akshare-one 0.2.3__py3-none-any.whl → 0.3.0__py3-none-any.whl

This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
Files changed (40) hide show
  1. akshare_one/__init__.py +31 -31
  2. akshare_one/financial.py +46 -46
  3. akshare_one/indicators.py +395 -0
  4. akshare_one/insider.py +33 -33
  5. akshare_one/modules/cache.py +9 -9
  6. akshare_one/modules/eastmoney/client.py +88 -88
  7. akshare_one/modules/eastmoney/utils.py +104 -104
  8. akshare_one/modules/financial/base.py +22 -22
  9. akshare_one/modules/financial/factory.py +44 -44
  10. akshare_one/modules/financial/sina.py +273 -273
  11. akshare_one/modules/historical/base.py +47 -39
  12. akshare_one/modules/historical/eastmoney.py +241 -241
  13. akshare_one/modules/historical/eastmoney_direct.py +79 -79
  14. akshare_one/modules/historical/factory.py +48 -48
  15. akshare_one/modules/historical/sina.py +218 -218
  16. akshare_one/modules/indicators/__init__.py +0 -0
  17. akshare_one/modules/indicators/base.py +158 -0
  18. akshare_one/modules/indicators/factory.py +33 -0
  19. akshare_one/modules/indicators/simple.py +230 -0
  20. akshare_one/modules/indicators/talib.py +263 -0
  21. akshare_one/modules/insider/base.py +28 -28
  22. akshare_one/modules/insider/factory.py +44 -44
  23. akshare_one/modules/insider/xueqiu.py +115 -115
  24. akshare_one/modules/news/base.py +22 -22
  25. akshare_one/modules/news/eastmoney.py +47 -47
  26. akshare_one/modules/news/factory.py +44 -44
  27. akshare_one/modules/realtime/base.py +27 -27
  28. akshare_one/modules/realtime/eastmoney.py +57 -57
  29. akshare_one/modules/realtime/eastmoney_direct.py +37 -37
  30. akshare_one/modules/realtime/factory.py +48 -48
  31. akshare_one/modules/realtime/xueqiu.py +60 -60
  32. akshare_one/modules/utils.py +10 -10
  33. akshare_one/news.py +27 -27
  34. akshare_one/stock.py +78 -78
  35. {akshare_one-0.2.3.dist-info → akshare_one-0.3.0.dist-info}/METADATA +70 -66
  36. akshare_one-0.3.0.dist-info/RECORD +39 -0
  37. {akshare_one-0.2.3.dist-info → akshare_one-0.3.0.dist-info}/licenses/LICENSE +21 -21
  38. akshare_one-0.2.3.dist-info/RECORD +0 -33
  39. {akshare_one-0.2.3.dist-info → akshare_one-0.3.0.dist-info}/WHEEL +0 -0
  40. {akshare_one-0.2.3.dist-info → akshare_one-0.3.0.dist-info}/top_level.txt +0 -0
@@ -0,0 +1,158 @@
1
+ from abc import ABC, abstractmethod
2
+ import pandas as pd
3
+
4
+
5
+ class BaseIndicatorCalculator(ABC):
6
+ """Base class for indicator calculators"""
7
+
8
+ @abstractmethod
9
+ def calculate_sma(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
10
+ pass
11
+
12
+ @abstractmethod
13
+ def calculate_ema(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
14
+ pass
15
+
16
+ @abstractmethod
17
+ def calculate_rsi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
18
+ pass
19
+
20
+ @abstractmethod
21
+ def calculate_macd(
22
+ self, df: pd.DataFrame, fast: int, slow: int, signal: int
23
+ ) -> pd.DataFrame:
24
+ pass
25
+
26
+ @abstractmethod
27
+ def calculate_bollinger_bands(
28
+ self, df: pd.DataFrame, window: int, std: int
29
+ ) -> pd.DataFrame:
30
+ pass
31
+
32
+ @abstractmethod
33
+ def calculate_stoch(
34
+ self, df: pd.DataFrame, window: int, smooth_d: int, smooth_k: int
35
+ ) -> pd.DataFrame:
36
+ pass
37
+
38
+ @abstractmethod
39
+ def calculate_atr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
40
+ pass
41
+
42
+ @abstractmethod
43
+ def calculate_cci(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
44
+ pass
45
+
46
+ @abstractmethod
47
+ def calculate_adx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
48
+ pass
49
+
50
+ @abstractmethod
51
+ def calculate_willr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
