├── requirements.txt ├── setup.cfg ├── doc ├── license.rst ├── codeauthors.rst ├── changelog.rst ├── reference.rst ├── index.rst ├── Makefile ├── make.bat └── conf.py ├── technical_indicators ├── doc │ ├── _sources │ │ ├── license.txt │ │ ├── codeauthors.txt │ │ ├── changelog.txt │ │ ├── reference.txt │ │ └── index.txt │ ├── objects.inv │ ├── _static │ │ ├── up.png │ │ ├── down.png │ │ ├── file.png │ │ ├── plus.png │ │ ├── comment.png │ │ ├── minus.png │ │ ├── ajax-loader.gif │ │ ├── down-pressed.png │ │ ├── up-pressed.png │ │ ├── comment-bright.png │ │ ├── comment-close.png │ │ ├── pygments.css │ │ ├── default.css │ │ ├── sidebar.js │ │ ├── doctools.js │ │ ├── basic.css │ │ └── underscore.js │ ├── technical_indicators.pdf │ ├── .buildinfo │ ├── _modules │ │ └── index.html │ ├── search.html │ ├── py-modindex.html │ ├── codeauthors.html │ ├── index.html │ ├── genindex.html │ ├── changelog.html │ └── searchindex.js ├── AUTHORS.txt ├── README.txt ├── ChangeLog.txt ├── __init__.py └── LICENSE.txt ├── AUTHORS.rst ├── AUTHORS.txt ├── pythonhosted.org ├── index.zip └── index.html ├── MANIFEST.in ├── .travis.yml ├── shippable.yml ├── .gitattributes ├── README.rst ├── README.txt ├── prep_rst2pdf.py ├── py_app_ver.py ├── ChangeLog.rst ├── ChangeLog.txt ├── cxf_setup.py ├── setup.py ├── .gitignore ├── test └── test.rst ├── LICENSE.TXT └── LICENSE.rst /requirements.txt: -------------------------------------------------------------------------------- 1 | numpy>=1.6.1 2 | -------------------------------------------------------------------------------- /setup.cfg: -------------------------------------------------------------------------------- 1 | [wheel] 2 | universal = 1 3 | -------------------------------------------------------------------------------- /doc/license.rst: -------------------------------------------------------------------------------- 1 | .. include:: ../LICENSE.rst 2 | -------------------------------------------------------------------------------- /doc/codeauthors.rst: -------------------------------------------------------------------------------- 1 | .. include:: ../AUTHORS.rst 2 | -------------------------------------------------------------------------------- /technical_indicators/doc/_sources/license.txt: -------------------------------------------------------------------------------- 1 | .. include:: ../LICENSE.rst 2 | -------------------------------------------------------------------------------- /technical_indicators/doc/_sources/codeauthors.txt: -------------------------------------------------------------------------------- 1 | .. include:: ../AUTHORS.rst 2 | -------------------------------------------------------------------------------- /doc/changelog.rst: -------------------------------------------------------------------------------- 1 | ChangeLog 2 | ========= 3 | 4 | .. include:: ../ChangeLog.rst 5 | -------------------------------------------------------------------------------- /AUTHORS.rst: -------------------------------------------------------------------------------- 1 | Code authors 2 | ============ 3 | 4 | :: 5 | 6 | Joao Matos 7 | 8 | -------------------------------------------------------------------------------- /AUTHORS.txt: -------------------------------------------------------------------------------- 1 | Code authors 2 | ============ 3 | 4 | :: 5 | 6 | Joao Matos 7 | 8 | -------------------------------------------------------------------------------- /pythonhosted.org/index.zip: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jcrmatos/technical_indicators/HEAD/pythonhosted.org/index.zip -------------------------------------------------------------------------------- /technical_indicators/doc/_sources/changelog.txt: -------------------------------------------------------------------------------- 1 | ChangeLog 2 | ========= 3 | 4 | .. include:: ../ChangeLog.rst 5 | 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-------------------------------------------------------------------------------- https://raw.githubusercontent.com/jcrmatos/technical_indicators/HEAD/technical_indicators/doc/_static/comment-bright.png -------------------------------------------------------------------------------- /technical_indicators/doc/_static/comment-close.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/jcrmatos/technical_indicators/HEAD/technical_indicators/doc/_static/comment-close.png -------------------------------------------------------------------------------- /doc/reference.rst: -------------------------------------------------------------------------------- 1 | Reference 2 | ========= 3 | 4 | technical_indicators 5 | -------------------- 6 | 7 | .. automodule:: technical_indicators.technical_indicators 8 | :members: 9 | -------------------------------------------------------------------------------- /pythonhosted.org/index.html: -------------------------------------------------------------------------------- 1 | 2 | 3 | 4 | 5 | Redirecting to ReadTheDocs. 6 | 7 | -------------------------------------------------------------------------------- /technical_indicators/doc/_sources/reference.txt: -------------------------------------------------------------------------------- 1 | Reference 2 | ========= 3 | 4 | technical_indicators 5 | -------------------- 6 | 7 | .. automodule:: technical_indicators.technical_indicators 8 | :members: 9 | -------------------------------------------------------------------------------- /MANIFEST.in: -------------------------------------------------------------------------------- 1 | include *.txt *.rst *.py *.bat *.yml 2 | include doc/*.rst doc/*.py 3 | include pythonhosted.org/* 4 | include test/*.rst 5 | include technical_indicators/*.txt 6 | recursive-include technical_indicators/doc * 7 | -------------------------------------------------------------------------------- /.travis.yml: -------------------------------------------------------------------------------- 1 | language: python 2 | python: 3 | - "2.7" 4 | - "3.4" 5 | install: pip install --use-mirrors -r requirements.txt 6 | script: python -m doctest -v test/test.rst 7 | notifications: 8 | email: 9 | on_success: always 10 | on_failure: always 11 | -------------------------------------------------------------------------------- /technical_indicators/doc/.buildinfo: -------------------------------------------------------------------------------- 1 | # Sphinx build info version 1 2 | # This file hashes the configuration used when building these files. When it is not found, a full rebuild will be done. 3 | config: 179195676a09b1e14321667f14f6678e 4 | tags: 645f666f9bcd5a90fca523b33c5a78b7 5 | -------------------------------------------------------------------------------- /doc/index.rst: -------------------------------------------------------------------------------- 1 | .. include:: ../README.rst 2 | 3 | **Contents:** 4 | 5 | .. toctree:: 6 | :maxdepth: 1 7 | 8 | reference 9 | license 10 | changelog 11 | codeauthors 12 | 13 | Indices and tables 14 | ================== 15 | 16 | * :ref:`genindex` 17 | * :ref:`modindex` 18 | * :ref:`search` 19 | -------------------------------------------------------------------------------- /shippable.yml: -------------------------------------------------------------------------------- 1 | language: python 2 | python: 3 | - "2.7" 4 | - "3.4" 5 | before_script: mkdir -p shippable/codecoverage shippable/testresults 6 | install: pip install --use-mirrors -r requirements.txt 7 | script: python -m doctest -v test/test.rst 8 | notifications: 9 | email: 10 | on_success: always 11 | on_failure: always 12 | -------------------------------------------------------------------------------- /technical_indicators/doc/_sources/index.txt: -------------------------------------------------------------------------------- 1 | .. include:: ../README.rst 2 | 3 | **Contents:** 4 | 5 | .. toctree:: 6 | :maxdepth: 1 7 | 8 | reference 9 | license 10 | changelog 11 | codeauthors 12 | 13 | Indices and tables 14 | ================== 15 | 16 | * :ref:`genindex` 17 | * :ref:`modindex` 18 | * :ref:`search` 19 | -------------------------------------------------------------------------------- /.gitattributes: -------------------------------------------------------------------------------- 1 | # Auto detect text files and perform LF normalization 2 | * text=auto 3 | 4 | # Custom for Visual Studio 5 | *.cs diff=csharp 6 | *.sln merge=union 7 | *.csproj merge=union 8 | *.vbproj merge=union 9 | *.fsproj merge=union 10 | *.dbproj merge=union 11 | 12 | # Standard to msysgit 13 | *.doc diff=astextplain 14 | *.DOC diff=astextplain 15 | *.docx diff=astextplain 16 | *.DOCX diff=astextplain 17 | *.dot diff=astextplain 18 | *.DOT diff=astextplain 19 | *.pdf diff=astextplain 20 | *.PDF diff=astextplain 21 | *.rtf diff=astextplain 22 | *.RTF diff=astextplain 23 | -------------------------------------------------------------------------------- /README.rst: -------------------------------------------------------------------------------- 1 | technical_indicators 2 | ==================== 3 | 4 | This module provides some technical indicators for analysing stocks. 5 | 6 | When I can I will add more. 7 | 8 | If anyone wishes to contribute with new code or corrections/suggestions, feel free. 9 | 10 | 11 | **Features:** 12 | 13 | Relative Strength Index (RSI), ROC, MA envelopes 14 | Simple Moving Average (SMA), Weighted Moving Average (WMA), Exponential Moving Average (EMA) 15 | Bollinger Bands (BB), Bollinger Bandwidth, %B 16 | 17 | 18 | **Dependencies:** 19 | 20 | It requires numpy. 21 | 22 | This module was done and tested under Windows with Python 2.7.3 and numpy 1.6.1. -------------------------------------------------------------------------------- /README.txt: -------------------------------------------------------------------------------- 1 | technical_indicators 2 | ==================== 3 | 4 | This module provides some technical indicators for analysing stocks. 5 | 6 | When I can I will add more. 7 | 8 | If anyone wishes to contribute with new code or corrections/suggestions, feel free. 9 | 10 | 11 | **Features:** 12 | 13 | Relative Strength Index (RSI), ROC, MA envelopes 14 | Simple Moving Average (SMA), Weighted Moving Average (WMA), Exponential Moving Average (EMA) 15 | Bollinger Bands (BB), Bollinger Bandwidth, %B 16 | 17 | 18 | **Dependencies:** 19 | 20 | It requires numpy. 21 | 22 | This module was done and tested under Windows with Python 2.7.3 and numpy 1.6.1. -------------------------------------------------------------------------------- /prep_rst2pdf.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | 4 | """ 5 | Remove parts of rST to create a better pdf. 6 | """ 7 | 8 | # Python 3 compatibility 9 | from __future__ import (absolute_import, division, print_function, 10 | unicode_literals) 11 | 12 | 13 | with open('doc/index.ori') as file_: 14 | text = file_.readlines() 15 | 16 | new_text = '' 17 | 18 | for line in text: 19 | if 'Contents:' in line: 20 | pass 21 | elif 'Indices and tables' in line: 22 | break 23 | else: 24 | new_text += line 25 | 26 | with open('doc/index.rst', 'w') as file_: 27 | file_.writelines(new_text) 28 | -------------------------------------------------------------------------------- /technical_indicators/README.txt: -------------------------------------------------------------------------------- 1 | technical_indicators 2 | ==================== 3 | 4 | This module provides some technical indicators for analysing stocks. 5 | 6 | When I can I will add more. 7 | 8 | If anyone wishes to contribute with new code or corrections/suggestions, feel free. 9 | 10 | 11 | **Features:** 12 | 13 | Relative Strength Index (RSI), ROC, MA envelopes 14 | Simple Moving Average (SMA), Weighted Moving Average (WMA), Exponential Moving Average (EMA) 15 | Bollinger Bands (BB), Bollinger Bandwidth, %B 16 | 17 | 18 | **Dependencies:** 19 | 20 | It requires numpy. 21 | 22 | This module was done and tested under Windows with Python 2.7.3 and numpy 1.6.1. -------------------------------------------------------------------------------- /py_app_ver.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | 4 | """ 5 | Write Python and application version (from ChangeLog.rst) to text files. 6 | """ 7 | 8 | # Python 3 compatibility 9 | from __future__ import (absolute_import, division, print_function, 10 | unicode_literals) 11 | import sys 12 | 13 | 14 | py_ver = sys.version.split()[0] 15 | py_ver = py_ver.split('.') 16 | py_ver = str(py_ver[0] + '.' + py_ver[1]) 17 | 18 | with open('ChangeLog.rst') as file_: 19 | app_ver = file_.readline().split()[0] 20 | 21 | with open('py_ver.txt', 'w') as file_: 22 | file_.write(py_ver) 23 | 24 | with open('app_ver.txt', 'w') as file_: 25 | file_.write(app_ver) 26 | -------------------------------------------------------------------------------- /ChangeLog.rst: -------------------------------------------------------------------------------- 1 | 0.0.16 2014-06-03 :: 2 | 3 | Changed both yml files to include Py3.4. 4 | 5 | 6 | 0.0.15 2014-06-02 :: 7 | 8 | Changed both yml files to become as similar as possible. 9 | 10 | 11 | 0.0.14 2014-06-02 :: 12 | 13 | Added end user documentation to .gitignore. 14 | Added option PROJ_TYPE to build.bat to distinguish between modules and 15 | applications. 16 | Added pythonhosted.org files to MANIFEST.in. 17 | Changed __init__.py to use glob to select py2exe and cxf data files. 18 | Added options to py2exe config in setup.py. 19 | Fill some Docstrings. 20 | 21 | 22 | 0.0.13 2014-05-31 :: 23 | 24 | Remarked bdist_egg, bdist_wininst, cxf and py2exe builds from build.bat. 25 | 26 | 27 | 0.0.12 2014-05-31 :: 28 | 29 | Added zip_safe to setup.py. 30 | 31 | 32 | 0.0.11 2014-05-31 :: 33 | 34 | Added PyPI documentation in dir pythonhosted.org (redirects to 35 | ReadTheDocs). 36 | Changed doc\index.rst to include README.rst. 37 | Updated build.bat. 38 | 39 | 40 | 0.0.10 2014-05-31 :: 41 | 42 | Corrected classifiers in __init__.py. Added ReadTheDocs doc. 43 | Added prep_rst2pdf.py and prep_rst2pdf.py to help build.bat. 44 | Changed build.bat. 45 | 46 | 47 | 0.0.9 2014-05-30 :: 48 | 49 | Added py_app_ver.py and changed build.bat. 50 | 51 | 52 | 0.0.8 2014-05-30 :: 53 | 54 | Corrected yml and __init__.py because numpy is not installing in Py3 55 | 56 | 57 | 0.0.7 2014-05-30 :: 58 | 59 | Corrected test and yml files 60 | 61 | 62 | 0.0.6 2014-05-29 :: 63 | 64 | Added Shippable CI 65 | 66 | 67 | 0.0.5 2014-05-29 :: 68 | 69 | Added doctests, packaging, build automation, sphinx doc, travis. 70 | Changed license and versioning. 71 | 72 | 73 | 0.0.4 2013-07-03 :: 74 | 75 | Added ROC and MA envelopes 76 | 77 | 78 | 0.0.3 2013-06-30 :: 79 | 80 | Added WMA and more EMA types. 81 | 82 | 83 | 0.0.2 2013-06-18 :: 84 | 85 | Added Bollinger bandwidth and %B 86 | Created a GitHub repository 87 | 88 | 89 | 0.0.1 2013-06-05 :: 90 | 91 | Includes RSI, SMA, EMA and BB 92 | -------------------------------------------------------------------------------- /ChangeLog.txt: -------------------------------------------------------------------------------- 1 | 0.0.16 2014-06-03 :: 2 | 3 | Changed both yml files to include Py3.4. 4 | 5 | 6 | 0.0.15 2014-06-02 :: 7 | 8 | Changed both yml files to become as similar as possible. 9 | 10 | 11 | 0.0.14 2014-06-02 :: 12 | 13 | Added end user documentation to .gitignore. 14 | Added option PROJ_TYPE to build.bat to distinguish between modules and 15 | applications. 16 | Added pythonhosted.org files to MANIFEST.in. 17 | Changed __init__.py to use glob to select py2exe and cxf data files. 18 | Added options to py2exe config in setup.py. 19 | Fill some Docstrings. 20 | 21 | 22 | 0.0.13 2014-05-31 :: 23 | 24 | Remarked bdist_egg, bdist_wininst, cxf and py2exe builds from build.bat. 25 | 26 | 27 | 0.0.12 2014-05-31 :: 28 | 29 | Added zip_safe to setup.py. 30 | 31 | 32 | 0.0.11 2014-05-31 :: 33 | 34 | Added PyPI documentation in dir pythonhosted.org (redirects to 35 | ReadTheDocs). 