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Add indicators and test data #167

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merged 13 commits into from
Nov 9, 2020
Merged

Add indicators and test data #167

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e29f03a
add stc indicator
lit26 Jun 7, 2020
38a9703
add stc test data
lit26 Jun 7, 2020
3cc6333
Add Stoch RSI indicator
lit26 Jun 7, 2020
625362e
fix bug: Stoch RSI
lit26 Jun 7, 2020
1f8eb4c
add weighted moving average indicator
lit26 Jun 7, 2020
ae4d460
add wma testing data
lit26 Jun 7, 2020
fb1d8c0
add percentage volume oscillator
lit26 Jun 7, 2020
fd4fce5
add percentage price oscillator
lit26 Jun 7, 2020
afd3aa9
add ulcer indicator
lit26 Jun 7, 2020
e871df9
move pvo from volume to momentum
lit26 Jun 7, 2020
ccbdd9f
Merge remote-tracking branch 'upstream/master'
lit26 Oct 1, 2020
56ef0ec
adding tests; prepare to next release
bukosabino Nov 9, 2020
e0f853f
Merge branch 'master' of https://github.com/lit26/ta
bukosabino Nov 9, 2020
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10 changes: 9 additions & 1 deletion README.md
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Expand Up @@ -11,7 +11,7 @@ It is a Technical Analysis library useful to do feature engineering from financi

![Bollinger Bands graph example](doc/figure.png)

The library has implemented 34 indicators:
The library has implemented 42 indicators:

#### Volume

Expand All @@ -30,9 +30,13 @@ The library has implemented 34 indicators:
* Bollinger Bands (BB)
* Keltner Channel (KC)
* Donchian Channel (DC)
* Ulcer Index (UI)

#### Trend

* Simple Moving Average (SMA)
* Exponential Moving Average (EMA)
* Weighted Moving Average (WMA)
* Moving Average Convergence Divergence (MACD)
* Average Directional Movement Index (ADX)
* Vortex Indicator (VI)
Expand All @@ -43,18 +47,22 @@ The library has implemented 34 indicators:
* KST Oscillator (KST)
* Ichimoku Kinkō Hyō (Ichimoku)
* Parabolic Stop And Reverse (Parabolic SAR)
* Schaff Trend Cycle (STC)

#### Momentum

* Money Flow Index (MFI)
* Relative Strength Index (RSI)
* Stochastic RSI (SRSI)
* 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)
* Percentage Price Oscillator (PPO)
* Percentage Volume Oscillator (PVO)

#### Others

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