OctoBot-Tulipy 0.4.11b12__cp314-cp314-macosx_10_15_universal2.whl

tulipy/__init__.py

@@ -0,0 +1,1486 @@
+
+
+# tulipy: Python bindings for Tulip Indicators
+# https://github.com/cirla/tulipy
+# Copyright (c) 2016 tulipy authors
+# https://github.com/cirla/tulipy/blob/master/AUTHORS
+#
+# This file is part of tulipy: Python bindings for Tulip Indicators.
+#
+# tulipy is free software: you can redistribute it and/or modify it
+# under the terms of the GNU Lesser General Public License as published by the
+# Free Software Foundation, either version 3 of the License, or (at your
+# option) any later version.
+#
+# tulipy is distributed in the hope that it will be useful, but
+# WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or
+# FITNESS FOR A PARTICULAR PURPOSE.  See the GNU Lesser General Public License
+# for more details.
+#
+# You should have received a copy of the GNU Lesser General Public License
+# along with tulipy.  If not, see <http://www.gnu.org/licenses/>.
+
+
+# This file is generated. Do not modify directly.
+
+from . import lib
+from .lib import TI_BUILD, InvalidOptionError
+
+TI_VERSION = lib.TI_VERSION.decode()
+
+
+def abs(real):
+    """
+    Vector Absolute Value
+    """
+
+    return lib.abs([real], [])
+
+abs.full_name = lib.abs.full_name.decode()
+abs.type = lib.abs.type.decode()
+abs.inputs = [x.decode() for x in lib.abs.inputs]
+abs.options = [x.decode() for x in lib.abs.options]
+abs.outputs = [x.decode() for x in lib.abs.outputs]
+
+
+def acos(real):
+    """
+    Vector Arccosine
+    """
+
+    return lib.acos([real], [])
+
+acos.full_name = lib.acos.full_name.decode()
+acos.type = lib.acos.type.decode()
+acos.inputs = [x.decode() for x in lib.acos.inputs]
+acos.options = [x.decode() for x in lib.acos.options]
+acos.outputs = [x.decode() for x in lib.acos.outputs]
+
+
+def ad(high, low, close, volume):
+    """
+    Accumulation/Distribution Line
+    """
+
+    return lib.ad([high, low, close, volume], [])
+
+ad.full_name = lib.ad.full_name.decode()
+ad.type = lib.ad.type.decode()
+ad.inputs = [x.decode() for x in lib.ad.inputs]
+ad.options = [x.decode() for x in lib.ad.options]
+ad.outputs = [x.decode() for x in lib.ad.outputs]
+
+
+def add(real, real2):
+    """
+    Vector Addition
+    """
+
+    return lib.add([real, real2], [])
+
+add.full_name = lib.add.full_name.decode()
+add.type = lib.add.type.decode()
+add.inputs = [x.decode() for x in lib.add.inputs]
+add.options = [x.decode() for x in lib.add.options]
+add.outputs = [x.decode() for x in lib.add.outputs]
+
+
+def adosc(high, low, close, volume, short_period, long_period):
+    """
+    Accumulation/Distribution Oscillator
+    """
+
+    return lib.adosc([high, low, close, volume], [short_period, long_period])
+
+adosc.full_name = lib.adosc.full_name.decode()
+adosc.type = lib.adosc.type.decode()
+adosc.inputs = [x.decode() for x in lib.adosc.inputs]
+adosc.options = [x.decode() for x in lib.adosc.options]
+adosc.outputs = [x.decode() for x in lib.adosc.outputs]
+
+
+def adx(high, low, close, period):
+    """
+    Average Directional Movement Index
+    """
+
+    return lib.adx([high, low, close], [period])
+
+adx.full_name = lib.adx.full_name.decode()
+adx.type = lib.adx.type.decode()
+adx.inputs = [x.decode() for x in lib.adx.inputs]
+adx.options = [x.decode() for x in lib.adx.options]
+adx.outputs = [x.decode() for x in lib.adx.outputs]
+
+
+def adxr(high, low, close, period):
+    """
+    Average Directional Movement Rating
+    """
+
+    return lib.adxr([high, low, close], [period])
+
+adxr.full_name = lib.adxr.full_name.decode()
+adxr.type = lib.adxr.type.decode()
+adxr.inputs = [x.decode() for x in lib.adxr.inputs]
+adxr.options = [x.decode() for x in lib.adxr.options]
+adxr.outputs = [x.decode() for x in lib.adxr.outputs]
+
+
+def ao(high, low):
+    """
+    Awesome Oscillator
+    """
+
+    return lib.ao([high, low], [])
+
+ao.full_name = lib.ao.full_name.decode()
+ao.type = lib.ao.type.decode()
+ao.inputs = [x.decode() for x in lib.ao.inputs]
+ao.options = [x.decode() for x in lib.ao.options]
+ao.outputs = [x.decode() for x in lib.ao.outputs]
+
+
+def apo(real, short_period, long_period):
+    """
+    Absolute Price Oscillator
+    """
+
+    return lib.apo([real], [short_period, long_period])
+
+apo.full_name = lib.apo.full_name.decode()
+apo.type = lib.apo.type.decode()
+apo.inputs = [x.decode() for x in lib.apo.inputs]
+apo.options = [x.decode() for x in lib.apo.options]
+apo.outputs = [x.decode() for x in lib.apo.outputs]
+
+
+def aroon(high, low, period):
+    """
+    Aroon
+    """
+
+    return lib.aroon([high, low], [period])
+
+aroon.full_name = lib.aroon.full_name.decode()
+aroon.type = lib.aroon.type.decode()
+aroon.inputs = [x.decode() for x in lib.aroon.inputs]
+aroon.options = [x.decode() for x in lib.aroon.options]
+aroon.outputs = [x.decode() for x in lib.aroon.outputs]
+
+
+def aroonosc(high, low, period):
+    """
+    Aroon Oscillator
+    """
+
+    return lib.aroonosc([high, low], [period])
