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Install PyTA using the terminal command:
pip install git+https://github.com/saviornt/PyTA
import pyta
import pandas as pd
import numpy as np
dates = pd.date_range(start='2023-01-01', end='2023-01-31', freq='D')
np.random.seed(42)
data = {
'Date': dates,
'Open': np.random.uniform(100, 200, size=len(dates)),
'High': np.random.uniform(200, 250, size=len(dates)),
'Low': np.random.uniform(80, 100, size=len(dates)),
'Close': np.random.uniform(100, 200, size=len(dates)),
'Volume': np.random.randint(1000, 5000, size=len(dates))
}
df = pd.DataFrame(data)
df.set_index('Date', inplace=True)
df['EMA'] = pyta.EMA(data)
df['RSI'] = pyta.RSI(data)
df['VWAP'] = pyta.VWAP(data)
In order to make this Python library as easy to use as possible and since TA-Lib has been used for financial analysis for so long, PyTA uses the same naming conventions and indicator placements as TA-Lib does. There is an additional group and indicators used for options trading as well.
There are eight different indicator groups:
- Overlap Studies (overlap_studies.py)
- Momentum Indicators (momentum.py)
- Volume Indicators (volume.py)
- Volatility Indicators (volatility.py)
- Price Transform (price_transform.py)
- Cycle Indicators (cycles.py)
- Option Indicators (options.py)
- Candle Patterns (patterns.py)
- BBANDS: Bollinger Bands
- DEMA: Double Exponential Moving Average
- EMA: Exponential Moving Average
- HT_TRENDLINE: Hilbert Transform - Instantaneous Trendline
- KAMA: Kaufman Adaptive Moving Average
- MA: Moving average using a specified method
- MAMA: MESA Adaptive Moving Average
- MAVP: Moving average with variable period
- MIDPOINT: Midpoint over period
- MIDPRICE: Midpoint Price over period
- SAR: Parabolic SAR
- SAREXT: Parabolic SAR - Extended
- SMA: Simple Moving Average
- T3: Triple Exponential Moving Average (T3)
- TEMA: Triple Exponential Moving Average
- TRIMA: Triangular Moving Average
- WMA: Weighted Moving Average
- ADX:
- ADXR:
- APO:
- AROON:
- AROONOSC:
- BOP:
- CCI:
- CMO:
- COP:
- DX:
- MACD:
- MACDEXT:
- MACDFIX:
- MFI:
- MINUS_DI:
- MINUS_DM:
- MOM:
- PLUS_DI:
- PLUS_DM:
- PPO:
- ROC:
- ROCP:
- ROCR:
- ROCR100:
- RSI:
- STOCH:
- STOCHRSI:
- TRIX:
- ULTOSC:
- WILLR:
- AD: Chaikin A/D Line
- ADL: Accumulation/Distribution Line
- ADOSC: Chaikin A/D Oscillator
- OBV: On-Balance Volume
- VWAP: Volume Weighted Average Price
- HT_DCPERIOD: Hilbert Transform Dominant Cycle Period
- HT_DCPHASE: Hilbert Transform Dominate Cycle Phase
- HT_PHASOR: Hilbert Transform Phasor
- HT_SINE: Hilbert Transform Sine
- HT_TRENDMODE: Hilbert Transform Trend Mode
- AVGPRICE: Average Price
- MEDPRICE: Median Price
- PP: Pivot Points
- TYPPRICE: Typical Price
- WCLPRICE: Weighted Close Price
- ATR: Average True Range
- NATR: Normalized Average True Range
- TRANGE: True Range
- BETA: Beta
- CORREL: Pearson's Correlation Coefficient (r)
- LINEARREG: Linear Regression
- LINEARREG_ANGLE: Linear Regression Angle
- LINEARREG_INTERCEPT: Linear Regression Intercept
- LINEARREG_SLOPE: Linear Regression Slope
- STDDEV: Standard Deviation
- TSF: Time Series Forecast
- VAR: Variance
- DELTA: Delta
- GAMMA: Gamma
- HV: Historical Volatility
- IVBINOMIAL: Implied Volatility using the Binomial model
- IVBLACKSCHOLES: Implied Volatility using the Black-Scholes model
- PCR: Put-Call Ratio
- RHO: Rho
- THETA: Theta
- VEGA: Vega
- VS: Volatility Skew
- CDL2CROWS:
- CDL3BLACKCROWS:
- CDL3INSIDE:
- CDL3LINESTRIKE:
- CDL3OUTSIDE:
- CDL3STARSINSOUTH:
- CDL3WHITESOLDIERS:
- CDLABANDONEDBABY:
- CDLADVANCEBLOCK:
- CDLBELTHOLD:
- CDLBREAKAWAY:
- CDLCLOSINGMARUBOZU:
- CDLCONCEALBABYSWALL:
- CDLCOUNTERATTACK:
- CDLDARKCLOUDCOVER:
- CDLDOJI:
- CDLDOJISTAR:
- CDLDRAGONFLYDOJI:
- CDLENGULFING:
- CDLEVENINGDOJISTAR:
- CDLEVENINGSTAR:
- CDLGAPSIDESIDEWHITE:
- CDLGRAVESTONEDOJI:
- CDLHAMMER:
- CDLHANGINGMAN:
- CDLHARAMI:
- CDLHARAMICROSS:
- CDLHIGHWAVE:
- CDLHIKKAKE:
- CDLHIKKAKEMOD:
- CDLHOMINGPIGEON:
- CDLIDENTICAL3CROWS:
- CDLINNECK:
- CDLINVERTEDHAMMER:
- CDLKICKING:
- CDLKICKINGBYLENGTH:
- CDLLADDERBOTTOM:
- CDLLONGLEGGEDDOJI:
- CDLMARUBOZU:
- CDLMASTAR:
- CDLMATHOLD:
- CDLMEETINGLINES:
- CDLMORNINGDOJISTAR:
- CDLMORNINGSTAR:
- CDLONNECK:
- CDLOPENINGMARUBOZU:
- CDLOVERLAPPING:
- CDLPIERCING:
- CDLPREGNANT:
- CDLRICKSHAWMAN:
- CDLRISEFALL3METHODS:
- CDLSEPARATINGLINES:
- CDLSHOOTINGSTAR:
- CDLSHORTLINE:
- CDLSPINNINGTOP:
- CDLSTALLEDPATTERN:
- CDLSTICKSANDWICH:
- CDLSTICKSWITHIN:
- CDLTAKURI:
- CDLTASUKIGAP:
- CDLTHRUSTING:
- CDLTRISTAR:
- CDLUNIQUE3RIVER:
- CDLUPSIDEGAP2CROWS:
- CDLVALE:
- CDLVARIETY:
- CDLWHITESOLDIER:
- CDLXSIDEGAP3METHODS: