forked from TA-Lib/ta-lib-python
-
Notifications
You must be signed in to change notification settings - Fork 0
Expand file tree
/
Copy path__init__.py
More file actions
220 lines (211 loc) · 4.78 KB
/
__init__.py
File metadata and controls
220 lines (211 loc) · 4.78 KB
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
import atexit
from . import common
from . import abstract
from .common import MA_Type, __ta_version__
from .common import _ta_set_unstable_period as set_unstable_period
from .common import _ta_get_unstable_period as get_unstable_period
from .func import *
__version__ = '0.4.9'
# In order to use this python library, talib (i.e. this __file__) will be
# imported at some point, either explicitly or indirectly via talib.func
# or talib.abstract. Here, we handle initalizing and shutting down the
# underlying TA-Lib. Initialization happens on import, before any other TA-Lib
# functions are called. Finally, when the python process exits, we shutdown
# the underlying TA-Lib.
common._ta_initialize()
atexit.register(common._ta_shutdown)
__function_groups__ = {
'Cycle Indicators': [
'HT_DCPERIOD',
'HT_DCPHASE',
'HT_PHASOR',
'HT_SINE',
'HT_TRENDMODE',
],
'Math Operators': [
'ADD',
'DIV',
'MAX',
'MAXINDEX',
'MIN',
'MININDEX',
'MINMAX',
'MINMAXINDEX',
'MULT',
'SUB',
'SUM',
],
'Math Transform': [
'ACOS',
'ASIN',
'ATAN',
'CEIL',
'COS',
'COSH',
'EXP',
'FLOOR',
'LN',
'LOG10',
'SIN',
'SINH',
'SQRT',
'TAN',
'TANH',
],
'Momentum Indicators': [
'ADX',
'ADXR',
'APO',
'AROON',
'AROONOSC',
'BOP',
'CCI',
'CMO',
'DX',
'MACD',
'MACDEXT',
'MACDFIX',
'MFI',
'MINUS_DI',
'MINUS_DM',
'MOM',
'PLUS_DI',
'PLUS_DM',
'PPO',
'ROC',
'ROCP',
'ROCR',
'ROCR100',
'RSI',
'STOCH',
'STOCHF',
'STOCHRSI',
'TRIX',
'ULTOSC',
'WILLR',
],
'Overlap Studies': [
'BBANDS',
'DEMA',
'EMA',
'HT_TRENDLINE',
'KAMA',
'MA',
'MAMA',
'MAVP',
'MIDPOINT',
'MIDPRICE',
'SAR',
'SAREXT',
'SMA',
'T3',
'TEMA',
'TRIMA',
'WMA',
],
'Pattern Recognition': [
'CDL2CROWS',
'CDL3BLACKCROWS',
'CDL3INSIDE',
'CDL3LINESTRIKE',
'CDL3OUTSIDE',
'CDL3STARSINSOUTH',
'CDL3WHITESOLDIERS',
'CDLABANDONEDBABY',
'CDLADVANCEBLOCK',
'CDLBELTHOLD',
'CDLBREAKAWAY',
'CDLCLOSINGMARUBOZU',
'CDLCONCEALBABYSWALL',
'CDLCOUNTERATTACK',
'CDLDARKCLOUDCOVER',
'CDLDOJI',
'CDLDOJISTAR',
'CDLDRAGONFLYDOJI',
'CDLENGULFING',
'CDLEVENINGDOJISTAR',
'CDLEVENINGSTAR',
'CDLGAPSIDESIDEWHITE',
'CDLGRAVESTONEDOJI',
'CDLHAMMER',
'CDLHANGINGMAN',
'CDLHARAMI',
'CDLHARAMICROSS',
'CDLHIGHWAVE',
'CDLHIKKAKE',
'CDLHIKKAKEMOD',
'CDLHOMINGPIGEON',
'CDLIDENTICAL3CROWS',
'CDLINNECK',
'CDLINVERTEDHAMMER',
'CDLKICKING',
'CDLKICKINGBYLENGTH',
'CDLLADDERBOTTOM',
'CDLLONGLEGGEDDOJI',
'CDLLONGLINE',
'CDLMARUBOZU',
'CDLMATCHINGLOW',
'CDLMATHOLD',
'CDLMORNINGDOJISTAR',
'CDLMORNINGSTAR',
'CDLONNECK',
'CDLPIERCING',
'CDLRICKSHAWMAN',
'CDLRISEFALL3METHODS',
'CDLSEPARATINGLINES',
'CDLSHOOTINGSTAR',
'CDLSHORTLINE',
'CDLSPINNINGTOP',
'CDLSTALLEDPATTERN',
'CDLSTICKSANDWICH',
'CDLTAKURI',
'CDLTASUKIGAP',
'CDLTHRUSTING',
'CDLTRISTAR',
'CDLUNIQUE3RIVER',
'CDLUPSIDEGAP2CROWS',
'CDLXSIDEGAP3METHODS',
],
'Price Transform': [
'AVGPRICE',
'MEDPRICE',
'TYPPRICE',
'WCLPRICE',
],
'Statistic Functions': [
'BETA',
'CORREL',
'LINEARREG',
'LINEARREG_ANGLE',
'LINEARREG_INTERCEPT',
'LINEARREG_SLOPE',
'STDDEV',
'TSF',
'VAR',
],
'Volatility Indicators': [
'ATR',
'NATR',
'TRANGE',
],
'Volume Indicators': [
'AD',
'ADOSC',
'OBV'
],
}
def get_functions():
"""
Returns a list of all the functions supported by TALIB
"""
ret = []
for group in __function_groups__:
ret.extend(__function_groups__[group])
return ret
def get_function_groups():
"""
Returns a dict with keys of function-group names and values of lists
of function names ie {'group_names': ['function_names']}
"""
return __function_groups__.copy()
__all__ = ['get_functions', 'get_function_groups']