36 | Changed doc\index.rst to include README.rst. 37 | Updated build.bat. 38 | 39 | 40 | 0.0.10 2014-05-31 :: 41 | 42 | Corrected classifiers in __init__.py. Added ReadTheDocs doc. 43 | Added prep_rst2pdf.py and prep_rst2pdf.py to help build.bat. 44 | Changed build.bat. 45 | 46 | 47 | 0.0.9 2014-05-30 :: 48 | 49 | Added py_app_ver.py and changed build.bat. 50 | 51 | 52 | 0.0.8 2014-05-30 :: 53 | 54 | Corrected yml and __init__.py because numpy is not installing in Py3 55 | 56 | 57 | 0.0.7 2014-05-30 :: 58 | 59 | Corrected test and yml files 60 | 61 | 62 | 0.0.6 2014-05-29 :: 63 | 64 | Added Shippable CI 65 | 66 | 67 | 0.0.5 2014-05-29 :: 68 | 69 | Added doctests, packaging, build automation, sphinx doc, travis. 70 | Changed license and versioning. 71 | 72 | 73 | 0.0.4 2013-07-03 :: 74 | 75 | Added ROC and MA envelopes 76 | 77 | 78 | 0.0.3 2013-06-30 :: 79 | 80 | Added WMA and more EMA types. 81 | 82 | 83 | 0.0.2 2013-06-18 :: 84 | 85 | Added Bollinger bandwidth and %B 86 | Created a GitHub repository 87 | 88 | 89 | 0.0.1 2013-06-05 :: 90 | 91 | Includes RSI, SMA, EMA and BB 92 | -------------------------------------------------------------------------------- /technical_indicators/ChangeLog.txt: -------------------------------------------------------------------------------- 1 | 0.0.16 2014-06-03 :: 2 | 3 | Changed both yml files to include Py3.4. 4 | 5 | 6 | 0.0.15 2014-06-02 :: 7 | 8 | Changed both yml files to become as similar as possible. 9 | 10 | 11 | 0.0.14 2014-06-02 :: 12 | 13 | Added end user documentation to .gitignore. 14 | Added option PROJ_TYPE to build.bat to distinguish between modules and 15 | applications. 16 | Added pythonhosted.org files to MANIFEST.in. 17 | Changed __init__.py to use glob to select py2exe and cxf data files. 18 | Added options to py2exe config in setup.py. 19 | Fill some Docstrings. 20 | 21 | 22 | 0.0.13 2014-05-31 :: 23 | 24 | Remarked bdist_egg, bdist_wininst, cxf and py2exe builds from build.bat. 25 | 26 | 27 | 0.0.12 2014-05-31 :: 28 | 29 | Added zip_safe to setup.py. 30 | 31 | 32 | 0.0.11 2014-05-31 :: 33 | 34 | Added PyPI documentation in dir pythonhosted.org (redirects to 35 | ReadTheDocs). 36 | Changed doc\index.rst to include README.rst. 37 | Updated build.bat. 38 | 39 | 40 | 0.0.10 2014-05-31 :: 41 | 42 | Corrected classifiers in __init__.py. Added ReadTheDocs doc. 43 | Added prep_rst2pdf.py and prep_rst2pdf.py to help build.bat. 44 | Changed build.bat. 45 | 46 | 47 | 0.0.9 2014-05-30 :: 48 | 49 | Added py_app_ver.py and changed build.bat. 50 | 51 | 52 | 0.0.8 2014-05-30 :: 53 | 54 | Corrected yml and __init__.py because numpy is not installing in Py3 55 | 56 | 57 | 0.0.7 2014-05-30 :: 58 | 59 | Corrected test and yml files 60 | 61 | 62 | 0.0.6 2014-05-29 :: 63 | 64 | Added Shippable CI 65 | 66 | 67 | 0.0.5 2014-05-29 :: 68 | 69 | Added doctests, packaging, build automation, sphinx doc, travis. 70 | Changed license and versioning. 71 | 72 | 73 | 0.0.4 2013-07-03 :: 74 | 75 | Added ROC and MA envelopes 76 | 77 | 78 | 0.0.3 2013-06-30 :: 79 | 80 | Added WMA and more EMA types. 81 | 82 | 83 | 0.0.2 2013-06-18 :: 84 | 85 | Added Bollinger bandwidth and %B 86 | Created a GitHub repository 87 | 88 | 89 | 0.0.1 2013-06-05 :: 90 | 91 | Includes RSI, SMA, EMA and BB 92 | -------------------------------------------------------------------------------- /cxf_setup.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | 4 | """Setup for cx_Freeze""" 5 | 6 | # Python 3 compatibility 7 | from __future__ import (absolute_import, division, print_function, 8 | unicode_literals) 9 | import sys 10 | from cx_Freeze import setup, Executable 11 | from technical_indicators import (NAME, VERSION, DESC, LONG_DESC, LICENSE, URL, 12 | AUTHOR, EMAIL, KEYWORDS, CLASSIFIERS, SCRIPT, 13 | DATA_FILES_CXF) 14 | 15 | 16 | TARGET_NAME = NAME + '.exe' 17 | 18 | base = None 19 | # GUI applications require a different base on Windows 20 | if sys.platform == 'win32': 21 | base = 'Win32GUI' 22 | 23 | ##if 'bdist_msi' in sys.argv: 24 | ## sys.argv += ['--install-script', 'install.py'] 25 | 26 | ##bdist_msi_options = { 27 | ## 'initial_target_dir': r'[ProgramFilesFolder]\%s\%s' % (AUTHOR, NAME), 28 | ## #'upgrade_code': '{66620F3A-DC3A-11E2-B341-002219E9B01E}', 29 | ## #'add_to_path': False, 30 | ## } 31 | 32 | build_exe_options = dict(compressed=True, 33 | #excludes=["macpath", "PyQt4"], 34 | #includes=['atexit', 'PySide.QtNetwork'], 35 | include_files=DATA_FILES_CXF, 36 | # append any extra module by extending the list below 37 | # - "contributed_modules+["lxml"]" 38 | #packages=contributed_modules 39 | ) 40 | 41 | setup(name=NAME, 42 | version=VERSION, 43 | description=DESC, 44 | long_description=LONG_DESC, 45 | license=LICENSE, 46 | url=URL, 47 | author=AUTHOR, 48 | author_email=EMAIL, 49 | 50 | classifiers=CLASSIFIERS, 51 | keywords=KEYWORDS, 52 | 53 | executables=[Executable(script=SCRIPT, 54 | base=base, 55 | compress=True, 56 | #icon="app_name.ico", 57 | targetName=TARGET_NAME, 58 | #copyDependentFiles=True 59 | )], 60 | 61 | options=dict(build_exe=build_exe_options), 62 | ##options=dict(bdist_msi=bdist_msi_options, 63 | ## build_exe=build_exe_options), 64 | ##scripts=['install.py'] 65 | ) 66 | -------------------------------------------------------------------------------- /technical_indicators/__init__.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | 4 | """Initialization""" 5 | 6 | # Python 3 compatibility 7 | from __future__ import (absolute_import, division, print_function, 8 | #unicode_literals 9 | ) 10 | # The above unicode_literals import prevents setup.py from working. 11 | # It seems to be a bug in setuptools. 12 | # py2exe build also does not work if it is unremarked. 13 | import sys 14 | from os import path 15 | import glob 16 | 17 | 18 | sys.path.insert(1, path.dirname(__file__)) # add to PYTHONPATH 19 | 20 | AUTHOR = 'Joao Matos' 21 | EMAIL = 'jcrmatos@gmail.com' 22 | COPYRIGHT = 'Copyright 2014 ' + AUTHOR 23 | 24 | NAME = 'technical_indicators' 25 | SCRIPT = NAME + '/technical_indicators.py' 26 | 27 | VERSION = '0.0.0' 28 | CHANGE_LOG_FILE = 'ChangeLog.txt' 29 | if path.isfile(CHANGE_LOG_FILE): # if file exists 30 | with open(CHANGE_LOG_FILE) as f: 31 | VERSION = f.readline().split()[0] 32 | 33 | LONG_DESC = DESC = '' 34 | README_FILE = 'README.txt' 35 | if path.isfile(README_FILE): # if file exists 36 | with open(README_FILE) as f: 37 | LONG_DESC = f.read() 38 | DESC = LONG_DESC.split('\n')[3] 39 | 40 | LICENSE = 'GNU General Public License v2 or later (GPLv2+)' 41 | URL = 'https://github.com/jcrmatos/technical_indicators' 42 | KEYWORDS = 'technical analysis indicators' 43 | CLASSIFIERS = ['Development Status :: 4 - Beta', 44 | 'Environment :: Console', 45 | 'Intended Audience :: End Users/Desktop', 46 | 'Intended Audience :: Developers', 47 | 'Intended Audience :: Financial and Insurance Industry', 48 | 'Natural Language :: English', 49 | 'License :: OSI Approved ::' + ' ' + LICENSE, 50 | 'Operating System :: OS Independent', 51 | 'Programming Language :: Python', 52 | 'Programming Language :: Python :: 2.7', 53 | 'Topic :: Office/Business :: Financial :: Investment', 54 | #'Private :: Do Not Upload' # to prevent PyPI publishing 55 | ] 56 | 57 | LICENSE_FILE = 'LICENSE.txt' 58 | AUTHORS_FILE = 'AUTHORS.txt' 59 | 60 | DATA_FILES = [LICENSE_FILE, README_FILE, AUTHORS_FILE, CHANGE_LOG_FILE] 61 | 62 | #DATA_FILES_PY2EXE = [('', [NAME + '/' + LICENSE_FILE]), 63 | # ('', [NAME + '/' + README_FILE]), 64 | # ('', [NAME + '/' + AUTHORS_FILE]), 65 | # ('', [NAME + '/' + CHANGE_LOG_FILE])] 66 | DATA_FILES_PY2EXE = glob.glob(NAME + '/' + '*.txt') 67 | 68 | #DATA_FILES_CXF = [NAME + '/' + LICENSE_FILE, NAME + '/' + README_FILE, 69 | # NAME + '/' + AUTHORS_FILE, NAME + '/' + CHANGE_LOG_FILE] 70 | DATA_FILES_CXF = glob.glob(NAME + '/' + '*.txt') 71 | -------------------------------------------------------------------------------- /setup.py: -------------------------------------------------------------------------------- 1 | #!/usr/bin/env python 2 | # -*- coding: utf-8 -*- 3 | 4 | """Setup for source, egg, wheel and py2exe""" 5 | 6 | # Python 3 compatibility 7 | from __future__ import (absolute_import, division, print_function, 8 | unicode_literals) 9 | import sys 10 | from os import path 11 | from setuptools import setup, find_packages 12 | import py2exe 13 | from technical_indicators import (NAME, VERSION, DESC, LONG_DESC, LICENSE, URL, 14 | AUTHOR, EMAIL, KEYWORDS, CLASSIFIERS, SCRIPT, 15 | DATA_FILES, DATA_FILES_PY2EXE) 16 | 17 | 18 | #PACKAGES = [NAME] # only used if find_packages() does not work 19 | 20 | ENTRY_POINTS = {'console_scripts': ['technical_indicators=technical_indicators.technical_indicators:main'], 21 | # 'gui_scripts': ['app_gui=technical_indicators.technical_indicators:start'] 22 | } 23 | 24 | PKG_DATA = dict(technical_indicators=DATA_FILES) 25 | ##PKG_DATA = {'': ['*.txt', '*.rst'], 'technical_indicators': ['*.txt'], 26 | ## 'technical_indicators.data': ['*.pkl']} 27 | 28 | REQUIREMENTS_FILE = 'requirements.txt' 29 | REQUIREMENTS = '' 30 | if path.isfile(REQUIREMENTS_FILE): # if file exists 31 | with open(REQUIREMENTS_FILE) as f: 32 | REQUIREMENTS = f.read() 33 | ##REQUIREMENTS = f.read().splitlines() 34 | 35 | # if not cleared they are added to bdist_egg root 36 | if sys.argv[1] and str.lower(sys.argv[1]) != 'py2exe': 37 | DATA_FILES_PY2EXE = '' 38 | 39 | OPTIONS = {'py2exe': {'compressed': True, 40 | 'ascii': False, 41 | #'packages': NAME, 42 | #'bundle_files': 1, # exe does not work 43 | #'includes': ['numpy'], 44 | #'excludes': ['doctest', 'pdb', 'unittest', 'difflib', 45 | # 'inspect', 'pyreadline', 'optparse', 46 | # 'calendar', 'email', '_ssl', 'pickle', 47 | # # 'locale' 48 | # ] 49 | } 50 | } 51 | 52 | setup(name=NAME, 53 | version=VERSION, 54 | description=DESC, 55 | long_description=LONG_DESC, 56 | license=LICENSE, 57 | url=URL, 58 | author=AUTHOR, 59 | author_email=EMAIL, 60 | 61 | classifiers=CLASSIFIERS, 62 | keywords=KEYWORDS, 63 | 64 | packages=find_packages(), 65 | #packages=find_packages(exclude=['tests*']), 66 | 67 | # only used if find_packages() does not work 68 | #packages=PACKAGES, 69 | #package_dir={'': NAME}, 70 | 71 | # to create the Scripts exe using bdist_wininst build option 72 | entry_points=ENTRY_POINTS, 73 | 74 | install_requires=REQUIREMENTS, 75 | 76 | # used only if the package is not in PyPI, but exists as an egg, 77 | # sdist format or as a single .py file 78 | # see http://peak.telecommunity.com/DevCenter/setuptools#dependencies-that-aren-t-in-pypi 79 | #dependency_links = ['http://host.domain.local/dir/'], 80 | 81 | # required by bdist_egg and bdist_wheel 82 | include_package_data=True, 83 | package_data=PKG_DATA, 84 | 85 | zip_safe=False, 86 | 87 | # py2exe config 88 | console=[SCRIPT], 89 | options=OPTIONS, 90 | data_files=DATA_FILES_PY2EXE, 91 | #windows=[{'script': '__main__.py', 92 | # 'icon_resources': [(0, 'daysgroudned.ico')] 93 | # }], 94 | #zipfile=None 95 | ) 96 | -------------------------------------------------------------------------------- /technical_indicators/doc/_modules/index.html: -------------------------------------------------------------------------------- 1 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | Overview: module code — technical_indicators 0.0.16 documentation 10 | 11 | 12 | 13 | 14 | 23 | 24 | 25 | 26 | 27 | 28 | 29 |
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89 | 90 | -------------------------------------------------------------------------------- /.gitignore: -------------------------------------------------------------------------------- 1 | ################# 2 | ## Eclipse 3 | ################# 4 | 5 | *.pydevproject 6 | .project 7 | .metadata 8 | bin/ 9 | tmp/ 10 | *.tmp 11 | *.bak 12 | *.swp 13 | *~.nib 14 | local.properties 15 | .classpath 16 | .settings/ 17 | .loadpath 18 | 19 | # External tool builders 20 | .externalToolBuilders/ 21 | 22 | # Locally stored "Eclipse launch configurations" 23 | *.launch 24 | 25 | # CDT-specific 26 | .cproject 27 | 28 | # PDT-specific 29 | .buildpath 30 | 31 | 32 | ################# 33 | ## Visual Studio 34 | ################# 35 | 36 | ## Ignore Visual Studio temporary files, build results, and 37 | ## files generated by popular Visual Studio add-ons. 38 | 39 | # User-specific files 40 | *.suo 41 | *.user 42 | *.sln.docstates 43 | 44 | # Build results 45 | 46 | [Dd]ebug/ 47 | [Rr]elease/ 48 | x64/ 49 | build/ 50 | [Bb]in/ 51 | [Oo]bj/ 52 | 53 | # MSTest test Results 54 | [Tt]est[Rr]esult*/ 55 | [Bb]uild[Ll]og.* 56 | 57 | *_i.c 58 | *_p.c 59 | *.ilk 60 | *.meta 61 | *.obj 62 | *.pch 63 | *.pdb 64 | *.pgc 65 | *.pgd 66 | *.rsp 67 | *.sbr 68 | *.tlb 69 | *.tli 70 | *.tlh 71 | *.tmp 72 | *.tmp_proj 73 | *.log 74 | *.vspscc 75 | *.vssscc 76 | .builds 77 | *.pidb 78 | *.log 79 | *.scc 80 | 81 | # Visual C++ cache files 82 | ipch/ 83 | *.aps 84 | *.ncb 85 | *.opensdf 86 | *.sdf 87 | *.cachefile 88 | 89 | # Visual Studio profiler 90 | *.psess 91 | *.vsp 92 | *.vspx 93 | 94 | # Guidance Automation Toolkit 95 | *.gpState 96 | 97 | # ReSharper is a .NET coding add-in 98 | _ReSharper*/ 99 | *.[Rr]e[Ss]harper 100 | 101 | # TeamCity is a build add-in 102 | _TeamCity* 103 | 104 | # DotCover is a Code Coverage Tool 105 | *.dotCover 106 | 107 | # NCrunch 108 | *.ncrunch* 109 | .*crunch*.local.xml 110 | 111 | # Installshield output folder 112 | [Ee]xpress/ 113 | 114 | # DocProject is a documentation generator add-in 115 | DocProject/buildhelp/ 116 | DocProject/Help/*.HxT 117 | DocProject/Help/*.HxC 118 | DocProject/Help/*.hhc 119 | DocProject/Help/*.hhk 120 | DocProject/Help/*.hhp 121 | DocProject/Help/Html2 122 | DocProject/Help/html 123 | 124 | # Click-Once directory 125 | publish/ 126 | 127 | # Publish Web Output 128 | *.Publish.xml 129 | *.pubxml 130 | 131 | # NuGet Packages Directory 132 | ## TODO: If you have NuGet Package Restore enabled, uncomment the next line 133 | #packages/ 134 | 135 | # Windows Azure Build Output 136 | csx 137 | *.build.csdef 138 | 139 | # Windows Store app package directory 140 | AppPackages/ 141 | 142 | # Others 143 | sql/ 144 | *.Cache 145 | ClientBin/ 146 | [Ss]tyle[Cc]op.* 147 | ~$* 148 | *~ 149 | *.dbmdl 150 | *.[Pp]ublish.xml 151 | *.pfx 152 | *.publishsettings 153 | 154 | # RIA/Silverlight projects 155 | Generated_Code/ 156 | 157 | # Backup & report files from converting an old project file to a newer 158 | # Visual Studio version. Backup files are not needed, because we have git ;-) 159 | _UpgradeReport_Files/ 160 | Backup*/ 161 | UpgradeLog*.XML 162 | UpgradeLog*.htm 163 | 164 | # SQL Server files 165 | App_Data/*.mdf 166 | App_Data/*.ldf 167 | 168 | ############# 169 | ## Windows detritus 170 | ############# 171 | 172 | # Windows image file caches 173 | Thumbs.db 174 | ehthumbs.db 175 | 176 | # Folder config file 177 | Desktop.ini 178 | 179 | # Recycle Bin used on file shares 180 | $RECYCLE.BIN/ 181 | 182 | # Mac crap 183 | .DS_Store 184 | 185 | 186 | ############# 187 | ## Python 188 | ############# 189 | 190 | *.py[co] 191 | 192 | # Packages 193 | *.egg 194 | *.egg-info 195 | dist/ 196 | build/ 197 | eggs/ 198 | parts/ 199 | var/ 200 | sdist/ 201 | develop-eggs/ 202 | .installed.cfg 203 | technical_indicators/doc/ 204 | doc/Makefile 205 | doc/make.bat 206 | 207 | # Installer logs 208 | pip-log.txt 209 | 210 | # Unit test / coverage reports 211 | .coverage 212 | .tox 213 | 214 | #Translations 215 | *.mo 216 | 217 | #Mr Developer 218 | .mr.developer.cfg 219 | -------------------------------------------------------------------------------- /technical_indicators/doc/search.html: -------------------------------------------------------------------------------- 1 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | Search — technical_indicators 0.0.16 documentation 10 | 11 | 12 | 13 | 14 | 23 | 24 | 25 | 26 | 27 | 28 | 31 | 32 | 33 | 34 | 35 | 36 | 37 |
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31 |

