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Codacy cleanup

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Miha Kralj
2022-11-14 11:06:00 -08:00
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docs/readme.md
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@@ -35,158 +35,158 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
⛔= Not implemented (yet)
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** |
|--|:--:|:--:|:--:|
| ✔️ OC2 - (Open+Close)/2 |️ `.OC2` || ️GetBaseQuote |
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | ️GetBaseQuote |
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE ||
| ✔️ OHL3 - (Open+High+Low)/3 | `.OHL3` |||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ GetBaseQuote |
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE ||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT ||
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE ||
| ⭐ MAX - Max value | `MAX_Series` | MAX ||
| ⭐ MIN - Min value | `MIN_Series` | MIN ||
| ⭐ SUM - Summation | `SUM_Series` | SUM ||
| ⭐ ADD - Addition | `ADD_Series` | ADD ||
| ⭐ SUB - Subtraction | `SUB_Series` | SUB ||
| ⭐ MUL - Multiplication | `MUL_Series` | MUL ||
| ⭐ DIV - Division | `DIV_Series` | DIV ||
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|--|:--:|:--:|:--:|:--:|
| ⭐ OC2 - (Open+Close)/2 |️ `.OC2` || CandlePart.OC2 ||
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 ||
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 ||
| ⭐ OHL3 - (Open+High+Low)/3 | `.OHL3` || CandlePart.OHL3 ||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 ||
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE | CandlePart.HLCC4 ||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT |||
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE |||
| ⭐ MAX - Max value | `MAX_Series` | MAX |||
| ⭐ MIN - Min value | `MIN_Series` | MIN |||
| ⭐ SUM - Summation | `SUM_Series` | SUM |||
| ⭐ ADD - Addition | `ADD_Series` | ADD |||
| ⭐ SUB - Subtraction | `SUB_Series` | SUB |||
| ⭐ MUL - Multiplication | `MUL_Series` | MUL |||
| ⭐ DIV - Division | `DIV_Series` | DIV |||
|||||
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ✔️ BIAS - Bias | `BIAS_Series` |||
| ⛔ CORREL - Pearson's Correlation Coefficient || CORREL | GetCorrelation |
| ⛔ COVAR - Covariance ||| GetCorrelation |
| ✔️ ENTP - Entropy | `ENTP_Series` |||
| ✔️ KURT - Kurtosis | `KURT_Series` |||
| ⭐ LINREG - Linear Regression | `LINREG_Series` || GetSlope |
| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma |
| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma |
| ✔️ MED - Median value | `MED_Series` |||
| ✔️ MSE - Mean Squared Error | `MSE_Series` || GetSma |
| ⛔ SKEW - Skewness ||||
| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV ||
| ✔️ SSDEV - Sample Standard Deviation | `SSDEV_Series` |||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` |||
| ✔️ VAR - Population Variance | `VAR_Series` | VAR ||
| ✔️ SVAR - Sample Variance | `SVAR_Series` |||
| ⛔ QUANT - Quantile ||||
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` |||
| ⛔ ZSCORE - Number of standard deviations from mean ||||
|||||
| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average ||||
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma |
| ⛔ ARIMA - Autoregressive Integrated Moving Average ||||
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma |
| ⛔ FRAMA - Fractal Adaptive Moving Average ||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average ||||
| ⛔ HILO - Gann High-Low Activator ||||
| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` |||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline |
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma |
| ⛔ HWMA - Holt-Winter Moving Average ||||
