675 lines
19 KiB
Python
675 lines
19 KiB
Python
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"""
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ferro_ta — A fast Technical Analysis library powered by Rust and PyO3.
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Drop-in alternative to TA-Lib with pre-compiled wheels for all platforms.
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Indicators are organized into sub-modules matching TA-Lib's category structure,
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and are also importable directly from this top-level package for convenience.
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Sub-packages
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------------
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* :mod:`ferro_ta.indicators` — All indicator functions (overlap, momentum, volume, volatility, statistic, cycle, pattern, price_transform, math_ops, extended)
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* :mod:`ferro_ta.core` — Core utilities (exceptions, config, logging, registry, raw)
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* :mod:`ferro_ta.data` — Data utilities (streaming, batch, chunked, resampling, aggregation, adapters)
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* :mod:`ferro_ta.analysis` — Analysis tools (portfolio, backtest, regime, cross_asset, attribution, signals, features, crypto, options, futures, derivatives payoff)
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* :mod:`ferro_ta.tools` — Developer tools (tools, viz, dashboard, alerts, dsl, pipeline, workflow, api_info, gpu)
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Sub-modules (also accessible via sub-packages above)
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-----------------------------------------------------
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* :mod:`ferro_ta.indicators.overlap` — Overlap Studies (SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, T3, MACD, BBANDS, SAR, MA, MAVP, MAMA, SAREXT, MACDEXT, …)
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* :mod:`ferro_ta.indicators.momentum` — Momentum Indicators (RSI, STOCH, ADX, CCI, WILLR, AROON, MFI, …)
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* :mod:`ferro_ta.indicators.volume` — Volume Indicators (AD, ADOSC, OBV)
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* :mod:`ferro_ta.indicators.volatility` — Volatility Indicators (ATR, NATR, TRANGE)
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* :mod:`ferro_ta.indicators.statistic` — Statistic Functions (STDDEV, VAR, LINEARREG, BETA, CORREL, …)
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* :mod:`ferro_ta.indicators.price_transform` — Price Transformations (AVGPRICE, MEDPRICE, TYPPRICE, WCLPRICE)
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* :mod:`ferro_ta.indicators.pattern` — Pattern Recognition (CDLDOJI, CDLENGULFING, CDLHAMMER, …)
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* :mod:`ferro_ta.indicators.cycle` — Cycle Indicators (HT_TRENDLINE, HT_DCPERIOD, HT_DCPHASE, HT_PHASOR, HT_SINE, HT_TRENDMODE)
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* :mod:`ferro_ta.indicators.math_ops` — Math Operators/Transforms (ADD, SUB, MULT, DIV, SUM, MAX, MIN, ACOS, SIN, …)
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* :mod:`ferro_ta.indicators.extended` — Extended Indicators (VWAP, SUPERTREND, ICHIMOKU, DONCHIAN, PIVOT_POINTS, KELTNER_CHANNELS, HULL_MA, CHANDELIER_EXIT, VWMA, CHOPPINESS_INDEX)
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* :mod:`ferro_ta.data.streaming` — Streaming / Incremental API (bar-by-bar stateful classes for live trading)
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* :mod:`ferro_ta.data.batch` — Batch Execution API (run SMA/EMA/RSI on 2-D arrays of multiple series)
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* :mod:`ferro_ta.data.resampling` — OHLCV resampling and multi-timeframe API
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* :mod:`ferro_ta.data.aggregation` — Tick/trade aggregation pipeline
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* :mod:`ferro_ta.tools.dsl` — Strategy expression DSL
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* :mod:`ferro_ta.analysis.signals` — Signal composition and screening
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* :mod:`ferro_ta.analysis.portfolio` — Portfolio and multi-asset analytics
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* :mod:`ferro_ta.analysis.cross_asset` — Cross-asset and relative strength
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* :mod:`ferro_ta.analysis.features` — Feature matrix and ML readiness
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* :mod:`ferro_ta.analysis.options` — Options pricing, Greeks, IV, smile, and chain analytics
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* :mod:`ferro_ta.analysis.futures` — Futures basis, carry, roll, and curve analytics
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* :mod:`ferro_ta.tools.viz` — Charting and visualisation API
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* :mod:`ferro_ta.data.adapters` — Market data adapters
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Usage
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-----
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>>> import numpy as np
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>>> from ferro_ta import SMA, EMA, RSI, MACD, BBANDS
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>>> close = np.array([10.0, 11.0, 12.0, 13.0, 14.0, 13.5, 12.5])
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>>> SMA(close, timeperiod=3)
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array([ nan, nan, 11. , 12. , 13. , 13.5, 13.33...])