+
+aroonosc.full_name = lib.aroonosc.full_name.decode()
+aroonosc.type = lib.aroonosc.type.decode()
+aroonosc.inputs = [x.decode() for x in lib.aroonosc.inputs]
+aroonosc.options = [x.decode() for x in lib.aroonosc.options]
+aroonosc.outputs = [x.decode() for x in lib.aroonosc.outputs]
+
+
+def asin(real):
+    """
+    Vector Arcsine
+    """
+
+    return lib.asin([real], [])
+
+asin.full_name = lib.asin.full_name.decode()
+asin.type = lib.asin.type.decode()
+asin.inputs = [x.decode() for x in lib.asin.inputs]
+asin.options = [x.decode() for x in lib.asin.options]
+asin.outputs = [x.decode() for x in lib.asin.outputs]
+
+
+def atan(real):
+    """
+    Vector Arctangent
+    """
+
+    return lib.atan([real], [])
+
+atan.full_name = lib.atan.full_name.decode()
+atan.type = lib.atan.type.decode()
+atan.inputs = [x.decode() for x in lib.atan.inputs]
+atan.options = [x.decode() for x in lib.atan.options]
+atan.outputs = [x.decode() for x in lib.atan.outputs]
+
+
+def atr(high, low, close, period):
+    """
+    Average True Range
+    """
+
+    return lib.atr([high, low, close], [period])
+
+atr.full_name = lib.atr.full_name.decode()
+atr.type = lib.atr.type.decode()
+atr.inputs = [x.decode() for x in lib.atr.inputs]
+atr.options = [x.decode() for x in lib.atr.options]
+atr.outputs = [x.decode() for x in lib.atr.outputs]
+
+
+def avgprice(open, high, low, close):
+    """
+    Average Price
+    """
+
+    return lib.avgprice([open, high, low, close], [])
+
+avgprice.full_name = lib.avgprice.full_name.decode()
+avgprice.type = lib.avgprice.type.decode()
+avgprice.inputs = [x.decode() for x in lib.avgprice.inputs]
+avgprice.options = [x.decode() for x in lib.avgprice.options]
+avgprice.outputs = [x.decode() for x in lib.avgprice.outputs]
+
+
+def bbands(real, period, stddev):
+    """
+    Bollinger Bands
+    """
+
+    return lib.bbands([real], [period, stddev])
+
+bbands.full_name = lib.bbands.full_name.decode()
+bbands.type = lib.bbands.type.decode()
+bbands.inputs = [x.decode() for x in lib.bbands.inputs]
+bbands.options = [x.decode() for x in lib.bbands.options]
+bbands.outputs = [x.decode() for x in lib.bbands.outputs]
+
+
+def bop(open, high, low, close):
+    """
+    Balance of Power
+    """
+
+    return lib.bop([open, high, low, close], [])
+
+bop.full_name = lib.bop.full_name.decode()
+bop.type = lib.bop.type.decode()
+bop.inputs = [x.decode() for x in lib.bop.inputs]
+bop.options = [x.decode() for x in lib.bop.options]
+bop.outputs = [x.decode() for x in lib.bop.outputs]
+
+
+def cci(high, low, close, period):
+    """
+    Commodity Channel Index
+    """
+
+    return lib.cci([high, low, close], [period])
+
+cci.full_name = lib.cci.full_name.decode()
+cci.type = lib.cci.type.decode()
+cci.inputs = [x.decode() for x in lib.cci.inputs]
+cci.options = [x.decode() for x in lib.cci.options]
+cci.outputs = [x.decode() for x in lib.cci.outputs]
+
+
+def ceil(real):
+    """
+    Vector Ceiling
+    """
+
+    return lib.ceil([real], [])
+
+ceil.full_name = lib.ceil.full_name.decode()
+ceil.type = lib.ceil.type.decode()
+ceil.inputs = [x.decode() for x in lib.ceil.inputs]
+ceil.options = [x.decode() for x in lib.ceil.options]
+ceil.outputs = [x.decode() for x in lib.ceil.outputs]
+
+
+def cmo(real, period):
+    """
+    Chande Momentum Oscillator
+    """
+
+    return lib.cmo([real], [period])
+
+cmo.full_name = lib.cmo.full_name.decode()
+cmo.type = lib.cmo.type.decode()
+cmo.inputs = [x.decode() for x in lib.cmo.inputs]
+cmo.options = [x.decode() for x in lib.cmo.options]
+cmo.outputs = [x.decode() for x in lib.cmo.outputs]
+
+
+def cos(real):
+    """
+    Vector Cosine
+    """
+
+    return lib.cos([real], [])
+
+cos.full_name = lib.cos.full_name.decode()
+cos.type = lib.cos.type.decode()
+cos.inputs = [x.decode() for x in lib.cos.inputs]
+cos.options = [x.decode() for x in lib.cos.options]
+cos.outputs = [x.decode() for x in lib.cos.outputs]
+
+
+def cosh(real):
+    """
+    Vector Hyperbolic Cosine
+    """
+
+    return lib.cosh([real], [])
+
+cosh.full_name = lib.cosh.full_name.decode()
+cosh.type = lib.cosh.type.decode()
+cosh.inputs = [x.decode() for x in lib.cosh.inputs]
+cosh.options = [x.decode() for x in lib.cosh.options]
+cosh.outputs = [x.decode() for x in lib.cosh.outputs]
+
+
+def crossany(real, real2):
+    """
+    Crossany
+    """
+
+    return lib.crossany([real, real2], [])
+
+crossany.full_name = lib.crossany.full_name.decode()
+crossany.type = lib.crossany.type.decode()
+crossany.inputs = [x.decode() for x in lib.crossany.inputs]
+crossany.options = [x.decode() for x in lib.crossany.options]
+crossany.outputs = [x.decode() for x in lib.crossany.outputs]
+
+
+def crossover(real, real2):
+    """
+    Crossover
+    """
+
+    return lib.crossover([real, real2], [])
+
+crossover.full_name = lib.crossover.full_name.decode()
+crossover.type = lib.crossover.type.decode()
+crossover.inputs = [x.decode() for x in lib.crossover.inputs]
