1642909500

Common financial technical indicators implemented in Pandas.

Finta supports over 80 trading indicators:

```
* Simple Moving Average 'SMA'
* Simple Moving Median 'SMM'
* Smoothed Simple Moving Average 'SSMA'
* Exponential Moving Average 'EMA'
* Double Exponential Moving Average 'DEMA'
* Triple Exponential Moving Average 'TEMA'
* Triangular Moving Average 'TRIMA'
* Triple Exponential Moving Average Oscillator 'TRIX'
* Volume Adjusted Moving Average 'VAMA'
* Kaufman Efficiency Indicator 'ER'
* Kaufman's Adaptive Moving Average 'KAMA'
* Zero Lag Exponential Moving Average 'ZLEMA'
* Weighted Moving Average 'WMA'
* Hull Moving Average 'HMA'
* Elastic Volume Moving Average 'EVWMA'
* Volume Weighted Average Price 'VWAP'
* Smoothed Moving Average 'SMMA'
* Fractal Adaptive Moving Average 'FRAMA'
* Moving Average Convergence Divergence 'MACD'
* Percentage Price Oscillator 'PPO'
* Volume-Weighted MACD 'VW_MACD'
* Elastic-Volume weighted MACD 'EV_MACD'
* Market Momentum 'MOM'
* Rate-of-Change 'ROC'
* Relative Strenght Index 'RSI'
* Inverse Fisher Transform RSI 'IFT_RSI'
* True Range 'TR'
* Average True Range 'ATR'
* Stop-and-Reverse 'SAR'
* Bollinger Bands 'BBANDS'
* Bollinger Bands Width 'BBWIDTH'
* Momentum Breakout Bands 'MOBO'
* Percent B 'PERCENT_B'
* Keltner Channels 'KC'
* Donchian Channel 'DO'
* Directional Movement Indicator 'DMI'
* Average Directional Index 'ADX'
* Pivot Points 'PIVOT'
* Fibonacci Pivot Points 'PIVOT_FIB'
* Stochastic Oscillator %K 'STOCH'
* Stochastic oscillator %D 'STOCHD'
* Stochastic RSI 'STOCHRSI'
* Williams %R 'WILLIAMS'
* Ultimate Oscillator 'UO'
* Awesome Oscillator 'AO'
* Mass Index 'MI'
* Vortex Indicator 'VORTEX'
* Know Sure Thing 'KST'
* True Strength Index 'TSI'
* Typical Price 'TP'
* Accumulation-Distribution Line 'ADL'
* Chaikin Oscillator 'CHAIKIN'
* Money Flow Index 'MFI'
* On Balance Volume 'OBV'
* Weighter OBV 'WOBV'
* Volume Zone Oscillator 'VZO'
* Price Zone Oscillator 'PZO'
* Elder's Force Index 'EFI'
* Cummulative Force Index 'CFI'
* Bull power and Bear Power 'EBBP'
* Ease of Movement 'EMV'
* Commodity Channel Index 'CCI'
* Coppock Curve 'COPP'
* Buy and Sell Pressure 'BASP'
* Normalized BASP 'BASPN'
* Chande Momentum Oscillator 'CMO'
* Chandelier Exit 'CHANDELIER'
* Qstick 'QSTICK'
* Twiggs Money Index 'TMF'
* Wave Trend Oscillator 'WTO'
* Fisher Transform 'FISH'
* Ichimoku Cloud 'ICHIMOKU'
* Adaptive Price Zone 'APZ'
* Squeeze Momentum Indicator 'SQZMI'
* Volume Price Trend 'VPT'
* Finite Volume Element 'FVE'
* Volume Flow Indicator 'VFI'
* Moving Standard deviation 'MSD'
* Schaff Trend Cycle 'STC'
* Mark Whistler's WAVE PM 'WAVEPM'
```

- python (3.6+)
- pandas (1.0.0+)

TA class is very well documented and there should be no trouble exploring it and using with your data. Each class method expects proper `ohlc`

DataFrame as input.

`pip install finta`

or latest development version:

`pip install git+git://github.com/peerchemist/finta.git`

`from finta import TA`

Prepare data to use with finta:

finta expects properly formated `ohlc`

DataFrame, with column names in `lowercase`

: ["open", "high", "low", "close"] and ["volume"] for indicators that expect `ohlcv`

input.

`ohlc = resample(df, "24h")`

`data_file = ("data/bittrex:btc-usdt.csv")`

`ohlc = pd.read_csv(data_file, index_col="date", parse_dates=True)`

`TA.SMA(ohlc, 42)`

`TA.AO(ohlc)`

`TA.OBV(ohlc)`

`TA.BBANDS(ohlc)`

`TA.BBANDS(ohlc, MA=TA.KAMA(ohlc, 20))`

For more examples see examples directory.

I welcome pull requests with new indicators or fixes for existing ones. Please submit only indicators that belong in public domain and are royalty free.