| ✔️ JMA - Jurik Moving Average | `JMA_Series` |||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama |
| ⛔ KDJ - KDJ Indicator (trend reversal) ||||
| ⛔ LSMA - Least Squares Moving Average ||||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd |
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama |
| ⛔ MCGD - McGinley Dynamic ||||
| ⛔ MMA - Modified Moving Average ||||
| ⛔ PPMA - Pivot Point Moving Average ||||
| ⛔ PWMA - Pascal's Weighted Moving Average ||||
| ✔️ RMA - WildeR's Moving Average | `RMA_Series` |||
| ⛔ SINWMA - Sine Weighted Moving Average ||||
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma |
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` |||
| ⛔ SSF - Ehler's Super Smoother Filter ||||
| ⛔ SUP - Supertrend ||||
| ⛔ SWMA - Symmetric Weighted Moving Average ||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 |
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema |
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA ||
| ⛔ TSF - Time Series Forecast || TSF ||
| ⛔ VIDYA - Variable Index Dynamic Average ||||
| ⛔ VOR - Vortex Indicator ||||
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma |
| ✔️ ZLEMA - Zero Lag EMA Average | `ZLEMA_Series` |||
|||||
| **VOLATILITY INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⭐ ADL - Chaikin Accumulation Distribution Line | `ADL_Series` | AD | GetAdl |
| ⭐ ADOSC - Chaikin Accumulation Distribution Oscillator | `ADOSC_Series` | ADOSC| GetAdl |
| ⭐ ATR - Average True Range | `ATR_Series` | ATR | GetAtr |
| ⭐ ATRP - Average True Range Percent | `ATRP_Series` || GetAtr |
| ⛔ BETA - Beta coefficient || BETA | GetBeta |
| ⭐ BBANDS - Bollinger Bands® | `BBANDS_Series` | BBANDS | GetBollingerBands |
| ⛔ CHAND - Chandelier Exit ||| GetChandelier |
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi |
| ⛔ DON - Donchian Channels ||| GetDonchian |
| ⛔ FCB - Fractal Chaos Bands ||| GetFcb |
| ⛔ HV - Historical Volatility ||||
| ⛔ ICH - Ichimoku ||| GetIchimoku |
| ⛔ KEL - Keltner Channels ||| GetKeltner |
| ⛔ NATR - Normalized Average True Range || NATR | GetAtr |
| ⛔ CHN - Price Channel Indicator ||||
| ⭐ RSI - Relative Strength Index | `RSI_Series` | RSI | GetRsi |
| ⛔ SAR - Parabolic Stop and Reverse || SAR | GetParabolicSar |
| ⛔ SRSI - Stochastic RSI || STOCHRSI | GetStochRsi |
| ⛔ STARC - Starc Bands ||||
| ⭐ TR - True Range | `TR_Series` | TRANGE | GetTr |
| ⛔ UI - Ulcer Index ||||
| ⛔ VSTOP - Volatility Stop ||||
|||||
| **MOMENTUM INDICATORS & OSCILLATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⛔ AC - Acceleration Oscillator ||||
| ⛔ ADX - Average Directional Movement Index || ADX | GetAdx |
| ⛔ ADXR - Average Directional Movement Index Rating || ADXR | GetAdx |
| ⛔ AO - Awesome Oscillator ||| GetAwesome |
| ⛔ APO - Absolute Price Oscillator || APO ||
| ⛔ AROON - Aroon oscillator || AROON | GetAroon |
| ⛔ BOP - Balance of Power || BOP | GetBop |
| ⭐ CCI - Commodity Channel Index | `CCI_Series` | CCI | GetCci |
| ⛔ CFO - Chande Forcast Oscillator ||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo |
| ⛔ COG - Center of Gravity ||||
| ⛔ COPPOCK - Coppock Curve ||||
| ⛔ CTI - Ehler's Correlation Trend Indicator ||||
| ⛔ DPO - Detrended Price Oscillator ||| GetDpo |
| ⛔ DMI - Directional Movement Index || DX | GetAdx |
| ⛔ EFI - Elder Ray's Force Index ||| GetElderRay |
| ⛔ GAT - Alligator oscillator ||| GetGator |
| ⛔ HURST - Hurst Exponent ||| GetHurst |
| ⛔ KRI - Kairi Relative Index ||||
| ⛔ KVO - Klinger Volume Oscillator ||||
| ⛔ MFI - Money Flow Index || MFI | GetMfi |
| ⛔ MOM - Momentum || MOM ||
| ⛔ NVI - Negative Volume Index ||||
| ⛔ PO - Price Oscillator ||||
| ⛔ PPO - Percentage Price Oscillator || PPO ||
| ⛔ PMO - Price Momentum Oscillator ||||