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>>> # Or import from sub-packages:
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>>> from ferro_ta.indicators.overlap import SMA, BBANDS
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>>> from ferro_ta.indicators.momentum import RSI, ADX
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>>> from ferro_ta.indicators.volatility import ATR
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>>> from ferro_ta.indicators.cycle import HT_TRENDLINE, HT_DCPERIOD
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>>> # Backward-compat flat imports still work:
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>>> from ferro_ta.overlap import SMA # noqa: F401 (stub)
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"""
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from __future__ import annotations
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import re as _re
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import sys as _sys
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from importlib.metadata import PackageNotFoundError as _PackageNotFoundError
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from importlib.metadata import version as _dist_version
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from pathlib import Path as _Path
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try:
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import tomllib as _tomllib
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except ImportError: # pragma: no cover
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try:
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import tomli as _tomllib # type: ignore[no-redef]
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except ImportError: # pragma: no cover
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_tomllib = None # type: ignore[assignment]
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def _detect_version() -> str:
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try:
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return _dist_version("ferro-ta")
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except _PackageNotFoundError:
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pass
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if _tomllib is not None:
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pyproject_toml = _Path(__file__).resolve().parents[2] / "pyproject.toml"
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if pyproject_toml.is_file():
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try:
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with pyproject_toml.open("rb") as handle:
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data = _tomllib.load(handle)
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return data.get("project", {}).get("version", "0+unknown")
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except Exception:
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pass
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pyproject_toml = _Path(__file__).resolve().parents[2] / "pyproject.toml"
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if pyproject_toml.is_file():
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try:
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text = pyproject_toml.read_text(encoding="utf-8")
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match = _re.search(r'^version\s*=\s*"([^"]+)"', text, _re.MULTILINE)
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if match:
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return match.group(1)
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except Exception:
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pass
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return "0+unknown"
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__version__ = _detect_version()
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# ---------------------------------------------------------------------------
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# Exceptions — exported at the top level for convenient catching
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# ---------------------------------------------------------------------------
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from ferro_ta.core.exceptions import ( # noqa: F401
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FerroTAError,
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FerroTaError,
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FerroTAInputError,
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FerroTAValueError,
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InsufficientDataError,
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InvalidInputError,
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InvalidPeriodError,
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LengthMismatchError,
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NumericConvergenceError,
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)
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# ---------------------------------------------------------------------------
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# Cycle Indicators
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.cycle import ( # noqa: F401
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HT_DCPERIOD,
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HT_DCPHASE,
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HT_PHASOR,
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HT_SINE,
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HT_TRENDLINE,
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HT_TRENDMODE,
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)
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# ---------------------------------------------------------------------------
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# Math Operators & Math Transforms