52
+ pass
53
+
54
+ @abstractmethod
55
+ def calculate_ad(self, df: pd.DataFrame) -> pd.DataFrame:
56
+ pass
57
+
58
+ @abstractmethod
59
+ def calculate_adosc(
60
+ self, df: pd.DataFrame, fast_period: int, slow_period: int
61
+ ) -> pd.DataFrame:
62
+ pass
63
+
64
+ @abstractmethod
65
+ def calculate_obv(self, df: pd.DataFrame) -> pd.DataFrame:
66
+ pass
67
+
68
+ @abstractmethod
69
+ def calculate_mom(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
70
+ pass
71
+
72
+ @abstractmethod
73
+ def calculate_sar(
74
+ self, df: pd.DataFrame, acceleration: float, maximum: float
75
+ ) -> pd.DataFrame:
76
+ pass
77
+
78
+ @abstractmethod
79
+ def calculate_tsf(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
80
+ pass
81
+
82
+ @abstractmethod
83
+ def calculate_apo(
84
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
85
+ ) -> pd.DataFrame:
86
+ pass
87
+
88
+ @abstractmethod
89
+ def calculate_aroon(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
90
+ pass
91
+
92
+ @abstractmethod
93
+ def calculate_aroonosc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
94
+ pass
95
+
96
+ @abstractmethod
97
+ def calculate_bop(self, df: pd.DataFrame) -> pd.DataFrame:
98
+ pass
99
+
100
+ @abstractmethod
101
+ def calculate_cmo(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
102
+ pass
103
+
104
+ @abstractmethod
105
+ def calculate_dx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
106
+ pass
107
+
108
+ @abstractmethod
109
+ def calculate_mfi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
110
+ pass
111
+
112
+ @abstractmethod
113
+ def calculate_minus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
114
+ pass
115
+
116
+ @abstractmethod
117
+ def calculate_minus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
118
+ pass
119
+
120
+ @abstractmethod
121
+ def calculate_plus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
122
+ pass
123
+
124
+ @abstractmethod
125
+ def calculate_plus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
126
+ pass
127
+
128
+ @abstractmethod
129
+ def calculate_ppo(
130
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
131
+ ) -> pd.DataFrame:
132
+ pass
133
+
134
+ @abstractmethod
135
+ def calculate_roc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
136
+ pass
137
+
138
+ @abstractmethod
139
+ def calculate_rocp(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
140
+ pass
141
+
142
+ @abstractmethod
143
+ def calculate_rocr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
144
+ pass
145
+
146
+ @abstractmethod
147
+ def calculate_rocr100(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
148
+ pass
149
+
150
+ @abstractmethod
151
+ def calculate_trix(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
152
+ pass
153
+
154
+ @abstractmethod
155
+ def calculate_ultosc(
156
+ self, df: pd.DataFrame, window1: int, window2: int, window3: int
157
+ ) -> pd.DataFrame:
158
+ pass
@@ -0,0 +1,33 @@
1
+ from .base import BaseIndicatorCalculator
2
+ from .simple import SimpleIndicatorCalculator
3
+
4
+ _calculators = {
5
+ "simple": SimpleIndicatorCalculator,
6
+ }
7
+ TALIB_AVAILABLE = False
8
+ try:
9
+ from .talib import TalibIndicatorCalculator
10
+
11
+ _calculators["talib"] = TalibIndicatorCalculator
12
+ TALIB_AVAILABLE = True
13
+ except ImportError:
14
+ # talib is optional
15
+ pass
16
+
17
+
18
+ class IndicatorFactory:
19
+ """Factory for indicator calculators"""
20
+
21
+ @classmethod
22
+ def get_calculator(cls, calculator_type: str = "talib") -> BaseIndicatorCalculator:
23
+ """Get indicator calculator instance
24
+
25
+ If talib is not installed, it will fall back to the simple implementation.
