Release 0.1.0.

Generate the first beta release for the python stock indicator library
based on pandas DataFrame.

.gitignore

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+# Binaries
+*.pyc
+.tox/
+.env/
+.cache/
+~/
+build/
+dist/
+*.egg-info/
+.eggs/
+docs/_build/doctrees/
+
+# IDE related
+.idea/
+
+# tests
+junit-result.xml
+htmlcov/
+.coverage
+__pycache__/

.travis.yml

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+language: python
+python:
+    - "2.7"
+    - "3.4"
+    - "3.5"
+install:
+    - pip install coveralls
+    - pip install -r requirements.txt
+    - pip install -r test-requirements.txt
+script:
+    - flake8 stockstats.py test.py
+    - py.test --cov=stockstats --junit-xml=junit-result.xml --cov-report term-missing test.py
+after_success:
+    - coveralls
+notifications:
+    email:
+        - jealous@163.com

LICENSE.txt

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+Copyright (c) 2016, Cedric Zhuang
+All rights reserved.
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions are met:
+
+    * Redistributions of source code must retain the above copyright
+      notice, this list of conditions and the following disclaimer.
+    * Redistributions in binary form must reproduce the above copyright
+      notice, this list of conditions and the following disclaimer in the
+      documentation and/or other materials provided with the distribution.
+    * Neither the name of disclaimer nor the names of its contributors may
+      be used to endorse or promote products derived from this software
+      without specific prior written permission.
+
+THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS "AS IS" AND ANY
+EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+DISCLAIMED. IN NO EVENT SHALL THE REGENTS AND CONTRIBUTORS BE LIABLE FOR ANY
+DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+(INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+(INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

MANIFEST.in

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+include *.rst
+include *.cfg
+include *.txt

README.rst

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+Stock Statistics/Indicators Calculation Helper
+==============================================
+
+.. image:: https://travis-ci.org/jealous/stockstats.svg
+    :target: https://travis-ci.org/jealous/stockstats
+
+.. image:: https://coveralls.io/repos/jealous/stockstats/badge.svg
+    :target: https://coveralls.io/github/jealous/stockstats
+
+.. image:: https://img.shields.io/pypi/v/stockstats.svg
+    :target: https://pypi.python.org/pypi/stockstats
+
+
+VERSION: 0.1.0
+
+Introduction
+------------
+
+Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with
+inline stock statistics/indicators support.
+
+Supported statistics/indicators are:
+
+- change (in percent)
+- delta
+- permutation (zero based)
+- log return
+- max in range
+- min in range
+- middle = (close + high + low) / 3
+- SMA: simple moving average
+- EMA: exponential moving average
+- MSTD: moving standard deviation
+- MVAR: moving variance
+- RSV: raw stochastic value
+- KDJ: Stochastic oscillator
+- Bolling: including upper band and lower band.
+- MACD: moving average convergence divergence.  Including signal and histogram.
+- CR:
+- line cross check, cross up or cross down.
+
+
+Installation
+------------
+
+``pip install stockstats``
+
+
+License
+-------
+
+`BSD`_
+
+Tutorial
+--------
+
+- Initialize the ``StockDataFrame`` with the ``retype`` function which
+  convert a ``pandas.DataFrame`` to a ``StockDataFrame``.
+
+.. code-block:: python
+
+    stock = StockDataFrame.retype(pd.read_csv('stock.csv'))
+
+- There are some shortcuts for frequent used statistics/indicators like
+  ``kdjk``, ``boll_hb``, ``macd``, etc.
+
+- The indicators/statistics are generated on the fly when they are accessed.
+  If you are accessing through ``Series``, it may return not found error.
+  The fix is to explicitly initialize it by accessing it like below:
+
+.. code-block:: python
+
+    _ = stock['macd']
+    # or
+    stock.get('macd')
+
+- Using get item to access the indicators.  The item name following the
+  pattern: ``{columnName_window_statistics}``.
+  Some statistics/indicators has their short cut.  See examples below:
+
+.. code-block:: python
+
+    # volume delta against previous day
+    stock['volume_delta']
+
+    # open delta against next 2 day
+    stock['open_2_d']
+
+    # open price change (in percent) between today and the day before yesterday
+    # 'r' stands for rate.
+    stock['open_-2_r']
+
+    # CR indicator, including 5, 10, 20 days moving average
+    stock['cr']
+    stock['cr-ma1']
+    stock['cr-ma2']
+    stock['cr-ma3']
+
+    # volume max of three days ago, yesterday and two days later
+    stock['volume_-3,2,-1_max']
+
+    # volume min between 3 days ago and tomorrow
+    stock['volume_-3~1_min']
+
+    # KDJ, default to 9 days
+    stock['kdjk']
+    stock['kdjd']
+    stock['kdjj']
+
+    # three days KDJK cross up 3 days KDJD
+    stock['kdj_3_xu_kdjd_3']
+
+    # 2 days simple moving average on open price
+    stock['open_2_sma']
+
+    # MACD
+    stock['macd']
+    # MACD signal line
+    stock['macds']
+    # MACD histogram
+    stock['macdh']
+
+    # bolling, including upper band and lower band
+    stock['boll']
+    stock['boll_ub']
+    stock['boll_lb']
+
+    # close price less than 10.0 in 5 days count
+    stock['close_10.0_le_5_c']
+
+    # CR MA2 cross up CR MA1 in 20 days count
+    stock['cr-ma2_xu_cr-ma1_20_c']
+
+
+To file issue, please visit:
+
+https://github.com/jealous/stockstats
+
+
+Contact author:
+
+- Cedric Zhuang <jealous@163.com>
+
+.. _BSD: LICENSE.txt
+.. _test.py: test.py

