Technical Analysis Library
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README.md

jhTAlib

Technical Analysis Library

jhTAlib is based on the idea of mrjbq7/ta-lib but without the need for installation of TA-LIB.

Work in progress...

Depends on

Install

$ [sudo] pip3 install jhtalib

or

$ git clone https://github.com/joosthoeks/jhTAlib.git
$ cd jhTAlib
$ [sudo] pip3 install -e .

Update

$ [sudo] pip3 install --upgrade jhtalib

or

$ cd jhTAlib
$ git pull

Test

$ cd test/
$ python3 test.py
Indicator Name TODO
behavioral_techniques
ATH All Time High DONE
LMC Last Major Correction DONE
PP Pivot Point DONE
FIBOPR Fibonacci Price Retracements DONE
FIBOTR Fibonacci Time Retracements
GANNPR W. D. Gann Price Retracements DONE
GANNTR W. D. Gann Time Retracements
JDN Julian Day Number DONE
JD Julian Date DONE
SUNC Sun Cycle
MERCURYC Mercury Cycle
VENUSC Venus Cycle
EARTHC Earth Cycle
MARSC Mars Cycle
JUPITERC Jupiter Cycle
SATURNC Saturn Cycle
URANUSC Uranus Cycle
NEPTUNEC Neptune Cycle
PLUTOC Pluto Cycle
MOONC Moon Cycle
cycle_indicators
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
HT_PHASOR Hilbert Transform - Phasor Components
HT_SINE Hilbert Transform - SineWave
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
TS Trend Score DONE
data
CSV2DF CSV file 2 DataFeed DONE
DF2HEIKIN_ASHI DataFeed 2 Heikin-Ashi DataFeed DONE
event_driven
ASI Accumulation Swing Index (J. Welles Wilder) DONE
SI Swing Index (J. Welles Wilder) DONE
experimental
JH_SAVGP Swing Average Price - previous Average Price DONE
JH_SAVGPS Swing Average Price - previous Average Price Summation DONE
JH_SCO Swing Close - Open DONE
JH_SCOS Swing Close - Open Summation DONE
JH_SMEDP Swing Median Price - previous Median Price DONE
JH_SMEDPS Swing Median Price - previous Median Price Summation DONE
JH_SPP Swing Price - previous Price DONE
JH_SPPS Swing Price - previous Price Summation DONE
JH_STYPP Swing Typical Price - previous Typical Price DONE
JH_STYPPS Swing Typical Price - previous Typical Price Summation DONE
JH_SWCLP Swing Weighted Close Price - previous Weighted Close Price DONE
JH_SWCLPS Swing Weighted Close Price - previous Weighted Close Price Summation DONE
math_functions
EXP Exponential DONE
LOG Logarithm DONE
LOG10 Base-10 Logarithm DONE
SQRT Square Root DONE
ACOS Arc Cosine DONE
ASIN Arc Sine DONE
ATAN Arc Tangent DONE
COS Cosine DONE
SIN Sine DONE
TAN Tangent DONE
ACOSH Inverse Hyperbolic Cosine DONE
ASINH Inverse Hyperbolic Sine DONE
ATANH Inverse Hyperbolic Tangent DONE
COSH Hyperbolic Cosine DONE
SINH Hyperbolic Sine DONE
TANH Hyperbolic Tangent DONE
PI Mathematical constant PI DONE
E Mathematical constant E DONE
TAU Mathematical constant TAU DONE
PHI Mathematical constant PHI DONE
CEIL Ceiling DONE
FLOOR Floor DONE
DEGREES Radians to Degrees DONE
RADIANS Degrees to Radians DONE
ADD Addition High + Low DONE
DIV Division High / Low DONE
MAX Highest value over a specified period DONE
MAXINDEX Index of highest value over a specified period
MIN Lowest value over a specified period DONE
MININDEX Index of lowest value over a specified period
MINMAX Lowest and Highest values over a specified period
MINMAXINDEX Indexes of lowest and highest values over a specified period
MULT Multiply High * Low DONE
SUB Subtraction High - Low DONE
SUM Summation DONE
momentum_indicators
ADX Average Directional Movement Index
ADXR Average Directional Movement Index Rating
APO Absolute Price Oscillator DONE
AROON Aroon
AROONOSC Aroon Oscillator
BOP Balance Of Power
CCI Commodity Channel Index
CMO Chande Momentum Oscillator
DX Directional Movement Index
IMI Intraday Momentum Index DONE
MACD Moving Average Convergence/Divergence
MACDEXT MACD with controllable MA type
MACDFIX Moving Average Convergence/Divergence Fix 12/26
MFI Money Flow Index
MINUS_DI Minus Directional Indicator
MINUS_DM Minus Directional Movement
