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

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