jhTAlib

Joost Hoeks

2019-06-10

jhTAlib

Technical Analysis Library Time-Series

You can use and import it for your:

Work in progress...


Depends only on


Docs


Install

From PyPI:

$ [sudo] pip3 install jhtalib

From source:

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

Update

From PyPI:

$ [sudo] pip3 install --upgrade jhtalib

From source:

$ cd jhTAlib
$ git pull [upstream master]

Examples

$ cd example/

Example 1

$ python3 example-1-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-1-plot.ipynb


Example 2

$ python3 example-2-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-2-plot.ipynb


Example 3

$ python3 example-3-plot.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-3-plot.ipynb


Example 4

$ python3 example-4-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-4-plot-quandl.ipynb


Example 5

$ python3 example-5-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-5-plot-quandl.ipynb


Example 6

$ python3 example-6-plot-quandl.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-6-plot-quandl.ipynb


Example 7

$ python3 example-7-quandl-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-7-quandl-2-df.ipynb


Example 8

$ python3 example-8-alphavantage-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-8-alphavantage-2-df.ipynb


Example 9

$ python3 example-9-cryptocompare-2-df.py

or

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-9-cryptocompare-2-df.ipynb


Example 10

DF NumPy Pandas

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-10-df-numpy-pandas.ipynb


Example 11

Basic Usage

https://colab.research.google.com/github/joosthoeks/jhTAlib/blob/master/example/example-11-basic-usage.ipynb


Test

$ cd test/
$ python3 test.py

Reference

import jhtalib as jhta

Behavioral Techniques

ATH | All Time High | DONE


LMC | Last Major Correction | DONE


PP | Pivot Point | DONE


FIBOPR | Fibonacci Price Retracements | DONE


FIBTR | 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 |


Candlestick

CDLBODYS | Candle Body Size | DONE


CDLWICKS | Candle Wick Size | DONE


CDLUPPSHAS | Candle Upper Shadow Size | DONE


CDLLOWSHAS | Candle Lower Shadow Size | DONE


CDLBODYP | Candle Body Percent | DONE


CDLBODYM | Candle Body Momentum | DONE


QSTICK | Qstick | DONE



IMI | Intraday Momentum Index | DONE


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


CSVURL2DF | CSV file url 2 DataFeed | DONE


DF2CSV | DataFeed 2 CSV file | DONE


DF2DFREV | DataFeed 2 DataFeed Reversed | DONE


DF2DFWIN | DataFeed 2 DataFeed Window | DONE


DF_HEAD | DataFeed HEAD | DONE


DF_TAIL | DataFeed TAIL | 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


General

NORMALIZE | Normalize | DONE


STANDARDIZE | Standardize | DONE


SPREAD | Spread | DONE


CP | Comparative Performance | DONE


CRSI | Comparative Relative Strength Index | DONE


CS | Comparative Strength | DONE


HR | Hit Rate / Win Rate | DONE


PLR | Profit/Loss Ratio | DONE


EV | Expected Value | DONE


POR | Probability of Ruin (Table of Lucas and LeBeau) | DONE


Information

INFO | Print df Information | DONE


INFO_TRADES | Print Trades Information | 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


FIB | Fibonacci series up to n | 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 | DONE


MIN | Lowest value over a specified period | DONE


MININDEX | Index of lowest value over a specified period | DONE


MINMAX | Lowest and Highest values over a specified period | DONE


MINMAXINDEX | Indexes of lowest and highest values over a specified period | DONE


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 |


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 |


RMI | Relative Momentum Index | DONE


ROC | Rate of Change | DONE


ROCP | Rate of Change Percentage | DONE


ROCR | Rate of Change Ratio | DONE


ROCR100 | Rate of Change Ratio 100 scale | DONE


RSI | Relative Strength Index | DONE


STOCH | Stochastic | DONE


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 | DONE


ENVP | Envelope Percent | DONE


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


COV | Covariance | DONE


COVARIANCE | Covariance | DONE


COR | Correlation | DONE


CORRELATION | Correlation | DONE


PCOR | Population Correlation | DONE


PCORRELATION | Population Correlation | DONE


BETA | Beta | DONE


BETAS | Betas | DONE


LSR | Least Squares Regression | DONE


SLR | Simple Linear Regression | DONE


Uncategorised

Volatility Indicators

ATR | Average True Range | DONE


NATR | Normalized Average True Range |


RVI | Relative Volatility Index | DONE


INERTIA | Inertia |


TRANGE | True Range | DONE


Volume Indicators

AD | Chaikin A/D Line | DONE


ADOSC | Chaikin A/D Oscillator |


OBV | On Balance Volume | DONE