| ⛔ PVI - Positive Volume Index ||||
| ⛔ ROC - Rate of Change || MOM | GetRoc |
| ⛔ RVGI - Relative Vigor Index ||||
| ⛔ SMI - Stochastic Momentum Index ||||
| ⛔ STC - Schaff Trend Cycle ||||
| ⛔ STOCH - Stochastic Oscillator || STOCH | GetStoch |
| ⛔ TRIX - 1-day ROC of TEMA || TRIX | GetTrix |
| ⛔ TSI - True Strength Index ||||
| ⛔ UO - Ultimate Oscillator || ULTOSC | GetUltimate |
| ⛔ WILLR - Larry Williams' %R || WILLR | GetWilliamsR |
| ⛔ WGAT - Williams Alligator ||||
|||||
| **VOLUME INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** |
| ⛔ AOBV - Archer On-Balance Volume ||||
| ⛔ CMF - Chaikin Money Flow ||||
| ⛔ EOM - Ease of Movement ||||
| ⭐ OBV - On-Balance Volume | ` OBV_Series` | OBV | GetObv |
| ⛔ PRS - Price Relative Strength |||
| ⛔ PVOL - Price-Volume ||||
| ⛔ PVO - Percentage Volume Oscillator ||||
| ⛔ PVR - Price Volume Rank ||||
| ⛔ PVT - Price Volume Trend ||||
| ⛔ VP - Volume Profile ||||
| ⛔ VWAP - Volume Weighted Average Price ||||
| ⛔ VWMA - Volume Weighted Moving Average ||||
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
| ⛔ CORREL - Pearson's Correlation Coefficient || CORREL | GetCorrelation ||
| ⛔ COVAR - Covariance ||| GetCorrelation ||
| ⭐ ENTP - Entropy | `ENTP_Series` ||| entropy |
| ⭐ KURT - Kurtosis | `KURT_Series` ||| kurtosis |
| ⭐ LINREG - Linear Regression | `LINREG_Series` || GetSlope ||
| ⭐ MAD - Mean Absolute Deviation | `MAD_Series` || GetSma | mad |
| ⭐ MAPE - Mean Absolute Percent Error | `MAPE_Series` || GetSma ||
| ⭐ MED - Median value | `MED_Series` ||| median |
| ✔️ MSE - Mean Squared Error | `MSE_Series` || GetSma ||
| ⛔ SKEW - Skewness |||||
| ⭐ SDEV - Standard Deviation (Volatility) | `SDEV_Series` | STDDEV |||
| ✔️ SSDEV - Sample Standard Deviation | `SSDEV_Series` ||||
| ✔️ SMAPE - Symmetric Mean Absolute Percent Error | `SMAPE_Series` ||||
| ⭐ VAR - Population Variance | `VAR_Series` | VAR || variance |
| ⭐ SVAR - Sample Variance | `SVAR_Series` ||| variance |
| ⛔ QUANT - Quantile |||||
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
| ⛔ ZSCORE - Number of standard deviations from mean |||||
||||||
| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma ||
| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` || GetEma | ema |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average |||||
| ⛔ HILO - Gann High-Low Activator |||||
| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` ||||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline ||
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma |
| ⛔ HWMA - Holt-Winter Moving Average |||||
| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||||
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama |
| ⛔ KDJ - KDJ Indicator (trend reversal) |||||
| ⛔ LSMA - Least Squares Moving Average |||||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd ||
| ⛔ MAMA - MESA Adaptive Moving Average || MAMA | GetMama ||
| ⛔ MCGD - McGinley Dynamic |||||
| ⛔ MMA - Modified Moving Average |||||
| ⛔ PPMA - Pivot Point Moving Average |||||
| ⛔ PWMA - Pascal's Weighted Moving Average |||||
| ⭐ RMA - WildeR's Moving Average | `RMA_Series` ||| rma |
| ⛔ SINWMA - Sine Weighted Moving Average |||||
| ⭐ SMA - Simple Moving Average | `SMA_Series` | SMA | GetSma | sma |
| ⭐ SMMA - Smoothed Moving Average | `SMMA_Series` || GetSmma ||
| ⛔ SSF - Ehler's Super Smoother Filter |||||
| ⛔ SUP - Supertrend |||||
| ⛔ SWMA - Symmetric Weighted Moving Average |||||
| ⛔ T3 - Tillson T3 Moving Average || T3 | GetT3 ||
| ⭐ TEMA - Triple EMA Average | `TEMA_Series` | TEMA | GetTema | tema |
| ⭐ TRIMA - Triangular Moving Average | `TRIMA_Series` | TRIMA |||
| ⛔ TSF - Time Series Forecast || TSF |||
| ⛔ VIDYA - Variable Index Dynamic Average |||||
| ⛔ VOR - Vortex Indicator |||||