MOM Momentum DONE
PLUS_DI Plus Directional Indicator
PLUS_DM Plus Directional Movement
PPO Percentage Price Oscillator
ROC Rate of Change
ROCP Rate of Change Percentage
ROCR Rate of Change Ratio
ROCR100 Rate of Change Ratio 100 scale
RSI Relative Strength Index
STOCH Stochastic
STOCHF Stochastic Fast
STOCHRSI Stochastic Relative Strength Index
TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
ULTOSC Ultimate Oscillator
WILLR Williams' %R DONE
overlap_studies
BBANDS Bollinger Bands DONE
BBANDW Bollinger Band Width DONE
DEMA Double Exponential Moving Average
EMA Exponential Moving Average
KAMA Kaufman Adaptive Moving Average
MA Moving Average
MAMA MESA Adaptive Moving Average
MAVP Moving Average with Variable Period
MIDPOINT MidPoint over period DONE
MIDPRICE MidPoint Price over period DONE
MMR Mayer Multiple Ratio DONE
SAR Parabolic SAR DONE
SAREXT Parabolic SAR - Extended
SMA Simple Moving Average DONE
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRIMA Triangular Moving Average DONE
WMA Weighted Moving Average
pattern_recognition
CDL2CROWS Two Crows
CDL3BLACKCROWS Three Black Crows
CDL3INSIDE Three Inside Up/Down
CDL3LINESTRIKE Three-Line Strike
CDL3OUTSIDE Three Outside Up/Down
CDL3STARSINSOUTH Three Stars In The South
CDL3WHITESOLDIERS Three Advancing White Soldiers
CDLABANDONEDBABY Abandoned Baby
CDLADVANCEBLOCK Advance Block
CDLBELTHOLD Belt-hold
CDLBREAKAWAY Breakaway
CDLCLOSINGMARUBOZU Closing Marubozu
CDLCONSEALBABYSWALL Concealing Baby Swallow
CDLCOUNTERATTACK Counterattack
CDLDARKCLOUDCOVER Dark Cloud Cover
CDLDOJI Doji
CDLDOJISTAR Doji Star
CDLDRAGONFLYDOJI Dragonfly Doji
CDLENGULFING Engulfing Pattern
CDLEVENINGDOJISTAR Evening Doji Star
CDLEVENINGSTAR Evening Star
CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
CDLGRAVESTONEDOJI Gravestone Doji
CDLHAMMER Hammer
CDLHANGINGMAN Hanging Man
CDLHARAMI Harami Pattern
CDLHARAMICROSS Harami Cross Pattern
CDLHIGHWAVE High-Wave Candle
CDLHIKKAKE Hikkake Pattern
CDLHIKKAKEMOD Modified Hikkake Pattern
CDLHOMINGPIGEON Homing Pigeon
CDLIDENTICAL3CROWS Identical Three Crows
CDLINNECK In-Neck Pattern
CDLINVERTEDHAMMER Inverted Hammer
CDLKICKING Kicking
CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM Ladder Bottom
CDLLONGLEGGEDDOJI Long Legged Doji
CDLLONGLINE Long Line Candle
CDLMARUBOZU Marubozu
CDLMATCHINGLOW Matching Low
CDLMATHOLD Mat Hold
CDLMORNINGDOJISTAR Morning Doji Star
CDLMORNINGSTAR Morning Star
CDLONNECK On-Neck Pattern
CDLPIERCING Piercing Pattern
CDLRICKSHAWMAN Rickshaw Man
CDLRISEFALL3METHODS Rising/Falling Three Methods
CDLSEPARATINGLINES Separating Lines
CDLSHOOTINGSTAR Shooting Star
CDLSHORTLINE Short Line Candle
CDLSPINNINGTOP Spinning Top
CDLSTALLEDPATTERN Stalled Pattern
CDLSTICKSANDWICH Stick Sandwich
CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP Tasuki Gap
CDLTHRUSTING Thrusting Pattern
CDLTRISTAR Tristar Pattern
CDLUNIQUE3RIVER Unique 3 River
CDLUPSIDEGAP2CROWS Upside Gap Two Crows
CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
price_transform
AVGPRICE Average Price DONE
MEDPRICE Median Price DONE
TYPPRICE Typical Price DONE
WCLPRICE Weighted Close Price DONE
statistic_functions
MEAN Arithmetic mean (average) of data DONE
HARMONIC_MEAN Harmonic mean of data DONE
MEDIAN Median (middle value) of data DONE
MEDIAN_LOW Low median of data DONE
MEDIAN_HIGH High median of data DONE
MEDIAN_GROUPED Median, or 50th percentile, of grouped data DONE
MODE Mode (most common value) of discrete data DONE
PSTDEV Population standard deviation of data DONE
PVARIANCE Population variance of data DONE
STDEV Sample standard deviation of data DONE
VARIANCE Sample variance of data DONE
volatility_indicators
ATR Average True Range DONE
NATR Normalized Average True Range
TRANGE True Range DONE
volume_indicators
AD Chaikin A/D Line DONE
ADOSC Chaikin A/D Oscillator
OBV On Balance Volume DONE