26
+ """
27
+ if calculator_type == "talib" and not TALIB_AVAILABLE:
28
+ calculator_type = "simple"
29
+
30
+ calculator_class = _calculators.get(calculator_type)
31
+ if not calculator_class:
32
+ raise ValueError(f"Unsupported calculator type: {calculator_type}")
33
+ return calculator_class()
@@ -0,0 +1,230 @@
1
+ import pandas as pd
2
+ from .base import BaseIndicatorCalculator
3
+
4
+
5
+ class SimpleIndicatorCalculator(BaseIndicatorCalculator):
6
+ """Basic pandas-based indicator implementations"""
7
+
8
+ def calculate_sma(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
9
+ return (
10
+ df["close"]
11
+ .rolling(window=window, min_periods=window)
12
+ .mean()
13
+ .to_frame("sma")
14
+ )
15
+
16
+ def calculate_ema(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
17
+ return (
18
+ df["close"]
19
+ .ewm(span=window, adjust=False, min_periods=window)
20
+ .mean()
21
+ .to_frame("ema")
22
+ )
23
+
24
+ def calculate_rsi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
25
+ delta = df["close"].diff()
26
+ gain = delta.clip(lower=0)
27
+ loss = -delta.clip(upper=0)
28
+
29
+ avg_gain = gain.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
30
+ avg_loss = loss.ewm(alpha=1 / window, min_periods=window, adjust=False).mean()
31
+
32
+ rs = avg_gain / avg_loss
33
+ rsi = 100 - (100 / (1 + rs))
34
+
35
+ return rsi.clip(0, 100).to_frame("rsi")
36
+
37
+ def calculate_macd(
38
+ self, df: pd.DataFrame, fast: int, slow: int, signal: int
39
+ ) -> pd.DataFrame:
40
+ close = df["close"]
41
+ ema_fast = close.ewm(span=fast, adjust=False, min_periods=fast).mean()
42
+ ema_slow = close.ewm(span=slow, adjust=False, min_periods=slow).mean()
43
+
44
+ macd_line = ema_fast - ema_slow
45
+ signal_line = macd_line.ewm(
46
+ span=signal, adjust=False, min_periods=signal
47
+ ).mean()
48
+
49
+ return pd.DataFrame(
50
+ {
51
+ "macd": macd_line,
52
+ "signal": signal_line,
53
+ "histogram": macd_line - signal_line,
54
+ }
55
+ )
56
+
57
+ def calculate_bollinger_bands(
58
+ self, df: pd.DataFrame, window: int, std: int
59
+ ) -> pd.DataFrame:
60
+ close = df["close"]
61
+ sma = close.rolling(window=window, min_periods=window).mean()
62
+ rolling_std = close.rolling(window=window, min_periods=window).std()
63
+ upper_band = sma + (rolling_std * std)
64
+ lower_band = sma - (rolling_std * std)
65
+ return pd.DataFrame(
66
+ {"upper_band": upper_band, "middle_band": sma, "lower_band": lower_band}
67
+ )
68
+
69
+ def calculate_stoch(
70
+ self, df: pd.DataFrame, window: int, smooth_d: int, smooth_k: int
71
+ ) -> pd.DataFrame:
72
+ high = df["high"]
73
+ low = df["low"]
74
+ close = df["close"]
75
+
76
+ lowest_low = low.rolling(window=window).min()
77
+ highest_high = high.rolling(window=window).max()
78
+
79
+ k = 100 * (close - lowest_low) / (highest_high - lowest_low)
80
+ slow_k = k.rolling(window=smooth_k).mean()
81
+ slow_d = slow_k.rolling(window=smooth_d).mean()
82
+
83
+ return pd.DataFrame({"slow_k": slow_k, "slow_d": slow_d})
84
+
85
+ def calculate_atr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
86
+ high = df["high"]
87
+ low = df["low"]
88
+ close = df["close"]
89
+
90
+ tr1 = high - low
91
+ tr2 = abs(high - close.shift())
92
+ tr3 = abs(low - close.shift())
93
+ tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
94
+
95
+ atr = tr.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
96
+ return atr.to_frame("atr")
97
+
98
+ def calculate_cci(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
99
+ high = df["high"]
100
+ low = df["low"]
101
+ close = df["close"]
102
+
103
+ tp = (high + low + close) / 3
104
+ tp_sma = tp.rolling(window=window, min_periods=window).mean()
105
+ mean_dev = tp.rolling(window=window, min_periods=window).apply(
106
+ lambda x: (x - x.mean()).abs().mean()
107
+ )
108
+
109
+ cci = (tp - tp_sma) / (0.015 * mean_dev)
110
+ return cci.to_frame("cci")
111
+
112