- Fork it (https://github.com/peerchemist/finta/fork)
- Study how it's implemented.
- Create your feature branch (
`git checkout -b my-new-feature`

). - Run black code formatter on the finta.py to ensure uniform code style.
- Commit your changes (
`git commit -am 'Add some feature'`

). - Push to the branch (
`git push origin my-new-feature`

). - Create a new Pull Request.

*This is work in progress, bugs are expected and results of some indicators may not be accurate.*

Download Details:

Author: peerchemist

Source Code: https://github.com/peerchemist/finta

License: LGPL-3.0 License

#pandas #python **#analysis #FinancialTechnical**

1623991620

Common financial technical indicators implemented in Pandas.

Finta supports over 80 trading indicators:

```
* Simple Moving Average 'SMA'
* Simple Moving Median 'SMM'
* Smoothed Simple Moving Average 'SSMA'
* Exponential Moving Average 'EMA'
* Double Exponential Moving Average 'DEMA'
* Triple Exponential Moving Average 'TEMA'
* Triangular Moving Average 'TRIMA'
* Triple Exponential Moving Average Oscillator 'TRIX'
* Volume Adjusted Moving Average 'VAMA'
* Kaufman Efficiency Indicator 'ER'
* Kaufman's Adaptive Moving Average 'KAMA'
* Zero Lag Exponential Moving Average 'ZLEMA'
* Weighted Moving Average 'WMA'
* Hull Moving Average 'HMA'
* Elastic Volume Moving Average 'EVWMA'
* Volume Weighted Average Price 'VWAP'
* Smoothed Moving Average 'SMMA'
* Fractal Adaptive Moving Average 'FRAMA'
* Moving Average Convergence Divergence 'MACD'
* Percentage Price Oscillator 'PPO'
* Volume-Weighted MACD 'VW_MACD'
* Elastic-Volume weighted MACD 'EV_MACD'
* Market Momentum 'MOM'
* Rate-of-Change 'ROC'
* Relative Strenght Index 'RSI'
* Inverse Fisher Transform RSI 'IFT_RSI'
* True Range 'TR'
* Average True Range 'ATR'
* Stop-and-Reverse 'SAR'
* Bollinger Bands 'BBANDS'
* Bollinger Bands Width 'BBWIDTH'
* Momentum Breakout Bands 'MOBO'
* Percent B 'PERCENT_B'
* Keltner Channels 'KC'
* Donchian Channel 'DO'
* Directional Movement Indicator 'DMI'
* Average Directional Index 'ADX'
* Pivot Points 'PIVOT'
* Fibonacci Pivot Points 'PIVOT_FIB'
* Stochastic Oscillator %K 'STOCH'
* Stochastic oscillator %D 'STOCHD'
```

…

#algorithms #data analysis #pandas #python #common financial technical indicators implemented #financial technica

1642909500

Common financial technical indicators implemented in Pandas.

Finta supports over 80 trading indicators:

```
* Simple Moving Average 'SMA'
* Simple Moving Median 'SMM'
* Smoothed Simple Moving Average 'SSMA'
* Exponential Moving Average 'EMA'
* Double Exponential Moving Average 'DEMA'
* Triple Exponential Moving Average 'TEMA'
* Triangular Moving Average 'TRIMA'
* Triple Exponential Moving Average Oscillator 'TRIX'
* Volume Adjusted Moving Average 'VAMA'
* Kaufman Efficiency Indicator 'ER'
* Kaufman's Adaptive Moving Average 'KAMA'
* Zero Lag Exponential Moving Average 'ZLEMA'
* Weighted Moving Average 'WMA'
* Hull Moving Average 'HMA'
* Elastic Volume Moving Average 'EVWMA'
* Volume Weighted Average Price 'VWAP'
* Smoothed Moving Average 'SMMA'
* Fractal Adaptive Moving Average 'FRAMA'
* Moving Average Convergence Divergence 'MACD'
* Percentage Price Oscillator 'PPO'
* Volume-Weighted MACD 'VW_MACD'
* Elastic-Volume weighted MACD 'EV_MACD'
* Market Momentum 'MOM'
* Rate-of-Change 'ROC'
* Relative Strenght Index 'RSI'
* Inverse Fisher Transform RSI 'IFT_RSI'
* True Range 'TR'
* Average True Range 'ATR'
* Stop-and-Reverse 'SAR'
* Bollinger Bands 'BBANDS'
* Bollinger Bands Width 'BBWIDTH'
* Momentum Breakout Bands 'MOBO'
* Percent B 'PERCENT_B'
* Keltner Channels 'KC'
* Donchian Channel 'DO'
* Directional Movement Indicator 'DMI'
* Average Directional Index 'ADX'
* Pivot Points 'PIVOT'
* Fibonacci Pivot Points 'PIVOT_FIB'
* Stochastic Oscillator %K 'STOCH'
* Stochastic oscillator %D 'STOCHD'
* Stochastic RSI 'STOCHRSI'
* Williams %R 'WILLIAMS'
* Ultimate Oscillator 'UO'
* Awesome Oscillator 'AO'
* Mass Index 'MI'
* Vortex Indicator 'VORTEX'
* Know Sure Thing 'KST'
* True Strength Index 'TSI'
* Typical Price 'TP'
* Accumulation-Distribution Line 'ADL'
* Chaikin Oscillator 'CHAIKIN'
* Money Flow Index 'MFI'
* On Balance Volume 'OBV'
* Weighter OBV 'WOBV'
* Volume Zone Oscillator 'VZO'
* Price Zone Oscillator 'PZO'
* Elder's Force Index 'EFI'
* Cummulative Force Index 'CFI'
* Bull power and Bear Power 'EBBP'
* Ease of Movement 'EMV'
* Commodity Channel Index 'CCI'
* Coppock Curve 'COPP'
* Buy and Sell Pressure 'BASP'
* Normalized BASP 'BASPN'
* Chande Momentum Oscillator 'CMO'
* Chandelier Exit 'CHANDELIER'
* Qstick 'QSTICK'
* Twiggs Money Index 'TMF'
* Wave Trend Oscillator 'WTO'
* Fisher Transform 'FISH'
* Ichimoku Cloud 'ICHIMOKU'
* Adaptive Price Zone 'APZ'
* Squeeze Momentum Indicator 'SQZMI'
* Volume Price Trend 'VPT'
* Finite Volume Element 'FVE'
* Volume Flow Indicator 'VFI'
* Moving Standard deviation 'MSD'
* Schaff Trend Cycle 'STC'
* Mark Whistler's WAVE PM 'WAVEPM'
```