Navigation

32 | 44 |
45 | 46 |
47 |
48 |
49 |
50 | 51 |
52 |

technical_indicators

53 |

This module provides some technical indicators for analysing stocks.

54 |

When I can I will add more.

55 |

If anyone wishes to contribute with new code or corrections/suggestions, feel free.

56 |

Features:

57 |
58 |
Relative Strength Index (RSI), ROC, MA envelopes 59 | Simple Moving Average (SMA), Weighted Moving Average (WMA), Exponential Moving Average (EMA) 60 | Bollinger Bands (BB), Bollinger Bandwidth, %B
61 |

Dependencies:

62 |

It requires numpy.

63 |

This module was done and tested under Windows with Python 2.7.3 and numpy 1.6.1.

64 |

Contents:

65 |
66 | 72 |
73 |
74 |
75 |

Indices and tables

76 | 81 |
82 | 83 | 84 |
85 |
86 |
87 |
88 |
89 |

Table Of Contents

90 | 94 | 95 |

Next topic

96 |

Reference

98 |

This Page

99 | 103 | 115 | 116 |
117 |
118 |
119 |
120 |
121 |

Navigation

122 | 134 |
135 |
136 | © Copyright 2014, Joao Matos. 137 | Created using Sphinx 1.2.1. 138 |
139 | 140 | -------------------------------------------------------------------------------- /technical_indicators/doc/genindex.html: -------------------------------------------------------------------------------- 1 | 2 | 4 | 5 | 6 | 7 | 8 | 9 | 10 | Index — technical_indicators 0.0.16 documentation 11 | 12 | 13 | 14 | 15 | 24 | 25 | 26 | 27 | 28 | 29 | 30 |
31 |

Navigation

32 | 41 |
42 | 43 |
44 |
45 |
46 |
47 | 48 | 49 |

Index

50 | 51 |
52 | B 53 | | E 54 | | M 55 | | R 56 | | S 57 | | T 58 | | W 59 | 60 |
61 |

B

62 | 63 | 69 |
64 | 65 |
bb() (in module technical_indicators.technical_indicators) 66 |
67 | 68 |
70 | 71 |

E

72 | 73 | 79 |
74 | 75 |
ema() (in module technical_indicators.technical_indicators) 76 |
77 | 78 |
80 | 81 |

M

82 | 83 | 89 |
84 | 85 |
ma_env() (in module technical_indicators.technical_indicators) 86 |
87 | 88 |
90 | 91 |

R

92 | 93 | 99 | 105 |
94 | 95 |
roc() (in module technical_indicators.technical_indicators) 96 |
97 | 98 |
100 | 101 |
rsi() (in module technical_indicators.technical_indicators) 102 |
103 | 104 |
106 | 107 |

S

108 | 109 | 115 |
110 | 111 |
sma() (in module technical_indicators.technical_indicators) 112 |
113 | 114 |
116 | 117 |

T

118 | 119 | 125 |
120 | 121 |
technical_indicators.technical_indicators (module) 122 |
123 | 124 |
126 | 127 |

W

128 | 129 | 135 |
130 | 131 |
wma() (in module technical_indicators.technical_indicators) 132 |
133 | 134 |
136 | 137 | 138 | 139 |
140 |
141 |
142 |
143 |
144 | 145 | 146 | 147 | 159 | 160 |
161 |
162 |
163 |
164 |
165 |