+ def calculate_adx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
113
+ high = df["high"]
114
+ low = df["low"]
115
+ close = df["close"]
116
+
117
+ # Calculate +DM, -DM and TR
118
+ move_up = high.diff()
119
+ move_down = low.diff().apply(abs)
120
+
121
+ plus_dm = pd.Series((move_up > move_down) & (move_up > 0)).astype(int) * move_up
122
+ minus_dm = (
123
+ pd.Series((move_down > move_up) & (move_down > 0)).astype(int) * move_down
124
+ )
125
+
126
+ tr1 = high - low
127
+ tr2 = abs(high - close.shift())
128
+ tr3 = abs(low - close.shift())
129
+ tr = pd.concat([tr1, tr2, tr3], axis=1).max(axis=1)
130
+
131
+ # Smooth +DM, -DM and TR
132
+ atr = tr.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
133
+ plus_di = 100 * (
134
+ plus_dm.ewm(alpha=1 / window, adjust=False, min_periods=window).mean() / atr
135
+ )
136
+ minus_di = 100 * (
137
+ minus_dm.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
138
+ / atr
139
+ )
140
+
141
+ # Calculate ADX
142
+ dx = 100 * (abs(plus_di - minus_di) / (plus_di + minus_di))
143
+ adx = dx.ewm(alpha=1 / window, adjust=False, min_periods=window).mean()
144
+
145
+ return adx.to_frame("adx")
146
+
147
+ def calculate_willr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
148
+ raise NotImplementedError("WILLR not implemented in simple calculator")
149
+
150
+ def calculate_ad(self, df: pd.DataFrame) -> pd.DataFrame:
151
+ raise NotImplementedError("AD not implemented in simple calculator")
152
+
153
+ def calculate_adosc(
154
+ self, df: pd.DataFrame, fast_period: int, slow_period: int
155
+ ) -> pd.DataFrame:
156
+ raise NotImplementedError("ADOSC not implemented in simple calculator")
157
+
158
+ def calculate_obv(self, df: pd.DataFrame) -> pd.DataFrame:
159
+ raise NotImplementedError("OBV not implemented in simple calculator")
160
+
161
+ def calculate_mom(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
162
+ raise NotImplementedError("MOM not implemented in simple calculator")
163
+
164
+ def calculate_sar(
165
+ self, df: pd.DataFrame, acceleration: float, maximum: float
166
+ ) -> pd.DataFrame:
167
+ raise NotImplementedError("SAR not implemented in simple calculator")
168
+
169
+ def calculate_tsf(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
170
+ raise NotImplementedError("TSF not implemented in simple calculator")
171
+
172
+ def calculate_apo(
173
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
174
+ ) -> pd.DataFrame:
175
+ raise NotImplementedError("APO not implemented in simple calculator")
176
+
177
+ def calculate_aroon(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
178
+ raise NotImplementedError("AROON not implemented in simple calculator")
179
+
180
+ def calculate_aroonosc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
181
+ raise NotImplementedError("AROONOSC not implemented in simple calculator")
182
+
183
+ def calculate_bop(self, df: pd.DataFrame) -> pd.DataFrame:
184
+ raise NotImplementedError("BOP not implemented in simple calculator")
185
+
186
+ def calculate_cmo(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
187
+ raise NotImplementedError("CMO not implemented in simple calculator")
188
+
189
+ def calculate_dx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
190
+ raise NotImplementedError("DX not implemented in simple calculator")
191
+
192
+ def calculate_mfi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
193
+ raise NotImplementedError("MFI not implemented in simple calculator")
194
+
195
+ def calculate_minus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
196
+ raise NotImplementedError("MINUS_DI not implemented in simple calculator")
197
+
198
+ def calculate_minus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
199
+ raise NotImplementedError("MINUS_DM not implemented in simple calculator")
200
+
201
+ def calculate_plus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
202
