_object


ta_mgarch_covariance
pandas_ta_quant.technical_analysis.covariances


ta_mom
pandas_ta_quant.technical_analysis.indicators.single_object


ta_moving_covariance
pandas_ta_quant.technical_analysis.covariances


ta_multi_bbands
pandas_ta_quant.technical_analysis.filters


ta_multi_ma
pandas_ta_quant.technical_analysis.filters


ta_ncdf_compress
pandas_ta_quant.technical_analysis.normalizer


ta_normalize_row
pandas_ta_quant.technical_analysis.normalizer


ta_ohl_trend_lines
pandas_ta_quant.technical_analysis.forecast.support


ta_one_hot
pandas_ta_quant.technical_analysis.encoders.one_hot


ta_one_hot_encode_discrete
pandas_ta_quant.technical_analysis.encoders.one_hot


ta_performance
pandas_ta_quant.technical_analysis.normalizer


ta_poly_coeff
pandas_ta_quant.technical_analysis.indicators.single_object


ta_ppo
pandas_ta_quant.technical_analysis.indicators.single_object


ta_realative_candles
pandas_ta_quant.technical_analysis.encoders.candles


ta_rescale
pandas_ta_quant.technical_analysis.normalizer


ta_returns
pandas_ta_quant.technical_analysis.normalizer


ta_rnn
pandas_ta_quant.technical_analysis.encoders.auto_regression


ta_roc
pandas_ta_quant.technical_analysis.indicators.single_object


ta_rsi
pandas_ta_quant.technical_analysis.indicators.single_object


ta_sarimax
pandas_ta_quant.technical_analysis.forecast.predictive_indicator


ta_sharpe_ratio
pandas_ta_quant.technical_analysis.indicators.single_object


ta_sinusoidal_week
pandas_ta_quant.technical_analysis.indicators.time


ta_sinusoidal_week_day
pandas_ta_quant.technical_analysis.indicators.time


ta_slope
pandas_ta_quant.technical_analysis.indicators.single_object


ta_sma
pandas_ta_quant.technical_analysis.filters


ta_sma_price_ratio
pandas_ta_quant.technical_analysis.normalizer


ta_sortino_ratio
pandas_ta_quant.technical_analysis.indicators.single_object


ta_sparse_covariance
pandas_ta_quant.technical_analysis.covariances


ta_std_ret_bands
pandas_ta_quant.technical_analysis.bands


ta_std_ret_bands_indicator
pandas_ta_quant.technical_analysis.indicators.single_object


ta_stddev
pandas_ta_quant.technical_analysis.indicators.single_object


ta_tr
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_trend_lines
pandas_ta_quant.technical_analysis.forecast.support


ta_trix
pandas_ta_quant.technical_analysis.indicators.single_object


ta_ultimate_osc
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_up_down_volatility_ratio
pandas_ta_quant.technical_analysis.indicators.single_object


ta_volume_as_time
pandas_ta_quant.technical_analysis.encoders.volume


ta_wilders
pandas_ta_quant.technical_analysis.filters


ta_williams_R
pandas_ta_quant.technical_analysis.indicators.multi_object


ta_z_norm
pandas_ta_quant.technical_analysis.normalizer


ta_zscore
pandas_ta_quant.technical_analysis.indicators.single_object