diff --git a/docs/GemFile.lock b/docs/GemFile.lock index f00f81e5..885ba41b 100644 --- a/docs/GemFile.lock +++ b/docs/GemFile.lock @@ -26,10 +26,10 @@ GEM eventmachine (1.2.7) eventmachine (1.2.7-x64-mingw32) execjs (2.8.1) - faraday (2.5.2) + faraday (2.6.0) faraday-net_http (>= 2.0, < 3.1) ruby2_keywords (>= 0.0.4) - faraday-net_http (3.0.0) + faraday-net_http (3.0.1) ffi (1.15.5) ffi (1.15.5-x64-mingw32) forwardable-extended (2.6.0) @@ -85,7 +85,7 @@ GEM octokit (~> 4.0) public_suffix (>= 3.0, < 5.0) typhoeus (~> 1.3) - html-pipeline (2.14.2) + html-pipeline (2.14.3) activesupport (>= 2) nokogiri (>= 1.4) html-proofer (3.19.4) @@ -289,4 +289,4 @@ DEPENDENCIES wdm (>= 0.1.1) BUNDLED WITH - 2.2.31 + 2.3.22 diff --git a/docs/README.md b/docs/README.md index eaeab072..1dcf9d36 100644 --- a/docs/README.md +++ b/docs/README.md @@ -10,8 +10,8 @@ It can be used in any market analysis software using standard OHLCV price quotes Explore more information: -- [Indicators and overlays]({{site.baseurl}}/indicators/#content) - [Guide and Pro tips]({{site.baseurl}}/guide/#content) +- [Indicators and overlays]({{site.baseurl}}/indicators/#content) - [Utilities and Helpers]({{site.baseurl}}/utilities/#content) - [Demo site](https://stock-charts.azurewebsites.net) (a stock chart) - [Release notes]({{site.github.repository_url}}/releases) diff --git a/docs/_indicators/Adl.md b/docs/_indicators/Adl.md index d6bfbe7d..a34994ed 100644 --- a/docs/_indicators/Adl.md +++ b/docs/_indicators/Adl.md @@ -39,8 +39,8 @@ ADLResults[ADLResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `money_flow_multiplier` | float | Money Flow Multiplier -| `money_flow_volume` | float | Money Flow Volume +| `money_flow_multiplier` | float, Optional | Money Flow Multiplier +| `money_flow_volume` | float, Optional | Money Flow Volume | `adl` | float | Accumulation Distribution Line (ADL) | `adl_sma` | float, Optional | Moving average (SMA) of ADL based on `sma_periods` periods, if specified diff --git a/docs/_indicators/Adx.md b/docs/_indicators/Adx.md index e67bd798..89536ee4 100644 --- a/docs/_indicators/Adx.md +++ b/docs/_indicators/Adx.md @@ -42,9 +42,10 @@ ADXResults[ADXResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `pdi` | float, Optional | Plus Directional Index (+DI) for `N` lookback periods -| `mdi` | float, Optional | Minus Directional Index (-DI) for `N` lookback periods -| `adx` | float, Optional | Average Directional Index (ADX) for `N` lookback periods +| `pdi` | float, Optional | Plus Directional Index (+DI) +| `mdi` | float, Optional | Minus Directional Index (-DI) +| `adx` | float, Optional | Average Directional Index (ADX) +| `adxr` | float, Optional | Average Directional Index Rating (ADXR) ### Utilities diff --git a/docs/_indicators/Alligator.md b/docs/_indicators/Alligator.md index 97bd46cf..a4ef2390 100644 --- a/docs/_indicators/Alligator.md +++ b/docs/_indicators/Alligator.md @@ -47,9 +47,9 @@ AlligatorResults[AlligatorResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `jaw` | Decimal, Optional | Alligator's Jaw -| `teeth` | Decimal, Optional | Alligator's Teeth -| `lips` | Decimal, Optional | Alligator's Lips +| `jaw` | float, Optional | Alligator's Jaw +| `teeth` | float, Optional | Alligator's Teeth +| `lips` | float, Optional | Alligator's Lips ### Utilities diff --git a/docs/_indicators/Alma.md b/docs/_indicators/Alma.md index 6976cbda..e992045f 100644 --- a/docs/_indicators/Alma.md +++ b/docs/_indicators/Alma.md @@ -42,7 +42,7 @@ ALMAResults[ALMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `alma` | Decimal, Optional | Arnaud Legoux Moving Average +| `alma` | float, Optional | Arnaud Legoux Moving Average ### Utilities diff --git a/docs/_indicators/Aroon.md b/docs/_indicators/Aroon.md index d95c7618..650965d3 100644 --- a/docs/_indicators/Aroon.md +++ b/docs/_indicators/Aroon.md @@ -17,15 +17,6 @@ layout: indicator | `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) | `lookback_periods` | int, *default 25* | Number of periods (`N`) for the lookback evaluation. Must be greater than 0. - - - ### Historical quotes requirements You