Navigation

166 | 175 |
176 |
177 | © Copyright 2014, Joao Matos. 178 | Created using Sphinx 1.2.1. 179 |
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The HTML pages are in %BUILDDIR%/singlehtml. 84 | goto end 85 | ) 86 | 87 | if "%1" == "pickle" ( 88 | %SPHINXBUILD% -b pickle %ALLSPHINXOPTS% %BUILDDIR%/pickle 89 | if errorlevel 1 exit /b 1 90 | echo. 91 | echo.Build finished; now you can process the pickle files. 92 | goto end 93 | ) 94 | 95 | if "%1" == "json" ( 96 | %SPHINXBUILD% -b json %ALLSPHINXOPTS% %BUILDDIR%/json 97 | if errorlevel 1 exit /b 1 98 | echo. 99 | echo.Build finished; now you can process the JSON files. 100 | goto end 101 | ) 102 | 103 | if "%1" == "htmlhelp" ( 104 | %SPHINXBUILD% -b htmlhelp %ALLSPHINXOPTS% %BUILDDIR%/htmlhelp 105 | if errorlevel 1 exit /b 1 106 | echo. 107 | echo.Build finished; now you can run HTML Help Workshop with the ^ 108 | .hhp project file in %BUILDDIR%/htmlhelp. 109 | goto end 110 | ) 111 | 112 | if "%1" == "qthelp" ( 113 | %SPHINXBUILD% -b qthelp %ALLSPHINXOPTS% %BUILDDIR%/qthelp 114 | if errorlevel 1 exit /b 1 115 | echo. 116 | echo.Build finished; now you can run "qcollectiongenerator" with the ^ 117 | .qhcp project file in %BUILDDIR%/qthelp, like this: 118 | echo.^> qcollectiongenerator %BUILDDIR%\qthelp\technical_indicators.qhcp 119 | echo.To view the help file: 120 | echo.^> assistant -collectionFile %BUILDDIR%\qthelp\technical_indicators.ghc 121 | goto end 122 | ) 123 | 124 | if "%1" == "devhelp" ( 125 | %SPHINXBUILD% -b devhelp %ALLSPHINXOPTS% %BUILDDIR%/devhelp 126 | if errorlevel 1 exit /b 1 127 | echo. 128 | echo.Build finished. 129 | goto end 130 | ) 131 | 132 | if "%1" == "epub" ( 133 | %SPHINXBUILD% -b epub %ALLSPHINXOPTS% %BUILDDIR%/epub 134 | if errorlevel 1 exit /b 1 135 | echo. 136 | echo.Build finished. The epub file is in %BUILDDIR%/epub. 137 | goto end 138 | ) 139 | 140 | if "%1" == "latex" ( 141 | %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex 142 | if errorlevel 1 exit /b 1 143 | echo. 144 | echo.Build finished; the LaTeX files are in %BUILDDIR%/latex. 145 | goto end 146 | ) 147 | 148 | if "%1" == "latexpdf" ( 149 | %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex 150 | cd %BUILDDIR%/latex 151 | make all-pdf 152 | cd %BUILDDIR%/.. 153 | echo. 154 | echo.Build finished; the PDF files are in %BUILDDIR%/latex. 155 | goto end 156 | ) 157 | 158 | if "%1" == "latexpdfja" ( 159 | %SPHINXBUILD% -b latex %ALLSPHINXOPTS% %BUILDDIR%/latex 160 | cd %BUILDDIR%/latex 161 | make all-pdf-ja 162 | cd %BUILDDIR%/.. 163 | echo. 164 | echo.Build finished; the PDF files are in %BUILDDIR%/latex. 165 | goto end 166 | ) 167 | 168 | if "%1" == "text" ( 169 | %SPHINXBUILD% -b text %ALLSPHINXOPTS% %BUILDDIR%/text 170 | if errorlevel 1 exit /b 1 171 | echo. 172 | echo.Build finished. The text files are in %BUILDDIR%/text. 173 | goto end 174 | ) 175 | 176 | if "%1" == "man" ( 177 | %SPHINXBUILD% -b man %ALLSPHINXOPTS% %BUILDDIR%/man 178 | if errorlevel 1 exit /b 1 179 | echo. 180 | echo.Build finished. The manual pages are in %BUILDDIR%/man. 181 | goto end 182 | ) 183 | 184 | if "%1" == "texinfo" ( 185 | %SPHINXBUILD% -b texinfo %ALLSPHINXOPTS% %BUILDDIR%/texinfo 186 | if errorlevel 1 exit /b 1 187 | echo. 188 | echo.Build finished. The Texinfo files are in %BUILDDIR%/texinfo. 189 | goto end 190 | ) 191 | 192 | if "%1" == "gettext" ( 193 | %SPHINXBUILD% -b gettext %I18NSPHINXOPTS% %BUILDDIR%/locale 194 | if errorlevel 1 exit /b 1 195 | echo. 196 | echo.Build finished. The message catalogs are in %BUILDDIR%/locale. 197 | goto end 198 | ) 199 | 200 | if "%1" == "changes" ( 201 | %SPHINXBUILD% -b changes %ALLSPHINXOPTS% %BUILDDIR%/changes 202 | if errorlevel 1 exit /b 1 203 | echo. 204 | echo.The overview file is in %BUILDDIR%/changes. 205 | goto end 206 | ) 207 | 208 | if "%1" == "linkcheck" ( 209 | %SPHINXBUILD% -b linkcheck %ALLSPHINXOPTS% %BUILDDIR%/linkcheck 210 | if errorlevel 1 exit /b 1 211 | echo. 212 | echo.Link check complete; look for any errors in the above output ^ 213 | or in %BUILDDIR%/linkcheck/output.txt. 214 | goto end 215 | ) 216 | 217 | if "%1" == "doctest" ( 218 | %SPHINXBUILD% -b doctest %ALLSPHINXOPTS% %BUILDDIR%/doctest 219 | if errorlevel 1 exit /b 1 220 | echo. 221 | echo.Testing of doctests in the sources finished, look at the ^ 222 | results in %BUILDDIR%/doctest/output.txt. 223 | goto end 224 | ) 225 | 226 | if "%1" == "xml" ( 227 | %SPHINXBUILD% -b xml %ALLSPHINXOPTS% %BUILDDIR%/xml 228 | if errorlevel 1 exit /b 1 229 | echo. 230 | echo.Build finished. The XML files are in %BUILDDIR%/xml. 231 | goto end 232 | ) 233 | 234 | if "%1" == "pseudoxml" ( 235 | %SPHINXBUILD% -b pseudoxml %ALLSPHINXOPTS% %BUILDDIR%/pseudoxml 236 | if errorlevel 1 exit /b 1 237 | echo. 238 | echo.Build finished. The pseudo-XML files are in %BUILDDIR%/pseudoxml. 239 | goto end 240 | ) 241 | 242 | :end 243 | -------------------------------------------------------------------------------- /technical_indicators/doc/_static/doctools.js: -------------------------------------------------------------------------------- 1 | /* 2 | * doctools.js 3 | * ~~~~~~~~~~~ 4 | * 5 | * Sphinx JavaScript utilities for all documentation. 6 | * 7 | * :copyright: Copyright 2007-2013 by the Sphinx team, see AUTHORS. 8 | * :license: BSD, see LICENSE for details. 9 | * 10 | */ 11 | 12 | /** 13 | * select a different prefix for underscore 14 | */ 15 | $u = _.noConflict(); 16 | 17 | /** 18 | * make the code below compatible with browsers without 19 | * an installed firebug like debugger 20 | if (!window.console || !console.firebug) { 21 | var names = ["log", "debug", "info", "warn", "error", "assert", "dir", 22 | "dirxml", "group", "groupEnd", "time", "timeEnd", "count", "trace", 23 | "profile", "profileEnd"]; 24 | window.console = {}; 25 | for (var i = 0; i < names.length; ++i) 26 | window.console[names[i]] = function() {}; 27 | } 28 | */ 29 | 30 | /** 31 | * small helper function to urldecode strings 32 | */ 33 | jQuery.urldecode = function(x) { 34 | return decodeURIComponent(x).replace(/\+/g, ' '); 35 | }; 36 | 37 | /** 38 | * small helper function to urlencode strings 39 | */ 40 | jQuery.urlencode = encodeURIComponent; 41 | 42 | /** 43 | * This function returns the parsed url parameters of the 44 | * current request. Multiple values per key are supported, 45 | * it will always return arrays of strings for the value parts. 46 | */ 47 | jQuery.getQueryParameters = function(s) { 48 | if (typeof s == 'undefined') 49 | s = document.location.search; 50 | var parts = s.substr(s.indexOf('?') + 1).split('&'); 51 | var result = {}; 52 | for (var i = 0; i < parts.length; i++) { 53 | var tmp = parts[i].split('=', 2); 54 | var key = jQuery.urldecode(tmp[0]); 55 | var value = jQuery.urldecode(tmp[1]); 56 | if (key in result) 57 | result[key].push(value); 58 | else 59 | result[key] = [value]; 60 | } 61 | return result; 62 | }; 63 | 64 | /** 65 | * highlight a given string on a jquery object by wrapping it in 66 | * span elements with the given class name. 67 | */ 68 | jQuery.fn.highlightText = function(text, className) { 69 | function highlight(node) { 70 | if (node.nodeType == 3) { 71 | var val = node.nodeValue; 72 | var pos = val.toLowerCase().indexOf(text); 73 | if (pos >= 0 && !jQuery(node.parentNode).hasClass(className)) { 74 | var span = document.createElement("span"); 75 | span.className = className; 76 | span.appendChild(document.createTextNode(val.substr(pos, text.length))); 77 | node.parentNode.insertBefore(span, node.parentNode.insertBefore( 78 | document.createTextNode(val.substr(pos + text.length)), 79 | node.nextSibling)); 80 | node.nodeValue = val.substr(0, pos); 81 | } 82 | } 83 | else if (!jQuery(node).is("button, select, textarea")) { 84 | jQuery.each(node.childNodes, function() { 85 | highlight(this); 86 | }); 87 | } 88 | } 89 | return this.each(function() { 90 | highlight(this); 91 | }); 92 | }; 93 | 94 | /** 95 | * Small JavaScript module for the documentation. 96 | */ 97 | var Documentation = { 98 | 99 | init : function() { 100 | this.fixFirefoxAnchorBug(); 101 | this.highlightSearchWords(); 102 | this.initIndexTable(); 103 | }, 104 | 105 | /** 106 | * i18n support 107 | */ 108 | TRANSLATIONS : {}, 109 | PLURAL_EXPR : function(n) { return n == 1 ? 0 : 1; }, 110 | LOCALE : 'unknown', 111 | 112 | // gettext and ngettext don't access this so that the functions 113 | // can safely bound to a different name (_ = Documentation.gettext) 114 | gettext : function(string) { 115 | var translated = Documentation.TRANSLATIONS[string]; 116 | if (typeof translated == 'undefined') 117 | return string; 118 | return (typeof translated == 'string') ? translated : translated[0]; 119 | }, 120 | 121 | ngettext : function(singular, plural, n) { 122 | var translated = Documentation.TRANSLATIONS[singular]; 123 | if (typeof translated == 'undefined') 124 | return (n == 1) ? singular : plural; 125 | return translated[Documentation.PLURALEXPR(n)]; 126 | }, 127 | 128 | addTranslations : function(catalog) { 129 | for (var key in catalog.messages) 130 | this.TRANSLATIONS[key] = catalog.messages[key]; 131 | this.PLURAL_EXPR = new Function('n', 'return +(' + catalog.plural_expr + ')'); 132 | this.LOCALE = catalog.locale; 133 | }, 134 | 135 | /** 136 | * add context elements like header anchor links 137 | */ 138 | addContextElements : function() { 139 | $('div[id] > :header:first').each(function() { 140 | $('\u00B6'). 141 | attr('href', '#' + this.id). 142 | attr('title', _('Permalink to this headline')). 143 | appendTo(this); 144 | }); 145 | $('dt[id]').each(function() { 146 | $('\u00B6'). 147 | attr('href', '#' + this.id). 148 | attr('title', _('Permalink to this definition')). 149 | appendTo(this); 150 | }); 151 | }, 152 | 153 | /** 154 | * workaround a firefox stupidity 155 | */ 156 | fixFirefoxAnchorBug : function() { 157 | if (document.location.hash && $.browser.mozilla) 158 | window.setTimeout(function() { 159 | document.location.href += ''; 160 | }, 10); 161 | }, 162 | 163 | /** 164 | * highlight the search words provided in the url in the text 165 | */ 166 | highlightSearchWords : function() { 167 | var params = $.getQueryParameters(); 168 | var terms = (params.highlight) ? params.highlight[0].split(/\s+/) : []; 169 | if (terms.length) { 170 | var body = $('div.body'); 171 | if (!body.length) { 172 | body = $('body'); 173 | } 174 | window.setTimeout(function() { 175 | $.each(terms, function() { 176 | body.highlightText(this.toLowerCase(), 'highlighted'); 177 | }); 178 | }, 10); 179 | $('

' + _('Hide Search Matches') + '

') 181 | .appendTo($('#searchbox')); 182 | } 183 | }, 184 | 185 | /** 186 | * init the domain index toggle buttons 187 | */ 188 | initIndexTable : function() { 189 | var togglers = $('img.toggler').click(function() { 190 | var src = $(this).attr('src'); 191 | var idnum = $(this).attr('id').substr(7); 192 | $('tr.cg-' + idnum).toggle(); 193 | if (src.substr(-9) == 'minus.png') 194 | $(this).attr('src', src.substr(0, src.length-9) + 'plus.png'); 195 | else 196 | $(this).attr('src', src.substr(0, src.length-8) + 'minus.png'); 197 | }).css('display', ''); 198 | if (DOCUMENTATION_OPTIONS.COLLAPSE_INDEX) { 199 | togglers.click(); 200 | } 201 | }, 202 | 203 | /** 204 | * helper function to hide the search marks again 205 | */ 206 | hideSearchWords : function() { 207 | $('#searchbox .highlight-link').fadeOut(300); 208 | $('span.highlighted').removeClass('highlighted'); 209 | }, 210 | 211 | /** 212 | * make the url absolute 213 | */ 214 | makeURL : function(relativeURL) { 215 | return DOCUMENTATION_OPTIONS.URL_ROOT + '/' + relativeURL; 216 | }, 217 | 218 | /** 219 | * get the current relative url 220 | */ 221 | getCurrentURL : function() { 222 | var path = document.location.pathname; 223 | var parts = path.split(/\//); 224 | $.each(DOCUMENTATION_OPTIONS.URL_ROOT.split(/\//), function() { 225 | if (this == '..') 226 | parts.pop(); 227 | }); 228 | var url = parts.join('/'); 229 | return path.substring(url.lastIndexOf('/') + 1, path.length - 1); 230 | } 231 | }; 232 | 233 | // quick alias for translations 234 | _ = Documentation.gettext; 235 | 236 | $(document).ready(function() { 237 | Documentation.init(); 238 | }); 239 | -------------------------------------------------------------------------------- /technical_indicators/doc/changelog.html: -------------------------------------------------------------------------------- 1 | 3 | 4 | 5 | 6 | 7 | 8 | 9 | ChangeLog — technical_indicators 0.0.16 documentation 10 | 11 | 12 | 13 | 14 | 23 | 24 | 25 | 26 | 27 | 28 | 29 | 30 | 31 |
32 |

Navigation

33 | 48 |
49 | 50 |
51 |
52 |
53 |
54 | 55 |
56 |

ChangeLog

57 |

0.0.16 2014-06-03

58 | 
Changed both yml files to include Py3.4.
 59 |
60 |
61 |

0.0.15 2014-06-02

62 | 
Changed both yml files to become as similar as possible.
 63 |
64 |
65 |

0.0.14 2014-06-02

66 | 
Added end user documentation to .gitignore.
 67 | Added option PROJ_TYPE to build.bat to distinguish between modules and
 68 | applications.
 69 | Added pythonhosted.org files to MANIFEST.in.
 70 | Changed __init__.py to use glob to select py2exe and cxf data files.
 71 | Added options to py2exe config in setup.py.
 72 | Fill some Docstrings.
 73 |
74 |
75 |

0.0.13 2014-05-31

76 | 
Remarked bdist_egg, bdist_wininst, cxf and py2exe builds from build.bat.
 77 |
78 |
79 |

0.0.12 2014-05-31

80 | 
Added zip_safe to setup.py.
 81 |
82 |
83 |

0.0.11 2014-05-31

84 | 
Added PyPI documentation in dir pythonhosted.org (redirects to
 85 | ReadTheDocs).
 86 | Changed doc\index.rst to include README.rst.
 87 | Updated build.bat.
 88 |
89 |
90 |

0.0.10 2014-05-31

91 | 
Corrected classifiers in __init__.py. Added ReadTheDocs doc.
 92 | Added prep_rst2pdf.py and prep_rst2pdf.py to help build.bat.
 93 | Changed build.bat.
 94 |
95 |
96 |

0.0.9 2014-05-30

97 | 
Added py_app_ver.py and changed build.bat.
 98 |
99 |
100 |

0.0.8 2014-05-30

101 | 
Corrected yml and __init__.py because numpy is not installing in Py3
102 |
103 |
104 |

0.0.7 2014-05-30

105 | 
Corrected test and yml files
106 |
107 |
108 |

0.0.6 2014-05-29

109 | 
Added Shippable CI
110 |
111 |
112 |

0.0.5 2014-05-29

113 | 
Added doctests, packaging, build automation, sphinx doc, travis.
114 | Changed license and versioning.
115 |
116 |
117 |

0.0.4 2013-07-03

118 | 
Added ROC and MA envelopes
119 |
120 |
121 |

0.0.3 2013-06-30

122 | 
Added WMA and more EMA types.
123 |
124 |
125 |

0.0.2 2013-06-18

126 | 
Added Bollinger bandwidth and %B
127 | Created a GitHub repository
128 |
129 |
130 |

0.0.1 2013-06-05

131 | 
Includes RSI, SMA, EMA and BB
132 |
133 |
134 |
135 | 136 | 137 |
138 |
139 |
140 |
141 |
142 |