+crossover.options = [x.decode() for x in lib.crossover.options]
+crossover.outputs = [x.decode() for x in lib.crossover.outputs]
+
+
+def cvi(high, low, period):
+    """
+    Chaikins Volatility
+    """
+
+    return lib.cvi([high, low], [period])
+
+cvi.full_name = lib.cvi.full_name.decode()
+cvi.type = lib.cvi.type.decode()
+cvi.inputs = [x.decode() for x in lib.cvi.inputs]
+cvi.options = [x.decode() for x in lib.cvi.options]
+cvi.outputs = [x.decode() for x in lib.cvi.outputs]
+
+
+def decay(real, period):
+    """
+    Linear Decay
+    """
+
+    return lib.decay([real], [period])
+
+decay.full_name = lib.decay.full_name.decode()
+decay.type = lib.decay.type.decode()
+decay.inputs = [x.decode() for x in lib.decay.inputs]
+decay.options = [x.decode() for x in lib.decay.options]
+decay.outputs = [x.decode() for x in lib.decay.outputs]
+
+
+def dema(real, period):
+    """
+    Double Exponential Moving Average
+    """
+
+    return lib.dema([real], [period])
+
+dema.full_name = lib.dema.full_name.decode()
+dema.type = lib.dema.type.decode()
+dema.inputs = [x.decode() for x in lib.dema.inputs]
+dema.options = [x.decode() for x in lib.dema.options]
+dema.outputs = [x.decode() for x in lib.dema.outputs]
+
+
+def di(high, low, close, period):
+    """
+    Directional Indicator
+    """
+
+    return lib.di([high, low, close], [period])
+
+di.full_name = lib.di.full_name.decode()
+di.type = lib.di.type.decode()
+di.inputs = [x.decode() for x in lib.di.inputs]
+di.options = [x.decode() for x in lib.di.options]
+di.outputs = [x.decode() for x in lib.di.outputs]
+
+
+def div(real, real2):
+    """
+    Vector Division
+    """
+
+    return lib.div([real, real2], [])
+
+div.full_name = lib.div.full_name.decode()
+div.type = lib.div.type.decode()
+div.inputs = [x.decode() for x in lib.div.inputs]
+div.options = [x.decode() for x in lib.div.options]
+div.outputs = [x.decode() for x in lib.div.outputs]
+
+
+def dm(high, low, period):
+    """
+    Directional Movement
+    """
+
+    return lib.dm([high, low], [period])
+
+dm.full_name = lib.dm.full_name.decode()
+dm.type = lib.dm.type.decode()
+dm.inputs = [x.decode() for x in lib.dm.inputs]
+dm.options = [x.decode() for x in lib.dm.options]
+dm.outputs = [x.decode() for x in lib.dm.outputs]
+
+
+def dpo(real, period):
+    """
+    Detrended Price Oscillator
+    """
+
+    return lib.dpo([real], [period])
+
+dpo.full_name = lib.dpo.full_name.decode()
+dpo.type = lib.dpo.type.decode()
+dpo.inputs = [x.decode() for x in lib.dpo.inputs]
+dpo.options = [x.decode() for x in lib.dpo.options]
+dpo.outputs = [x.decode() for x in lib.dpo.outputs]
+
+
+def dx(high, low, close, period):
+    """
+    Directional Movement Index
+    """
+
+    return lib.dx([high, low, close], [period])
+
+dx.full_name = lib.dx.full_name.decode()
+dx.type = lib.dx.type.decode()
+dx.inputs = [x.decode() for x in lib.dx.inputs]
+dx.options = [x.decode() for x in lib.dx.options]
+dx.outputs = [x.decode() for x in lib.dx.outputs]
+
+
+def edecay(real, period):
+    """
+    Exponential Decay
+    """
+
+    return lib.edecay([real], [period])
+
+edecay.full_name = lib.edecay.full_name.decode()
+edecay.type = lib.edecay.type.decode()
+edecay.inputs = [x.decode() for x in lib.edecay.inputs]
+edecay.options = [x.decode() for x in lib.edecay.options]
+edecay.outputs = [x.decode() for x in lib.edecay.outputs]
+
+
+def ema(real, period):
+    """
+    Exponential Moving Average
+    """
+
+    return lib.ema([real], [period])
+
+ema.full_name = lib.ema.full_name.decode()
+ema.type = lib.ema.type.decode()
+ema.inputs = [x.decode() for x in lib.ema.inputs]
+ema.options = [x.decode() for x in lib.ema.options]
+ema.outputs = [x.decode() for x in lib.ema.outputs]
+
+
+def emv(high, low, volume):
+    """
+    Ease of Movement
+    """
+
+    return lib.emv([high, low, volume], [])
+
+emv.full_name = lib.emv.full_name.decode()
+emv.type = lib.emv.type.decode()
+emv.inputs = [x.decode() for x in lib.emv.inputs]
+emv.options = [x.decode() for x in lib.emv.options]
+emv.outputs = [x.decode() for x in lib.emv.outputs]
+
+
+def exp(real):
+    """
+    Vector Exponential
+    """
+
+    return lib.exp([real], [])
+
+exp.full_name = lib.exp.full_name.decode()
+exp.type = lib.exp.type.decode()
+exp.inputs = [x.decode() for x in lib.exp.inputs]
+exp.options = [x.decode() for x in lib.exp.options]
+exp.outputs = [x.decode() for x in lib.exp.outputs]
+
+
+def fisher(high, low, period):
+    """
+    Fisher Transform
+    """
+
+    return lib.fisher([high, low], [period])
+
+fisher.full_name = lib.fisher.full_name.decode()
+fisher.type = lib.fisher.type.decode()
+fisher.inputs = [x.decode() for x in lib.fisher.inputs]
+fisher.options = [x.decode() for x in lib.fisher.options]
+fisher.outputs = [x.decode() for x in lib.fisher.outputs]
+
+
+def floor(real):
+    """
+    Vector Floor
+    """
+
+    return lib.floor([real], [])
+
+floor.full_name = lib.floor.full_name.decode()
+floor.type = lib.floor.type.decode()
