Welcome to tapy’s documentation!¶
Source Code: | https://github.com/dmitriiweb/tapy |
---|---|
Issue Tracker: | https://github.com/dmitriiweb/tapy/issues |
PyPi: | https://pypi.org/project/tapy/ |
tapy is a Python3 library which provides various technical indicators for the Pandas’ data frames
- Welcome to tapy’s documentation!
- Installation
- Indicators
- Accelerator Oscillator (AC)
- Accumulation/Distribution (A/D)
- Alligator
- Average True Range (ATR)
- Awesome Oscillator (AO)
- Bears Power
- Bollinger Bands
- Bulls Power
- Commodity Channel Index (CCI)
- DeMarker (DeM)
- Exponential Moving Average (EMA)
- Force Index (FRC)
- Fractals
- Gator Oscillator
- Ichimoku Kinko Hyo
- Market Facilitation Index (BW MFI)
- Momentum
- Money Flow Index (MFI)
- Moving Average Convergence/Divergence (MACD)
- Simple Moving Average (SMA)
- Smoothed Moving Average (SMMA)
Installation¶
pip install tapy
Indicators¶
-
class
tapy.
Indicators
(df, open_col='Open', high_col='High', low_col='Low', close_col='Close', volume_col='Volume')¶ Add technical indicators data to a pandas data frame
>>> import pandas as pd >>> from tapy import Indicators >>> df = pd.read_csv('EURUSD60.csv') >>> i= Indicators(df) >>> i.accelerator_oscillator(column_name='AC') >>> i.sma() >>> df = i.df >>> df.tail() Date Time Open High Low Close Volume AC sma 3723 2019.09.20 16:00 1.10022 1.10105 1.10010 1.10070 2888 -0.001155 1.101296 3724 2019.09.20 17:00 1.10068 1.10193 1.10054 1.10184 6116 -0.000820 1.101158 3725 2019.09.20 18:00 1.10186 1.10194 1.10095 1.10144 3757 -0.000400 1.101056 3726 2019.09.20 19:00 1.10146 1.10215 1.10121 1.10188 3069 0.000022 1.101216 3727 2019.09.20 20:00 1.10184 1.10215 1.10147 1.10167 1224 0.000388 1.101506
Accelerator Oscillator (AC)¶
>>> Indicators.accelerator_oscillator(column_name='ac')
param str column_name: Column name, default: ac return: None
Accumulation/Distribution (A/D)¶
>>> Indicators.accumulation_distribution(column_name='a/d')
param str column_name: Column name, default: a/d return: None
Alligator¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/alligator
>>> Indicators.alligator(period_jaws=13, period_teeth=8, period_lips=5, shift_jaws=8, shift_teeth=5, shift_lips=3, column_name_jaws='alligator_jaw', column_name_teeth='alligator_teeth', column_name_lips='alligator_lips')
param int period_jaws: Period for Alligator’ Jaws, default: 13 param int period_teeth: Period for Alligator’ Teeth, default: 8 param int period_lips: Period for Alligator’ Lips, default: 5 param int shift_jaws: Period for Alligator’ Jaws, default: 8 param int shift_teeth: Period for Alligator’ Teeth, default: 5 param int shift_lips: Period for Alligator’ Lips, default: 3 param str column_name_jaws: Column Name for Alligator’ Jaws, default: alligator_jaws param str column_name_teeth: Column Name for Alligator’ Teeth, default: alligator_teeth param str column_name_lips: Column Name for Alligator’ Lips, default: alligator_lips return: None
Average True Range (ATR)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/average_true_range
>>> Indicators.atr(period=14, column_name='atr')
param int period: Period, default: 14 param str column_name: Column name, default: atr return: None
Awesome Oscillator (AO)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/awesome_oscillator
>>> Indicators.awesome_oscillator(column_name='ao')
param str column_name: Column name, default: ao return: None
Bears Power¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/bears_power
>>> Indicators.bears_power(period=13, column_name='bears_power')
param int period: Period, default: 13 param str column_name: Column name, default: bears_power return: None
Bollinger Bands¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/bollinger_bands
>>> Indicators.bollinger_bands(self, period=20, deviation=2, column_name_top='bollinger_up', column_name_mid='bollinger_mid', column_name_bottom='bollinger_bottom')
param int period: Period, default 20 param int deviation: Number of Standard Deviations, default 2 param str column_name_top: default bollinger_up param str column_name_mid: default bollinger_mid param str column_name_bottom: default bollinger_down return: None
Bulls Power¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/bulls_power
>>> Indicators.bulls_power(period=13, column_name='bulls_power')
param int period: Period, default: 13 param str column_name: Column name, default: bulls_power return: None
Commodity Channel Index (CCI)¶
>>> Indicators.cci(period=14, column_name='cci')
param int period: Period, default: 14 param str column_name: Column name, default: cci return: None
DeMarker (DeM)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/demarker
>>> Indicators.de_marker(period=14, column_name='dem')