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License

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172 | 187 |
188 |
189 | © Copyright 2014, Joao Matos. 190 | Created using Sphinx 1.2.1. 191 |
192 | 193 | -------------------------------------------------------------------------------- /technical_indicators/doc/searchindex.js: -------------------------------------------------------------------------------- 1 | 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module"],"1":["py","function","Python function"]},filenames:["index","codeauthors","license","reference","changelog"],titles:["technical_indicators","Code authors","License","Reference","ChangeLog"],objects:{technical_indicators:{technical_indicators:[3,0,0,"-"]},"technical_indicators.technical_indicators":{ema:[3,1,1,""],rsi:[3,1,1,""],bb:[3,1,1,""],ma_env:[3,1,1,""],roc:[3,1,1,""],wma:[3,1,1,""],sma:[3,1,1,""]}},titleterms:{technical_ind:[0,3],code:1,changelog:4,licens:2,author:1,indic:0,tabl:0,refer:3}}) -------------------------------------------------------------------------------- /doc/conf.py: -------------------------------------------------------------------------------- 1 | # -*- coding: utf-8 -*- 2 | # 3 | # technical_indicators documentation build configuration file, created by 4 | # sphinx-quickstart on Sun May 25 12:42:45 2014. 5 | # 6 | # This file is execfile()d with the current directory set to its 7 | # containing dir. 8 | # 9 | # Note that not all possible configuration values are present in this 10 | # autogenerated file. 11 | # 12 | # All configuration values have a default; values that are commented out 13 | # serve to show the default. 14 | 15 | import sys 16 | import os 17 | 18 | # If extensions (or modules to document with autodoc) are in another directory, 19 | # add these directories to sys.path here. If the directory is relative to the 20 | # documentation root, use os.path.abspath to make it absolute, like shown here. 21 | #sys.path.insert(0, os.path.abspath('.')) 22 | sys.path.insert(0, os.path.abspath('..')) 23 | 24 | # -- General configuration ------------------------------------------------ 25 | 26 | # If your documentation needs a minimal Sphinx version, state it here. 27 | #needs_sphinx = '1.0' 28 | 29 | # Add any Sphinx extension module names here, as strings. They can be 30 | # extensions coming with Sphinx (named 'sphinx.ext.*') or your custom 31 | # ones. 32 | extensions = [ 33 | 'sphinx.ext.autodoc', 34 | 'sphinx.ext.doctest', 35 | 'sphinx.ext.viewcode', 36 | ] 37 | doctest_path = sys.path[0:1] # *** Added *** 38 | 39 | # Add any paths that contain templates here, relative to this directory. 40 | templates_path = ['_templates'] 41 | 42 | # The suffix of source filenames. 43 | source_suffix = '.rst' 44 | 45 | # The encoding of source files. 46 | #source_encoding = 'utf-8-sig' 47 | 48 | # The master toctree document. 49 | master_doc = 'index' 50 | 51 | # General information about the project. 52 | project = u'technical_indicators' 53 | copyright = u'2014, Joao Matos' 54 | 55 | # The version info for the project you're documenting, acts as replacement for 56 | # |version| and |release|, also used in various other places throughout the 57 | # built documents. 58 | # 59 | # The short X.Y version. 60 | #version = '0.0.5' 61 | version = open('../ChangeLog.rst').readline().split()[0] 62 | 63 | # The full version, including alpha/beta/rc tags. 64 | #release = '0.0.5' 65 | release = version 66 | 67 | # The language for content autogenerated by Sphinx. Refer to documentation 68 | # for a list of supported languages. 69 | #language = None 70 | 71 | # There are two options for replacing |today|: either, you set today to some 72 | # non-false value, then it is used: 73 | #today = '' 74 | # Else, today_fmt is used as the format for a strftime call. 75 | #today_fmt = '%B %d, %Y' 76 | 77 | # List of patterns, relative to source directory, that match files and 78 | # directories to ignore when looking for source files. 79 | exclude_patterns = ['_build'] 80 | 81 | # The reST default role (used for this markup: `text`) to use for all 82 | # documents. 83 | #default_role = None 84 | 85 | # If true, '()' will be appended to :func: etc. cross-reference text. 86 | #add_function_parentheses = True 87 | 88 | # If true, the current module name will be prepended to all description 89 | # unit titles (such as .. function::). 90 | #add_module_names = True 91 | 92 | # If true, sectionauthor and moduleauthor directives will be shown in the 93 | # output. They are ignored by default. 94 | #show_authors = False 95 | 96 | # The name of the Pygments (syntax highlighting) style to use. 97 | pygments_style = 'sphinx' 98 | 99 | # A list of ignored prefixes for module index sorting. 100 | #modindex_common_prefix = [] 101 | 102 | # If true, keep warnings as "system message" paragraphs in the built documents. 103 | #keep_warnings = False 104 | 105 | 106 | # -- Options for HTML output ---------------------------------------------- 107 | 108 | # The theme to use for HTML and HTML Help pages. See the documentation for 109 | # a list of builtin themes. 110 | html_theme = 'default' 111 | 112 | # Theme options are theme-specific and customize the look and feel of a theme 113 | # further. For a list of options available for each theme, see the 114 | # documentation. 115 | #html_theme_options = {} 116 | 117 | # Add any paths that contain custom themes here, relative to this directory. 118 | #html_theme_path = [] 119 | 120 | # The name for this set of Sphinx documents. If None, it defaults to 121 | # " v documentation". 122 | #html_title = None 123 | 124 | # A shorter title for the navigation bar. Default is the same as html_title. 125 | #html_short_title = None 126 | 127 | # The name of an image file (relative to this directory) to place at the top 128 | # of the sidebar. 129 | #html_logo = None 130 | 131 | # The name of an image file (within the static path) to use as favicon of the 132 | # docs. This file should be a Windows icon file (.ico) being 16x16 or 32x32 133 | # pixels large. 134 | #html_favicon = None 135 | 136 | # Add any paths that contain custom static files (such as style sheets) here, 137 | # relative to this directory. They are copied after the builtin static files, 138 | # so a file named "default.css" will overwrite the builtin "default.css". 139 | html_static_path = ['_static'] 140 | 141 | # Add any extra paths that contain custom files (such as robots.txt or 142 | # .htaccess) here, relative to this directory. These files are copied 143 | # directly to the root of the documentation. 144 | #html_extra_path = [] 145 | 146 | # If not '', a 'Last updated on:' timestamp is inserted at every page bottom, 147 | # using the given strftime format. 148 | #html_last_updated_fmt = '%b %d, %Y' 149 | 150 | # If true, SmartyPants will be used to convert quotes and dashes to 151 | # typographically correct entities. 152 | #html_use_smartypants = True 153 | 154 | # Custom sidebar templates, maps document names to template names. 155 | #html_sidebars = {} 156 | 157 | # Additional templates that should be rendered to pages, maps page names to 158 | # template names. 159 | #html_additional_pages = {} 160 | 161 | # If false, no module index is generated. 162 | #html_domain_indices = True 163 | 164 | # If false, no index is generated. 165 | #html_use_index = True 166 | 167 | # If true, the index is split into individual pages for each letter. 168 | #html_split_index = False 169 | 170 | # If true, links to the reST sources are added to the pages. 171 | #html_show_sourcelink = True 172 | 173 | # If true, "Created using Sphinx" is shown in the HTML footer. Default is True. 174 | #html_show_sphinx = True 175 | 176 | # If true, "(C) Copyright ..." is shown in the HTML footer. Default is True. 177 | #html_show_copyright = True 178 | 179 | # If true, an OpenSearch description file will be output, and all pages will 180 | # contain a tag referring to it. The value of this option must be the 181 | # base URL from which the finished HTML is served. 182 | #html_use_opensearch = '' 183 | 184 | # This is the file name suffix for HTML files (e.g. ".xhtml"). 185 | #html_file_suffix = None 186 | 187 | # Output file base name for HTML help builder. 188 | htmlhelp_basename = 'technical_indicatorsdoc' 189 | 190 | 191 | # -- Options for LaTeX output --------------------------------------------- 192 | 193 | latex_elements = { 194 | # The paper size ('letterpaper' or 'a4paper'). 195 | #'papersize': 'letterpaper', 196 | 197 | # The font size ('10pt', '11pt' or '12pt'). 198 | #'pointsize': '10pt', 199 | 200 | # Additional stuff for the LaTeX preamble. 201 | #'preamble': '', 202 | } 203 | 204 | # Grouping the document tree into LaTeX files. List of tuples 205 | # (source start file, target name, title, 206 | # author, documentclass [howto, manual, or own class]). 207 | latex_documents = [ 208 | ('index', 'technical_indicators.tex', u'technical\\_indicators Documentation', 209 | u'Joao Matos', 'manual'), 210 | ] 211 | 212 | # The name of an image file (relative to this directory) to place at the top of 213 | # the title page. 214 | #latex_logo = None 215 | 216 | # For "manual" documents, if this is true, then toplevel headings are parts, 217 | # not chapters. 218 | #latex_use_parts = False 219 | 220 | # If true, show page references after internal links. 221 | #latex_show_pagerefs = False 222 | 223 | # If true, show URL addresses after external links. 224 | #latex_show_urls = False 225 | 226 | # Documents to append as an appendix to all manuals. 227 | #latex_appendices = [] 228 | 229 | # If false, no module index is generated. 230 | #latex_domain_indices = True 231 | 232 | 233 | # -- Options for manual page output --------------------------------------- 234 | 235 | # One entry per manual page. List of tuples 236 | # (source start file, name, description, authors, manual section). 237 | man_pages = [ 238 | ('index', 'technical_indicators', u'technical_indicators Documentation', 239 | [u'Joao Matos'], 1) 240 | ] 241 | 242 | # If true, show URL addresses after external links. 243 | #man_show_urls = False 244 | 245 | 246 | # -- Options for Texinfo output ------------------------------------------- 247 | 248 | # Grouping the document tree into Texinfo files. List of tuples 249 | # (source start file, target name, title, author, 250 | # dir menu entry, description, category) 251 | texinfo_documents = [ 252 | ('index', 'technical_indicators', u'technical_indicators Documentation', 253 | u'Joao Matos', 'technical_indicators', 'One line description of project.', 254 | 'Miscellaneous'), 255 | ] 256 | 257 | # Documents to append as an appendix to all manuals. 258 | #texinfo_appendices = [] 259 | 260 | # If false, no module index is generated. 261 | #texinfo_domain_indices = True 262 | 263 | # How to display URL addresses: 'footnote', 'no', or 'inline'. 264 | #texinfo_show_urls = 'footnote' 265 | 266 | # If true, do not generate a @detailmenu in the "Top" node's menu. 267 | #texinfo_no_detailmenu = False 268 | -------------------------------------------------------------------------------- /test/test.rst: -------------------------------------------------------------------------------- 1 | technical_indicators test file 2 | ============================== 3 | 4 | roc 5 | --- 6 | 7 | >>> import numpy as np 8 | >>> import technical_indicators.technical_indicators as tai 9 | >>> prices = np.array([11045.27, 11167.32, 11008.61, 11151.83, 10926.77, 10 | ... 10868.12, 10520.32, 10380.43, 10785.14, 10748.26, 10896.91, 10782.95, 11 | ... 10620.16, 10625.83, 10510.95, 10444.37, 10068.01, 10193.39, 10066.57, 12 | ... 10043.75]) 13 | >>> print(tai.roc(prices, period=12)) 14 | [-3.84879682 -4.84888048 -4.52064339 -6.34389154 -7.85923013 -6.20834146 15 | -4.31308173 -3.24341092] 16 | 17 | rsi 18 | --- 19 | 20 | >>> import numpy as np 21 | >>> import technical_indicators.technical_indicators as tai 22 | >>> prices = np.array([44.55, 44.3, 44.36, 43.82, 44.46, 44.96, 45.23, 23 | ... 45.56, 45.98, 46.22, 46.03, 46.17, 45.75, 46.42, 46.42, 46.14, 46.17, 24 | ... 46.55, 46.36, 45.78, 46.35, 46.39, 45.85, 46.59, 45.92, 45.49, 44.16, 25 | ... 44.31, 44.35, 44.7, 43.55, 42.79, 43.26]) 26 | >>> print(tai.rsi(prices)) 27 | [ 70.02141328 65.77440817 66.01226849 68.95536568 65.88342192 28 | 57.46707948 62.532685 62.86690858 55.64975092 62.07502976 29 | 54.39159393 50.10513101 39.68712141 41.17273382 41.5859395 30 | 45.21224077 37.06939108 32.85768734 37.58081218] 31 | 32 | sma 33 | --- 34 | 35 | >>> import numpy as np 36 | >>> import technical_indicators.technical_indicators as tai 37 | >>> prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 38 | ... 22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 39 | ... 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 40 | ... 23.10, 22.40, 22.17]) 41 | >>> period = 10 42 | >>> print(tai.sma(prices, period)) 43 | [ 22.221 22.209 22.229 22.259 22.303 22.421 22.613 22.765 22.905 44 | 23.076 23.21 23.377 23.525 23.652 23.71 23.684 23.612 23.505 45 | 23.432 23.277 23.131] 46 | 47 | wma 48 | --- 49 | 50 | >>> import numpy as np 51 | >>> import technical_indicators.technical_indicators as tai 52 | >>> prices = np.array([77, 79, 79, 81, 83, 49, 55]) 53 | >>> period = 5 54 | >>> print(tai.wma(prices, period)) 55 | [ 80.73333333 70.46666667 64.06666667] 56 | 57 | ema 58 | --- 59 | 60 | >>> import numpy as np 61 | >>> import technical_indicators.technical_indicators as tai 62 | >>> prices = np.array([22.27, 22.19, 22.08, 22.17, 22.18, 22.13, 22.23, 63 | ... 22.43, 22.24, 22.29, 22.15, 22.39, 22.38, 22.61, 23.36, 24.05, 23.75, 64 | ... 23.83, 23.95, 23.63, 23.82, 23.87, 23.65, 23.19, 23.10, 23.33, 22.68, 65 | ... 23.10, 22.40, 22.17]) 66 | >>> period = 10 67 | >>> print(tai.ema(prices, period)) 68 | [ 22.221 22.20809091 22.24116529 22.26640796 22.32887924 69 | 22.51635574 22.79520015 22.96880013 23.12538192 23.27531248 70 | 23.33980112 23.42711001 23.50763546 23.53351992 23.47106176 71 | 23.40359598 23.39021489 23.26108491 23.23179675 23.08056097 72 | 22.91500443] 73 | >>> print(tai.ema(prices, period, 1)) 74 | [ 22.27 22.25545455 22.22355372 22.21381668 22.20766819 75 | 22.1935467 22.20017457 22.24196102 22.24160447 22.25040366 76 | 22.23214845 22.26084873 22.2825126 22.34205576 22.52713653 77 | 22.8040208 22.97601702 23.13128665 23.28014362 23.34375387 78 | 23.43034408 23.51028152 23.53568488 23.47283308 23.40504525 79 | 23.39140066 23.26205508 23.23259052 23.08121043 22.9155358 ] 80 | >>> print(tai.ema(prices, period, 2)) 81 | [ 22.28588695 22.174706 22.35085492 22.37470018 22.5672175 82 | 23.21585701 23.89833692 23.77696963 23.82035739 23.9264279 83 | 23.68389526 23.79525297 23.85640891 23.68752817 23.28045894 84 | 23.13280996 23.29414649 22.79166223 23.04393782 22.51707883 85 | 22.23310448] 86 | 87 | ma_env 88 | ------ 89 | 90 | >>> import numpy as np 91 | >>> import technical_indicators.technical_indicators as tai 92 | >>> prices = np.array([86.16, 89.09, 88.78, 90.32, 89.07, 91.15, 89.44, 93 | ... 89.18, 86.93, 87.68, 86.96, 89.43, 89.32, 88.72, 87.45, 87.26, 89.50, 94 | ... 87.90, 89.13, 90.70, 92.90, 92.98, 91.80, 92.66, 92.68, 92.30, 92.77, 95 | ... 92.54, 92.95, 93.20, 91.07, 89.83, 89.74, 90.40, 90.74, 88.02, 88.09, 96 | ... 88.84, 90.78, 90.54, 91.39, 90.65]) 97 | >>> period = 20 98 | >>> print(tai.ma_env(prices, period, 0.1, 4)) 99 | [[ 97.57935 88.7085 79.83765 17.7417 0.35635537] 100 | [ 97.95005 89.0455 80.14095 17.8091 0.50249872] 101 | [ 98.164 89.24 80.316 17.848 0.4742268 ] 102 | [ 98.3301 89.391 80.4519 17.8782 0.55196273] 103 | [ 98.4588 89.508 80.5572 17.9016 0.47553291] 104 | [ 98.65735 89.6885 80.71965 17.9377 0.58147644] 105 | [ 98.7206 89.746 80.7714 17.9492 0.48295189] 106 | [ 98.90375 89.9125 80.92125 17.9825 0.45926595] 107 | [ 99.08855 90.0805 81.07245 18.0161 0.32512863] 108 | [ 99.41965 90.3815 81.34335 18.0763 0.35055017] 109 | [ 99.72325 90.6575 81.59175 18.1315 0.29607313] 110 | [ 99.9493 90.863 81.7767 18.1726 0.42114502] 111 | [ 99.9713 90.883 81.7947 18.1766 0.41401032] 112 | [ 99.9944 90.904 81.8136 18.1808 0.37987327] 113 | [ 100.0868 90.988 81.8892 18.1976 0.30557876] 114 | [ 100.26775 91.1525 82.03725 18.2305 0.28648419] 115 | [ 100.30955 91.1905 82.07145 18.2381 0.40730942] 116 | [ 100.232 91.12 82.008 18.224 0.32330992] 117 | [ 100.2837 91.167 82.0503 18.2334 0.38828194] 118 | [ 100.37445 91.2495 82.12455 18.2499 0.46989025] 119 | [ 100.36565 91.2415 82.11735 18.2483 0.59088518] 120 | [ 100.2826 91.166 82.0494 18.2332 0.59948884] 121 | [ 100.15445 91.0495 81.94455 18.2099 0.54121385]] 122 | 123 | bb 124 | -- 125 | 126 | >>> import numpy as np 127 | >>> import technical_indicators.technical_indicators as tai 128 | >>> prices = np.array([86.16, 89.09, 88.78, 90.32, 89.07, 91.15, 89.44, 129 | ... 89.18, 86.93, 87.68, 86.96, 89.43, 89.32, 88.72, 87.45, 87.26, 89.50, 130 | ... 87.90, 89.13, 90.70, 92.90, 92.98, 91.80, 92.66, 92.68, 92.30, 92.77, 131 | ... 92.54, 92.95, 93.20, 91.07, 89.83, 89.74, 90.40, 90.74, 88.02, 88.09, 132 | ... 