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.math_ops import ( # noqa: F401
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ACOS,
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ADD,
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ASIN,
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ATAN,
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CEIL,
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COS,
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COSH,
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DIV,
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EXP,
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FLOOR,
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LN,
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LOG10,
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MAX,
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MAXINDEX,
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MIN,
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MININDEX,
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MULT,
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SIN,
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SINH,
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SQRT,
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SUB,
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SUM,
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TAN,
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TANH,
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)
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# ---------------------------------------------------------------------------
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# Momentum Indicators
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.momentum import ( # noqa: F401
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ADX,
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ADXR,
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APO,
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AROON,
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AROONOSC,
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BOP,
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CCI,
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CMO,
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DX,
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MFI,
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MINUS_DI,
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MINUS_DM,
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MOM,
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PLUS_DI,
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PLUS_DM,
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PPO,
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ROC,
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ROCP,
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ROCR,
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ROCR100,
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RSI,
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STOCH,
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STOCHF,
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STOCHRSI,
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TRANGE,
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TRIX,
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ULTOSC,
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WILLR,
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)
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# ---------------------------------------------------------------------------
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# Overlap Studies
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.overlap import ( # noqa: F401
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BBANDS,
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DEMA,
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EMA,
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KAMA,
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MA,
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MACD,
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MACDEXT,
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MACDFIX,
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MAMA,
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MAVP,
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MIDPOINT,
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MIDPRICE,
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SAR,
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SAREXT,
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SMA,
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T3,
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TEMA,
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TRIMA,
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WMA,
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)
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# ---------------------------------------------------------------------------
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# Pattern Recognition
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.pattern import ( # noqa: F401
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CDL2CROWS,
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CDL3BLACKCROWS,
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CDL3INSIDE,
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CDL3LINESTRIKE,
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CDL3OUTSIDE,
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CDL3STARSINSOUTH,
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CDL3WHITESOLDIERS,
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CDLABANDONEDBABY,
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CDLADVANCEBLOCK,
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CDLBELTHOLD,
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CDLBREAKAWAY,
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CDLCLOSINGMARUBOZU,