param int period: Period, default: 14 param str column_name: Column name, default: dem return: None
Exponential Moving Average (EMA)¶
>>> Indicators.ema(period=5, column_name='ema', apply_to='Close')
param int period: the number of calculation periods, default: 5 param str column_name: Column name, default: ema param str apply_to: Which column use for calculation. Can be “Open”, “High”, “Low” and “Close”. Default: Close return: None
Force Index (FRC)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/force_index
>>> Indicators.force_index(period=13, method='sma', apply_to='Close', column_name='frc')
param int period: Period, default: 13 param str method: Moving average method. Can be ‘sma’, ‘smma’ or ‘ema’. Default: sma param str apply_to: Apply indicator to column, default: Close param str column_name: Column name, default: frc return: None
Fractals¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/fractals
>>> Indicators.fractals(column_name_high='fractals_high', column_name_low='fractals_low')
param str column_name_high: Column name for High values, default: fractals_high param str column_name_low: Column name for Low values, default: fractals_low return: None
Gator Oscillator¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/gator_oscillator
>>> Indicators.gator(period_jaws=13, period_teeth=8, period_lips=5, shift_jaws=8, shift_teeth=5, shift_lips=3, column_name_val1='value1', column_name_val2='value2')
param int period_jaws: Jaws period, default: 13 param int period_teeth: Teeth period, default: 8 param int period_lips: Lips period, default: 5 param int shift_jaws: Jaws shift, default: 8 param int shift_teeth: Teeth shift, default: 5 param int shift_lips: Lips shift, default: 3 param str column_name_val1: Column name for Value1, default value1 param str column_name_val2: Column name for Value2, default value2 return: None
Ichimoku Kinko Hyo¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/ichimoku
>>> Indicators.ichimoku_kinko_hyo(period_tenkan_sen=9, period_kijun_sen=26, period_senkou_span_b=52, column_name_chikou_span='chikou_span', column_name_tenkan_sen='tenkan_sen', column_name_kijun_sen='kijun_sen', column_name_senkou_span_a='senkou_span_a', column_name_senkou_span_b='senkou_span_b')
param int period_tenkan_sen: Period for Tenkan-sen, default: 9 param int period_kijun_sen: Period for Kijun-sen, default: 26 param int period_senkou_span_b: Period for Senkou-span, default: 52 param str column_name_chikou_span: Column name for Chikou-span, default: chikou_span param str column_name_tenkan_sen: Column name for Tenkan-sen, default: tenkan_sen param str column_name_kijun_sen: Column name for Kijun-sen, default: kijun_sen param str column_name_senkou_span_a: Column name for Senkou Span A, default: senkou_span_a param str column_name_senkou_span_b: Column name for Senkou Span B, default: senkou_span_b return: None
Market Facilitation Index (BW MFI)¶
>>> Indicators.bw_mfi(column_name='bw_mfi')
param str column_name: Column name, default: bw_mfi return: None
Momentum¶
https://www.metatrader4.com/ru/trading-platform/help/analytics/tech_indicators/momentum
>>> Indicators.momentum(period=14, column_name='momentum')
param int period: Period, default: 14 param strr column_name: Column name, default: momentum return:
Money Flow Index (MFI)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/money_flow_index
>>> Indicators.mfi(period=5, column_name='mfi')
param int period: | |
---|---|
Period, default: 5 | |
param str column_name: | |
Column name, default: mfi | |
return: | None |
Moving Average Convergence/Divergence (MACD)¶
https://www.metatrader4.com/en/trading-platform/help/analytics/tech_indicators/macd
>>> Indicators.macd(self, period_fast=12, period_slow=26, period_signal=9, column_name_value='macd_value', column_name_signal='macd_signal')
param int period_fast: Period for Fast EMA, default: 12 param int period_slow: Period for Slow EMA, default: 26 param int period_signal: Period for Signal Line, default 9 param str column_name_value: Column name for MACD Value, default macd_value param str column_name_signal: Column name for MACD Signal, default macd_signal return: None
Simple Moving Average (SMA)¶
>>> Indicators.sma(period=5, column_name='sma', apply_to='Close')
param int period: the number of calculation periods, default: 5 param str column_name: Column name, default: sma param str apply_to: Which column use for calculation. Can be “Open”, “High”, “Low” and “Close”. Default: Close return: None
Smoothed Moving Average (SMMA)¶
>>> Indicators.smma(period=5, column_name='smma', apply_to='Close')
param int period: the number of calculation periods, default: 5 param str column_name: Column name, default: smma param str apply_to: Which column use for calculation. Can be “Open”, “High”, “Low” and “Close”. Default: Close return: None