88.84, 90.78, 90.54, 91.39, 90.65]) 133 | >>> period = 20 134 | >>> print(tai.bb(prices, period)) 135 | [[ 9.12919107e+01 8.87085000e+01 8.61250893e+01 5.82449423e-02 136 | 5.16682146e+00 6.75671306e-03] 137 | [ 9.19497209e+01 8.90455000e+01 8.61412791e+01 6.52300429e-02 138 | 5.80844179e+00 5.07661263e-01] 139 | [ 9.26132536e+01 8.92400000e+01 8.58667464e+01 7.55995881e-02 140 | 6.74650724e+00 4.31816571e-01] 141 | [ 9.29344497e+01 8.93910000e+01 8.58475503e+01 7.92797873e-02 142 | 7.08689946e+00 6.31086945e-01] 143 | [ 9.33114122e+01 8.95080000e+01 8.57045878e+01 8.49848539e-02 144 | 7.60682430e+00 4.42420124e-01] 145 | [ 9.37270110e+01 8.96885000e+01 8.56499890e+01 9.00563838e-02 146 | 8.07702198e+00 6.80945403e-01] 147 | [ 9.38972812e+01 8.97460000e+01 8.55947188e+01 9.25117832e-02 148 | 8.30256250e+00 4.63143909e-01] 149 | [ 9.42636418e+01 8.99125000e+01 8.55613582e+01 9.67861377e-02 150 | 8.70228361e+00 4.15826692e-01] 151 | [ 9.45630193e+01 9.00805000e+01 8.55979807e+01 9.95225220e-02 152 | 8.96503854e+00 1.48579313e-01] 153 | [ 9.47851634e+01 9.03815000e+01 8.59778366e+01 9.74461225e-02 154 | 8.80732672e+00 1.93266744e-01] 155 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-------------------------------------------------------------------------------- 1 | License 2 | ======= 3 | 4 | :: 5 | 6 | technical_indicators - blablabla 7 | Copyright (C) 2014 Joao Carlos Roseta Matos 8 | 9 | This program is free software; you can redistribute it and/or modify 10 | it under the terms of the GNU General Public License as published by 11 | the Free Software Foundation; either version 2 of the License, or 12 | (at your option) any later version. 13 | 14 | This program is distributed in the hope that it will be useful, 15 | but WITHOUT ANY WARRANTY; without even the implied warranty of 16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 17 | GNU General Public License for more details. 18 | 19 | You should have received a copy of the GNU General Public License along 20 | with this program; if not, write to the Free Software Foundation, Inc., 21 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. 22 | 23 | 24 | 25 | GNU GENERAL PUBLIC LICENSE 26 | Version 2, June 1991 27 | 28 | Copyright (C) 1989, 1991 Free Software Foundation, Inc., 29 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA 30 | Everyone is permitted to copy and distribute verbatim copies 31 | of this license document, but changing it is not allowed. 32 | 33 | Preamble 34 | 35 | The licenses for most software are designed to take away your 36 | freedom to share and change it. By contrast, the GNU General Public 37 | License is intended to guarantee your freedom to share and change free 38 | software--to make sure the software is free for all its users. This 39 | General Public License applies to most of the Free Software 40 | Foundation's software and to any other program whose authors commit to 41 | using it. (Some other Free Software Foundation software is covered by 42 | the GNU Lesser General Public License instead.) You can apply it to 43 | your programs, too. 44 | 45 | When we speak of free software, we are referring to freedom, not 46 | price. Our General Public Licenses are designed to make sure that you 47 | have the freedom to distribute copies of free software (and charge for 48 | this service if you wish), that you receive source code or can get it 49 | if you want it, that you can change the software or use pieces of it 50 | in new free programs; and that you know you can do these things. 51 | 52 | To protect your rights, we need to make restrictions that forbid 53 | anyone to deny you these rights or to ask you to surrender the rights. 54 | These restrictions translate to certain responsibilities for you if you 55 | distribute copies of the software, or if you modify it. 56 | 57 | For example, if you distribute copies of such a program, whether 58 | gratis or for a fee, you must give the recipients all the rights that 59 | you have. You must make sure that they, too, receive or can get the 60 | source code. And you must show them these terms so they know their 61 | rights. 62 | 63 | We protect your rights with two steps: (1) copyright the software, and 64 | (2) offer you this license which gives you legal permission to copy, 65 | distribute and/or modify the software. 66 | 67 | Also, for each author's protection and ours, we want to make certain 68 | that everyone understands that there is no warranty for this free 69 | software. If the software is modified by someone else and passed on, we 70 | want its recipients to know that what they have is not the original, so 71 | that any problems introduced by others will not reflect on the original 72 | authors' reputations. 73 | 74 | Finally, any free program is threatened constantly by software 75 | patents. We wish to avoid the danger that redistributors of a free 76 | program will individually obtain patent licenses, in effect making the 77 | program proprietary. To prevent this, we have made it clear that any 78 | patent must be licensed for everyone's free use or not licensed at all. 79 | 80 | The precise terms and conditions for copying, distribution and 81 | modification follow. 82 | 83 | GNU GENERAL PUBLIC LICENSE 84 | TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION 85 | 86 | 0. This License applies to any program or other work which contains 87 | a notice placed by the copyright holder saying it may be distributed 88 | under the terms of this General Public License. The "Program", below, 89 | refers to any such program or work, and a "work based on the Program" 90 | means either the Program or any derivative work under copyright law: 91 | that is to say, a work containing the Program or a portion of it, 92 | either verbatim or with modifications and/or translated into another 93 | language. (Hereinafter, translation is included without limitation in 94 | the term "modification".) Each licensee is addressed as "you". 95 | 96 | Activities other than copying, distribution and modification are not 97 | covered by this License; they are outside its scope. The act of 98 | running the Program is not restricted, and the output from the Program 99 | is covered only if its contents constitute a work based on the 100 | Program (independent of having been made by running the Program). 101 | Whether that is true depends on what the Program does. 102 | 103 | 1. You may copy and distribute verbatim copies of the Program's 104 | source code as you receive it, in any medium, provided that you 105 | conspicuously and appropriately publish on each copy an appropriate 106 | copyright notice and disclaimer of warranty; keep intact all the 107 | notices that refer to this License and to the absence of any warranty; 108 | and give any other recipients of the Program a copy of this License 109 | along with the Program. 110 | 111 | You may charge a fee for the physical act of transferring a copy, and 112 | you may at your option offer warranty protection in exchange for a fee. 113 | 114 | 2. You may modify your copy or copies of the Program or any portion 115 | of it, thus forming a work based on the Program, and copy and 116 | distribute such modifications or work under the terms of Section 1 117 | above, provided that you also meet all of these conditions: 118 | 119 | a) You must cause the modified files to carry prominent notices 120 | stating that you changed the files and the date of any change. 121 | 122 | b) You must cause any work that you distribute or publish, that in 123 | whole or in part contains or is derived from the Program or any 124 | part thereof, to be licensed as a whole at no charge to all third 125 | parties under the terms of this License. 126 | 127 | c) If the modified program normally reads commands interactively 128 | when run, you must cause it, when started running for such 129 | interactive use in the most ordinary way, to print or display an 130 | announcement including an appropriate copyright notice and a 131 | notice that there is no warranty (or else, saying that you provide 132 | a warranty) and that users may redistribute the program under 133 | these conditions, and telling the user how to view a copy of this 134 | License. (Exception: if the Program itself is interactive but 135 | does not normally print such an announcement, your work based on 136 | the Program is not required to print an announcement.) 137 | 138 | These requirements apply to the modified work as a whole. If 139 | identifiable sections of that work are not derived from the Program, 140 | and can be reasonably considered independent and separate works in 141 | themselves, then this License, and its terms, do not apply to those 142 | sections when you distribute them as separate works. But when you 143 | distribute the same sections as part of a whole which is a work based 144 | on the Program, the distribution of the whole must be on the terms of 145 | this License, whose permissions for other licensees extend to the 146 | entire whole, and thus to each and every part regardless of who wrote it. 147 | 148 | Thus, it is not the intent of this section to claim rights or contest 149 | your rights to work written entirely by you; rather, the intent is to 150 | exercise the right to control the distribution of derivative or 151 | collective works based on the Program. 152 | 153 | In addition, mere aggregation of another work not based on the Program 154 | with the Program (or with a work based on the Program) on a volume of 155 | a storage or distribution medium does not bring the other work under 156 | the scope of this License. 157 | 158 | 3. You may copy and distribute the Program (or a work based on it, 159 | under Section 2) in object code or executable form under the terms of 160 | Sections 1 and 2 above provided that you also do one of the following: 161 | 162 | a) Accompany it with the complete corresponding machine-readable 163 | source code, which must be distributed under the terms of Sections 164 | 1 and 2 above on a medium customarily used for software interchange; or, 165 | 166 | b) Accompany it with a written offer, valid for at least three 167 | years, to give any third party, for a charge no more than your 168 | cost of physically performing source distribution, a complete 169 | machine-readable copy of the corresponding source code, to be 170 | distributed under the terms of Sections 1 and 2 above on a medium 171 | customarily used for software interchange; or, 172 | 173 | c) Accompany it with the information you received as to the offer 174 | to distribute corresponding source code. (This alternative is 175 | allowed only for noncommercial distribution and only if you 176 | received the program in object code or executable form with such 177 | an offer, in accord with Subsection b above.) 178 | 179 | The source code for a work means the preferred form of the work for 180 | making modifications to it. For an executable work, complete source 181 | code means all the source code for all modules it contains, plus any 182 | associated interface definition files, plus the scripts used to 183 | control compilation and installation of the executable. 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Any attempt 198 | otherwise to copy, modify, sublicense or distribute the Program is 199 | void, and will automatically terminate your rights under this License. 200 | However, parties who have received copies, or rights, from you under 201 | this License will not have their licenses terminated so long as such 202 | parties remain in full compliance. 203 | 204 | 5. You are not required to accept this License, since you have not 205 | signed it. However, nothing else grants you permission to modify or 206 | distribute the Program or its derivative works. These actions are 207 | prohibited by law if you do not accept this License. Therefore, by 208 | modifying or distributing the Program (or any work based on the 209 | Program), you indicate your acceptance of this License to do so, and 210 | all its terms and conditions for copying, distributing or modifying 211 | the Program or works based on it. 212 | 213 | 6. Each time you redistribute the Program (or any work based on the 214 | Program), the recipient automatically receives a license from the 215 | original licensor to copy, distribute or modify the Program subject to 216 | these terms and conditions. You may not impose any further 217 | restrictions on the recipients' exercise of the rights granted herein. 218 | You are not responsible for enforcing compliance by third parties to 219 | this License. 220 | 221 | 7. If, as a consequence of a court judgment or allegation of patent 222 | infringement or for any other reason (not limited to patent issues), 223 | conditions are imposed on you (whether by court order, agreement or 224 | otherwise) that contradict the conditions of this License, they do not 225 | excuse you from the conditions of this License. If you cannot 226 | distribute so as to satisfy simultaneously your obligations under this 227 | License and any other pertinent obligations, then as a consequence you 228 | may not distribute the Program at all. For example, if a patent 229 | license would not permit royalty-free redistribution of the Program by 230 | all those who receive copies directly or indirectly through you, then 231 | the only way you could satisfy both it and this License would be to 232 | refrain entirely from distribution of the Program. 233 | 234 | If any portion of this section is held invalid or unenforceable under 235 | any particular circumstance, the balance of the section is intended to 236 | apply and the section as a whole is intended to apply in other 237 | circumstances. 238 | 239 | It is not the purpose of this section to induce you to infringe any 240 | patents or other property right claims or to contest validity of any 241 | such claims; this section has the sole purpose of protecting the 242 | integrity of the free software distribution system, which is 243 | implemented by public license practices. Many people have made 244 | generous contributions to the wide range of software distributed 245 | through that system in reliance on consistent application of that 246 | system; it is up to the author/donor to decide if he or she is willing 247 | to distribute software through any other system and a licensee cannot 248 | impose that choice. 249 | 250 | This section is intended to make thoroughly clear what is believed to 251 | be a consequence of the rest of this License. 252 | 253 | 8. If the distribution and/or use of the Program is restricted in 254 | certain countries either by patents or by copyrighted interfaces, the 255 | original copyright holder who places the Program under this License 256 | may add an explicit geographical distribution limitation excluding 257 | those countries, so that distribution is permitted only in or among 258 | countries not thus excluded. In such case, this License incorporates 259 | the limitation as if written in the body of this License. 260 | 261 | 9. The Free Software Foundation may publish revised and/or new versions 262 | of the General Public License from time to time. Such new versions will 263 | be similar in spirit to the present version, but may differ in detail to 264 | address new problems or concerns. 265 | 266 | Each version is given a distinguishing version number. If the Program 267 | specifies a version number of this License which applies to it and "any 268 | later version", you have the option of following the terms and conditions 269 | either of that version or of any later version published by the Free 270 | Software Foundation. If the Program does not specify a version number of 271 | this License, you may choose any version ever published by the Free Software 272 | Foundation. 273 | 274 | 10. If you wish to incorporate parts of the Program into other free 275 | programs whose distribution conditions are different, write to the author 276 | to ask for permission. For software which is copyrighted by the Free 277 | Software Foundation, write to the Free Software Foundation; we sometimes 278 | make exceptions for this. Our decision will be guided by the two goals 279 | of preserving the free status of all derivatives of our free software and 280 | of promoting the sharing and reuse of software generally. 281 | 282 | NO WARRANTY 283 | 284 | 11. BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY 285 | FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN 286 | OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR OTHER PARTIES 287 | PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED 288 | OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF 289 | MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS 290 | TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE 291 | PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, 292 | REPAIR OR CORRECTION. 293 | 294 | 12. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 295 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR 296 | REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, 297 | INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING 298 | OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED 299 | TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY 300 | YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER 301 | PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE 302 | POSSIBILITY OF SUCH DAMAGES. 