1.0 KiB
1.0 KiB
Indicators
This module provides various indicators for performing technical analysis on financial OHLC data.
Dependencies
The indicators module depends on the following Python packages:
numpy
pandas
There is also a dependency on the OHLC module for running tests.
Example Usage
The following is an example of using the provided RSI indicator:
from datetime import datetime, timedelta
from indicators import rsi
from ohlc import ohlc
today = datetime.today()
data = ohlc('SPY', start_date = today - timedelta(days = 365), end_date = today)
rsi_values = rsi(data, period = 14)
print(rsi_values)
The result will be returned as a pandas Series.
Example:
0 0.000000
1 0.000000
2 0.000000
3 66.017608
4 75.789601
...
246 63.393288
247 66.070866
248 63.168300
249 66.415897
250 67.316906