must have at least `N` periods of `quotes` to cover the warmup periods. @@ -49,9 +40,9 @@ AroonResults[AroonResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `aroon_up` | Decimal, Optional | Based on last High price -| `aroon_down` | Decimal, Optional | Based on last Low price -| `oscillator` | Decimal, Optional | AroonUp - AroonDown +| `aroon_up` | float, Optional | Based on last High price +| `aroon_down` | float, Optional | Based on last Low price +| `oscillator` | float, Optional | AroonUp - AroonDown ### Utilities diff --git a/docs/_indicators/Atr.md b/docs/_indicators/Atr.md index 75b37a54..9fcccadd 100644 --- a/docs/_indicators/Atr.md +++ b/docs/_indicators/Atr.md @@ -42,9 +42,9 @@ ATRResults[ATRResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `tr` | Decimal, Optional | True Range for current period -| `atr` | Decimal, Optional | Average True Range for `N` lookback periods -| `atrp` | Decimal, Optional | Average True Range Percent is `(atr/Close Price)*100`. This normalizes so it can be compared to other stocks. +| `tr` | float, Optional | True Range for current period +| `atr` | float, Optional | Average True Range +| `atrp` | float, Optional | Average True Range Percent is `(atr/Close Price)*100`. This normalizes so it can be compared to other stocks. ### Utilities diff --git a/docs/_indicators/Beta.md b/docs/_indicators/Beta.md index f0fd7b0d..10b2477b 100644 --- a/docs/_indicators/Beta.md +++ b/docs/_indicators/Beta.md @@ -9,14 +9,16 @@ layout: indicator # {{ page.title }}
-## **get_beta**(*market_history, eval_history, lookback_periods, beta_type=BetaType.STANDARD*) +## **get_beta**(*eval_history, market_quotes, lookback_periods, beta_type=BetaType.STANDARD*) + +:warning: Eval and Market quotes have been reversed in v1! Ensure you swap parameter location. (The warning will be shown and it will be removed after v1.0.0') ## Parameters | name | type | notes | -- |-- |-- -| `market_history` | Iterable[Quote] | Historical [market] Quotes data should be at any consistent frequency (day, hour, minute, etc). This `market` quotes will be used to establish the baseline.
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) -| `eval_history` | Iterable[Quote] | Historical [evaluation stock] Quotes data should be at any consistent frequency (day, hour, minute, etc). +| `eval_history` | Iterable[Quote] | Historical [evaluation stock] Quotes data should be at any consistent frequency (day, hour, minute, etc).
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) +| `market_history` | Iterable[Quote] | Historical [market] Quotes data should be at any consistent frequency (day, hour, minute, etc). This `market` quotes will be used to establish the baseline. | `lookback_periods` | int | Number of periods (`N`) in the lookback period. Must be greater than 0 to calculate; however we suggest a larger period for statistically appropriate sample size and especially when using Beta +/-. | `beta_type` | BetaType, *default BetaType.STANDARD* | Type of Beta to calculate. See [BetaType options](#betatype-options) below. diff --git a/docs/_indicators/BollingerBands.md b/docs/_indicators/BollingerBands.md index a11388d2..0b499029 100644 --- a/docs/_indicators/BollingerBands.md +++ b/docs/_indicators/BollingerBands.md @@ -41,9 +41,9 @@ BollingerBandsResults[BollingerBandsResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sma` | Decimal, Optional | Simple moving average (SMA) of Close price (center line) -| `upper_band` | Decimal, Optional | Upper line is `D` standard deviations above the SMA -| `lower_band` | Decimal, Optional | Lower line is `D` standard deviations below the SMA +| `sma` | float, Optional | Simple moving average (SMA) of Close price (center line) +| `upper_band` | float, Optional | Upper line is `D` standard deviations above the SMA +| `lower_band` | float, Optional | Lower line is `D` standard deviations below the SMA | `percent_b` | float, Optional | `%B` is the location within the bands. `(Price-lower_band)/(upper_band-lower_band)` | `z_score` | float, Optional | Z-Score of current Close price (number of standard