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CDLCONCEALBABYSWALL,
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CDLCOUNTERATTACK,
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CDLDARKCLOUDCOVER,
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CDLDOJI,
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CDLDOJISTAR,
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CDLDRAGONFLYDOJI,
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CDLENGULFING,
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CDLEVENINGDOJISTAR,
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CDLEVENINGSTAR,
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CDLGAPSIDESIDEWHITE,
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CDLGRAVESTONEDOJI,
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CDLHAMMER,
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CDLHANGINGMAN,
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CDLHARAMI,
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CDLHARAMICROSS,
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CDLHIGHWAVE,
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CDLHIKKAKE,
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CDLHIKKAKEMOD,
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CDLHOMINGPIGEON,
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CDLIDENTICAL3CROWS,
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CDLINNECK,
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CDLINVERTEDHAMMER,
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CDLKICKING,
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CDLKICKINGBYLENGTH,
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CDLLADDERBOTTOM,
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CDLLONGLEGGEDDOJI,
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CDLLONGLINE,
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CDLMARUBOZU,
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CDLMATCHINGLOW,
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CDLMATHOLD,
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CDLMORNINGDOJISTAR,
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CDLMORNINGSTAR,
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CDLONNECK,
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CDLPIERCING,
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CDLRICKSHAWMAN,
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CDLRISEFALL3METHODS,
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CDLSEPARATINGLINES,
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CDLSHOOTINGSTAR,
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CDLSHORTLINE,
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CDLSPINNINGTOP,
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CDLSTALLEDPATTERN,
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CDLSTICKSANDWICH,
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CDLTAKURI,
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CDLTASUKIGAP,
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CDLTHRUSTING,
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CDLTRISTAR,
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CDLUNIQUE3RIVER,
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CDLUPSIDEGAP2CROWS,
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CDLXSIDEGAP3METHODS,
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)
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# ---------------------------------------------------------------------------
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# Price Transformations
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.price_transform import ( # noqa: F401
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AVGPRICE,
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MEDPRICE,
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TYPPRICE,
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WCLPRICE,
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)
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# ---------------------------------------------------------------------------
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# Statistic Functions
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.statistic import ( # noqa: F401
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BETA,
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CORREL,
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LINEARREG,
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LINEARREG_ANGLE,
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LINEARREG_INTERCEPT,
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LINEARREG_SLOPE,
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STDDEV,
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TSF,
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VAR,
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)
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# ---------------------------------------------------------------------------
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# Volatility Indicators
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.volatility import ( # noqa: F401
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ATR,
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NATR,
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)
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# ---------------------------------------------------------------------------
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# Volume Indicators
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# ---------------------------------------------------------------------------
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from ferro_ta.indicators.volume import ( # noqa: F401
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AD,
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ADOSC,
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OBV,
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)
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__all__ = [