+ raise NotImplementedError("PLUS_DI not implemented in simple calculator")
203
+
204
+ def calculate_plus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
205
+ raise NotImplementedError("PLUS_DM not implemented in simple calculator")
206
+
207
+ def calculate_ppo(
208
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type: int
209
+ ) -> pd.DataFrame:
210
+ raise NotImplementedError("PPO not implemented in simple calculator")
211
+
212
+ def calculate_roc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
213
+ raise NotImplementedError("ROC not implemented in simple calculator")
214
+
215
+ def calculate_rocp(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
216
+ raise NotImplementedError("ROCP not implemented in simple calculator")
217
+
218
+ def calculate_rocr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
219
+ raise NotImplementedError("ROCR not implemented in simple calculator")
220
+
221
+ def calculate_rocr100(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
222
+ raise NotImplementedError("ROCR100 not implemented in simple calculator")
223
+
224
+ def calculate_trix(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
225
+ raise NotImplementedError("TRIX not implemented in simple calculator")
226
+
227
+ def calculate_ultosc(
228
+ self, df: pd.DataFrame, window1: int, window2: int, window3: int
229
+ ) -> pd.DataFrame:
230
+ raise NotImplementedError("ULTOSC not implemented in simple calculator")
@@ -0,0 +1,263 @@
1
+ import talib
2
+ import pandas as pd
3
+ from .base import BaseIndicatorCalculator
4
+
5
+
6
+ class TalibIndicatorCalculator(BaseIndicatorCalculator):
7
+ """TA-Lib based indicator implementations"""
8
+
9
+ def calculate_sma(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
10
+ close = df["close"].values
11
+ sma = talib.SMA(close, timeperiod=window)
12
+ return pd.DataFrame({"sma": sma}, index=df.index)
13
+
14
+ def calculate_ema(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
15
+ close = df["close"].values
16
+ ema = talib.EMA(close, timeperiod=window)
17
+ return pd.DataFrame({"ema": ema}, index=df.index)
18
+
19
+ def calculate_rsi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
20
+ close = df["close"].values
21
+ rsi = talib.RSI(close, timeperiod=window)
22
+ return pd.DataFrame({"rsi": rsi}, index=df.index)
23
+
24
+ def calculate_macd(
25
+ self, df: pd.DataFrame, fast: int, slow: int, signal: int
26
+ ) -> pd.DataFrame:
27
+ close = df["close"].values
28
+ macd, signal_line, histogram = talib.MACD(
29
+ close, fastperiod=fast, slowperiod=slow, signalperiod=signal
30
+ )
31
+ return pd.DataFrame(
32
+ {"macd": macd, "signal": signal_line, "histogram": histogram},
33
+ index=df.index,
34
+ )
35
+
36
+ def calculate_bollinger_bands(
37
+ self, df: pd.DataFrame, window: int, std: int
38
+ ) -> pd.DataFrame:
39
+ close = df["close"].values
40
+ upper, middle, lower = talib.BBANDS(
41
+ close, timeperiod=window, nbdevup=std, nbdevdn=std, matype=talib.MA_Type.SMA
42
+ )
43
+ return pd.DataFrame(
44
+ {"upper_band": upper, "middle_band": middle, "lower_band": lower},
45
+ index=df.index,
46
+ )
47
+
48
+ def calculate_stoch(
49
+ self, df: pd.DataFrame, window: int, smooth_d: int, smooth_k: int
50
+ ) -> pd.DataFrame:
51
+ high = df["high"].values
52
+ low = df["low"].values
53
+ close = df["close"].values
54
+ slow_k, slow_d = talib.STOCH(
55
+ high,
56
+ low,
57
+ close,
58
+ fastk_period=window,
59
+ slowk_period=smooth_k,
60
+ slowk_matype=talib.MA_Type.SMA,
61
+ slowd_period=smooth_d,
62
+ slowd_matype=talib.MA_Type.SMA,
63
+ )
64
+ return pd.DataFrame({"slow_k": slow_k, "slow_d": slow_d}, index=df.index)
65
+
66
+ def calculate_atr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
67
+ high = df["high"].values
68
+ low = df["low"].values
69
+ close = df["close"].values
70
+ atr = talib.ATR(high, low, close, timeperiod=window)
71