303 | 304 | END OF TERMS AND CONDITIONS -------------------------------------------------------------------------------- /LICENSE.rst: -------------------------------------------------------------------------------- 1 | License 2 | ======= 3 | 4 | :: 5 | 6 | technical_indicators - blablabla 7 | Copyright (C) 2014 Joao Carlos Roseta Matos 8 | 9 | This program is free software; you can redistribute it and/or modify 10 | it under the terms of the GNU General Public License as published by 11 | the Free Software Foundation; either version 2 of the License, or 12 | (at your option) any later version. 13 | 14 | This program is distributed in the hope that it will be useful, 15 | but WITHOUT ANY WARRANTY; without even the implied warranty of 16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 17 | GNU General Public License for more details. 18 | 19 | You should have received a copy of the GNU General Public License along 20 | with this program; if not, write to the Free Software Foundation, Inc., 21 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. 22 | 23 | 24 | 25 | GNU GENERAL PUBLIC LICENSE 26 | Version 2, June 1991 27 | 28 | Copyright (C) 1989, 1991 Free Software Foundation, Inc., 29 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA 30 | Everyone is permitted to copy and distribute verbatim copies 31 | of this license document, but changing it is not allowed. 32 | 33 | Preamble 34 | 35 | The licenses for most software are designed to take away your 36 | freedom to share and change it. By contrast, the GNU General Public 37 | License is intended to guarantee your freedom to share and change free 38 | software--to make sure the software is free for all its users. This 39 | General Public License applies to most of the Free Software 40 | Foundation's software and to any other program whose authors commit to 41 | using it. (Some other Free Software Foundation software is covered by 42 | the GNU Lesser General Public License instead.) You can apply it to 43 | your programs, too. 44 | 45 | When we speak of free software, we are referring to freedom, not 46 | price. Our General Public Licenses are designed to make sure that you 47 | have the freedom to distribute copies of free software (and charge for 48 | this service if you wish), that you receive source code or can get it 49 | if you want it, that you can change the software or use pieces of it 50 | in new free programs; and that you know you can do these things. 51 | 52 | To protect your rights, we need to make restrictions that forbid 53 | anyone to deny you these rights or to ask you to surrender the rights. 54 | These restrictions translate to certain responsibilities for you if you 55 | distribute copies of the software, or if you modify it. 56 | 57 | For example, if you distribute copies of such a program, whether 58 | gratis or for a fee, you must give the recipients all the rights that 59 | you have. You must make sure that they, too, receive or can get the 60 | source code. And you must show them these terms so they know their 61 | rights. 62 | 63 | We protect your rights with two steps: (1) copyright the software, and 64 | (2) offer you this license which gives you legal permission to copy, 65 | distribute and/or modify the software. 66 | 67 | Also, for each author's protection and ours, we want to make certain 68 | that everyone understands that there is no warranty for this free 69 | software. If the software is modified by someone else and passed on, we 70 | want its recipients to know that what they have is not the original, so 71 | that any problems introduced by others will not reflect on the original 72 | authors' reputations. 73 | 74 | Finally, any free program is threatened constantly by software 75 | patents. We wish to avoid the danger that redistributors of a free 76 | program will individually obtain patent licenses, in effect making the 77 | program proprietary. To prevent this, we have made it clear that any 78 | patent must be licensed for everyone's free use or not licensed at all. 79 | 80 | The precise terms and conditions for copying, distribution and 81 | modification follow. 82 | 83 | GNU GENERAL PUBLIC LICENSE 84 | TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION 85 | 86 | 0. This License applies to any program or other work which contains 87 | a notice placed by the copyright holder saying it may be distributed 88 | under the terms of this General Public License. The "Program", below, 89 | refers to any such program or work, and a "work based on the Program" 90 | means either the Program or any derivative work under copyright law: 91 | that is to say, a work containing the Program or a portion of it, 92 | either verbatim or with modifications and/or translated into another 93 | language. (Hereinafter, translation is included without limitation in 94 | the term "modification".) Each licensee is addressed as "you". 95 | 96 | Activities other than copying, distribution and modification are not 97 | covered by this License; they are outside its scope. The act of 98 | running the Program is not restricted, and the output from the Program 99 | is covered only if its contents constitute a work based on the 100 | Program (independent of having been made by running the Program). 101 | Whether that is true depends on what the Program does. 102 | 103 | 1. You may copy and distribute verbatim copies of the Program's 104 | source code as you receive it, in any medium, provided that you 105 | conspicuously and appropriately publish on each copy an appropriate 106 | copyright notice and disclaimer of warranty; keep intact all the 107 | notices that refer to this License and to the absence of any warranty; 108 | and give any other recipients of the Program a copy of this License 109 | along with the Program. 110 | 111 | You may charge a fee for the physical act of transferring a copy, and 112 | you may at your option offer warranty protection in exchange for a fee. 113 | 114 | 2. You may modify your copy or copies of the Program or any portion 115 | of it, thus forming a work based on the Program, and copy and 116 | distribute such modifications or work under the terms of Section 1 117 | above, provided that you also meet all of these conditions: 118 | 119 | a) You must cause the modified files to carry prominent notices 120 | stating that you changed the files and the date of any change. 121 | 122 | b) You must cause any work that you distribute or publish, that in 123 | whole or in part contains or is derived from the Program or any 124 | part thereof, to be licensed as a whole at no charge to all third 125 | parties under the terms of this License. 126 | 127 | c) If the modified program normally reads commands interactively 128 | when run, you must cause it, when started running for such 129 | interactive use in the most ordinary way, to print or display an 130 | announcement including an appropriate copyright notice and a 131 | notice that there is no warranty (or else, saying that you provide 132 | a warranty) and that users may redistribute the program under 133 | these conditions, and telling the user how to view a copy of this 134 | License. (Exception: if the Program itself is interactive but 135 | does not normally print such an announcement, your work based on 136 | the Program is not required to print an announcement.) 137 | 138 | These requirements apply to the modified work as a whole. If 139 | identifiable sections of that work are not derived from the Program, 140 | and can be reasonably considered independent and separate works in 141 | themselves, then this License, and its terms, do not apply to those 142 | sections when you distribute them as separate works. But when you 143 | distribute the same sections as part of a whole which is a work based 144 | on the Program, the distribution of the whole must be on the terms of 145 | this License, whose permissions for other licensees extend to the 146 | entire whole, and thus to each and every part regardless of who wrote it. 147 | 148 | Thus, it is not the intent of this section to claim rights or contest 149 | your rights to work written entirely by you; rather, the intent is to 150 | exercise the right to control the distribution of derivative or 151 | collective works based on the Program. 152 | 153 | In addition, mere aggregation of another work not based on the Program 154 | with the Program (or with a work based on the Program) on a volume of 155 | a storage or distribution medium does not bring the other work under 156 | the scope of this License. 157 | 158 | 3. You may copy and distribute the Program (or a work based on it, 159 | under Section 2) in object code or executable form under the terms of 160 | Sections 1 and 2 above provided that you also do one of the following: 161 | 162 | a) Accompany it with the complete corresponding machine-readable 163 | source code, which must be distributed under the terms of Sections 164 | 1 and 2 above on a medium customarily used for software interchange; or, 165 | 166 | b) Accompany it with a written offer, valid for at least three 167 | years, to give any third party, for a charge no more than your 168 | cost of physically performing source distribution, a complete 169 | machine-readable copy of the corresponding source code, to be 170 | distributed under the terms of Sections 1 and 2 above on a medium 171 | customarily used for software interchange; or, 172 | 173 | c) Accompany it with the information you received as to the offer 174 | to distribute corresponding source code. (This alternative is 175 | allowed only for noncommercial distribution and only if you 176 | received the program in object code or executable form with such 177 | an offer, in accord with Subsection b above.) 178 | 179 | The source code for a work means the preferred form of the work for 180 | making modifications to it. For an executable work, complete source 181 | code means all the source code for all modules it contains, plus any 182 | associated interface definition files, plus the scripts used to 183 | control compilation and installation of the executable. However, as a 184 | special exception, the source code distributed need not include 185 | anything that is normally distributed (in either source or binary 186 | form) with the major components (compiler, kernel, and so on) of the 187 | operating system on which the executable runs, unless that component 188 | itself accompanies the executable. 189 | 190 | If distribution of executable or object code is made by offering 191 | access to copy from a designated place, then offering equivalent 192 | access to copy the source code from the same place counts as 193 | distribution of the source code, even though third parties are not 194 | compelled to copy the source along with the object code. 195 | 196 | 4. You may not copy, modify, sublicense, or distribute the Program 197 | except as expressly provided under this License. Any attempt 198 | otherwise to copy, modify, sublicense or distribute the Program is 199 | void, and will automatically terminate your rights under this License. 200 | However, parties who have received copies, or rights, from you under 201 | this License will not have their licenses terminated so long as such 202 | parties remain in full compliance. 203 | 204 | 5. You are not required to accept this License, since you have not 205 | signed it. However, nothing else grants you permission to modify or 206 | distribute the Program or its derivative works. These actions are 207 | prohibited by law if you do not accept this License. Therefore, by 208 | modifying or distributing the Program (or any work based on the 209 | Program), you indicate your acceptance of this License to do so, and 210 | all its terms and conditions for copying, distributing or modifying 211 | the Program or works based on it. 212 | 213 | 6. Each time you redistribute the Program (or any work based on the 214 | Program), the recipient automatically receives a license from the 215 | original licensor to copy, distribute or modify the Program subject to 216 | these terms and conditions. You may not impose any further 217 | restrictions on the recipients' exercise of the rights granted herein. 218 | You are not responsible for enforcing compliance by third parties to 219 | this License. 220 | 221 | 7. If, as a consequence of a court judgment or allegation of patent 222 | infringement or for any other reason (not limited to patent issues), 223 | conditions are imposed on you (whether by court order, agreement or 224 | otherwise) that contradict the conditions of this License, they do not 225 | excuse you from the conditions of this License. If you cannot 226 | distribute so as to satisfy simultaneously your obligations under this 227 | License and any other pertinent obligations, then as a consequence you 228 | may not distribute the Program at all. For example, if a patent 229 | license would not permit royalty-free redistribution of the Program by 230 | all those who receive copies directly or indirectly through you, then 231 | the only way you could satisfy both it and this License would be to 232 | refrain entirely from distribution of the Program. 233 | 234 | If any portion of this section is held invalid or unenforceable under 235 | any particular circumstance, the balance of the section is intended to 236 | apply and the section as a whole is intended to apply in other 237 | circumstances. 238 | 239 | It is not the purpose of this section to induce you to infringe any 240 | patents or other property right claims or to contest validity of any 241 | such claims; this section has the sole purpose of protecting the 242 | integrity of the free software distribution system, which is 243 | implemented by public license practices. Many people have made 244 | generous contributions to the wide range of software distributed 245 | through that system in reliance on consistent application of that 246 | system; it is up to the author/donor to decide if he or she is willing 247 | to distribute software through any other system and a licensee cannot 248 | impose that choice. 249 | 250 | This section is intended to make thoroughly clear what is believed to 251 | be a consequence of the rest of this License. 252 | 253 | 8. If the distribution and/or use of the Program is restricted in 254 | certain countries either by patents or by copyrighted interfaces, the 255 | original copyright holder who places the Program under this License 256 | may add an explicit geographical distribution limitation excluding 257 | those countries, so that distribution is permitted only in or among 258 | countries not thus excluded. In such case, this License incorporates 259 | the limitation as if written in the body of this License. 260 | 261 | 9. The Free Software Foundation may publish revised and/or new versions 262 | of the General Public License from time to time. Such new versions will 263 | be similar in spirit to the present version, but may differ in detail to 264 | address new problems or concerns. 265 | 266 | Each version is given a distinguishing version number. If the Program 267 | specifies a version number of this License which applies to it and "any 268 | later version", you have the option of following the terms and conditions 269 | either of that version or of any later version published by the Free 270 | Software Foundation. If the Program does not specify a version number of 271 | this License, you may choose any version ever published by the Free Software 272 | Foundation. 273 | 274 | 10. If you wish to incorporate parts of the Program into other free 275 | programs whose distribution conditions are different, write to the author 276 | to ask for permission. For software which is copyrighted by the Free 277 | Software Foundation, write to the Free Software Foundation; we sometimes 278 | make exceptions for this. Our decision will be guided by the two goals 279 | of preserving the free status of all derivatives of our free software and 280 | of promoting the sharing and reuse of software generally. 281 | 282 | NO WARRANTY 283 | 284 | 11. BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY 285 | FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN 286 | OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR OTHER PARTIES 287 | PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED 288 | OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF 289 | MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS 290 | TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE 291 | PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, 292 | REPAIR OR CORRECTION. 293 | 294 | 12. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 295 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR 296 | REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, 297 | INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING 298 | OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED 299 | TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY 300 | YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER 301 | PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE 302 | POSSIBILITY OF SUCH DAMAGES. 