Technical Analysis Library in Python

It is a Technical Analysis library to financial time series datasets (open, close, high, low, volume). You can use it to do feature engineering from financial datasets. It is builded on Pandas and Numpy.

The library has implemented 33 indicators:

Volume

Accumulation/Distribution Index (ADI)
On-Balance Volume (OBV)
Chaikin Money Flow (CMF)
Force Index (FI)
Ease of Movement (EoM, EMV)
Volume-price Trend (VPT)
Negative Volume Index (NVI)

Volatility

Average True Range (ATR)
Bollinger Bands (BB)
Keltner Channel (KC)
Donchian Channel (DC)

Trend

Moving Average Convergence Divergence (MACD)
Average Directional Movement Index (ADX)
Vortex Indicator (VI)
Trix (TRIX)
Mass Index (MI)
Commodity Channel Index (CCI)
Detrended Price Oscillator (DPO)
KST Oscillator (KST)
Ichimoku Kinkō Hyō (Ichimoku)
Parabolic Stop And Reverse (Parabolic SAR)

Momentum

Money Flow Index (MFI)
Relative Strength Index (RSI)
True strength index (TSI)
Ultimate Oscillator (UO)
Stochastic Oscillator (SR)
Williams %R (WR)
Awesome Oscillator (AO)
Kaufman's Adaptive Moving Average (KAMA)
Rate of Change (ROC)

Others

Daily Return (DR)
Daily Log Return (DLR)
Cumulative Return (CR)

Documentation

https://technical-analysis-library-in-python.readthedocs.io/en/latest/

Motivation to use

How to use (python >= v3.6)

$ pip install --upgrade ta

To use this library you should have a financial time series dataset including Timestamp, Open, High, Low, Close and Volume columns.

You should clean or fill NaN values in your dataset before add technical analysis features.

You can get code examples in examples_to_use folder.

You can visualize the features in this notebook.

Example adding all features

import pandas as pd
import ta

# Load datas
df = pd.read_csv('ta/tests/data/datas.csv', sep=',')

# Clean NaN values
df = ta.utils.dropna(df)

# Add all ta features
df = ta.add_all_ta_features(
    df, open="Open", high="High", low="Low", close="Close", volume="Volume_BTC")

Example adding particular feature

import pandas as pd
import ta

# Load datas
df = pd.read_csv('ta/tests/data/datas.csv', sep=',')

# Clean NaN values
df = ta.utils.dropna(df)

# Initialize Bollinger Bands Indicator
indicator_bb = ta.volatility.BollingerBands(close=df["Close"], n=20, ndev=2)

# Add Bollinger Bands features
df['bb_bbm'] = indicator_bb.bollinger_mavg()
df['bb_bbh'] = indicator_bb.bollinger_hband()
df['bb_bbl'] = indicator_bb.bollinger_lband()

# Add Bollinger Band high indicator
df['bb_bbhi'] = indicator_bb.bollinger_hband_indicator()

# Add Bollinger Band low indicator
df['bb_bbli'] = indicator_bb.bollinger_lband_indicator()

# Add width size Bollinger Bands
df['bb_bbw'] = indicator_bb.bollinger_wband()

Deploy and develop (for developers)

$ git clone https://github.com/bukosabino/ta.git
$ cd ta
$ pip install -r play-requirements.txt
$ make test

Based on:

In Progress:

automated tests for indicators.

TODO:

add more technical analysis features.
use Dash/Streamlit to visualize features

Credits:

Developed by Darío López Padial (aka Bukosabino) and other contributors.

Please, let me know about any comment or feedback.

Also, I am a software engineer freelance focused on Data Science using Python tools such as Pandas, Scikit-Learn, Backtrader, Zipline or Catalyst. Don't hesitate to contact me if you need something related with this library, Python, Technical Analysis, AlgoTrading, Machine Learning, etc.

Support

Do you want to buy me a beer? You can do it using paypal.

codlaug/ta