Pratik Bhadane
104 lines
2.6 KiB
ReStructuredText
104 lines
2.6 KiB
ReStructuredText
Quick Start
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===========
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Installation
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------------
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.. code-block:: bash
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pip install ferro-ta
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# For Pandas support:
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pip install ferro-ta pandas
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# For benchmarks:
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pip install ferro-ta pytest-benchmark
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Basic Usage
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-----------
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All functions accept NumPy arrays and return NumPy arrays:
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.. code-block:: python
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import numpy as np
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from ferro_ta import SMA, EMA, RSI, MACD, BBANDS, ATR
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close = np.array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.15, 43.61, 44.33])
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high = close + 0.5
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low = close - 0.5
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# Single output
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sma = SMA(close, timeperiod=5)
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ema = EMA(close, timeperiod=5)
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rsi = RSI(close, timeperiod=5)
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atr = ATR(high, low, close, timeperiod=5)
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# Multi output
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upper, middle, lower = BBANDS(close, timeperiod=5)
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macd_line, signal, histogram = MACD(close)
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Pandas Integration
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------------------
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All functions transparently accept ``pandas.Series`` and preserve the index:
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.. code-block:: python
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import pandas as pd
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from ferro_ta import SMA, BBANDS
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idx = pd.date_range("2024-01-01", periods=10, freq="D")
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close = pd.Series([44.34, 44.09, 44.15, 43.61, 44.33,
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44.83, 45.10, 45.15, 43.61, 44.33], index=idx)
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sma = SMA(close, timeperiod=3) # → pd.Series, same index
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upper, mid, lower = BBANDS(close, timeperiod=3) # → tuple of pd.Series
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Streaming / Live Trading
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------------------------
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Use the :mod:`ferro_ta.streaming` module for bar-by-bar processing:
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.. code-block:: python
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from ferro_ta.streaming import StreamingSMA, StreamingRSI, StreamingATR
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sma = StreamingSMA(period=5)
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rsi = StreamingRSI(period=14)
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atr = StreamingATR(period=14)
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for bar in live_feed:
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current_sma = sma.update(bar.close)
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current_rsi = rsi.update(bar.close)
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current_atr = atr.update(bar.high, bar.low, bar.close)
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Extended Indicators
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-------------------
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.. code-block:: python
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from ferro_ta import VWAP, SUPERTREND, ICHIMOKU, DONCHIAN, PIVOT_POINTS
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import numpy as np
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high = np.array([...])
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low = np.array([...])
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close = np.array([...])
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vol = np.array([...])
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# VWAP
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vwap = VWAP(high, low, close, vol)
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rolling_vwap = VWAP(high, low, close, vol, timeperiod=14)
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# Supertrend
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st_line, direction = SUPERTREND(high, low, close, timeperiod=7, multiplier=3.0)
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# Ichimoku Cloud
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tenkan, kijun, senkou_a, senkou_b, chikou = ICHIMOKU(high, low, close)
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# Donchian Channels
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dc_upper, dc_mid, dc_lower = DONCHIAN(high, low, timeperiod=20)
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# Pivot Points
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pivot, r1, s1, r2, s2 = PIVOT_POINTS(high, low, close, method="classic")
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