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"__version__",
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# Overlap Studies
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"SMA",
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"EMA",
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"WMA",
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"DEMA",
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"TEMA",
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"TRIMA",
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"KAMA",
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"T3",
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"BBANDS",
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"MACD",
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"MACDFIX",
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"MACDEXT",
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"SAR",
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"SAREXT",
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"MA",
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"MAVP",
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"MAMA",
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"MIDPOINT",
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"MIDPRICE",
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# Momentum
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"RSI",
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"MOM",
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"ROC",
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"ROCP",
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"ROCR",
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"ROCR100",
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"WILLR",
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"AROON",
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"AROONOSC",
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"CCI",
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"MFI",
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"BOP",
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"STOCHF",
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"STOCH",
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"STOCHRSI",
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"APO",
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"PPO",
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||
|
|
"CMO",
|
||
|
|
"PLUS_DM",
|
||
|
|
"MINUS_DM",
|
||
|
|
"PLUS_DI",
|
||
|
|
"MINUS_DI",
|
||
|
|
"DX",
|
||
|
|
"ADX",
|
||
|
|
"ADXR",
|
||
|
|
"TRIX",
|
||
|
|
"ULTOSC",
|
||
|
|
"TRANGE",
|
||
|
|
# Volume
|
||
|
|
"AD",
|
||
|
|
"ADOSC",
|
||
|
|
"OBV",
|
||
|
|
# Volatility
|
||
|
|
"ATR",
|
||
|
|
"NATR",
|
||
|
|
# Statistics
|
||
|
|
"STDDEV",
|
||
|
|
"VAR",
|
||
|
|
"LINEARREG",
|
||
|
|
"LINEARREG_SLOPE",
|
||
|
|
"LINEARREG_INTERCEPT",
|
||
|
|
"LINEARREG_ANGLE",
|
||
|
|
"TSF",
|
||
|
|
"BETA",
|
||
|
|
"CORREL",
|
||
|
|
# Price transforms
|
||
|
|
"AVGPRICE",
|
||
|
|
"MEDPRICE",
|
||
|
|
"TYPPRICE",
|
||
|
|
"WCLPRICE",
|
||
|
|
# Patterns
|
||
|
|
"CDL2CROWS",
|
||
|
|
"CDL3BLACKCROWS",
|
||
|
|
"CDL3INSIDE",
|
||
|
|
"CDL3LINESTRIKE",
|
||
|
|
"CDL3OUTSIDE",
|
||
|
|
"CDL3STARSINSOUTH",
|
||
|
|
"CDL3WHITESOLDIERS",
|
||
|
|
"CDLABANDONEDBABY",
|
||
|
|
"CDLADVANCEBLOCK",
|
||
|
|
"CDLBELTHOLD",
|
||
|
|
"CDLBREAKAWAY",
|
||
|
|
"CDLCLOSINGMARUBOZU",
|
||
|
|
"CDLCONCEALBABYSWALL",
|
||
|
|
"CDLCOUNTERATTACK",
|
||
|
|
"CDLDARKCLOUDCOVER",
|
||
|
|
"CDLDOJI",
|
||
|
|
"CDLDOJISTAR",
|
||
|
|
"CDLDRAGONFLYDOJI",
|
||
|
|
"CDLENGULFING",
|
||
|
|
"CDLEVENINGDOJISTAR",
|
||
|
|
"CDLEVENINGSTAR",
|
||
|
|
"CDLGAPSIDESIDEWHITE",
|
||
|
|
"CDLGRAVESTONEDOJI",
|
||
|
|
"CDLHAMMER",
|
||
|
|
"CDLHANGINGMAN",
|
||
|
|
"CDLHARAMI",
|
||
|
|
"CDLHARAMICROSS",
|
||
|
|
"CDLHIGHWAVE",
|
||
|
|
"CDLHIKKAKE",
|
||
|
|
"CDLHIKKAKEMOD",
|
||
|
|
"CDLHOMINGPIGEON",
|
||
|
|
"CDLIDENTICAL3CROWS",
|
||
|
|
"CDLINNECK",
|
||
|
|
"CDLINVERTEDHAMMER",
|
||
|
|
"CDLKICKING",
|
||
|
|
"CDLKICKINGBYLENGTH",
|
||
|
|
"CDLLADDERBOTTOM",
|
||
|
|
"CDLLONGLEGGEDDOJI",
|
||
|
|
"CDLLONGLINE",
|
||
|
|
"CDLMARUBOZU",
|
||
|
|
"CDLMATCHINGLOW",
|
||
|
|
"CDLMATHOLD",
|
||
|
|
"CDLMORNINGDOJISTAR",
|
||
|
|
"CDLMORNINGSTAR",
|
||
|
|
"CDLONNECK",
|
||
|
|
"CDLPIERCING",
|
||
|
|
"CDLRICKSHAWMAN",
|
||
|
|
"CDLRISEFALL3METHODS",
|
||
|
|
"CDLSEPARATINGLINES",
|
||
|
|
"CDLSHOOTINGSTAR",
|
||
|
|
"CDLSHORTLINE",
|
||
|
|
"CDLSPINNINGTOP",
|
||
|
|
"CDLSTALLEDPATTERN",
|
||
|
|
"CDLSTICKSANDWICH",
|
||
|
|
"CDLTAKURI",
|
||
|
|
"CDLTASUKIGAP",
|
||
|
|
"CDLTHRUSTING",
|
||
|
|
"CDLTRISTAR",
|
||
|
|
"CDLUNIQUE3RIVER",
|
||
|
|
"CDLUPSIDEGAP2CROWS",
|
||
|
|
"CDLXSIDEGAP3METHODS",
|
||
|
|
# Cycle
|
||
|
|
"HT_TRENDLINE",
|
||
|
|
"HT_DCPERIOD",
|
||
|
|
"HT_DCPHASE",
|
||
|
|
"HT_PHASOR",
|
||
|
|
"HT_SINE",
|
||
|
|
"HT_TRENDMODE",
|
||
|
|
# Math Operators
|
||
|
|
"ADD",
|
||
|
|
"SUB",
|
||
|
|
"MULT",
|
||
|
|
"DIV",
|
||
|
|
"SUM",
|
||
|
|
"MAX",
|
||
|
|
"MIN",
|
||
|
|
"MAXINDEX",
|
||
|
|
"MININDEX",
|
||
|
|
# Math Transforms
|
||
|
|
"ACOS",
|
||
|
|
"ASIN",
|
||
|
|
"ATAN",
|
||
|
|
"CEIL",
|
||
|
|
"COS",
|
||
|
|
"COSH",
|
||
|
|
"EXP",
|
||
|
|
"FLOOR",
|
||
|
|
"LN",
|
||
|
|
"LOG10",
|
||
|
|
"SIN",
|
||
|
|
"SINH",
|
||
|
|
"SQRT",
|
||
|
|
"TAN",
|
||
|
|
"TANH",
|
||
|
|
# Extended Indicators
|
||
|
|
"VWAP",
|
||
|
|
"SUPERTREND",
|
||
|
|
"ICHIMOKU",
|
||
|
|
"DONCHIAN",
|
||
|
|
"PIVOT_POINTS",
|
||
|
|
"KELTNER_CHANNELS",
|
||
|
|
"HULL_MA",
|
||
|
|
"CHANDELIER_EXIT",
|
||
|
|
"VWMA",
|
||
|
|
"CHOPPINESS_INDEX",
|
||
|
|
# API discovery
|
||
|
|
"about",
|
||
|
|
"indicators",
|
||
|
|
"methods",
|
||
|
|
"info",
|
||
|
|
# Logging utilities
|
||
|
|
"enable_debug",
|
||
|
|
"disable_debug",
|
||
|
|
"debug_mode",
|
||
|
|
"get_logger",
|
||
|
|
"log_call",
|
||
|
|
"benchmark",
|
||
|
|
"traced",
|
||
|
|
]
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Extended Indicators
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Pandas API — apply transparent pandas.Series / DataFrame support to every
