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Pandas TA Quant

Not only a pure python re-implementation of the famous TA-Lib. Additional indicators are available like covariance measures or arma, garch and sarimax models. The library fully builds on top of pandas and pandas_ml_common, therefore allows to deal with MultiIndex easily:

Date ('spy', 'Open') ('spy', 'High') ('spy', 'Low') ('spy', 'Close') ('spy', 'Volume') ('spy', 'Dividends') ('spy', 'Stock Splits') ('gld', 'Open') ('gld', 'High') ('gld', 'Low') ('gld', 'Close') ('gld', 'Volume') ('gld', 'Dividends') ('gld', 'Stock Splits')
2020-02-07 00:00:00 332.82 333.99 331.6 332.2 6.41394e+07 0 0 147.83 148.18 147.34 147.79 6.3793e+06 0 0
2020-02-10 00:00:00 331.23 334.75 331.19 334.68 4.207e+07 0 0 148.21 148.45 147.91 148.17 5.7936e+06 0 0
df = pd.read_pickle("../pandas_ta_quant_test/.data/spy_gld.pickle")
df._[["Close", df._["Close"].ta.sma(200)]].plot(figsize=(20,10))

Plot

Full List of indicators

To get a full list if indicators as DataFrame use df.ta.help. Here is a non-complete ever-growing list:

module
ta_adx pandas_ta_quant.technical_analysis.indicators.multi_object
ta_all pandas_ta_quant.technical_analysis.indicators
ta_apo pandas_ta_quant.technical_analysis.indicators.single_object
ta_atr pandas_ta_quant.technical_analysis.indicators.multi_object
ta_bbands pandas_ta_quant.technical_analysis.bands
ta_bbands_indicator pandas_ta_quant.technical_analysis.indicators.single_object
ta_bop pandas_ta_quant.technical_analysis.indicators.multi_object
ta_candle_category pandas_ta_quant.technical_analysis.encoders.candles
ta_candles_as_culb pandas_ta_quant.technical_analysis.encoders.candles
ta_cci pandas_ta_quant.technical_analysis.indicators.multi_object
ta_cross pandas_ta_quant.technical_analysis.labels.discrete
ta_cross_over pandas_ta_quant.technical_analysis.labels.discrete
ta_cross_under pandas_ta_quant.technical_analysis.labels.discrete
ta_decimal_year pandas_ta_quant.technical_analysis.indicators.time
ta_delta_hedged_price pandas_ta_quant.technical_analysis.normalizer
ta_div pandas_ta_quant.technical_analysis.math
ta_draw_down pandas_ta_quant.technical_analysis.indicators.single_object
ta_edge_detect pandas_ta_quant.technical_analysis.forecast.support
ta_ema pandas_ta_quant.technical_analysis.filters
ta_ewma_covariance pandas_ta_quant.technical_analysis.covariances
ta_fibbonaci_retracement pandas_ta_quant.technical_analysis.forecast.support
ta_future_bband_quantile pandas_ta_quant.technical_analysis.labels.discrete
ta_future_crossings pandas_ta_quant.technical_analysis.labels.discrete
ta_future_multi_bband_quantile pandas_ta_quant.technical_analysis.labels.discrete
ta_future_multi_ma_quantile pandas_ta_quant.technical_analysis.labels.discrete
ta_future_pct_to_current_mean pandas_ta_quant.technical_analysis.labels.continuous
ta_gaf pandas_ta_quant.technical_analysis.encoders.gramian_angular_field
ta_gap pandas_ta_quant.technical_analysis.indicators.multi_object
ta_garch11 pandas_ta_quant.technical_analysis.forecast.volatility
ta_has_opening_gap pandas_ta_quant.technical_analysis.labels.discrete
ta_hmm pandas_ta_quant.technical_analysis.forecast.predictive_indicator
ta_inverse pandas_ta_quant.technical_analysis.encoders.resample
ta_inverse_gasf pandas_ta_quant.technical_analysis.encoders.gramian_angular_field
ta_is_opening_gap_closed pandas_ta_quant.technical_analysis.labels.discrete
ta_log_returns pandas_ta_quant.technical_analysis.normalizer
ta_ma_decompose pandas_ta_quant.technical_analysis.indicators.single_object
ta_ma_ratio pandas_ta_quant.technical_analysis.normalizer
ta_macd pandas_ta_quant.technical_analysis.indicators.single_object
ta_mean_returns pandas_ta_quant.technical_analysis.indicators.single_object
ta_mgarch_covariance pandas_ta_quant.technical_analysis.covariances
ta_mom pandas_ta_quant.technical_analysis.indicators.single_object
ta_moving_covariance pandas_ta_quant.technical_analysis.covariances
ta_multi_bbands pandas_ta_quant.technical_analysis.filters
ta_multi_ma pandas_ta_quant.technical_analysis.filters
ta_ncdf_compress pandas_ta_quant.technical_analysis.normalizer
ta_normalize_row pandas_ta_quant.technical_analysis.normalizer
ta_ohl_trend_lines pandas_ta_quant.technical_analysis.forecast.support
ta_one_hot pandas_ta_quant.technical_analysis.encoders.one_hot
ta_one_hot_encode_discrete pandas_ta_quant.technical_analysis.encoders.one_hot
ta_performance pandas_ta_quant.technical_analysis.normalizer
ta_poly_coeff pandas_ta_quant.technical_analysis.indicators.single_object
ta_ppo pandas_ta_quant.technical_analysis.indicators.single_object
ta_realative_candles pandas_ta_quant.technical_analysis.encoders.candles
ta_rescale pandas_ta_quant.technical_analysis.normalizer
ta_returns pandas_ta_quant.technical_analysis.normalizer
ta_rnn pandas_ta_quant.technical_analysis.encoders.auto_regression
ta_roc pandas_ta_quant.technical_analysis.indicators.single_object
ta_rsi pandas_ta_quant.technical_analysis.indicators.single_object
ta_sarimax pandas_ta_quant.technical_analysis.forecast.predictive_indicator
ta_sharpe_ratio pandas_ta_quant.technical_analysis.indicators.single_object
ta_sinusoidal_week pandas_ta_quant.technical_analysis.indicators.time
ta_sinusoidal_week_day pandas_ta_quant.technical_analysis.indicators.time
ta_slope pandas_ta_quant.technical_analysis.indicators.single_object
ta_sma pandas_ta_quant.technical_analysis.filters
ta_sma_price_ratio pandas_ta_quant.technical_analysis.normalizer
ta_sortino_ratio pandas_ta_quant.technical_analysis.indicators.single_object
ta_sparse_covariance pandas_ta_quant.technical_analysis.covariances
ta_std_ret_bands pandas_ta_quant.technical_analysis.bands
ta_std_ret_bands_indicator pandas_ta_quant.technical_analysis.indicators.single_object
ta_stddev pandas_ta_quant.technical_analysis.indicators.single_object
ta_tr pandas_ta_quant.technical_analysis.indicators.multi_object
ta_trend_lines pandas_ta_quant.technical_analysis.forecast.support
ta_trix pandas_ta_quant.technical_analysis.indicators.single_object
ta_ultimate_osc pandas_ta_quant.technical_analysis.indicators.multi_object
ta_up_down_volatility_ratio pandas_ta_quant.technical_analysis.indicators.single_object
ta_volume_as_time pandas_ta_quant.technical_analysis.encoders.volume
ta_wilders pandas_ta_quant.technical_analysis.filters
ta_williams_R pandas_ta_quant.technical_analysis.indicators.multi_object
ta_z_norm pandas_ta_quant.technical_analysis.normalizer
ta_zscore pandas_ta_quant.technical_analysis.indicators.single_object