+floor.inputs = [x.decode() for x in lib.floor.inputs]
+floor.options = [x.decode() for x in lib.floor.options]
+floor.outputs = [x.decode() for x in lib.floor.outputs]
+
+
+def fosc(real, period):
+    """
+    Forecast Oscillator
+    """
+
+    return lib.fosc([real], [period])
+
+fosc.full_name = lib.fosc.full_name.decode()
+fosc.type = lib.fosc.type.decode()
+fosc.inputs = [x.decode() for x in lib.fosc.inputs]
+fosc.options = [x.decode() for x in lib.fosc.options]
+fosc.outputs = [x.decode() for x in lib.fosc.outputs]
+
+
+def hma(real, period):
+    """
+    Hull Moving Average
+    """
+
+    return lib.hma([real], [period])
+
+hma.full_name = lib.hma.full_name.decode()
+hma.type = lib.hma.type.decode()
+hma.inputs = [x.decode() for x in lib.hma.inputs]
+hma.options = [x.decode() for x in lib.hma.options]
+hma.outputs = [x.decode() for x in lib.hma.outputs]
+
+
+def kama(real, period):
+    """
+    Kaufman Adaptive Moving Average
+    """
+
+    return lib.kama([real], [period])
+
+kama.full_name = lib.kama.full_name.decode()
+kama.type = lib.kama.type.decode()
+kama.inputs = [x.decode() for x in lib.kama.inputs]
+kama.options = [x.decode() for x in lib.kama.options]
+kama.outputs = [x.decode() for x in lib.kama.outputs]
+
+
+def kvo(high, low, close, volume, short_period, long_period):
+    """
+    Klinger Volume Oscillator
+    """
+
+    return lib.kvo([high, low, close, volume], [short_period, long_period])
+
+kvo.full_name = lib.kvo.full_name.decode()
+kvo.type = lib.kvo.type.decode()
+kvo.inputs = [x.decode() for x in lib.kvo.inputs]
+kvo.options = [x.decode() for x in lib.kvo.options]
+kvo.outputs = [x.decode() for x in lib.kvo.outputs]
+
+
+def lag(real, period):
+    """
+    Lag
+    """
+
+    return lib.lag([real], [period])
+
+lag.full_name = lib.lag.full_name.decode()
+lag.type = lib.lag.type.decode()
+lag.inputs = [x.decode() for x in lib.lag.inputs]
+lag.options = [x.decode() for x in lib.lag.options]
+lag.outputs = [x.decode() for x in lib.lag.outputs]
+
+
+def linreg(real, period):
+    """
+    Linear Regression
+    """
+
+    return lib.linreg([real], [period])
+
+linreg.full_name = lib.linreg.full_name.decode()
+linreg.type = lib.linreg.type.decode()
+linreg.inputs = [x.decode() for x in lib.linreg.inputs]
+linreg.options = [x.decode() for x in lib.linreg.options]
+linreg.outputs = [x.decode() for x in lib.linreg.outputs]
+
+
+def linregintercept(real, period):
+    """
+    Linear Regression Intercept
+    """
+
+    return lib.linregintercept([real], [period])
+
+linregintercept.full_name = lib.linregintercept.full_name.decode()
+linregintercept.type = lib.linregintercept.type.decode()
+linregintercept.inputs = [x.decode() for x in lib.linregintercept.inputs]
+linregintercept.options = [x.decode() for x in lib.linregintercept.options]
+linregintercept.outputs = [x.decode() for x in lib.linregintercept.outputs]
+
+
+def linregslope(real, period):
+    """
+    Linear Regression Slope
+    """
+
+    return lib.linregslope([real], [period])
+
+linregslope.full_name = lib.linregslope.full_name.decode()
+linregslope.type = lib.linregslope.type.decode()
+linregslope.inputs = [x.decode() for x in lib.linregslope.inputs]
+linregslope.options = [x.decode() for x in lib.linregslope.options]
+linregslope.outputs = [x.decode() for x in lib.linregslope.outputs]
+
+
+def ln(real):
+    """
+    Vector Natural Log
+    """
+
+    return lib.ln([real], [])
+
+ln.full_name = lib.ln.full_name.decode()
+ln.type = lib.ln.type.decode()
+ln.inputs = [x.decode() for x in lib.ln.inputs]
+ln.options = [x.decode() for x in lib.ln.options]
+ln.outputs = [x.decode() for x in lib.ln.outputs]
+
+
+def log10(real):
+    """
+    Vector Base-10 Log
+    """
+
+    return lib.log10([real], [])
+
+log10.full_name = lib.log10.full_name.decode()
+log10.type = lib.log10.type.decode()
+log10.inputs = [x.decode() for x in lib.log10.inputs]
+log10.options = [x.decode() for x in lib.log10.options]
+log10.outputs = [x.decode() for x in lib.log10.outputs]
+
+
+def macd(real, short_period, long_period, signal_period):
+    """
+    Moving Average Convergence/Divergence
+    """
+
+    return lib.macd([real], [short_period, long_period, signal_period])
+
+macd.full_name = lib.macd.full_name.decode()
+macd.type = lib.macd.type.decode()
+macd.inputs = [x.decode() for x in lib.macd.inputs]
+macd.options = [x.decode() for x in lib.macd.options]
+macd.outputs = [x.decode() for x in lib.macd.outputs]
+
+
+def marketfi(high, low, volume):
+    """
+    Market Facilitation Index
+    """
+
+    return lib.marketfi([high, low, volume], [])
+
+marketfi.full_name = lib.marketfi.full_name.decode()
+marketfi.type = lib.marketfi.type.decode()
+marketfi.inputs = [x.decode() for x in lib.marketfi.inputs]
+marketfi.options = [x.decode() for x in lib.marketfi.options]
+marketfi.outputs = [x.decode() for x in lib.marketfi.outputs]
+
+
+def mass(high, low, period):
+    """
+    Mass Index
+    """
+
+    return lib.mass([high, low], [period])
+
