Financial market technical analysis indicators implemented in Python.
Implemented indicators include:
- SMA
- EMA
- DEMA
- TEMA
- WMA
- KAMA
- KD
- MACD
- Bollinger Bands
- Donchian Channel
- ATR
Dependencies:
- cython
- numpy
- pandas
- matplotlib
Try it:
- python3 ta.py
Performance:
| Action | Time |
|---|---|
| Generate 10000 bars | 0.351827s |
| Calculate ATR | 0.00291061s |
| Calculate BOLL | 0.143516s |
| Calculate DCHANNEL | 0.00190716s |
| Calculate SMA | 0.00063386s |
| Calculate EMA | 0.000709295s |
| Calculate DEMA | 0.00164652s |
| Calculate TEMA | 0.00260744s |
| Calculate WMA | 0.0642326s |
| Calculate KAMA | 0.204587s |
| Calculate KD | 0.0434763s |
| Calculate MACD | 0.00281951s |