303 | 304 | END OF TERMS AND CONDITIONS -------------------------------------------------------------------------------- /technical_indicators/LICENSE.txt: -------------------------------------------------------------------------------- 1 | License 2 | ======= 3 | 4 | :: 5 | 6 | technical_indicators - blablabla 7 | Copyright (C) 2014 Joao Carlos Roseta Matos 8 | 9 | This program is free software; you can redistribute it and/or modify 10 | it under the terms of the GNU General Public License as published by 11 | the Free Software Foundation; either version 2 of the License, or 12 | (at your option) any later version. 13 | 14 | This program is distributed in the hope that it will be useful, 15 | but WITHOUT ANY WARRANTY; without even the implied warranty of 16 | MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the 17 | GNU General Public License for more details. 18 | 19 | You should have received a copy of the GNU General Public License along 20 | with this program; if not, write to the Free Software Foundation, Inc., 21 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA. 22 | 23 | 24 | 25 | GNU GENERAL PUBLIC LICENSE 26 | Version 2, June 1991 27 | 28 | Copyright (C) 1989, 1991 Free Software Foundation, Inc., 29 | 51 Franklin Street, Fifth Floor, Boston, MA 02110-1301 USA 30 | Everyone is permitted to copy and distribute verbatim copies 31 | of this license document, but changing it is not allowed. 32 | 33 | Preamble 34 | 35 | The licenses for most software are designed to take away your 36 | freedom to share and change it. By contrast, the GNU General Public 37 | License is intended to guarantee your freedom to share and change free 38 | software--to make sure the software is free for all its users. This 39 | General Public License applies to most of the Free Software 40 | Foundation's software and to any other program whose authors commit to 41 | using it. (Some other Free Software Foundation software is covered by 42 | the GNU Lesser General Public License instead.) You can apply it to 43 | your programs, too. 44 | 45 | When we speak of free software, we are referring to freedom, not 46 | price. Our General Public Licenses are designed to make sure that you 47 | have the freedom to distribute copies of free software (and charge for 48 | this service if you wish), that you receive source code or can get it 49 | if you want it, that you can change the software or use pieces of it 50 | in new free programs; and that you know you can do these things. 51 | 52 | To protect your rights, we need to make restrictions that forbid 53 | anyone to deny you these rights or to ask you to surrender the rights. 54 | These restrictions translate to certain responsibilities for you if you 55 | distribute copies of the software, or if you modify it. 56 | 57 | For example, if you distribute copies of such a program, whether 58 | gratis or for a fee, you must give the recipients all the rights that 59 | you have. You must make sure that they, too, receive or can get the 60 | source code. And you must show them these terms so they know their 61 | rights. 62 | 63 | We protect your rights with two steps: (1) copyright the software, and 64 | (2) offer you this license which gives you legal permission to copy, 65 | distribute and/or modify the software. 66 | 67 | Also, for each author's protection and ours, we want to make certain 68 | that everyone understands that there is no warranty for this free 69 | software. If the software is modified by someone else and passed on, we 70 | want its recipients to know that what they have is not the original, so 71 | that any problems introduced by others will not reflect on the original 72 | authors' reputations. 73 | 74 | Finally, any free program is threatened constantly by software 75 | patents. We wish to avoid the danger that redistributors of a free 76 | program will individually obtain patent licenses, in effect making the 77 | program proprietary. To prevent this, we have made it clear that any 78 | patent must be licensed for everyone's free use or not licensed at all. 79 | 80 | The precise terms and conditions for copying, distribution and 81 | modification follow. 82 | 83 | GNU GENERAL PUBLIC LICENSE 84 | TERMS AND CONDITIONS FOR COPYING, DISTRIBUTION AND MODIFICATION 85 | 86 | 0. This License applies to any program or other work which contains 87 | a notice placed by the copyright holder saying it may be distributed 88 | under the terms of this General Public License. The "Program", below, 89 | refers to any such program or work, and a "work based on the Program" 90 | means either the Program or any derivative work under copyright law: 91 | that is to say, a work containing the Program or a portion of it, 92 | either verbatim or with modifications and/or translated into another 93 | language. (Hereinafter, translation is included without limitation in 94 | the term "modification".) Each licensee is addressed as "you". 95 | 96 | Activities other than copying, distribution and modification are not 97 | covered by this License; they are outside its scope. The act of 98 | running the Program is not restricted, and the output from the Program 99 | is covered only if its contents constitute a work based on the 100 | Program (independent of having been made by running the Program). 101 | Whether that is true depends on what the Program does. 102 | 103 | 1. You may copy and distribute verbatim copies of the Program's 104 | source code as you receive it, in any medium, provided that you 105 | conspicuously and appropriately publish on each copy an appropriate 106 | copyright notice and disclaimer of warranty; keep intact all the 107 | notices that refer to this License and to the absence of any warranty; 108 | and give any other recipients of the Program a copy of this License 109 | along with the Program. 110 | 111 | You may charge a fee for the physical act of transferring a copy, and 112 | you may at your option offer warranty protection in exchange for a fee. 113 | 114 | 2. You may modify your copy or copies of the Program or any portion 115 | of it, thus forming a work based on the Program, and copy and 116 | distribute such modifications or work under the terms of Section 1 117 | above, provided that you also meet all of these conditions: 118 | 119 | a) You must cause the modified files to carry prominent notices 120 | stating that you changed the files and the date of any change. 121 | 122 | b) You must cause any work that you distribute or publish, that in 123 | whole or in part contains or is derived from the Program or any 124 | part thereof, to be licensed as a whole at no charge to all third 125 | parties under the terms of this License. 126 | 127 | c) If the modified program normally reads commands interactively 128 | when run, you must cause it, when started running for such 129 | interactive use in the most ordinary way, to print or display an 130 | announcement including an appropriate copyright notice and a 131 | notice that there is no warranty (or else, saying that you provide 132 | a warranty) and that users may redistribute the program under 133 | these conditions, and telling the user how to view a copy of this 134 | License. (Exception: if the Program itself is interactive but 135 | does not normally print such an announcement, your work based on 136 | the Program is not required to print an announcement.) 137 | 138 | These requirements apply to the modified work as a whole. If 139 | identifiable sections of that work are not derived from the Program, 140 | and can be reasonably considered independent and separate works in 141 | themselves, then this License, and its terms, do not apply to those 142 | sections when you distribute them as separate works. But when you 143 | distribute the same sections as part of a whole which is a work based 144 | on the Program, the distribution of the whole must be on the terms of 145 | this License, whose permissions for other licensees extend to the 146 | entire whole, and thus to each and every part regardless of who wrote it. 147 | 148 | Thus, it is not the intent of this section to claim rights or contest 149 | your rights to work written entirely by you; rather, the intent is to 150 | exercise the right to control the distribution of derivative or 151 | collective works based on the Program. 152 | 153 | In addition, mere aggregation of another work not based on the Program 154 | with the Program (or with a work based on the Program) on a volume of 155 | a storage or distribution medium does not bring the other work under 156 | the scope of this License. 157 | 158 | 3. You may copy and distribute the Program (or a work based on it, 159 | under Section 2) in object code or executable form under the terms of 160 | Sections 1 and 2 above provided that you also do one of the following: 161 | 162 | a) Accompany it with the complete corresponding machine-readable 163 | source code, which must be distributed under the terms of Sections 164 | 1 and 2 above on a medium customarily used for software interchange; or, 165 | 166 | b) Accompany it with a written offer, valid for at least three 167 | years, to give any third party, for a charge no more than your 168 | cost of physically performing source distribution, a complete 169 | machine-readable copy of the corresponding source code, to be 170 | distributed under the terms of Sections 1 and 2 above on a medium 171 | customarily used for software interchange; or, 172 | 173 | c) Accompany it with the information you received as to the offer 174 | to distribute corresponding source code. (This alternative is 175 | allowed only for noncommercial distribution and only if you 176 | received the program in object code or executable form with such 177 | an offer, in accord with Subsection b above.) 178 | 179 | The source code for a work means the preferred form of the work for 180 | making modifications to it. For an executable work, complete source 181 | code means all the source code for all modules it contains, plus any 182 | associated interface definition files, plus the scripts used to 183 | control compilation and installation of the executable. However, as a 184 | special exception, the source code distributed need not include 185 | anything that is normally distributed (in either source or binary 186 | form) with the major components (compiler, kernel, and so on) of the 187 | operating system on which the executable runs, unless that component 188 | itself accompanies the executable. 189 | 190 | If distribution of executable or object code is made by offering 191 | access to copy from a designated place, then offering equivalent 192 | access to copy the source code from the same place counts as 193 | distribution of the source code, even though third parties are not 194 | compelled to copy the source along with the object code. 195 | 196 | 4. You may not copy, modify, sublicense, or distribute the Program 197 | except as expressly provided under this License. Any attempt 198 | otherwise to copy, modify, sublicense or distribute the Program is 199 | void, and will automatically terminate your rights under this License. 200 | However, parties who have received copies, or rights, from you under 201 | this License will not have their licenses terminated so long as such 202 | parties remain in full compliance. 203 | 204 | 5. You are not required to accept this License, since you have not 205 | signed it. However, nothing else grants you permission to modify or 206 | distribute the Program or its derivative works. These actions are 207 | prohibited by law if you do not accept this License. Therefore, by 208 | modifying or distributing the Program (or any work based on the 209 | Program), you indicate your acceptance of this License to do so, and 210 | all its terms and conditions for copying, distributing or modifying 211 | the Program or works based on it. 212 | 213 | 6. Each time you redistribute the Program (or any work based on the 214 | Program), the recipient automatically receives a license from the 215 | original licensor to copy, distribute or modify the Program subject to 216 | these terms and conditions. You may not impose any further 217 | restrictions on the recipients' exercise of the rights granted herein. 218 | You are not responsible for enforcing compliance by third parties to 219 | this License. 220 | 221 | 7. If, as a consequence of a court judgment or allegation of patent 222 | infringement or for any other reason (not limited to patent issues), 223 | conditions are imposed on you (whether by court order, agreement or 224 | otherwise) that contradict the conditions of this License, they do not 225 | excuse you from the conditions of this License. If you cannot 226 | distribute so as to satisfy simultaneously your obligations under this 227 | License and any other pertinent obligations, then as a consequence you 228 | may not distribute the Program at all. For example, if a patent 229 | license would not permit royalty-free redistribution of the Program by 230 | all those who receive copies directly or indirectly through you, then 231 | the only way you could satisfy both it and this License would be to 232 | refrain entirely from distribution of the Program. 233 | 234 | If any portion of this section is held invalid or unenforceable under 235 | any particular circumstance, the balance of the section is intended to 236 | apply and the section as a whole is intended to apply in other 237 | circumstances. 238 | 239 | It is not the purpose of this section to induce you to infringe any 240 | patents or other property right claims or to contest validity of any 241 | such claims; this section has the sole purpose of protecting the 242 | integrity of the free software distribution system, which is 243 | implemented by public license practices. Many people have made 244 | generous contributions to the wide range of software distributed 245 | through that system in reliance on consistent application of that 246 | system; it is up to the author/donor to decide if he or she is willing 247 | to distribute software through any other system and a licensee cannot 248 | impose that choice. 249 | 250 | This section is intended to make thoroughly clear what is believed to 251 | be a consequence of the rest of this License. 252 | 253 | 8. If the distribution and/or use of the Program is restricted in 254 | certain countries either by patents or by copyrighted interfaces, the 255 | original copyright holder who places the Program under this License 256 | may add an explicit geographical distribution limitation excluding 257 | those countries, so that distribution is permitted only in or among 258 | countries not thus excluded. In such case, this License incorporates 259 | the limitation as if written in the body of this License. 260 | 261 | 9. The Free Software Foundation may publish revised and/or new versions 262 | of the General Public License from time to time. Such new versions will 263 | be similar in spirit to the present version, but may differ in detail to 264 | address new problems or concerns. 265 | 266 | Each version is given a distinguishing version number. If the Program 267 | specifies a version number of this License which applies to it and "any 268 | later version", you have the option of following the terms and conditions 269 | either of that version or of any later version published by the Free 270 | Software Foundation. If the Program does not specify a version number of 271 | this License, you may choose any version ever published by the Free Software 272 | Foundation. 273 | 274 | 10. If you wish to incorporate parts of the Program into other free 275 | programs whose distribution conditions are different, write to the author 276 | to ask for permission. For software which is copyrighted by the Free 277 | Software Foundation, write to the Free Software Foundation; we sometimes 278 | make exceptions for this. Our decision will be guided by the two goals 279 | of preserving the free status of all derivatives of our free software and 280 | of promoting the sharing and reuse of software generally. 281 | 282 | NO WARRANTY 283 | 284 | 11. BECAUSE THE PROGRAM IS LICENSED FREE OF CHARGE, THERE IS NO WARRANTY 285 | FOR THE PROGRAM, TO THE EXTENT PERMITTED BY APPLICABLE LAW. EXCEPT WHEN 286 | OTHERWISE STATED IN WRITING THE COPYRIGHT HOLDERS AND/OR OTHER PARTIES 287 | PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY OF ANY KIND, EITHER EXPRESSED 288 | OR IMPLIED, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF 289 | MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE. THE ENTIRE RISK AS 290 | TO THE QUALITY AND PERFORMANCE OF THE PROGRAM IS WITH YOU. SHOULD THE 291 | PROGRAM PROVE DEFECTIVE, YOU ASSUME THE COST OF ALL NECESSARY SERVICING, 292 | REPAIR OR CORRECTION. 293 | 294 | 12. IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING 295 | WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MAY MODIFY AND/OR 296 | REDISTRIBUTE THE PROGRAM AS PERMITTED ABOVE, BE LIABLE TO YOU FOR DAMAGES, 297 | INCLUDING ANY GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING 298 | OUT OF THE USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED 299 | TO LOSS OF DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY 300 | YOU OR THIRD PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER 301 | PROGRAMS), EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE 302 | POSSIBILITY OF SUCH DAMAGES. 303 | 304 | END OF TERMS AND CONDITIONS --------------------------------------------------------------------------------