+mass.full_name = lib.mass.full_name.decode()
+mass.type = lib.mass.type.decode()
+mass.inputs = [x.decode() for x in lib.mass.inputs]
+mass.options = [x.decode() for x in lib.mass.options]
+mass.outputs = [x.decode() for x in lib.mass.outputs]
+
+
+def max(real, period):
+    """
+    Maximum In Period
+    """
+
+    return lib.max([real], [period])
+
+max.full_name = lib.max.full_name.decode()
+max.type = lib.max.type.decode()
+max.inputs = [x.decode() for x in lib.max.inputs]
+max.options = [x.decode() for x in lib.max.options]
+max.outputs = [x.decode() for x in lib.max.outputs]
+
+
+def md(real, period):
+    """
+    Mean Deviation Over Period
+    """
+
+    return lib.md([real], [period])
+
+md.full_name = lib.md.full_name.decode()
+md.type = lib.md.type.decode()
+md.inputs = [x.decode() for x in lib.md.inputs]
+md.options = [x.decode() for x in lib.md.options]
+md.outputs = [x.decode() for x in lib.md.outputs]
+
+
+def medprice(high, low):
+    """
+    Median Price
+    """
+
+    return lib.medprice([high, low], [])
+
+medprice.full_name = lib.medprice.full_name.decode()
+medprice.type = lib.medprice.type.decode()
+medprice.inputs = [x.decode() for x in lib.medprice.inputs]
+medprice.options = [x.decode() for x in lib.medprice.options]
+medprice.outputs = [x.decode() for x in lib.medprice.outputs]
+
+
+def mfi(high, low, close, volume, period):
+    """
+    Money Flow Index
+    """
+
+    return lib.mfi([high, low, close, volume], [period])
+
+mfi.full_name = lib.mfi.full_name.decode()
+mfi.type = lib.mfi.type.decode()
+mfi.inputs = [x.decode() for x in lib.mfi.inputs]
+mfi.options = [x.decode() for x in lib.mfi.options]
+mfi.outputs = [x.decode() for x in lib.mfi.outputs]
+
+
+def min(real, period):
+    """
+    Minimum In Period
+    """
+
+    return lib.min([real], [period])
+
+min.full_name = lib.min.full_name.decode()
+min.type = lib.min.type.decode()
+min.inputs = [x.decode() for x in lib.min.inputs]
+min.options = [x.decode() for x in lib.min.options]
+min.outputs = [x.decode() for x in lib.min.outputs]
+
+
+def mom(real, period):
+    """
+    Momentum
+    """
+
+    return lib.mom([real], [period])
+
+mom.full_name = lib.mom.full_name.decode()
+mom.type = lib.mom.type.decode()
+mom.inputs = [x.decode() for x in lib.mom.inputs]
+mom.options = [x.decode() for x in lib.mom.options]
+mom.outputs = [x.decode() for x in lib.mom.outputs]
+
+
+def msw(real, period):
+    """
+    Mesa Sine Wave
+    """
+
+    return lib.msw([real], [period])
+
+msw.full_name = lib.msw.full_name.decode()
+msw.type = lib.msw.type.decode()
+msw.inputs = [x.decode() for x in lib.msw.inputs]
+msw.options = [x.decode() for x in lib.msw.options]
+msw.outputs = [x.decode() for x in lib.msw.outputs]
+
+
+def mul(real, real2):
+    """
+    Vector Multiplication
+    """
+
+    return lib.mul([real, real2], [])
+
+mul.full_name = lib.mul.full_name.decode()
+mul.type = lib.mul.type.decode()
+mul.inputs = [x.decode() for x in lib.mul.inputs]
+mul.options = [x.decode() for x in lib.mul.options]
+mul.outputs = [x.decode() for x in lib.mul.outputs]
+
+
+def natr(high, low, close, period):
+    """
+    Normalized Average True Range
+    """
+
+    return lib.natr([high, low, close], [period])
+
+natr.full_name = lib.natr.full_name.decode()
+natr.type = lib.natr.type.decode()
+natr.inputs = [x.decode() for x in lib.natr.inputs]
+natr.options = [x.decode() for x in lib.natr.options]
+natr.outputs = [x.decode() for x in lib.natr.outputs]
+
+
+def nvi(close, volume):
+    """
+    Negative Volume Index
+    """
+
+    return lib.nvi([close, volume], [])
+
+nvi.full_name = lib.nvi.full_name.decode()
+nvi.type = lib.nvi.type.decode()
+nvi.inputs = [x.decode() for x in lib.nvi.inputs]
+nvi.options = [x.decode() for x in lib.nvi.options]
+nvi.outputs = [x.decode() for x in lib.nvi.outputs]
+
+
+def obv(close, volume):
+    """
+    On Balance Volume
+    """
+
+    return lib.obv([close, volume], [])
+
+obv.full_name = lib.obv.full_name.decode()
+obv.type = lib.obv.type.decode()
+obv.inputs = [x.decode() for x in lib.obv.inputs]
+obv.options = [x.decode() for x in lib.obv.options]
+obv.outputs = [x.decode() for x in lib.obv.outputs]
+
+
+def ppo(real, short_period, long_period):
+    """
+    Percentage Price Oscillator
+    """
+
+    return lib.ppo([real], [short_period, long_period])
+
+ppo.full_name = lib.ppo.full_name.decode()
+ppo.type = lib.ppo.type.decode()
+ppo.inputs = [x.decode() for x in lib.ppo.inputs]
+ppo.options = [x.decode() for x in lib.ppo.options]
+ppo.outputs = [x.decode() for x in lib.ppo.outputs]
+
+
+def psar(high, low, acceleration_factor_step, acceleration_factor_maximum):
+    """
+    Parabolic SAR
+    """
+
+    return lib.psar([high, low], [acceleration_factor_step, acceleration_factor_maximum])
+
+psar.full_name = lib.psar.full_name.decode()
+psar.type = lib.psar.type.decode()
+psar.inputs = [x.decode() for x in lib.psar.inputs]
+psar.options = [x.decode() for x in lib.psar.options]
+psar.outputs = [x.decode() for x in lib.psar.outputs]
