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Issue twopirllc#781 fixed
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Adewale-1 committed May 25, 2024
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1 change: 1 addition & 0 deletions README.md
Original file line number Diff line number Diff line change
Expand Up @@ -703,6 +703,7 @@ df = df.ta.cdl_pattern(name=["doji", "inside"])
* _Relative Vigor Index_: **rvgi**
* _Schaff Trend Cycle_: **stc**
* _Slope_: **slope**
* _Smart Money Concept_: **smc**
* _SMI Ergodic_ **smi**
* _Squeeze_: **squeeze**
* Default is John Carter's. Enable Lazybear's with ```lazybear=True```
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174 changes: 146 additions & 28 deletions pandas_ta/__init__.py
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Expand Up @@ -39,49 +39,157 @@
# Will find a dynamic solution later.
Category = {
# Candles
"candles": [
"cdl_pattern", "cdl_z", "ha"
],
"candles": ["cdl_pattern", "cdl_z", "ha"],
# Cycles
"cycles": ["ebsw"],
# Momentum
"momentum": [
"ao", "apo", "bias", "bop", "brar", "cci", "cfo", "cg", "cmo",
"coppock", "cti", "er", "eri", "fisher", "inertia", "kdj", "kst", "macd",
"mom", "pgo", "ppo", "psl", "pvo", "qqe", "roc", "rsi", "rsx", "rvgi",
"slope", "smi", "squeeze", "squeeze_pro", "stc", "stoch", "stochrsi", "td_seq", "trix",
"tsi", "uo", "willr"
"ao",
"apo",
"bias",
"bop",
"brar",
"cci",
"cfo",
"cg",
"cmo",
"coppock",
"cti",
"er",
"eri",
"fisher",
"inertia",
"kdj",
"kst",
"macd",
"mom",
"pgo",
"ppo",
"psl",
"pvo",
"qqe",
"roc",
"rsi",
"rsx",
"rvgi",
"slope",
"smc",
"smi",
"squeeze",
"squeeze_pro",
"stc",
"stoch",
"stochrsi",
"td_seq",
"trix",
"tsi",
"uo",
"willr",
],
# Overlap
"overlap": [
"alma", "dema", "ema", "fwma", "hilo", "hl2", "hlc3", "hma", "ichimoku",
"jma", "kama", "linreg", "mcgd", "midpoint", "midprice", "ohlc4",
"pwma", "rma", "sinwma", "sma", "ssf", "supertrend", "swma", "t3",
"tema", "trima", "vidya", "vwap", "vwma", "wcp", "wma", "zlma"
"alma",
"dema",
"ema",
"fwma",
"hilo",
"hl2",
"hlc3",
"hma",
"ichimoku",
"jma",
"kama",
"linreg",
"mcgd",
"midpoint",
"midprice",
"ohlc4",
"pwma",
"rma",
"sinwma",
"sma",
"ssf",
"supertrend",
"swma",
"t3",
"tema",
"trima",
"vidya",
"vwap",
"vwma",
"wcp",
"wma",
"zlma",
],
# Performance
"performance": ["log_return", "percent_return"],
# Statistics
"statistics": [
"entropy", "kurtosis", "mad", "median", "quantile", "skew", "stdev",
"tos_stdevall", "variance", "zscore"
"entropy",
"kurtosis",
"mad",
"median",
"quantile",
"skew",
"stdev",
"tos_stdevall",
"variance",
"zscore",
],
# Trend
"trend": [
"adx", "amat", "aroon", "chop", "cksp", "decay", "decreasing", "dpo",
"increasing", "long_run", "psar", "qstick", "short_run", "tsignals",
"ttm_trend", "vhf", "vortex", "xsignals"
"adx",
"amat",
"aroon",
"chop",
"cksp",
"decay",
"decreasing",
"dpo",
"increasing",
"long_run",
"psar",
"qstick",
"short_run",
"tsignals",
"ttm_trend",
"vhf",
"vortex",
"xsignals",
],
# Volatility
"volatility": [
"aberration", "accbands", "atr", "bbands", "donchian", "hwc", "kc", "massi",
"natr", "pdist", "rvi", "thermo", "true_range", "ui"
"aberration",
"accbands",
"atr",
"bbands",
"donchian",
"hwc",
"kc",
"massi",
"natr",
"pdist",
"rvi",
"thermo",
"true_range",
"ui",
],

# Volume, "vp" or "Volume Profile" is unique
"volume": [
"ad", "adosc", "aobv", "cmf", "efi", "eom", "kvo", "mfi", "nvi", "obv",
"pvi", "pvol", "pvr", "pvt"
"ad",
"adosc",
"aobv",
"cmf",
"efi",
"eom",
"kvo",
"mfi",
"nvi",
"obv",
"pvi",
"pvol",
"pvr",
"pvt",
],
}

Expand All @@ -90,16 +198,26 @@
"high": "max",
"low": "min",
"close": "last",
"volume": "sum"
"volume": "sum",
}

# https://www.worldtimezone.com/markets24.php
EXCHANGE_TZ = {
"NZSX": 12, "ASX": 11,
"TSE": 9, "HKE": 8, "SSE": 8, "SGX": 8,
"NSE": 5.5, "DIFX": 4, "RTS": 3,
"JSE": 2, "FWB": 1, "LSE": 1,
"BMF": -2, "NYSE": -4, "TSX": -4
"NZSX": 12,
"ASX": 11,
"TSE": 9,
"HKE": 8,
"SSE": 8,
"SGX": 8,
"NSE": 5.5,
"DIFX": 4,
"RTS": 3,
"JSE": 2,
"FWB": 1,
"LSE": 1,
"BMF": -2,
"NYSE": -4,
"TSX": -4,
}

RATE = {
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