- python (3.6+)
- pandas (1.0.0+)

TA class is very well documented and there should be no trouble exploring it and using with your data. Each class method expects proper `ohlc`

DataFrame as input.

`pip install finta`

or latest development version:

`pip install git+git://github.com/peerchemist/finta.git`

`from finta import TA`

Prepare data to use with finta:

finta expects properly formated `ohlc`

DataFrame, with column names in `lowercase`

: ["open", "high", "low", "close"] and ["volume"] for indicators that expect `ohlcv`

input.

`ohlc = resample(df, "24h")`

`data_file = ("data/bittrex:btc-usdt.csv")`

`ohlc = pd.read_csv(data_file, index_col="date", parse_dates=True)`

`TA.SMA(ohlc, 42)`

`TA.AO(ohlc)`

`TA.OBV(ohlc)`

`TA.BBANDS(ohlc)`

`TA.BBANDS(ohlc, MA=TA.KAMA(ohlc, 20))`

For more examples see examples directory.

I welcome pull requests with new indicators or fixes for existing ones. Please submit only indicators that belong in public domain and are royalty free.

- Fork it (https://github.com/peerchemist/finta/fork)
- Study how it's implemented.
- Create your feature branch (
`git checkout -b my-new-feature`

). - Run black code formatter on the finta.py to ensure uniform code style.
- Commit your changes (
`git commit -am 'Add some feature'`

). - Push to the branch (
`git push origin my-new-feature`

). - Create a new Pull Request.

*This is work in progress, bugs are expected and results of some indicators may not be accurate.*

Download Details:

Author: peerchemist

Source Code: https://github.com/peerchemist/finta

License: LGPL-3.0 License

1586702221

In this post, we will learn about pandas’ data structures/objects. Pandas provide two type of data structures:-

Pandas Series is a one dimensional indexed data, which can hold datatypes like integer, string, boolean, float, python object etc. A Pandas Series can hold only one data type at a time. The axis label of the data is called the index of the series. The labels need not to be unique but must be a hashable type. The index of the series can be integer, string and even time-series data. In general, Pandas Series is nothing but a column of an excel sheet with row index being the index of the series.

Pandas dataframe is a primary data structure of pandas. Pandas dataframe is a two-dimensional size mutable array with both flexible row indices and flexible column names. In general, it is just like an excel sheet or SQL table. It can also be seen as a python’s dict-like container for series objects.

#python #python-pandas #pandas-dataframe #pandas-series #pandas-tutorial

1602550800

Pandas is used for data manipulation, analysis and cleaning.

**What are Data Frames and Series?**

**Dataframe** is a two dimensional, size mutable, potentially heterogeneous tabular data.

It contains rows and columns, arithmetic operations can be applied on both rows and columns.

**Series** is a one dimensional label array capable of holding data of any type. It can be integer, float, string, python objects etc. Panda series is nothing but a column in an excel sheet.

s = pd.Series([1,2,3,4,56,np.nan,7,8,90])

print(s)

**How to create a dataframe by passing a numpy array?**

- d= pd.date_range(‘20200809’,periods=15)
- print(d)
- df = pd.DataFrame(np.random.randn(15,4), index= d, columns = [‘A’,’B’,’C’,’D’])
- print(df)

#pandas-series #pandas #pandas-in-python #pandas-dataframe #python

1616050935

In my last post, I mentioned the groupby technique in Pandas library. After creating a groupby object, it is limited to make calculations on grouped data using groupby’s own functions. For example, in the last lesson, we were able to use a few functions such as mean or sum on the object we created with groupby. But with the aggregate () method, we can use both the functions we have written and the methods used with groupby. I will show how to work with groupby in this post.

#pandas-groupby #python-pandas #pandas #data-preprocessing #pandas-tutorial