+
+
+def pvi(close, volume):
+    """
+    Positive Volume Index
+    """
+
+    return lib.pvi([close, volume], [])
+
+pvi.full_name = lib.pvi.full_name.decode()
+pvi.type = lib.pvi.type.decode()
+pvi.inputs = [x.decode() for x in lib.pvi.inputs]
+pvi.options = [x.decode() for x in lib.pvi.options]
+pvi.outputs = [x.decode() for x in lib.pvi.outputs]
+
+
+def qstick(open, close, period):
+    """
+    Qstick
+    """
+
+    return lib.qstick([open, close], [period])
+
+qstick.full_name = lib.qstick.full_name.decode()
+qstick.type = lib.qstick.type.decode()
+qstick.inputs = [x.decode() for x in lib.qstick.inputs]
+qstick.options = [x.decode() for x in lib.qstick.options]
+qstick.outputs = [x.decode() for x in lib.qstick.outputs]
+
+
+def roc(real, period):
+    """
+    Rate of Change
+    """
+
+    return lib.roc([real], [period])
+
+roc.full_name = lib.roc.full_name.decode()
+roc.type = lib.roc.type.decode()
+roc.inputs = [x.decode() for x in lib.roc.inputs]
+roc.options = [x.decode() for x in lib.roc.options]
+roc.outputs = [x.decode() for x in lib.roc.outputs]
+
+
+def rocr(real, period):
+    """
+    Rate of Change Ratio
+    """
+
+    return lib.rocr([real], [period])
+
+rocr.full_name = lib.rocr.full_name.decode()
+rocr.type = lib.rocr.type.decode()
+rocr.inputs = [x.decode() for x in lib.rocr.inputs]
+rocr.options = [x.decode() for x in lib.rocr.options]
+rocr.outputs = [x.decode() for x in lib.rocr.outputs]
+
+
+def round(real):
+    """
+    Vector Round
+    """
+
+    return lib.round([real], [])
+
+round.full_name = lib.round.full_name.decode()
+round.type = lib.round.type.decode()
+round.inputs = [x.decode() for x in lib.round.inputs]
+round.options = [x.decode() for x in lib.round.options]
+round.outputs = [x.decode() for x in lib.round.outputs]
+
+
+def rsi(real, period):
+    """
+    Relative Strength Index
+    """
+
+    return lib.rsi([real], [period])
+
+rsi.full_name = lib.rsi.full_name.decode()
+rsi.type = lib.rsi.type.decode()
+rsi.inputs = [x.decode() for x in lib.rsi.inputs]
+rsi.options = [x.decode() for x in lib.rsi.options]
+rsi.outputs = [x.decode() for x in lib.rsi.outputs]
+
+
+def sin(real):
+    """
+    Vector Sine
+    """
+
+    return lib.sin([real], [])
+
+sin.full_name = lib.sin.full_name.decode()
+sin.type = lib.sin.type.decode()
+sin.inputs = [x.decode() for x in lib.sin.inputs]
+sin.options = [x.decode() for x in lib.sin.options]
+sin.outputs = [x.decode() for x in lib.sin.outputs]
+
+
+def sinh(real):
+    """
+    Vector Hyperbolic Sine
+    """
+
+    return lib.sinh([real], [])
+
+sinh.full_name = lib.sinh.full_name.decode()
+sinh.type = lib.sinh.type.decode()
+sinh.inputs = [x.decode() for x in lib.sinh.inputs]
+sinh.options = [x.decode() for x in lib.sinh.options]
+sinh.outputs = [x.decode() for x in lib.sinh.outputs]
+
+
+def sma(real, period):
+    """
+    Simple Moving Average
+    """
+
+    return lib.sma([real], [period])
+
+sma.full_name = lib.sma.full_name.decode()
+sma.type = lib.sma.type.decode()
+sma.inputs = [x.decode() for x in lib.sma.inputs]
+sma.options = [x.decode() for x in lib.sma.options]
+sma.outputs = [x.decode() for x in lib.sma.outputs]
+
+
+def sqrt(real):
+    """
+    Vector Square Root
+    """
+
+    return lib.sqrt([real], [])
+
+sqrt.full_name = lib.sqrt.full_name.decode()
+sqrt.type = lib.sqrt.type.decode()
+sqrt.inputs = [x.decode() for x in lib.sqrt.inputs]
+sqrt.options = [x.decode() for x in lib.sqrt.options]
+sqrt.outputs = [x.decode() for x in lib.sqrt.outputs]
+
+
+def stddev(real, period):
+    """
+    Standard Deviation Over Period
+    """
+
+    return lib.stddev([real], [period])
+
+stddev.full_name = lib.stddev.full_name.decode()
+stddev.type = lib.stddev.type.decode()
+stddev.inputs = [x.decode() for x in lib.stddev.inputs]
+stddev.options = [x.decode() for x in lib.stddev.options]
+stddev.outputs = [x.decode() for x in lib.stddev.outputs]
+
+
+def stderr(real, period):
+    """
+    Standard Error Over Period
+    """
+
+    return lib.stderr([real], [period])
+
+stderr.full_name = lib.stderr.full_name.decode()
+stderr.type = lib.stderr.type.decode()
+stderr.inputs = [x.decode() for x in lib.stderr.inputs]
+stderr.options = [x.decode() for x in lib.stderr.options]
+stderr.outputs = [x.decode() for x in lib.stderr.outputs]
+
+
+def stoch(high, low, close, pct_k_period, pct_k_slowing_period, pct_d_period):
+    """
+    Stochastic Oscillator
+    """
+
+    return lib.stoch([high, low, close], [pct_k_period, pct_k_slowing_period, pct_d_period])
+
+stoch.full_name = lib.stoch.full_name.decode()
+stoch.type = lib.stoch.type.decode()
+stoch.inputs = [x.decode() for x in lib.stoch.inputs]
+stoch.options = [x.decode() for x in lib.stoch.options]
+stoch.outputs = [x.decode() for x in lib.stoch.outputs]
+
+
+def stochrsi(real, period):
+    """
+    Stochastic RSI
+    """
+
+    return lib.stochrsi([real], [period])
+
+stochrsi.full_name = lib.stochrsi.full_name.decode()
+stochrsi.type = lib.stochrsi.type.decode()