deviations from mean) | `width` | float, Optional | Width as percent of SMA price. `(upper_band-lower_band)/sma` diff --git a/docs/_indicators/Cci.md b/docs/_indicators/Cci.md index f1cdbf4a..bacd51df 100644 --- a/docs/_indicators/Cci.md +++ b/docs/_indicators/Cci.md @@ -40,7 +40,7 @@ CCIResults[CCIResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `cci` | float, Optional | CCI value for `N` lookback periods +| `cci` | float, Optional | Commodity Channel Index ### Utilities diff --git a/docs/_indicators/ChaikinOsc.md b/docs/_indicators/ChaikinOsc.md index b491b18f..584eabf2 100644 --- a/docs/_indicators/ChaikinOsc.md +++ b/docs/_indicators/ChaikinOsc.md @@ -43,9 +43,9 @@ ChaikinOscResults[ChaikinOscResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `money_flow_multiplier` | float | Money Flow Multiplier -| `money_flow_volume` | float | Money Flow Volume -| `adl` | float | Accumulation Distribution Line (ADL) +| `money_flow_multiplier` | float, Optional | Money Flow Multiplier +| `money_flow_volume` | float, Optional | Money Flow Volume +| `adl` | float, Optional | Accumulation Distribution Line (ADL) | `oscillator` | float, Optional | Chaikin Oscillator :warning: **Warning**: absolute values in MFV, ADL, and Oscillator are somewhat meaningless, so use with caution. diff --git a/docs/_indicators/Chandelier.md b/docs/_indicators/Chandelier.md index 93f26401..e161ae1a 100644 --- a/docs/_indicators/Chandelier.md +++ b/docs/_indicators/Chandelier.md @@ -53,7 +53,7 @@ ChandelierResults[ChandelierResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `chandelier_exit` | Decimal, Optional | Exit line +| `chandelier_exit` | float, Optional | Exit line ### Utilities diff --git a/docs/_indicators/Cmf.md b/docs/_indicators/Cmf.md index ed40ec19..0e49cb6d 100644 --- a/docs/_indicators/Cmf.md +++ b/docs/_indicators/Cmf.md @@ -40,9 +40,9 @@ CMFResults[CMFResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `money_flow_multiplier` | float | Money Flow Multiplier -| `money_flow_volume` | float | Money Flow Volume -| `cmf` | float, Optional | Chaikin Money Flow = SMA of MFV for `N` lookback periods +| `money_flow_multiplier` | float, Optional | Money Flow Multiplier +| `money_flow_volume` | float, Optional | Money Flow Volume +| `cmf` | float, Optional | Chaikin Money Flow = SMA of MFV :warning: **Warning**: absolute values in MFV and CMF are somewhat meaningless, so use with caution. diff --git a/docs/_indicators/Dema.md b/docs/_indicators/Dema.md index 5484430d..e9760451 100644 --- a/docs/_indicators/Dema.md +++ b/docs/_indicators/Dema.md @@ -42,7 +42,7 @@ DEMAResults[DEMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `dema` | Decimal, Optional | Double exponential moving average +| `dema` | float, Optional | Double exponential moving average ### Utilities diff --git a/docs/_indicators/Dpo.md b/docs/_indicators/Dpo.md index 6d12ad74..d5c438f8 100644 --- a/docs/_indicators/Dpo.md +++ b/docs/_indicators/Dpo.md @@ -40,8 +40,8 @@ DPOResults[DPOResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sma` | Decimal, Optional | Simple moving average offset by `N/2+1` periods -| `dpo` | Decimal, Optional | Detrended Price Oscillator (DPO) +| `sma` | float, Optional | Simple moving average offset by `N/2+1` periods +| `dpo` | float, Optional | Detrended Price Oscillator (DPO) ### Utilities diff --git a/docs/_indicators/ElderRay.md b/docs/_indicators/ElderRay.md index 3efd40bd..8694d061 100644 --- a/docs/_indicators/ElderRay.md +++ b/docs/_indicators/ElderRay.md @@ -43,9 +43,9 @@ ElderRayResults[ElderRayResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `ema` | Decimal, Optional | Exponential moving average of Close price -| `bull_power` | Decimal, Optional | Bull Power -| `bear_power` | Decimal, Optional | Bear Power +| `ema` | float, Optional | Exponential moving average of Close price +| `bull_power` | float, Optional | Bull Power +| `bear_power` | float, Optional | Bear Power ### Utilities diff --git a/docs/_indicators/Ema.md b/docs/_indicators/Ema.md index 6e0107d4..483cf34a 100644 --- a/docs/_indicators/Ema.md +++ b/docs/_indicators/Ema.md @@ -45,7 +45,7 @@ EMAResults[EMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `ema` | Decimal, Optional | Exponential moving average +| `ema` | float, Optional | Exponential moving average ### Utilities diff --git a/docs/_indicators/Epma.md b/docs/_indicators/Epma.md index 3b8b7283..87090d63 100644 --- a/docs/_indicators/Epma.md +++ b/docs/_indicators/Epma.md @@ -41,7 +41,7 @@ EPMAResults[EPMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `epma` | Decimal, Optional | Endpoint moving average +| `epma` | float, Optional | Endpoint moving average ### Utilities diff --git a/docs/_indicators/Fractal.md b/docs/_indicators/Fractal.md index f83e707e..be6b7de6 100644 --- a/docs/_indicators/Fractal.md +++ b/docs/_indicators/Fractal.md @@ -8,7 +8,10 @@ layout: indicator # {{ page.title }}
-## **get_fractal**(*quotes, window_span=2*) +## **get_fractal**(*quotes, window_span=2, end_type = EndType.HIGH_LOW*) + +### More overloaded interfaces +**get_fractal**(quotes, left_span, right_span, end_type) ## Parameters @@ -16,8 +19,7 @@ layout: indicator | -- |-- |-- | `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) | `window_span` | int, *default 2* | Evaluation window span width (`S`). Must be at least 2. - - +| `end_type` | EndType | Determines whether `close` or `high/low` are used to find end points. See [EndType options](#endtype-options) below. Default is `EndType.HIGH_LOW`. The total evaluation window size is `2×S+1`, representing `±S` from the evalution date. @@ -27,12 +29,16 @@ You must have at least `2×S+1` periods of `quotes` to cover the warmup periods; `quotes` is an `Iterable[Quote]` collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information. - +| `CLOSE` | Chevron point identified from `close` price +| `HIGH_LOW` | Chevron point identified from `high` and `low` price (default) ## Returns diff --git a/docs/_indicators/Hma.md b/docs/_indicators/Hma.md index 5b9ac345..f579e17b 100644 --- a/docs/_indicators/Hma.md +++ b/docs/_indicators/Hma.md @@ -40,7 +40,7 @@ HMAResults[HMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `hma` | Decimal, Optional | Hull moving average for `N` lookback periods +| `hma` | float, Optional | Hull moving average ### Utilities diff --git a/docs/_indicators/HtTrendline.md b/docs/_indicators/HtTrendline.md index fc66e979..c9c8d57f 100644 --- a/docs/_indicators/HtTrendline.md +++ b/docs/_indicators/HtTrendline.md @@ -41,8 +41,8 @@ HTTrendlineResults[HTTrendlineResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `trendline` | Decimal, Optional | HT Trendline -| `smooth_price` | Decimal, Optional | Weighted moving average of `(H+L)/2` price +| `trendline` | float, Optional | HT Trendline +| `smooth_price` | float, Optional | Weighted moving average of `(H+L)/2` price ### Utilities diff --git a/docs/_indicators/Ichimoku.md b/docs/_indicators/Ichimoku.md index c284400b..6bcd7d06 100644 --- a/docs/_indicators/Ichimoku.md +++ b/docs/_indicators/Ichimoku.md @@ -11,6 +11,12 @@ layout: indicator ## **get_ichimoku**(*quotes, tenkan_periods=9, kijun_periods=26, senkou_b_periods=52*) +### More overloaded interfaces +**get_ichimoku**(quotes, tenkan_periods, kijun_periods, senkou_b_periods, + offset_periods) +**get_ichimoku**(quotes, tenkan_periods, kijun_periods, senkou_b_periods, + senkou_offset, chikou_offset) + ## Parameters | name | type | notes @@ -19,11 +25,9 @@ layout: indicator | `tenkan_periods` | int, *default 9* | Number of periods (`T`) in the Tenkan-sen midpoint evaluation. Must be greater than 0. | `kijun_periods` | int, *default 26* | Number of periods (`K`) in the shorter Kijun-sen midpoint evaluation. Must be greater than 0. | `senkou_b_periods` | int, *default 52* | Number of periods (`S`) in the longer Senkou leading span B midpoint evaluation. Must be greater than `K`. - - +| `offset_periods` | int | Number of periods to offset both `Senkou` and `Chikou` spans. Must be non-negative. Default is `kijun_periods`. +| `senkou_offset` | int | Number of periods to offset the `Senkou` span. Must be non-negative. Default is `kijun_periods`. +| `chikou_offset` | int | Number of periods to