requirements.txt

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+numpy>=1.9.2
+pandas>=0.15.2
+int_date>=0.1.7

setup.cfg

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+[bdist_wheel]
+universal = 1

setup.py

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+# coding=utf-8
+# Copyright (c) 2016, Cedric Zhuang
+# All rights reserved.
+# Redistribution and use in source and binary forms, with or without
+# modification, are permitted provided that the following conditions are met:
+#
+#     * Redistributions of source code must retain the above copyright
+#       notice, this list of conditions and the following disclaimer.
+#     * Redistributions in binary form must reproduce the above copyright
+#       notice, this list of conditions and the following disclaimer in the
+#       documentation and/or other materials provided with the distribution.
+#     * Neither the name of disclaimer nor the names of its contributors may
+#       be used to endorse or promote products derived from this software
+#       without specific prior written permission.
+#
+# THIS SOFTWARE IS PROVIDED BY THE REGENTS AND CONTRIBUTORS "AS IS" AND ANY
+# EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+# WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+# DISCLAIMED. IN NO EVENT SHALL THE REGENTS AND CONTRIBUTORS BE LIABLE FOR ANY
+# DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+# (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+# LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+# ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+# (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+# SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
+from setuptools import setup
+import io
+import re
+import os
+
+__author__ = 'Cedric Zhuang'
+
+
+def version():
+    desc = get_long_description()
+    ret = re.findall(r'VERSION: (.*)', desc)[0]
+    return ret.strip()
+
+
+def here(filename=None):
+    ret = os.path.abspath(os.path.dirname(__file__))
+    if filename is not None:
+        ret = os.path.join(ret, filename)
+    return ret
+
+
+def read(*filenames, **kwargs):
+    encoding = kwargs.get('encoding', 'utf-8')
+    sep = kwargs.get('sep', '\n\n')
+    buf = []
+    for filename in filenames:
+        with io.open(here(filename), encoding=encoding) as f:
+            buf.append(f.read())
+    return sep.join(buf)
+
+
+def read_requirements(filename):
+    with open(filename) as f:
+        return f.read().splitlines()
+
+
+def get_long_description():
+    filename = 'README.rst'
+    return read(filename)
+
+
+setup(
+    name="stockstats",
+    version=version(),
+    author="Cedric Zhuang",
+    author_email="jealous@163.com",
+    description="DataFrame with inline stock statistics support.",
+    license="BSD",
+    keywords="stock statistics indicator",
+    url="http://github.com/jealous/stockstats",
+    py_modules=['stockstats'],
+    platforms=['any'],
+    long_description=get_long_description(),
+    classifiers=[
+        "Programming Language :: Python",
+        "Programming Language :: Python :: 2.7",
+        "Programming Language :: Python :: 3.4",
+        "Programming Language :: Python :: 3.5",
+        "Programming Language :: Python :: Implementation :: CPython",
+        "Natural Language :: English",
+        "Intended Audience :: Developers",
+        "Intended Audience :: Financial and Insurance Industry",
+        "Operating System :: OS Independent",
+        "Development Status :: 4 - Beta",
+        "Topic :: Utilities",
+        "License :: OSI Approved :: Apache Software License",
+    ],
+    install_requires=read_requirements('requirements.txt'),
+    tests_require=read_requirements('test-requirements.txt')
+)