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adding laggin span line to ta.momentum.IchimokuIndicator #215

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a62ea5b
Merge pull request #154 from bukosabino/develop
bukosabino May 9, 2020
7b3857f
Merge pull request #156 from bukosabino/develop
bukosabino May 11, 2020
f35a66f
Merge pull request #158 from bukosabino/develop
bukosabino May 12, 2020
1c40bbf
Update README.md
bukosabino May 19, 2020
6e3d088
Update README.md
bukosabino May 19, 2020
0c45f33
Update README.md
bukosabino May 19, 2020
05fcb3a
Update README.md
bukosabino May 19, 2020
baa6c10
Update README.md
bukosabino May 19, 2020
01f397d
Create FUNDING.yml
bukosabino May 20, 2020
f283ffb
Update FUNDING.yml
bukosabino May 20, 2020
50526f7
Update wrapper.py
mcmartins May 30, 2020
e29f03a
add stc indicator
lit26 Jun 7, 2020
38a9703
add stc test data
lit26 Jun 7, 2020
3cc6333
Add Stoch RSI indicator
lit26 Jun 7, 2020
625362e
fix bug: Stoch RSI
lit26 Jun 7, 2020
1f8eb4c
add weighted moving average indicator
lit26 Jun 7, 2020
ae4d460
add wma testing data
lit26 Jun 7, 2020
fb1d8c0
add percentage volume oscillator
lit26 Jun 7, 2020
809871d
Update FUNDING.yml
bukosabino Jun 7, 2020
fd4fce5
add percentage price oscillator
lit26 Jun 7, 2020
738389c
Update release.md
bukosabino Jun 7, 2020
b360062
Merge pull request #166 from mcmartins/patch-1
bukosabino Jun 7, 2020
afd3aa9
add ulcer indicator
lit26 Jun 7, 2020
e871df9
move pvo from volume to momentum
lit26 Jun 7, 2020
66bb4b7
Update README.md
bukosabino Jun 22, 2020
788b98b
Update README.md
bukosabino Aug 28, 2020
ccbdd9f
Merge remote-tracking branch 'upstream/master'
lit26 Oct 1, 2020
4b3cc2c
Fix name of money flow index coloum in DataFrame
Oct 2, 2020
af3313d
Move MFI to volume category
Oct 2, 2020
bb93ffc
Merge pull request #197 from Glyphack/fix-money-flow-index-col-name
bukosabino Oct 2, 2020
56ef0ec
adding tests; prepare to next release
bukosabino Nov 9, 2020
e0f853f
Merge branch 'master' of https://github.com/lit26/ta
bukosabino Nov 9, 2020
aabf780
Merge pull request #167 from lit26/master
bukosabino Nov 9, 2020
2fba349
prepare to release v0.5.26
bukosabino Nov 9, 2020
7a5fe7b
prepare to release v0.6.0
bukosabino Nov 15, 2020
438bda4
prepare to release v0.6.0
bukosabino Nov 15, 2020
6271093
Ensure that Ulcer Index feature values are returned in numerical repr…
Nov 16, 2020
48ce4e7
Merge pull request #204 from vinopm/master
bukosabino Nov 17, 2020
a187456
prepare to release v0.6.1
bukosabino Nov 17, 2020
027b4a6
cleaning test folder structure
bukosabino Nov 24, 2020
50bd8aa
refactor doc folder
bukosabino Nov 24, 2020
52d34ad
cleaning code (prospector, black)
bukosabino Nov 29, 2020
74aaa0e
update example notebooks/scripts
bukosabino Nov 29, 2020
f0d62df
prepare to release v0.7.0
bukosabino Nov 29, 2020
600a876
Merge pull request #209 from bukosabino/feature/clean-code
bukosabino Nov 29, 2020
84ced26
update readmes
bukosabino Nov 29, 2020
8d7f85f
Handle division by zero in Bollinger Band pband
alexgorbachev Feb 25, 2021
a769eca
Update volatility.py
mnr73 Jul 31, 2021
a923d8e
Adding a new input parameter to be more efficient, only calculating t…
bukosabino Nov 17, 2021
