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refactoring

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Miha Kralj
2022-11-26 22:04:26 -08:00
parent 570a7896df
commit 58694a9600
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docs/readme.md
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@@ -34,28 +34,31 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
⛔= Not implemented (yet)
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
|--|:--:|:--:|:--:|:--:|
| **BASIC TRANSFORMS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** | **Tulip** |
|--|:--:|:--:|:--:|:--:|:--:|
| ⭐ OC2 - (Open+Close)/2 |️ `.OC2` || CandlePart.OC2 ||
| ⭐ HL2 - Median Price | `.HL2` | MEDPRICE | CandlePart.HL2 | hl2 |
| ⭐ HLC3 - Typical Price | `.HLC3` | TYPPRICE | CandlePart.HLC3 | hlc3 |
| ⭐ OHL3 - (Open+High+Low)/3 | `.OHL3` || CandlePart.OHL3 ||
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 | ohlc4 |
| ⭐ OHLC4 - Average Price | `.OHLC4` | AVGPRICE |️ CandlePart.OHLC4 | ohlc4 | avgprice |
| ⭐ HLCC4 - Weighted Price | `.HLCC4` | WCLPRICE | CandlePart.HLCC4 ||
| ⭐ MIDPOINT - Midpoint value | `MIDPOINT_Series` | MIDPOINT || midpoint |
| ⭐ MIDPRICE - Midpoint price | `MIDPRICE_Series` | MIDPRICE || 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 |||
| ⭐ MAX - Max value | `MAX_Series` | MAX ||| max |
| ⭐ MIN - Min value | `MIN_Series` | MIN ||| min |
| ⭐ SUM - Summation | `SUM_Series` | SUM ||| sum |
| ⭐ ADD - Addition | `ADD_Series` | ADD ||| add |
| ⭐ SUB - Subtraction | `SUB_Series` | SUB ||| sub |
| ⭐ MUL - Multiplication | `MUL_Series` | MUL ||| mul |
| ⭐ DIV - Division | `DIV_Series` | DIV ||| div |
|||||
| **STATISTICS & NUMERICAL ANALYSIS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| **STATISTICS & NUMERICAL ANALYSIS** |
||||||
| ⭐ BIAS - Bias | `BIAS_Series` ||| bias |
| ⭐ CORR - Pearson's Correlation Coefficient | `CORR_Series` | CORREL | GetCorrelation ||
| ⭐ COVAR - Covariance | `COVAR_Series` || GetCorrelation ||
| ⛔ DECAY - Linear Decay ||||| decay |
| ⛔ EDECAY - Exponential Decay ||||| edecay |
| ⭐ ENTROPY - Entropy | `ENTROPY_Series` ||| entropy |
| ⭐ KURTOSIS - Kurtosis | `KURT_Series` ||| kurtosis |
| ⭐ LINREG - Linear Regression | `LINREG_Series` || GetSlope ||
@@ -73,22 +76,23 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ✔️ WMAPE - Weighted Mean Absolute Percent Error | `WMAPE_Series` ||||
| ⭐ ZSCORE - Number of standard deviations from mean | `ZSCORE_Series` || GetStdDev | zscore |
||||||
| **TREND INDICATORS & AVERAGES** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| **TREND INDICATORS & AVERAGES** |
||||||
| ⛔ AFIRMA - Autoregressive Finite Impulse Response Moving Average |||||
| ⭐ ALMA - Arnaud Legoux Moving Average | `ALMA_Series` || GetAlma | alma |
| ⛔ ARIMA - Autoregressive Integrated Moving Average |||||
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` | EMA | GetEma | ema |
| ⭐ DEMA - Double EMA Average | `DEMA_Series` | DEMA | GetDema | dema | dema |
| ⭐ EMA - Exponential Moving Average | `EMA_Series` | EMA | GetEma | ema | ema |
| ⛔ EPMA - Endpoint Moving Average ||| GetEpma ||
| ⛔ FRAMA - Fractal Adaptive Moving Average |||||
| ⛔ FWMA - Fibonacci's Weighted Moving Average |||| fwma |
| ⛔ HILO - Gann High-Low Activator |||| hilo |
| ✔️ HEMA - Hull/EMA Average | `HEMA_Series` ||||
| ⛔ Hilbert Transform Instantaneous Trendline || HT_TRENDLINE | GetHtTrendline ||
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma |
| ⭐ HMA - Hull Moving Average | `HMA_Series` || GetHma | hma | hma |
| ⛔ HWMA - Holt-Winter Moving Average |||| hwma |
| ✔️ JMA - Jurik Moving Average | `JMA_Series` ||| jma |
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama |
| ⭐ KAMA - Kaufman's Adaptive Moving Average | `KAMA_Series` | KAMA | GetKama | kama | kama |
| ⛔ KDJ - KDJ Indicator (trend reversal) |||| kdj |
| ⛔ LSMA - Least Squares Moving Average |||||
| ⭐ MACD - Moving Average Convergence/Divergence | `MACD_Series` | MACD | GetMacd | macd |
@@ -113,17 +117,20 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⭐ 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 |
| **VOLATILITY INDICATORS** |
||||||
| ⭐ ADL - Chaikin Accumulation Distribution Line | `ADL_Series` | AD | GetAdl | ad | ad |
| ⭐ ADOSC - Chaikin Accumulation Distribution Oscillator | `ADOSC_Series` | ADOSC| GetAdl | adosc | adosc |
| ⭐ ATR - Average True Range | `ATR_Series` | ATR | GetAtr | atr | atr |
| ⭐ ATRP - Average True Range Percent | `ATRP_Series` || GetAtr ||
| ⛔ BETA - Beta coefficient || BETA | GetBeta ||
| ⭐ BBANDS - Bollinger Bands® | `BBANDS_Series` | BBANDS | GetBollingerBands ||
| ⭐ BBANDS - Bollinger Bands® | `BBANDS_Series` | BBANDS | GetBollingerBands || bbands |
| ⛔ CHAND - Chandelier Exit ||| GetChandelier ||
| ⛔ CRSI - Connor RSI ||| GetConnorsRsi ||
| ⛔ CVI - Chaikins Volatility ||||| cvi |
| ⛔ DON - Donchian Channels ||| GetDonchian ||
| ⛔ FCB - Fractal Chaos Bands ||| GetFcb ||
| ⛔ FISHER - Fisher Transform ||| GetFcb || fisher |
| ⛔ HV - Historical Volatility |||||
| ⛔ ICH - Ichimoku ||| GetIchimoku ||
| ⛔ KEL - Keltner Channels ||| GetKeltner ||
@@ -137,23 +144,25 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ UI - Ulcer Index |||||
| ⛔ VSTOP - Volatility Stop |||||
||||||
| **MOMENTUM INDICATORS & OSCILLATORS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| **MOMENTUM INDICATORS & OSCILLATORS** |
||||||
| ⛔ 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 ||
| ⛔ ADX - Average Directional Movement Index || ADX | GetAdx || adx |
| ⛔ ADXR - Average Directional Movement Index Rating || ADXR | GetAdx || adxr |
| ⛔ AO - Awesome Oscillator ||| GetAwesome || ao |
| ⛔ APO - Absolute Price Oscillator || APO ||| apo |
| ⛔ AROON - Aroon oscillator || AROON | GetAroon || aroon |
| ⛔ BOP - Balance of Power || BOP | GetBop || bop |
| ⭐ CCI - Commodity Channel Index | `CCI_Series` | CCI | GetCci || cci |
| ⛔ CFO - Chande Forcast Oscillator |||||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo ||
| ⛔ CMO - Chande Momentum Oscillator || CMO | GetCmo || cmo |
| ⛔ 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 ||
| ⛔ FOSC - Forecast oscillator ||||| fosc |
| ⛔ GAT - Alligator oscillator ||| GetGator ||
| ⛔ HURST - Hurst Exponent ||| GetHurst ||
| ⛔ KRI - Kairi Relative Index |||||
@@ -176,10 +185,12 @@ See [Getting Started](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/gett
| ⛔ WILLR - Larry Williams' %R || WILLR | GetWilliamsR ||
| ⛔ WGAT - Williams Alligator |||||
||||||
| **VOLUME INDICATORS** | **QuanTAlib** | **TA-LIB** | **Skender** | **Pandas TA** |
| **VOLUME INDICATORS** |
||||||
| ⛔ AOBV - Archer On-Balance Volume |||||
| ⛔ CMF - Chaikin Money Flow |||||
| ⛔ EOM - Ease of Movement |||||
| ⛔ EOM - Ease of Movement ||||| emv |
| ⛔ KVO - Klinger Volume Oscilaltor ||||| kvo |
| ⭐ OBV - On-Balance Volume | `OBV_Series` | OBV | GetObv ||
| ⛔ PRS - Price Relative Strength ||||
| ⛔ PVOL - Price-Volume |||||