offset the `Chikou` span. Must be non-negative. Default is `kijun_periods`. See overloads usage above to determine which parameters are relevant for each. If you are customizing offsets, all parameter arguments must be specified. diff --git a/docs/_indicators/Keltner.md b/docs/_indicators/Keltner.md index d9f2e56f..fc54b5bb 100644 --- a/docs/_indicators/Keltner.md +++ b/docs/_indicators/Keltner.md @@ -44,10 +44,10 @@ KeltnerResults[KeltnerResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `upper_band` | Decimal, Optional | Upper band of Keltner Channel -| `center_line` | Decimal, Optional | EMA of Close price -| `lower_band` | Decimal, Optional | Lower band of Keltner Channel -| `width` | Decimal, Optional | Width as percent of Centerline price. `(upper_band-lower_band)/center_line` +| `upper_band` | float, Optional | Upper band of Keltner Channel +| `center_line` | float, Optional | EMA of Close price +| `lower_band` | float, Optional | Lower band of Keltner Channel +| `width` | float, Optional | Width as percent of Centerline price. `(upper_band-lower_band)/center_line` ### Utilities diff --git a/docs/_indicators/MaEnvelopes.md b/docs/_indicators/MaEnvelopes.md index b5b846af..74107089 100644 --- a/docs/_indicators/MaEnvelopes.md +++ b/docs/_indicators/MaEnvelopes.md @@ -64,9 +64,9 @@ MAEnvelopeResults[MAEnvelopeResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `center_line` | Decimal, Optional | Moving average for `N` lookback periods -| `upper_envelope` | Decimal, Optional | Upper envelope band -| `lower_envelope` | Decimal, Optional | Lower envelope band +| `center_line` | float, Optional | Moving average +| `upper_envelope` | float, Optional | Upper envelope band +| `lower_envelope` | float, Optional | Lower envelope band The moving average `center_line` is based on the `ma_type` type specified. diff --git a/docs/_indicators/Macd.md b/docs/_indicators/Macd.md index 0738077e..5b492113 100644 --- a/docs/_indicators/Macd.md +++ b/docs/_indicators/Macd.md @@ -50,8 +50,8 @@ MACDResults[MACDResult] | `macd` | float, Optional | The MACD line is the difference between slow and fast moving averages (`macd = fast_ema - slow_ema`) | `signal` | float, Optional | Moving average of the `macd` line | `histogram` | float, Optional | Gap between of the `macd` and `signal` line -| `fast_ema` | Decimal, Optional | Fast Exponential Moving Average -| `slow_ema` | Decimal, Optional | Slow Exponential Moving Average +| `fast_ema` | float, Optional | Fast Exponential Moving Average +| `slow_ema` | float, Optional | Slow Exponential Moving Average ### Utilities diff --git a/docs/_indicators/Mama.md b/docs/_indicators/Mama.md index c1aed203..03856c0f 100644 --- a/docs/_indicators/Mama.md +++ b/docs/_indicators/Mama.md @@ -43,8 +43,8 @@ MAMAResults[MAMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `mama` | Decimal, Optional | MESA adaptive moving average (MAMA) -| `fama` | Decimal, Optional | Following adaptive moving average (FAMA) +| `mama` | float, Optional | MESA adaptive moving average (MAMA) +| `fama` | float, Optional | Following adaptive moving average (FAMA) ### Utilities diff --git a/docs/_indicators/Mfi.md b/docs/_indicators/Mfi.md index cbe6e3aa..0c325972 100644 --- a/docs/_indicators/Mfi.md +++ b/docs/_indicators/Mfi.md @@ -40,7 +40,7 @@ MFIResults[MFIResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `mfi` | Decimal, Optional | Money Flow Index +| `mfi` | float, Optional | Money Flow Index ### Utilities diff --git a/docs/_indicators/ParabolicSar.md b/docs/_indicators/ParabolicSar.md index b08c6ead..70d2c9b3 100644 --- a/docs/_indicators/ParabolicSar.md +++ b/docs/_indicators/ParabolicSar.md @@ -10,6 +10,9 @@ layout: indicator ## **get_parabolic_sar**(*quotes, acceleration_step=0.02, max_acceleration_factor=0.2*) +### More overloaded interfaces +**get_parabolic_sar**(quotes, acceleration_step, max_acceleration_factor, initial_factor) + ## Parameters | name | type | notes @@ -17,9 +20,7 @@ layout: indicator | `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) | `acceleration_step` | float, *default 0.02* | Incremental