Package: pandas-ta-quant
Pandas TA QuantNot only a pure python re-implementation of the famousTA-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 00:00:00332.82333.99331.6332.26.41394e+0700147.83148.18147.34147.796.3793e+06002020-02-10 00:00:00331.23334.75331.19334.684.207e+0700148.21148.45147.91148.175.7936e+0600df = pd.read_pickle("../pandas_ta_quant_test/.data/spy_gld.pickle")
df._[["Close", df._["Close"].ta.sma(200)]].plot(figsize=(20,10))Full List of indicatorsTo get a full list if indicators as DataFrame usedf.ta.help.
Here is a non-complete ever-growing list:moduleta_adxpandas_ta_quant.technical_analysis.indicators.multi_objectta_allpandas_ta_quant.technical_analysis.indicatorsta_apopandas_ta_quant.technical_analysis.indicators.single_objectta_atrpandas_ta_quant.technical_analysis.indicators.multi_objectta_bbandspandas_ta_quant.technical_analysis.bandsta_bbands_indicatorpandas_ta_quant.technical_analysis.indicators.single_objectta_boppandas_ta_quant.technical_analysis.indicators.multi_objectta_candle_categorypandas_ta_quant.technical_analysis.encoders.candlesta_candles_as_culbpandas_ta_quant.technical_analysis.encoders.candlesta_ccipandas_ta_quant.technical_analysis.indicators.multi_objectta_crosspandas_ta_quant.technical_analysis.labels.discreteta_cross_overpandas_ta_quant.technical_analysis.labels.discreteta_cross_underpandas_ta_quant.technical_analysis.labels.discreteta_decimal_yearpandas_ta_quant.technical_analysis.indicators.timeta_delta_hedged_pricepandas_ta_quant.technical_analysis.normalizerta_divpandas_ta_quant.technical_analysis.mathta_draw_downpandas_ta_quant.technical_analysis.indicators.single_objectta_edge_detectpandas_ta_quant.technical_analysis.forecast.supportta_emapandas_ta_quant.technical_analysis.filtersta_ewma_covariancepandas_ta_quant.technical_analysis.covariancesta_fibbonaci_retracementpandas_ta_quant.technical_analysis.forecast.supportta_future_bband_quantilepandas_ta_quant.technical_analysis.labels.discreteta_future_crossingspandas_ta_quant.technical_analysis.labels.discreteta_future_multi_bband_quantilepandas_ta_quant.technical_analysis.labels.discreteta_future_multi_ma_quantilepandas_ta_quant.technical_analysis.labels.discreteta_future_pct_to_current_meanpandas_ta_quant.technical_analysis.labels.continuousta_gafpandas_ta_quant.technical_analysis.encoders.gramian_angular_fieldta_gappandas_ta_quant.technical_analysis.indicators.multi_objectta_garch11pandas_ta_quant.technical_analysis.forecast.volatilityta_has_opening_gappandas_ta_quant.technical_analysis.labels.discreteta_hmmpandas_ta_quant.technical_analysis.forecast.predictive_indicatorta_inversepandas_ta_quant.technical_analysis.encoders.resampleta_inverse_gasfpandas_ta_quant.technical_analysis.encoders.gramian_angular_fieldta_is_opening_gap_closedpandas_ta_quant.technical_analysis.labels.discreteta_log_returnspandas_ta_quant.technical_analysis.normalizerta_ma_decomposepandas_ta_quant.technical_analysis.indicators.single_objectta_ma_ratiopandas_ta_quant.technical_analysis.normalizerta_macdpandas_ta_quant.technical_analysis.indicators.single_objectta_mean_returnspandas_ta_quant.technical_analysis.indicators.single_objectta_mgarch_covariancepandas_ta_quant.technical_analysis.covariancesta_mompandas_ta_quant.technical_analysis.indicators.single_objectta_moving_covariancepandas_ta_quant.technical_analysis.covariancesta_multi_bbandspandas_ta_quant.technical_analysis.filtersta_multi_mapandas_ta_quant.technical_analysis.filtersta_ncdf_compresspandas_ta_quant.technical_analysis.normalizerta_normalize_rowpandas_ta_quant.technical_analysis.normalizerta_ohl_trend_linespandas_ta_quant.technical_analysis.forecast.supportta_one_hotpandas_ta_quant.technical_analysis.encoders.one_hotta_one_hot_encode_discretepandas_ta_quant.technical_analysis.encoders.one_hotta_performancepandas_ta_quant.technical_analysis.normalizerta_poly_coeffpandas_ta_quant.technical_analysis.indicators.single_objectta_ppopandas_ta_quant.technical_analysis.indicators.single_objectta_realative_candlespandas_ta_quant.technical_analysis.encoders.candlesta_rescalepandas_ta_quant.technical_analysis.normalizerta_returnspandas_ta_quant.technical_analysis.normalizerta_rnnpandas_ta_quant.technical_analysis.encoders.auto_regressionta_rocpandas_ta_quant.technical_analysis.indicators.single_objectta_rsipandas_ta_quant.technical_analysis.indicators.single_objectta_sarimaxpandas_ta_quant.technical_analysis.forecast.predictive_indicatorta_sharpe_ratiopandas_ta_quant.technical_analysis.indicators.single_objectta_sinusoidal_weekpandas_ta_quant.technical_analysis.indicators.timeta_sinusoidal_week_daypandas_ta_quant.technical_analysis.indicators.timeta_slopepandas_ta_quant.technical_analysis.indicators.single_objectta_smapandas_ta_quant.technical_analysis.filtersta_sma_price_ratiopandas_ta_quant.technical_analysis.normalizerta_sortino_ratiopandas_ta_quant.technical_analysis.indicators.single_objectta_sparse_covariancepandas_ta_quant.technical_analysis.covariancesta_std_ret_bandspandas_ta_quant.technical_analysis.bandsta_std_ret_bands_indicatorpandas_ta_quant.technical_analysis.indicators.single_objectta_stddevpandas_ta_quant.technical_analysis.indicators.single_objectta_trpandas_ta_quant.technical_analysis.indicators.multi_objectta_trend_linespandas_ta_quant.technical_analysis.forecast.supportta_trixpandas_ta_quant.technical_analysis.indicators.single_objectta_ultimate_oscpandas_ta_quant.technical_analysis.indicators.multi_objectta_up_down_volatility_ratiopandas_ta_quant.technical_analysis.indicators.single_objectta_volume_as_timepandas_ta_quant.technical_analysis.encoders.volumeta_wilderspandas_ta_quant.technical_analysis.filtersta_williams_Rpandas_ta_quant.technical_analysis.indicators.multi_objectta_z_normpandas_ta_quant.technical_analysis.normalizerta_zscorepandas_ta_quant.technical_analysis.indicators.single_object