|
||
|
|
# public indicator function exported from this module.
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta._utils import pandas_wrap as _pandas_wrap # noqa: E402
|
||
|
|
from ferro_ta._utils import polars_wrap as _polars_wrap # noqa: E402
|
||
|
|
from ferro_ta.analysis.attribution import ( # noqa: F401, E402
|
||
|
|
TradeStats,
|
||
|
|
attribution_by_month,
|
||
|
|
attribution_by_signal,
|
||
|
|
from_backtest,
|
||
|
|
trade_stats,
|
||
|
|
)
|
||
|
|
from ferro_ta.analysis.crypto import ( # noqa: F401, E402
|
||
|
|
continuous_bar_labels,
|
||
|
|
funding_pnl,
|
||
|
|
resample_continuous,
|
||
|
|
session_boundaries,
|
||
|
|
)
|
||
|
|
from ferro_ta.analysis.regime import ( # noqa: F401, E402
|
||
|
|
detect_breaks_cusum,
|
||
|
|
regime,
|
||
|
|
regime_adx,
|
||
|
|
regime_combined,
|
||
|
|
rolling_variance_break,
|
||
|
|
structural_breaks,
|
||
|
|
)
|
||
|
|
from ferro_ta.core import exceptions as exceptions # noqa: F401, E402
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Logging utilities — ferro_ta.enable_debug() / ferro_ta.benchmark()
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta.core.logging_utils import ( # noqa: F401, E402
|
||
|
|
benchmark,
|
||
|
|
debug_mode,
|
||
|
|
disable_debug,
|
||
|
|
enable_debug,
|
||
|
|
get_logger,
|
||
|
|
log_call,
|
||
|
|
traced,
|
||
|
|
)
|
||
|
|
from ferro_ta.data import batch as batch # noqa: F401, E402
|
||
|
|
from ferro_ta.data import streaming as streaming # noqa: F401, E402
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Batch API (not in __all__ — use directly from ferro_ta.batch)
|
||
|
|
# Import: from ferro_ta.batch import batch_sma, batch_ema, batch_rsi
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta.data.batch import ( # noqa: F401, E402
|
||
|
|
batch_apply,
|
||
|
|
batch_ema,
|
||
|
|
batch_rsi,
|
||
|
|
batch_sma,
|
||
|
|
compute_many,
|
||
|
|
)
|
||
|
|
from ferro_ta.data.chunked import ( # noqa: F401, E402
|
||
|
|
chunk_apply,
|
||
|
|
make_chunk_ranges,
|
||
|
|
stitch_chunks,
|
||
|
|
trim_overlap,
|
||
|
|
)
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Streaming / Incremental API (not in __all__ — these are classes, not funcs)