+stochrsi.inputs = [x.decode() for x in lib.stochrsi.inputs]
+stochrsi.options = [x.decode() for x in lib.stochrsi.options]
+stochrsi.outputs = [x.decode() for x in lib.stochrsi.outputs]
+
+
+def sub(real, real2):
+    """
+    Vector Subtraction
+    """
+
+    return lib.sub([real, real2], [])
+
+sub.full_name = lib.sub.full_name.decode()
+sub.type = lib.sub.type.decode()
+sub.inputs = [x.decode() for x in lib.sub.inputs]
+sub.options = [x.decode() for x in lib.sub.options]
+sub.outputs = [x.decode() for x in lib.sub.outputs]
+
+
+def sum(real, period):
+    """
+    Sum Over Period
+    """
+
+    return lib.sum([real], [period])
+
+sum.full_name = lib.sum.full_name.decode()
+sum.type = lib.sum.type.decode()
+sum.inputs = [x.decode() for x in lib.sum.inputs]
+sum.options = [x.decode() for x in lib.sum.options]
+sum.outputs = [x.decode() for x in lib.sum.outputs]
+
+
+def tan(real):
+    """
+    Vector Tangent
+    """
+
+    return lib.tan([real], [])
+
+tan.full_name = lib.tan.full_name.decode()
+tan.type = lib.tan.type.decode()
+tan.inputs = [x.decode() for x in lib.tan.inputs]
+tan.options = [x.decode() for x in lib.tan.options]
+tan.outputs = [x.decode() for x in lib.tan.outputs]
+
+
+def tanh(real):
+    """
+    Vector Hyperbolic Tangent
+    """
+
+    return lib.tanh([real], [])
+
+tanh.full_name = lib.tanh.full_name.decode()
+tanh.type = lib.tanh.type.decode()
+tanh.inputs = [x.decode() for x in lib.tanh.inputs]
+tanh.options = [x.decode() for x in lib.tanh.options]
+tanh.outputs = [x.decode() for x in lib.tanh.outputs]
+
+
+def tema(real, period):
+    """
+    Triple Exponential Moving Average
+    """
+
+    return lib.tema([real], [period])
+
+tema.full_name = lib.tema.full_name.decode()
+tema.type = lib.tema.type.decode()
+tema.inputs = [x.decode() for x in lib.tema.inputs]
+tema.options = [x.decode() for x in lib.tema.options]
+tema.outputs = [x.decode() for x in lib.tema.outputs]
+
+
+def todeg(real):
+    """
+    Vector Degree Conversion
+    """
+
+    return lib.todeg([real], [])
+
+todeg.full_name = lib.todeg.full_name.decode()
+todeg.type = lib.todeg.type.decode()
+todeg.inputs = [x.decode() for x in lib.todeg.inputs]
+todeg.options = [x.decode() for x in lib.todeg.options]
+todeg.outputs = [x.decode() for x in lib.todeg.outputs]
+
+
+def torad(real):
+    """
+    Vector Radian Conversion
+    """
+
+    return lib.torad([real], [])
+
+torad.full_name = lib.torad.full_name.decode()
+torad.type = lib.torad.type.decode()
+torad.inputs = [x.decode() for x in lib.torad.inputs]
+torad.options = [x.decode() for x in lib.torad.options]
+torad.outputs = [x.decode() for x in lib.torad.outputs]
+
+
+def tr(high, low, close):
+    """
+    True Range
+    """
+
+    return lib.tr([high, low, close], [])
+
+tr.full_name = lib.tr.full_name.decode()
+tr.type = lib.tr.type.decode()
+tr.inputs = [x.decode() for x in lib.tr.inputs]
+tr.options = [x.decode() for x in lib.tr.options]
+tr.outputs = [x.decode() for x in lib.tr.outputs]
+
+
+def trima(real, period):
+    """
+    Triangular Moving Average
+    """
+
+    return lib.trima([real], [period])
+
+trima.full_name = lib.trima.full_name.decode()
+trima.type = lib.trima.type.decode()
+trima.inputs = [x.decode() for x in lib.trima.inputs]
+trima.options = [x.decode() for x in lib.trima.options]
+trima.outputs = [x.decode() for x in lib.trima.outputs]
+
+
+def trix(real, period):
+    """
+    Trix
+    """
+
+    return lib.trix([real], [period])
+
+trix.full_name = lib.trix.full_name.decode()
+trix.type = lib.trix.type.decode()
+trix.inputs = [x.decode() for x in lib.trix.inputs]
+trix.options = [x.decode() for x in lib.trix.options]
+trix.outputs = [x.decode() for x in lib.trix.outputs]
+
+
+def trunc(real):
+    """
+    Vector Truncate
+    """
+
+    return lib.trunc([real], [])
+
+trunc.full_name = lib.trunc.full_name.decode()
+trunc.type = lib.trunc.type.decode()
+trunc.inputs = [x.decode() for x in lib.trunc.inputs]
+trunc.options = [x.decode() for x in lib.trunc.options]
+trunc.outputs = [x.decode() for x in lib.trunc.outputs]
+
+
+def tsf(real, period):
+    """
+    Time Series Forecast
+    """
+
+    return lib.tsf([real], [period])
+
+tsf.full_name = lib.tsf.full_name.decode()
+tsf.type = lib.tsf.type.decode()
+tsf.inputs = [x.decode() for x in lib.tsf.inputs]
+tsf.options = [x.decode() for x in lib.tsf.options]
+tsf.outputs = [x.decode() for x in lib.tsf.outputs]
+
+
+def typprice(high, low, close):
+    """
+    Typical Price
+    """
+
+    return lib.typprice([high, low, close], [])
+
+typprice.full_name = lib.typprice.full_name.decode()
+typprice.type = lib.typprice.type.decode()
+typprice.inputs = [x.decode() for x in lib.typprice.inputs]
+typprice.options = [x.decode() for x in lib.typprice.options]
+typprice.outputs = [x.decode() for x in lib.typprice.outputs]
+
+
+def ultosc(high, low, close, short_period, medium_period, long_period):
+    """
+    Ultimate Oscillator
+    """
+