7c584d1
fixing automatic docs generation
bukosabino Nov 17, 2021
be76600
fixing automatic docs generation
bukosabino Nov 18, 2021
7341071
fixing automatic docs generation
bukosabino Nov 18, 2021
8d0b2c0
fixing automatic docs generation
bukosabino Nov 18, 2021
77a0600
Merge pull request #272 from bukosabino/feature/only-vectorized-indic…
bukosabino Nov 20, 2021
c8f9525
Add license file
BastianZim Nov 20, 2021
390ce43
Merge pull request #273 from BastianZim/patch-1
bukosabino Dec 8, 2021
558d897
Create index.rst
codyharris-circle Dec 10, 2021
f0f2941
Fixing bug on name columns (PVO - PPO)
bukosabino Jan 9, 2022
8edcd3a
Fixing bug on name columns (PVO - PPO)
bukosabino Jan 9, 2022
ffb68ca
Merge pull request #279 from bukosabino/feature/error_column_names
bukosabino Jan 9, 2022
1482779
Bumping numpy because of vulnerability issue
bukosabino Jan 9, 2022
7467213
Bumping numpy because of vulnerability issue
bukosabino Jan 9, 2022
19203a1
Merge pull request #281 from bukosabino/feature/numpy-vulnerability
bukosabino Jan 9, 2022
513b61f
Fixing wrong name version
bukosabino Jan 9, 2022
d54a357
Merge pull request #282 from bukosabino/release/wrong-name-version
bukosabino Jan 9, 2022
18508ce
Merge pull request #276 from codyharris-circle/patch-1
bukosabino Jan 27, 2022
d2d0d3e
Merge pull request #226 from alexgorbachev/master
bukosabino Jan 27, 2022
20caf3e
fixing backfill fillna
bukosabino Jan 27, 2022
ec04279
Merge pull request #259 from mnr73/master
bukosabino Apr 16, 2022
6ca7514
Fixing dependencies to build documentation
bukosabino Apr 16, 2022
0e81f58
Merge pull request #290 from bukosabino/hotfix-doc
bukosabino Apr 16, 2022
3208f30
Release v0.10.0
bukosabino Apr 16, 2022
8ae7c81
Merge pull request #291 from bukosabino/release-0.10.0
bukosabino Apr 16, 2022
e71b0c7
fix:
bpradana Apr 16, 2022
7d91e7d
Merge pull request #293 from bpradana/fix/fix-dtype
bukosabino Apr 24, 2022
733f2d7
Update RELEASE.md
bukosabino Apr 24, 2022
cc4e974
fixing NaNs issue on KAMA
yarimiz Aug 18, 2022
04f9cff
Merge pull request #303 from yarimiz/master
bukosabino Aug 23, 2022
7ffda48
prepare library to upload version 0.10.2
bukosabino Aug 23, 2022
acb987a
Added iloc after dropna in ADX indicator
i-gutierrez Nov 28, 2022
bc10ef8
something like this
Groni3000 Dec 3, 2022
1702e7d
fixed type hinting
Groni3000 Dec 3, 2022
cbcc458
fixed import and logical error
Groni3000 Dec 4, 2022
2dc646f
import
Groni3000 Dec 4, 2022
17b8dea
mistyping
Groni3000 Dec 4, 2022
cad45e4
Adjust README
michelmetran Mar 23, 2023
5499777
Improve README
michelmetran Mar 23, 2023
d802cbc
Added 0-in-denominator checks in trend.ADXIndicator to avoid the "inv…
reesh19 May 1, 2023
202bad2
replaced fill_value to 1 instead of close.mean
yarimiz Sep 5, 2023
63457b8
dropped fillna value
yarimiz Sep 5, 2023
5b57467
Refactor Series.fillna in utils.py to address FutureWarning
devenygaard Sep 5, 2023
eef3b9d
Fixing Aroon Indicator
bukosabino Oct 29, 2023
afaf244
Fixing linter
bukosabino Oct 29, 2023
a46f968
black
bukosabino Oct 29, 2023
e5a3f62
Merge pull request #327 from bukosabino/develop-fix-aroon-indicator
bukosabino Oct 29, 2023
383fefb
Merge pull request #328 from bukosabino/develop-fix-linter