+ return pd.DataFrame({"atr": atr}, index=df.index)
72
+
73
+ def calculate_cci(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
74
+ high = df["high"].values
75
+ low = df["low"].values
76
+ close = df["close"].values
77
+ cci = talib.CCI(high, low, close, timeperiod=window)
78
+ return pd.DataFrame({"cci": cci}, index=df.index)
79
+
80
+ def calculate_adx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
81
+ high = df["high"].values
82
+ low = df["low"].values
83
+ close = df["close"].values
84
+ adx = talib.ADX(high, low, close, timeperiod=window)
85
+ return pd.DataFrame({"adx": adx}, index=df.index)
86
+
87
+ def calculate_willr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
88
+ high = df["high"].values
89
+ low = df["low"].values
90
+ close = df["close"].values
91
+ willr = talib.WILLR(high, low, close, timeperiod=window)
92
+ return pd.DataFrame({"willr": willr}, index=df.index)
93
+
94
+ def calculate_ad(self, df: pd.DataFrame) -> pd.DataFrame:
95
+ high = df["high"].values
96
+ low = df["low"].values
97
+ close = df["close"].values
98
+ volume = df["volume"].values.astype(float)
99
+ ad = talib.AD(high, low, close, volume)
100
+ return pd.DataFrame({"ad": ad}, index=df.index)
101
+
102
+ def calculate_adosc(
103
+ self, df: pd.DataFrame, fast_period: int, slow_period: int
104
+ ) -> pd.DataFrame:
105
+ high = df["high"].values
106
+ low = df["low"].values
107
+ close = df["close"].values
108
+ volume = df["volume"].values.astype(float)
109
+ adosc = talib.ADOSC(
110
+ high, low, close, volume, fastperiod=fast_period, slowperiod=slow_period
111
+ )
112
+ return pd.DataFrame({"adosc": adosc}, index=df.index)
113
+
114
+ def calculate_obv(self, df: pd.DataFrame) -> pd.DataFrame:
115
+ close = df["close"].values
116
+ volume = df["volume"].values.astype(float)
117
+ obv = talib.OBV(close, volume)
118
+ return pd.DataFrame({"obv": obv}, index=df.index)
119
+
120
+ def calculate_mom(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
121
+ close = df["close"].values
122
+ mom = talib.MOM(close, timeperiod=window)
123
+ return pd.DataFrame({"mom": mom}, index=df.index)
124
+
125
+ def calculate_sar(
126
+ self, df: pd.DataFrame, acceleration: float, maximum: float
127
+ ) -> pd.DataFrame:
128
+ high = df["high"].values
129
+ low = df["low"].values
130
+ sar = talib.SAR(high, low, acceleration=acceleration, maximum=maximum)
131
+ return pd.DataFrame({"sar": sar}, index=df.index)
132
+
133
+ def calculate_tsf(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
134
+ close = df["close"].values
135
+ tsf = talib.TSF(close, timeperiod=window)
136
+ return pd.DataFrame({"tsf": tsf}, index=df.index)
137
+
138
+ def calculate_apo(
139
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type
140
+ ) -> pd.DataFrame:
141
+ close = df["close"].values
142
+ apo = talib.APO(
143
+ close, fastperiod=fast_period, slowperiod=slow_period, matype=ma_type
144
+ )
145
+ return pd.DataFrame({"apo": apo}, index=df.index)
146
+
147
+ def calculate_aroon(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
148
+ high = df["high"].values
149
+ low = df["low"].values
150
+ aroon_down, aroon_up = talib.AROON(high, low, timeperiod=window)
151
+ return pd.DataFrame(
152
+ {"aroon_down": aroon_down, "aroon_up": aroon_up}, index=df.index
153
+ )
154
+
155
+ def calculate_aroonosc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
156
+ high = df["high"].values
157
+ low = df["low"].values
158
+ aroonosc = talib.AROONOSC(high, low, timeperiod=window)
159
+ return pd.DataFrame({"aroonosc": aroonosc}, index=df.index)
160
+
161
+ def calculate_bop(self, df: pd.DataFrame) -> pd.DataFrame:
162
+ open_ = df["open"].values
163
+ high = df["high"].values
164
+ low = df["low"].values
165
+ close = df["close"].values
166
+ bop = talib.BOP(open_, high, low, close)
167
+ return pd.DataFrame({"bop": bop}, index=df.index)
168
+
169