+    return lib.ultosc([high, low, close], [short_period, medium_period, long_period])
+
+ultosc.full_name = lib.ultosc.full_name.decode()
+ultosc.type = lib.ultosc.type.decode()
+ultosc.inputs = [x.decode() for x in lib.ultosc.inputs]
+ultosc.options = [x.decode() for x in lib.ultosc.options]
+ultosc.outputs = [x.decode() for x in lib.ultosc.outputs]
+
+
+def var(real, period):
+    """
+    Variance Over Period
+    """
+
+    return lib.var([real], [period])
+
+var.full_name = lib.var.full_name.decode()
+var.type = lib.var.type.decode()
+var.inputs = [x.decode() for x in lib.var.inputs]
+var.options = [x.decode() for x in lib.var.options]
+var.outputs = [x.decode() for x in lib.var.outputs]
+
+
+def vhf(real, period):
+    """
+    Vertical Horizontal Filter
+    """
+
+    return lib.vhf([real], [period])
+
+vhf.full_name = lib.vhf.full_name.decode()
+vhf.type = lib.vhf.type.decode()
+vhf.inputs = [x.decode() for x in lib.vhf.inputs]
+vhf.options = [x.decode() for x in lib.vhf.options]
+vhf.outputs = [x.decode() for x in lib.vhf.outputs]
+
+
+def vidya(real, short_period, long_period, alpha):
+    """
+    Variable Index Dynamic Average
+    """
+
+    return lib.vidya([real], [short_period, long_period, alpha])
+
+vidya.full_name = lib.vidya.full_name.decode()
+vidya.type = lib.vidya.type.decode()
+vidya.inputs = [x.decode() for x in lib.vidya.inputs]
+vidya.options = [x.decode() for x in lib.vidya.options]
+vidya.outputs = [x.decode() for x in lib.vidya.outputs]
+
+
+def volatility(real, period):
+    """
+    Annualized Historical Volatility
+    """
+
+    return lib.volatility([real], [period])
+
+volatility.full_name = lib.volatility.full_name.decode()
+volatility.type = lib.volatility.type.decode()
+volatility.inputs = [x.decode() for x in lib.volatility.inputs]
+volatility.options = [x.decode() for x in lib.volatility.options]
+volatility.outputs = [x.decode() for x in lib.volatility.outputs]
+
+
+def vosc(volume, short_period, long_period):
+    """
+    Volume Oscillator
+    """
+
+    return lib.vosc([volume], [short_period, long_period])
+
+vosc.full_name = lib.vosc.full_name.decode()
+vosc.type = lib.vosc.type.decode()
+vosc.inputs = [x.decode() for x in lib.vosc.inputs]
+vosc.options = [x.decode() for x in lib.vosc.options]
+vosc.outputs = [x.decode() for x in lib.vosc.outputs]
+
+
+def vwma(close, volume, period):
+    """
+    Volume Weighted Moving Average
+    """
+
+    return lib.vwma([close, volume], [period])
+
+vwma.full_name = lib.vwma.full_name.decode()
+vwma.type = lib.vwma.type.decode()
+vwma.inputs = [x.decode() for x in lib.vwma.inputs]
+vwma.options = [x.decode() for x in lib.vwma.options]
+vwma.outputs = [x.decode() for x in lib.vwma.outputs]
+
+
+def wad(high, low, close):
+    """
+    Williams Accumulation/Distribution
+    """
+
+    return lib.wad([high, low, close], [])
+
+wad.full_name = lib.wad.full_name.decode()
+wad.type = lib.wad.type.decode()
+wad.inputs = [x.decode() for x in lib.wad.inputs]
+wad.options = [x.decode() for x in lib.wad.options]
+wad.outputs = [x.decode() for x in lib.wad.outputs]
+
+
+def wcprice(high, low, close):
+    """
+    Weighted Close Price
+    """
+
+    return lib.wcprice([high, low, close], [])
+
+wcprice.full_name = lib.wcprice.full_name.decode()
+wcprice.type = lib.wcprice.type.decode()
+wcprice.inputs = [x.decode() for x in lib.wcprice.inputs]
+wcprice.options = [x.decode() for x in lib.wcprice.options]
+wcprice.outputs = [x.decode() for x in lib.wcprice.outputs]
+
+
+def wilders(real, period):
+    """
+    Wilders Smoothing
+    """
+
+    return lib.wilders([real], [period])
+
+wilders.full_name = lib.wilders.full_name.decode()
+wilders.type = lib.wilders.type.decode()
+wilders.inputs = [x.decode() for x in lib.wilders.inputs]
+wilders.options = [x.decode() for x in lib.wilders.options]
+wilders.outputs = [x.decode() for x in lib.wilders.outputs]
+
+
+def willr(high, low, close, period):
+    """
+    Williams %R
+    """
+
+    return lib.willr([high, low, close], [period])
+
+willr.full_name = lib.willr.full_name.decode()
+willr.type = lib.willr.type.decode()
+willr.inputs = [x.decode() for x in lib.willr.inputs]
+willr.options = [x.decode() for x in lib.willr.options]
+willr.outputs = [x.decode() for x in lib.willr.outputs]
+
+
+def wma(real, period):
+    """
+    Weighted Moving Average
+    """
+
+    return lib.wma([real], [period])
+
+wma.full_name = lib.wma.full_name.decode()
+wma.type = lib.wma.type.decode()
+wma.inputs = [x.decode() for x in lib.wma.inputs]
+wma.options = [x.decode() for x in lib.wma.options]
+wma.outputs = [x.decode() for x in lib.wma.outputs]
+
+
+def zlema(real, period):
+    """
+    Zero-Lag Exponential Moving Average
+    """
+
+    return lib.zlema([real], [period])
+
+zlema.full_name = lib.zlema.full_name.decode()
+zlema.type = lib.zlema.type.decode()
+zlema.inputs = [x.decode() for x in lib.zlema.inputs]
+zlema.options = [x.decode() for x in lib.zlema.options]
+zlema.outputs = [x.decode() for x in lib.zlema.outputs]
+