It is a Technical Analysis library useful to do feature engineering from financial time series datasets (Open, Close, High, Low, Volume). It is built on dataframe and multik.
The library has implemented 38 indicators:
| ID | Name |
|---|---|
| 1 | Money Flow Index (MFI) |
| 2 | Accumulation/Distribution Index (ADI) |
| 3 | On-Balance Volume (OBV) |
| 4 | Chaikin Money Flow (CMF) |
| 5 | Force Index (FI) |
| 6 | Ease of Movement (EoM, EMV) |
| 7 | Volume-price Trend (VPT) |
| 8 | Negative Volume Index (NVI) |
| 9 | Volume Weighted Average Price (VWAP) |
| ID | Name |
|---|---|
| 10 | Average True Range (ATR) |
| 11 | Bollinger Bands (BB) |
| 12 | Keltner Channel (KC) |
| 13 | Donchian Channel (DC) |
| 14 | Ulcer Index (UI) |
| ID | Name |
|---|---|
| 15 | Simple Moving Average (SMA) |
| 16 | Exponential Moving Average (EMA) |
| 17 | Moving Average Convergence Divergence (MACD) |
| 18 | Vortex Indicator (VI) |
| 19 | Trix (TRIX) |
| 20 | Mass Index (MI) |
| 21 | Detrended Price Oscillator (DPO) |
| 22 | KST Oscillator (KST) |
| 23 | Ichimoku Kinkō Hyō (Ichimoku) |
| 24 | Schaff Trend Cycle (STC) |
| 25 | Aroon Indicator |
| ID | Name |
|---|---|
| 26 | Relative Strength Index (RSI) |
| 27 | Stochastic RSI (SRSI) |
| 28 | True strength index (TSI) |
| 29 | Ultimate Oscillator (UO) |
| 30 | Stochastic Oscillator (SR) |
| 31 | Williams %R (WR) |
| 32 | Awesome Oscillator (AO) |
| 33 | Rate of Change (ROC) |
| 34 | Percentage Price Oscillator (PPO) |
| 35 | Percentage Volume Oscillator (PVO) |
| ID | Name |
|---|---|
| 36 | Daily Return (DR) |
| 37 | Daily Log Return (DLR) |
| 38 | Cumulative Return (CR) |
implementation("io.github.velkonost:technical-analysis:0.1.2")See ExampleRunner to get code examples