This library contains various financial technical indicators that can be used to analyze financial data.
The complete list of indicators in this library:
Accumulation/Distribution
Aroon
-Aroon Up
-Aroon Down
Average Directional Index
Average True Range
Average True Range Percent
Bollinger Bands
-Upper Bollinger Band
-Middle Bollinger Band
-Lower Bollinger Band
-Bandwidth
-Percent Bandwidth
-Range
-%B
Chaikin Money Flow
Chande Momentum Oscillator
Commodity Channel Index
Detrended Price Oscillator
Double Exponential Moving Average
Double Smoothed Stochastic
Exponential Moving Average
Hull Moving Average
Ichimoku Cloud
-TenkanSen
-KijunSen
-Chiku Span
-Senkou A
-Senkou B
Keltner Bands
-Bandwidth
-Center Band
-Upper Band
-Lower Band
Linear Weighted Moving Average
Momentum
Money Flow
Money Flow Index
Moving Average Convergence Divergence
Moving Average Envelope
-Upper Band
-Center Band
-Lower Band
Negative Directional Index (-DI)
Negative Directional Movement (-DM)
On Balance Volume
Positive Directional Index (+DI)
Positive Directional Movement (+DM)
Price Channels
-Upper Price Channel
-Lower Price Channel
Price Oscillator
Simple Moving Average
Smoothed Moving Average
Standard Deviation
Standard Variance
Stochastic
-%K
-%D
StochRSI
Rate of Change
Relative Strength Index
Triangular Moving Average
Triple Exponential Moving Average
True Range
Typical Price
Ultimate Oscillator
Vertical Horizontal Filter
Volatility
Volume Adjusted Moving Average
Volume Index
-Positive Volume Index
-Negative Volume Index
Volume Oscillator
Weighted Moving Average
Williams %R
pyti is currently only compatible with Python 2.7
Install using pip:
pip install pyti
Simple example usage of library:
from pyti.exponential_moving_average import exponential_moving_average as ema
data = [6, 7, 3, 6, 3, 9, 5]
period = 2
res = ema(data, period)
# res = [np.nan, 6.75, 4.0, 5.25, 3.75, 7.5, 6.0]