| ⭐ WMA - Weighted Moving Average | `WMA_Series` | WMA | GetWma | wma |
| ⭐ ZLEMA - Zero Lag EMA Average | `ZLEMA_Series` ||| zlma |
||||||
| **VOLATILITY INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⭐ ADL - Chaikin Accumulation Distribution Line | `ADL_Series` | AD | GetAdl | ad |
| ⭐ ADOSC - Chaikin Accumulation Distribution Oscillator | `ADOSC_Series` | ADOSC| GetAdl | adosc |
| ⭐ ATR - Average True Range | `ATR_Series` | ATR | GetAtr | atr |
| ⭐ ATRP - Average True Range Percent | `ATRP_Series` || GetAtr ||
| ⛔ BETA - Beta coefficient || BETA | GetBeta ||
| ⭐ BBANDS - Bollinger Bands® | `BBANDS_Series` | BBANDS | GetBollingerBands ||
| ⛔ CHAND - Chandelier Exit ||| GetChandelier ||
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi ||
| ⛔ DON - Donchian Channels ||| GetDonchian ||
| ⛔ FCB - Fractal Chaos Bands ||| GetFcb ||
| ⛔ HV - Historical Volatility |||||
| ⛔ ICH - Ichimoku ||| GetIchimoku ||
| ⛔ KEL - Keltner Channels ||| GetKeltner ||
| ⛔ NATR - Normalized Average True Range || NATR | GetAtr ||
| ⛔ CHN - Price Channel Indicator |||||
| ⭐ RSI - Relative Strength Index | `RSI_Series` | RSI | GetRsi | rsi |
| ⛔ SAR - Parabolic Stop and Reverse || SAR | GetParabolicSar ||
| ⛔ SRSI - Stochastic RSI || STOCHRSI | GetStochRsi ||
| ⛔ STARC - Starc Bands |||||
| ⭐ TR - True Range | `TR_Series` | TRANGE | GetTr | true_range |
| ⛔ UI - Ulcer Index |||||
| ⛔ VSTOP - Volatility Stop |||||
||||||
| **MOMENTUM INDICATORS & OSCILLATORS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⛔ AC - Acceleration Oscillator |||||
| ⛔ ADX - Average Directional Movement Index || ADX | GetAdx ||
| ⛔ ADXR - Average Directional Movement Index Rating || ADXR | GetAdx ||
| ⛔ AO - Awesome Oscillator ||| GetAwesome ||
| ⛔ APO - Absolute Price Oscillator || APO |||
| ⛔ AROON - Aroon oscillator || AROON | GetAroon ||
| ⛔ BOP - Balance of Power || BOP | GetBop ||
| ⭐ CCI - Commodity Channel Index | `CCI_Series` | CCI | GetCci ||
| ⛔ CFO - Chande Forcast Oscillator |||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo ||
| ⛔ COG - Center of Gravity |||||
| ⛔ COPPOCK - Coppock Curve |||||
| ⛔ CTI - Ehler's Correlation Trend Indicator |||||
| ⛔ DPO - Detrended Price Oscillator ||| GetDpo ||
| ⛔ DMI - Directional Movement Index || DX | GetAdx ||
| ⛔ EFI - Elder Ray's Force Index ||| GetElderRay ||
| ⛔ GAT - Alligator oscillator ||| GetGator ||
| ⛔ HURST - Hurst Exponent ||| GetHurst ||
| ⛔ KRI - Kairi Relative Index |||||
| ⛔ KVO - Klinger Volume Oscillator |||||
| ⛔ MFI - Money Flow Index || MFI | GetMfi ||
| ⛔ MOM - Momentum || MOM |||
| ⛔ NVI - Negative Volume Index |||||
| ⛔ PO - Price Oscillator |||||
| ⛔ PPO - Percentage Price Oscillator || PPO |||
| ⛔ PMO - Price Momentum Oscillator |||||
| ⛔ PVI - Positive Volume Index |||||
| ⛔ ROC - Rate of Change || MOM | GetRoc ||
| ⛔ RVGI - Relative Vigor Index |||||
| ⛔ SMI - Stochastic Momentum Index |||||
| ⛔ STC - Schaff Trend Cycle |||||
| ⛔ STOCH - Stochastic Oscillator || STOCH | GetStoch ||
| ⛔ TRIX - 1-day ROC of TEMA || TRIX | GetTrix ||
| ⛔ TSI - True Strength Index |||||
| ⛔ UO - Ultimate Oscillator || ULTOSC | GetUltimate ||
| ⛔ WILLR - Larry Williams' %R || WILLR | GetWilliamsR ||
| ⛔ WGAT - Williams Alligator |||||
||||||
| **VOLUME INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| ⛔ AOBV - Archer On-Balance Volume |||||
| ⛔ CMF - Chaikin Money Flow |||||
| ⛔ EOM - Ease of Movement |||||
| ⭐ OBV - On-Balance Volume | `OBV_Series` | OBV | GetObv ||
| ⛔ PRS - Price Relative Strength ||||
| ⛔ PVOL - Price-Volume |||||
| ⛔ PVO - Percentage Volume Oscillator |||||
| ⛔ PVR - Price Volume Rank |||||
| ⛔ PVT - Price Volume Trend |||||
| ⛔ VP - Volume Profile |||||
| ⛔ VWAP - Volume Weighted Average Price |||||
| ⛔ VWMA - Volume Weighted Moving Average |||||