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The quickest way is to use pip, which will install all the dependencies (basically pandas and ta-lib wrappers):
pip install technify
If you intend to use Quandl often, getting a API key is advised to skip the 50 calls/day limit.
Technify will try to read that key from the user's .bashrc:
export QUANDL_TOKEN="your_API_key"
Technify accepts any json structure and does it best to convert it to a Pandas dataset:
data = [{'date': datetime.datetime(2018, 2, 19, 0, 0), 'o': 90.0, 'h': 90.800003, 'l': 89.480003,
'c': 90.360001, 'adjc': 90.360001, 'v': 230265, 'ticker': 'HO.PA'}]
thales = Stock(data)
which prints
>> Stock - available cols:['adjc', 'c', 'date', 'h', 'l', 'o', 'ticker', 'v']
It is also possible to retrieve the data directly from Quandl given its ticker:
from technify import Stock
bitusd = Stock.fromQuandl("BCHARTS/KRAKENUSD")
Once the data is loaded, a console message shows the available columns:
>> BCHARTS/KRAKENUSD - available cols:['Open', 'High', 'Low', 'Close', 'Volume (BTC)', 'Volume (Currency)', 'Weighted Price']
All the data is stored inside a inner Pandas dataframe which can be access just by doing:
print (bitusd.data)
Technify relies in the ta-lib library so the algorithms provided are the ones described in their repository documentation
The overlap methods are intended to be plotted on top of the ohlcv data.
from technify import Overlap
The default output column name can be overriden by means of the saveas list parameter:
msft = Stock.fromQuandl("EOD/MSFT").append(ov.ema, "Open", timeperiod=40) # stores the result as 'ema'
msft = Stock.fromQuandl("EOD/MSFT").append(ov.bbands, saveas=["low", "medium", "high"]) # custom Bollinger bands
The following list describes the function name of the Overlap module:
Function Name | Description | Default output colums |
---|---|---|
bbands | Bollinger Bands | bbands_lb, bbands_mb, bbands_ub |
dema | Double Exponential Moving Average | dema |
ema | Exponential Moving Average | ema |
trendline | Hilbert Transform - Instantaneous Trendline | trendline |
kama | Kaufman Adaptive Moving Average | kama |
ma | Moving average | ma |
mama | MESA Adaptive Moving Average | mama, fama |
mavp | Moving average with variable period | mavp |
midpoint | MidPoint over period | midpoint |
midprice | Midpoint Price over period | midprice |
sar | Parabolic SAR | sar |
sarext | Parabolic SAR - Extended | sarext |
sma | Simple Moving Average | sma |
t3 | Triple Exponential Moving Average (T3) | t3 |
tema | Triple Exponential Moving Average | tema |
trima | Triangular Moving Average | trima |
wma | Weighted Moving Average | wma |