bukosabino Oct 29, 2023
d0ab4fa
fix trend
bukosabino Oct 29, 2023
e66257d
fix aroon indicator
bukosabino Oct 29, 2023
463fa4a
Merge pull request #318 from michelmetran/master
bukosabino Oct 29, 2023
186a6eb
remove circle ci
bukosabino Oct 29, 2023
4c1b314
Merge remote-tracking branch 'origin/master'
bukosabino Oct 29, 2023
093c4d6
fix aroon indicator wrapper
bukosabino Oct 29, 2023
f631ad5
Merge branch 'master' into fix/iloc-future-warning
bukosabino Oct 29, 2023
d124f40
adding circle ci config
bukosabino Oct 29, 2023
9302abd
Merge pull request #309 from i-gutierrez/fix/iloc-future-warning
bukosabino Oct 29, 2023
47dc537
Merge branch 'master' into fix/deprecated-series-fillna
bukosabino Oct 29, 2023
5a8fd6e
fix circle ci config
bukosabino Oct 29, 2023
0976b5a
Merge pull request #325 from devenygaard/fix/deprecated-series-fillna
bukosabino Oct 29, 2023
b72a909
Apply the black linter
bukosabino Oct 29, 2023
5ae6f14
Merge pull request #329 from bukosabino/develop-format-code-black
bukosabino Oct 29, 2023
d34c8e3
Merge branch 'master' into fix-trend.py
bukosabino Oct 29, 2023
06dc5a5
Merge pull request #319 from reesh19/fix-trend.py
bukosabino Oct 29, 2023
b97b787
Apply the black linter
bukosabino Oct 29, 2023
70a1e5d
Merge pull request #324 from yarimiz/fix-daily-return-future-data
bukosabino Oct 29, 2023
1f87396
update release
bukosabino Oct 29, 2023
9a0c7d4
update setup
bukosabino Oct 29, 2023
e679c30
made changes to vpt and added unit tests
Groni3000 Oct 31, 2023
cd24a98
I guess I needed that change =)
Groni3000 Oct 31, 2023
c18a8f4
why i do this kind of mistakes all the time...
Groni3000 Nov 1, 2023
6dce628
my lsp doesn't work right now, that's why ...
Groni3000 Nov 1, 2023
7a28437
lsp lsp lsp...
Groni3000 Nov 1, 2023
f7df6d8
Once more ... and ...
Groni3000 Nov 1, 2023
6d124a7
Merge pull request #311 from Groni3000/volume_price_trend-fix
bukosabino Nov 2, 2023
9c70287
fixing linter details
bukosabino Nov 2, 2023
663d16a
update release and setup.py
bukosabino Nov 2, 2023
5654782
Merge pull request #330 from bukosabino/develop-linter-vpt
bukosabino Nov 2, 2023
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3 changes: 2 additions & 1 deletion .circleci/config.yml
Original file line number Diff line number Diff line change
Expand Up @@ -13,6 +13,7 @@ jobs:
pip install --upgrade pip
python3 -m venv venv
. venv/bin/activate
pip install --upgrade pip
pip install -r requirements-test.txt
- run:
name: Run linter
Expand Down Expand Up @@ -56,7 +57,7 @@ jobs:
- run:
name: Run coverage
command: |
coverage run tests.py
coverage run -m unittest discover
coverage report -m
- run:
name: Publish coverage
Expand Down
2 changes: 0 additions & 2 deletions .coveragerc
Original file line number Diff line number Diff line change
@@ -1,5 +1,3 @@
[run]
branch = True
source = ta
omit =
ta/tests/*
2 changes: 2 additions & 0 deletions .github/FUNDING.yml
Original file line number Diff line number Diff line change
@@ -0,0 +1,2 @@
github: [bukosabino]
tidelift: pypi/ta
23 changes: 23 additions & 0 deletions .prospector.yaml
Original file line number Diff line number Diff line change
@@ -0,0 +1,23 @@
output-format: grouped