+ def calculate_cmo(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
170
+ close = df["close"].values
171
+ cmo = talib.CMO(close, timeperiod=window)
172
+ return pd.DataFrame({"cmo": cmo}, index=df.index)
173
+
174
+ def calculate_dx(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
175
+ high = df["high"].values
176
+ low = df["low"].values
177
+ close = df["close"].values
178
+ dx = talib.DX(high, low, close, timeperiod=window)
179
+ return pd.DataFrame({"dx": dx}, index=df.index)
180
+
181
+ def calculate_mfi(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
182
+ high = df["high"].values
183
+ low = df["low"].values
184
+ close = df["close"].values
185
+ volume = df["volume"].values.astype(float)
186
+ mfi = talib.MFI(high, low, close, volume, timeperiod=window)
187
+ return pd.DataFrame({"mfi": mfi}, index=df.index)
188
+
189
+ def calculate_minus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
190
+ high = df["high"].values
191
+ low = df["low"].values
192
+ close = df["close"].values
193
+ minus_di = talib.MINUS_DI(high, low, close, timeperiod=window)
194
+ return pd.DataFrame({"minus_di": minus_di}, index=df.index)
195
+
196
+ def calculate_minus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
197
+ high = df["high"].values
198
+ low = df["low"].values
199
+ minus_dm = talib.MINUS_DM(high, low, timeperiod=window)
200
+ return pd.DataFrame({"minus_dm": minus_dm}, index=df.index)
201
+
202
+ def calculate_plus_di(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
203
+ high = df["high"].values
204
+ low = df["low"].values
205
+ close = df["close"].values
206
+ plus_di = talib.PLUS_DI(high, low, close, timeperiod=window)
207
+ return pd.DataFrame({"plus_di": plus_di}, index=df.index)
208
+
209
+ def calculate_plus_dm(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
210
+ high = df["high"].values
211
+ low = df["low"].values
212
+ plus_dm = talib.PLUS_DM(high, low, timeperiod=window)
213
+ return pd.DataFrame({"plus_dm": plus_dm}, index=df.index)
214
+
215
+ def calculate_ppo(
216
+ self, df: pd.DataFrame, fast_period: int, slow_period: int, ma_type
217
+ ) -> pd.DataFrame:
218
+ close = df["close"].values
219
+ ppo = talib.PPO(
220
+ close, fastperiod=fast_period, slowperiod=slow_period, matype=ma_type
221
+ )
222
+ return pd.DataFrame({"ppo": ppo}, index=df.index)
223
+
224
+ def calculate_roc(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
225
+ close = df["close"].values
226
+ roc = talib.ROC(close, timeperiod=window)
227
+ return pd.DataFrame({"roc": roc}, index=df.index)
228
+
229
+ def calculate_rocp(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
230
+ close = df["close"].values
231
+ rocp = talib.ROCP(close, timeperiod=window)
232
+ return pd.DataFrame({"rocp": rocp}, index=df.index)
233
+
234
+ def calculate_rocr(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
235
+ close = df["close"].values
236
+ rocr = talib.ROCR(close, timeperiod=window)
237
+ return pd.DataFrame({"rocr": rocr}, index=df.index)
238
+
239
+ def calculate_rocr100(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
240
+ close = df["close"].values
241
+ rocr100 = talib.ROCR100(close, timeperiod=window)
242
+ return pd.DataFrame({"rocr100": rocr100}, index=df.index)
243
+
244
+ def calculate_trix(self, df: pd.DataFrame, window: int) -> pd.DataFrame:
245
+ close = df["close"].values
246
+ trix = talib.TRIX(close, timeperiod=window)
247
+ return pd.DataFrame({"trix": trix}, index=df.index)
248
+
249
+ def calculate_ultosc(
250
+ self, df: pd.DataFrame, window1: int, window2: int, window3: int
251
+ ) -> pd.DataFrame:
252
+ high = df["high"].values
253
+ low = df["low"].values
254
+ close = df["close"].values
255
+ ultosc = talib.ULTOSC(
256
+ high,
257
+ low,
258
+ close,
259
+ timeperiod1=window1,
260
+ timeperiod2=window2,
261
+ timeperiod3=window3,
262
+ )
263
+ return pd.DataFrame({"ultosc": ultosc}, index=df.index)