step size for the Acceleration Factor. Must be greater than 0. | `max_acceleration_factor` | float, *default 0.2* | Maximimum factor limit. Must be greater than `acceleration_step`. - - - +| `initial_factor` | float | Initial Acceleration Factor. Must be greater than 0. Default is `acceleration_step`. ### Historical quotes requirements @@ -44,7 +45,7 @@ ParabolicSARResults[ParabolicSARResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sar` | Decimal, Optional | Stop and Reverse value +| `sar` | float, Optional | Stop and Reverse value | `is_reversal` | bool, Optional | Indicates a trend reversal ### Utilities diff --git a/docs/_indicators/Prs.md b/docs/_indicators/Prs.md index f12591ce..ff73f17a 100644 --- a/docs/_indicators/Prs.md +++ b/docs/_indicators/Prs.md @@ -8,14 +8,16 @@ layout: indicator # {{ page.title }}
-## **get_prs**(*base_history, eval_history, lookback_periods=None, sma_periods=None*) - +## **get_prs**(*eval_history, base_history, lookback_periods=None, sma_periods=None*) + +:warning: Eval and Base quotes have been reversed in v1! Ensure you swap parameter location. (The warning will be shown and it will be removed after v1.0.0') + ## Parameters | name | type | notes | -- |-- |-- -| `base_history` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) -| `eval_history` | Iterable[Quote] | Historical quotes for evaluation. You must have the same number of periods as `base_history`. +| `eval_history` | Iterable[Quote] | Historical quotes for evaluation. You must have the same number of periods as `base_history`.
• [Got in trouble with Pandas.dataframe?]({{site.baseurl}}/guide/#using-pandasdataframe) +| `base_history` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). | `lookback_periods` | int, Optional | Number of periods (`N`) to lookback to compute % difference. Must be greater than 0 if specified or `None`. | `sma_periods` | int, Optional | Number of periods (`S`) in the SMA lookback period for `prs`. Must be greater than 0. diff --git a/docs/_indicators/Sma.md b/docs/_indicators/Sma.md index 12b78394..1ed58e8f 100644 --- a/docs/_indicators/Sma.md +++ b/docs/_indicators/Sma.md @@ -44,7 +44,7 @@ SMAResults[SMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sma` | Decimal, Optional | Simple moving average +| `sma` | float, Optional | Simple moving average ### Utilities @@ -71,22 +71,22 @@ results = indicators.get_sma(quotes, 20, CandlePart.CLOSE)
# Extended analysis -An extended variant of this indicator includes additional analysis. +This indicator has an extended version with more analysis. -## **get_sma_extended**(*quotes, lookback_periods*) +## **get_sma_analysis**(*quotes, lookback_periods*) ## Returns ```python -SMAExtendedResults[SMAExtendedResult] +SMAAnalysisResults[SMAAnalysisResult] ``` -### SMAExtendedResult +### SMAAnalysisResult | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sma` | Decimal, Optional | Simple moving average +| `sma` | float, Optional | Simple moving average | `mad` | float, Optional | Mean absolute deviation | `mse` | float, Optional | Mean square error | `mape` | float, Optional | Mean absolute percentage error @@ -95,7 +95,7 @@ SMAExtendedResults[SMAExtendedResult] ```python # usage -results = indicators.get_sma_extended(quotes, lookback_periods) +results = indicators.get_sma_analysis(quotes, lookback_periods) ``` diff --git a/docs/_indicators/Smi.md b/docs/_indicators/Smi.md index 6eb1eac9..973eca08 100644 --- a/docs/_indicators/Smi.md +++ b/docs/_indicators/Smi.md @@ -45,8 +45,8 @@ SMIResults[SMIResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `smi` | Decimal, Optional | Stochastic Momentum Index (SMI) -| `signal` | Decimal, Optional | Signal line: an Exponential Moving Average (EMA) of SMI +| `smi` | float, Optional | Stochastic Momentum Index (SMI) +| `signal` | float, Optional | Signal line: an Exponential Moving Average (EMA) of SMI ### Utilities diff --git a/docs/_indicators/Smma.md b/docs/_indicators/Smma.md index a3519c9f..5ac9d996 100644 --- a/docs/_indicators/Smma.md +++ b/docs/_indicators/Smma.md @@ -43,7 +43,7 @@ SMMAResults[SMMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `smma` | Decimal, Optional | Smoothed moving average +| `smma` | float, Optional | Smoothed moving average ### Utilities diff --git a/docs/_indicators/StarcBands.md b/docs/_indicators/StarcBands.md index 0427e65a..2c6c1be7 100644 --- a/docs/_indicators/StarcBands.md +++ b/docs/_indicators/StarcBands.md @@ -44,9 +44,9 @@ STARCBandsResults[STARCBandsResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `upper_band` | Decimal, Optional | Upper STARC band -| `center_line` | Decimal, Optional | SMA of Close price -| `lower_band` | Decimal, Optional | Lower STARC band +| `upper_band` | float, Optional | Upper STARC band +| `center_line` | float, Optional | SMA of Close price +| `lower_band` | float, Optional | Lower STARC band ### Utilities diff --git a/docs/_indicators/StdDevChannels.md b/docs/_indicators/StdDevChannels.md index 9b46523e..5ba84347 100644 --- a/docs/_indicators/StdDevChannels.md +++ b/docs/_indicators/StdDevChannels.md @@ -43,9 +43,9 @@ StdevChannelsResults[StdevChannelsResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `center_line` | decimal, Optional | Linear regression line (center line) -| `upper_channel` | decimal, Optional | Upper line is `D` standard deviations above the center line -| `lower_channel` | decimal, Optional | Lower line is `D` standard deviations below the center line +| `center_line` | float, Optional | Linear regression line (center line) +| `upper_channel` | float, Optional | Upper line is `D` standard deviations above the center line +| `lower_channel` | float, Optional | Lower line is `D` standard deviations below the center line | `break_point` | bool | Helper information. Indicates first point in new window. ### Utilities diff --git a/docs/_indicators/T3.md b/docs/_indicators/T3.md index 5f645259..0ec6dcd2 100644 --- a/docs/_indicators/T3.md +++ b/docs/_indicators/T3.md @@ -43,7 +43,7 @@ T3Results[T3Result] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `t3` | Decimal, Optional | T3 Moving Average +| `t3` | float, Optional | T3 Moving Average ### Utilities diff --git a/docs/_indicators/Tema.md b/docs/_indicators/Tema.md index 295e55c5..2792de40 100644 --- a/docs/_indicators/Tema.md +++ b/docs/_indicators/Tema.md @@ -42,7 +42,7 @@ TEMAResults[TEMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `tema` | Decimal, Optional | Triple exponential moving average +| `tema` | float, Optional | Triple exponential moving average ### Utilities diff --git a/docs/_indicators/Trix.md b/docs/_indicators/Trix.md index 9e1602f9..966fe48d 100644 --- a/docs/_indicators/Trix.md +++ b/docs/_indicators/Trix.md @@ -43,9 +43,9 @@ TRIXResults[TRIXResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `ema3` | Decimal, Optional | 3 EMAs of the Close price -| `trix` | Decimal, Optional | Rate of Change of 3 EMAs -| `signal` | Decimal, Optional | SMA of `trix` based on `signal_periods` periods, if specified +| `ema3` | float, Optional | 3 EMAs of the Close price +| `trix` | float, Optional | Rate of Change of 3 EMAs +| `signal` | float, Optional | SMA of `trix` based on `signal_periods` periods, if specified ### Utilities diff --git a/docs/_indicators/Ultimate.md b/docs/_indicators/Ultimate.md index 26ed4dbd..bb725b29 100644 --- a/docs/_indicators/Ultimate.md +++ b/docs/_indicators/Ultimate.md @@ -42,7 +42,7 @@ UltimateResults[UltimateResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `ultimate` | float, Optional | Simple moving average for `N` lookback periods +| `ultimate` | float, Optional | Simple moving average ### Utilities diff --git a/docs/_indicators/VolatilityStop.md b/docs/_indicators/VolatilityStop.md index 7d1f6ec7..b14128f4 100644 --- a/docs/_indicators/VolatilityStop.md +++ b/docs/_indicators/VolatilityStop.md @@ -43,10 +43,10 @@ VolatilityStopResults[VolatilityStopResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `sar` | Decimal, Optional | Stop and Reverse value contains both Upper and Lower segments +| `sar` | float, Optional | Stop and Reverse value contains both Upper and Lower segments | `is_stop` | bool, Optional | Indicates a trend reversal -| `upper_band` | Decimal, Optional | Upper band only (bearish/red) -| `lower_band` | Decimal, Optional | Lower band only (bullish/green) +| `upper_band` | float, Optional | Upper band only (bearish/red) +| `lower_band` | float, Optional | Lower band only (bullish/green) `upper_band` and `lower_band` values are provided to differentiate bullish vs bearish trends and to clearly demark trend reversal. `sar` is the contiguous combination of both upper and lower line data. diff --git a/docs/_indicators/Vwap.md b/docs/_indicators/Vwap.md index 3f597c6e..662e84f1 100644 --- a/docs/_indicators/Vwap.md +++ b/docs/_indicators/Vwap.md @@ -44,7 +44,7 @@ VWAPResults[VWAPResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `vwap` | Decimal, Optional | Volume Weighted Average Price +| `vwap` | float, Optional | Volume Weighted Average Price ### Utilities diff --git a/docs/_indicators/Vwma.md b/docs/_indicators/Vwma.md index af07cfbc..55e44443 100644 --- a/docs/_indicators/Vwma.md +++ b/docs/_indicators/Vwma.md @@ -40,7 +40,7 @@ VWMAResults[VWMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `vwma` | Decimal, Optional | Volume Weighted Moving Average for `N` lookback periods +| `vwma` | float, Optional | Volume Weighted Moving Average ### Utilities diff --git a/docs/_indicators/WilliamsR.md b/docs/_indicators/WilliamsR.md index 745c4a84..63dfbab7 100644 --- a/docs/_indicators/WilliamsR.md +++ b/docs/_indicators/WilliamsR.md @@ -40,7 +40,7 @@ WilliamsResults[WilliamsResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `williams_r` | Decimal, Optional | Oscillator over prior `N` lookback periods +| `williams_r` | float, Optional | Oscillator over prior `N` lookback periods ### Utilities diff --git a/docs/_indicators/Wma.md b/docs/_indicators/Wma.md index f5717c5a..82428fe7 100644 --- a/docs/_indicators/Wma.md +++ b/docs/_indicators/Wma.md @@ -43,7 +43,7 @@ WMAResults[WMAResult] | name | type | notes | -- |-- |-- | `date` | datetime | Date -| `wma` | Decimal, Optional | Weighted moving average for `N` lookback periods +| `wma` | float, Optional | Weighted moving average ### Utilities diff --git a/docs/_layouts/default.html b/docs/_layouts/default.html index 1855ba7d..0245f54f 100644 --- a/docs/_layouts/default.html +++ b/docs/_layouts/default.html @@ -11,6 +11,11 @@ +{% if site.github.source.branch != "main" or page.noindex == true %} + + +{% endif %} + {% seo %} diff --git a/docs/guide.md b/docs/guide.md index 3a224fb2..ed93797f 100644 --- a/docs/guide.md +++ b/docs/guide.md @@ -21,14 +21,15 @@ layout: page ### Installation and setup +Stock Indicators for Python has dependency on [pythonnet](https://github.com/pythonnet/pythonnet), which uses CLR. +Check that you have CLR installed. We are currently using **.NET 6**. You can download via the link below. + - https://dotnet.microsoft.com/en-us/download/dotnet + Find and install the **stock-indicators** Python package into your environment. See [more help](https://packaging.python.org/en/latest/tutorials/installing-packages/) for installing packages. -```powershell +```bash # pip example pip install stock-indicators - -# conda example (No plan yet.) -# conda install stock-indicators ``` ### Prerequisite data @@ -321,13 +322,13 @@ The `CandleProperties` class is an extended version of `Quote`, and contains add | `low` | Decimal | Low price | `close` | Decimal | Close price | `volume` | Decimal | Volume -| `size` | Decimal | `high-low` -| `body` | Decimal | `|open-close|` -| `upper_wick` | Decimal | Upper wick size -| `lower_wick` | Decimal | Lower wick size -| `body_pct` | float | `body/size` -| `upper_wick_pct` | float | `upper_wick/size` -| `lower_wick_pct` | float | `lower_wick/size` +| `size` | Decimal, Optional | `high-low` +| `body` | Decimal, Optional | `|open-close|` +| `upper_wick` | Decimal, Optional | Upper wick size +| `lower_wick` | Decimal, Optional | Lower wick size +| `body_pct` | float, Optional | `body/size` +| `upper_wick_pct` | float, Optional | `upper_wick/size` +| `lower_wick_pct` | float, Optional | `lower_wick/size` | `is_bullish` | bool | `close>open` direction | `is_bearish` | bool | `close