strictness: veryhigh
doc-warnings: true
test-warnings: true
max-line-length: 120

mypy:
run: true
options:
ignore-missing-imports: true

bandit:
run: true

pep8:
disable:
- E203

pep257:
run: false
disable:
- D213
16 changes: 11 additions & 5 deletions Makefile
Original file line number Diff line number Diff line change
@@ -1,13 +1,19 @@
init:
pip install -r requirements.txt

lint:
pycodestyle --max-line-length=119 ta && isort --check-only --recursive ta
isort:
isort --check-only --recursive ta test

format: isort
black --target-version py36 ta test

isort-fix:
isort --recursive ta
isort --recursive ta test

lint: isort
prospector --no-autodetect test/
prospector --no-autodetect ta/

test: lint
# python -m unittest discover
coverage run tests.py
coverage run -m unittest discover
coverage report -m
151 changes: 100 additions & 51 deletions README.md

Large diffs are not rendered by default.

29 changes: 29 additions & 0 deletions RELEASE.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,29 @@
| Date | Version | Comment |
|------------|---------|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| 2023/11/02 | 0.11.0 | Fixing Volume Price Trend indicator [PR](https://github.com/bukosabino/ta/pull/311) |
| 2023/10/29 | 0.10.3 | Fixing Aroon indicator [PR](https://github.com/bukosabino/ta/pull/316); Fixing future warnings; Improving documentation [PR](https://github.com/bukosabino/ta/pull/318); Fix future data leakage [PR](https://github.com/bukosabino/ta/pull/324) |
| 2022/08/23 | 0.10.2 | Fixing bug on KAMA indicator https://github.com/bukosabino/ta/pull/303 |
| 2022/04/16 | 0.10.1 | Fixing future warning https://github.com/bukosabino/ta/pull/293 |
| 2022/04/16 | 0.10.0 | Customize Keltner Channel ATRs multiplier |
| 2022/01/09 | 0.9.0 | Fixing wrong name version |
| 2022/01/09 | 0.8.2 | Bumping pandas and numpy because of a external vulnerability issue |
| 2022/01/09 | 0.8.1 | Fixing bug on name columns (PVO - PPO) |
| 2021/11/18 | 0.8.0 | Add option to get just the most efficient indicators (vectorized), also solved some security dependency |
| 2020/11/27 | 0.7.0 | Cleaning code (prospector, black) https://github.com/bukosabino/ta/pull/209 |
| 2020/11/17 | 0.6.1 | Fixing Wrapper https://github.com/bukosabino/ta/pull/204 |
| 2020/11/09 | 0.6.0 | Adding new indicators (Ulcer Index, Weighted Moving Average, Schaff Trend Cycle, Stochastic RSI, Percentage Price Oscillator, Percentage Volume Oscillator) https://github.com/bukosabino/ta/pull/167; Update wrapper https://github.com/bukosabino/ta/pull/166 |
| 2020/05/12 | 0.5.25 | fixing bug: min_periods when fillna=False https://github.com/bukosabino/ta/pull/158 |
| 2020/05/11 | 0.5.24 | Adding extra methods for IchimokuIndicator https://github.com/bukosabino/ta/pull/156 |
| 2020/05/10 | 0.5.23 | Fixing bug when dataset with timestamp as index https://github.com/bukosabino/ta/pull/154 |
| 2020/05/04 | 0.5.22 | 1. Keltner Channel: adding tests; adding n atr input parametr; fixing some minor bug; adding unittests for adx https://github.com/bukosabino/ta/pull/148 |
| | | 2. Refactor tests code and speed up the tests https://github.com/bukosabino/ta/pull/149 |
| | | 3. Refactor tests code https://github.com/bukosabino/ta/pull/150 |
| | | 4. Donchian Channel: Fixing bug https://github.com/bukosabino/ta/pull/151 |
| 2020/05/03 | 0.5.21 | Donchian Channel: adding tests; adding some useful functions; fixing some minor bug https://github.com/bukosabino/ta/pull/147 https://github.com/bukosabino/ta/issues/133 |
| 2020/04/20 | 0.5.20 | remove fstring compatibility for python versions < 3.6 |
| 2020/04/20 | 0.5.19 | adding fstring compatibility for python versions < 3.6 https://github.com/bukosabino/ta/pull/141 |
| 2020/04/16 | 0.5.18 | Adding VWAP indicator https://github.com/bukosabino/ta/issues/130 |
| 2020/03/29 | 0.5.17 | Keltner Channels improvements and adding SMA Indicator https://github.com/bukosabino/ta/pull/135 |
| 2020/03/21 | 0.5.15 | Keltner Channels improvements and volume indicators isolation. Based on: https://github.com/bukosabino/ta/pull/131 |
| 2020/03/12 | 0.5.13 | fixing bug: hard-coded values. Based on: https://github.com/bukosabino/ta/issues/114 and https://github.com/bukosabino/ta/issues/115 |
| 2020/03/11 | 0.5.12 | Improve Bollinger Bands Indicator - `BandWidth` normalization and adding `BandPercentage`. Based on: https://github.com/bukosabino/ta/issues/121 |
25 changes: 0 additions & 25 deletions dev/adx.py

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27 changes: 0 additions & 27 deletions dev/all_features_example.py

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22 changes: 0 additions & 22 deletions dev/atr.py

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177 changes: 0 additions & 177 deletions dev/average_true_range_test.ipynb

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25 changes: 0 additions & 25 deletions dev/bollinger_band_features_example.py

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