|
||
|
|
# Import directly: from ferro_ta.streaming import StreamingSMA, ...
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta.data.streaming import ( # noqa: F401, E402 # type: ignore[assignment]
|
||
|
|
StreamingATR, # type: ignore[attr-defined]
|
||
|
|
StreamingBBands, # type: ignore[attr-defined]
|
||
|
|
StreamingEMA, # type: ignore[attr-defined]
|
||
|
|
StreamingMACD, # type: ignore[attr-defined]
|
||
|
|
StreamingRSI, # type: ignore[attr-defined]
|
||
|
|
StreamingSMA, # type: ignore[attr-defined]
|
||
|
|
StreamingStoch, # type: ignore[attr-defined]
|
||
|
|
StreamingSupertrend, # type: ignore[attr-defined]
|
||
|
|
StreamingVWAP, # type: ignore[attr-defined]
|
||
|
|
)
|
||
|
|
from ferro_ta.indicators import cycle as cycle # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import extended as extended # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import math_ops as math_ops # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import momentum as momentum # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import overlap as overlap # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import pattern as pattern # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import price_transform as price_transform # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import statistic as statistic # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import volatility as volatility # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators import volume as volume # noqa: F401, E402
|
||
|
|
from ferro_ta.indicators.extended import ( # noqa: F401, E402
|
||
|
|
CHANDELIER_EXIT,
|
||
|
|
CHOPPINESS_INDEX,
|
||
|
|
DONCHIAN,
|
||
|
|
HULL_MA,
|
||
|
|
ICHIMOKU,
|
||
|
|
KELTNER_CHANNELS,
|
||
|
|
PIVOT_POINTS,
|
||
|
|
SUPERTREND,
|
||
|
|
VWAP,
|
||
|
|
VWMA,
|
||
|
|
)
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# Additional modules (not in __all__ — access via submodule)
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta.tools.alerts import ( # noqa: F401, E402
|
||
|
|
AlertManager,
|
||
|
|
check_cross,
|
||
|
|
check_threshold,
|
||
|
|
collect_alert_bars,
|
||
|
|
)
|
||
|
|
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
# API discovery helpers — ferro_ta.about(), ferro_ta.methods(),
|
||
|
|
# ferro_ta.indicators(), and ferro_ta.info()
|
||
|
|
# ---------------------------------------------------------------------------
|
||
|
|
from ferro_ta.tools.api_info import about, indicators, info, methods # noqa: F401, E402
|
||
|
|
|
||
|
|
_ALIASED_SUBMODULES = {
|
||
|
|
"batch": batch,
|
||
|
|
"cycle": cycle,
|
||
|
|
"exceptions": exceptions,
|
||
|
|
"extended": extended,
|
||
|
|
"math_ops": math_ops,
|
||
|
|
"momentum": momentum,
|
||
|
|
"overlap": overlap,
|
||
|
|
"pattern": pattern,
|
||
|
|
"price_transform": price_transform,
|
||
|
|
"statistic": statistic,
|
||
|
|
"streaming": streaming,
|
||
|
|
"volatility": volatility,
|
||
|
|
"volume": volume,
|
||
|
|
}
|
||
|
|
|
||
|
|
for _module_name, _module in _ALIASED_SUBMODULES.items():
|
||
|
|
setattr(_sys.modules[__name__], _module_name, _module)
|
||
|
|
_sys.modules[f"{__name__}.{_module_name}"] = _module
|
||
|
|
|
||
|
|
_g = globals()
|
||
|
|
for _name in __all__:
|
||
|
|
_fn = _g.get(_name)
|
||
|
|
if callable(_fn) and not getattr(_fn, "_pandas_wrapped", False):
|
||
|
|
_g[_name] = _pandas_wrap(_fn)
|
||
|
|
_fn = _g.get(_name)
|
||
|
|
if callable(_fn) and not getattr(_fn, "_polars_wrapped", False):
|
||
|
|
_g[_name] = _polars_wrap(_fn)
|
||
|
|
del _ALIASED_SUBMODULES, _g, _module, _module_name, _name, _fn, _sys
|