investfly-sdk 1.5__tar.gz → 1.7__tar.gz

{investfly_sdk-1.5 → investfly_sdk-1.7}/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: investfly-sdk
-Version: 1.5
+Version: 1.7
 Summary: Investfly SDK
 Author-email: "Investfly.com" <admin@investfly.com>
 License: The MIT License (MIT)
@@ -36,7 +36,6 @@ Requires-Dist: charset-normalizer==3.2.0
 Requires-Dist: idna==3.4
 Requires-Dist: pandas==2.0.3
 Requires-Dist: pandas-stubs==2.0.3.230814
-Requires-Dist: pandas-ta==0.3.14b0
 Requires-Dist: python-dateutil==2.8.2
 Requires-Dist: pytz==2023.3
 Requires-Dist: requests==2.31.0
@@ -45,7 +44,7 @@ Requires-Dist: six==1.16.0
 Requires-Dist: tzdata==2023.3
 Requires-Dist: urllib3==1.26.15
 Requires-Dist: numpy==1.26.4
-Requires-Dist: TA-Lib==0.4.28
+Requires-Dist: mypy==1.12.1
 
 # About
 
@@ -182,13 +181,24 @@ Using IDE editor will assist with auto-completion and type hints. Additionally,
 When using the IDE, open `investfly` directory created above as a project with your IDE. 
 Make sure that Python Interpreter is configured to the virtual environment `investfly/venv/bin/python` created above.
 
+### TA-Lib Stubs
+TA-Lib is a technical analysis library https://github.com/TA-Lib/ta-lib-python used to compute technical indicators by Investfly.
+This library can also be used in custom indicators and strategies. However, installing Python ta-lib wrapper requires installing native ta-lib, which is challenging based on the OS you are working with.
+So investfly-sdk ships with ta-lib stubs, so when you install investfly-sdk, pip does not try to install ta-lib. 
+This means that you can develop your code, but cannot run them locally if you are using ta-lib in your code. This is generally OK, because you will use the CLI
+to upload your code to Investfly server, where it will be run.
+If you want also want to run your code locally to test it, then follow the installation method described in the link above and then install ta-lib with the following command
+```commandline
+pip install ta-lib==0.4.28
+```
+
 
 # API Docs
 
 API Docs are published at https://www.investfly.com/guides/docs/index.html
 
 # Getting Help
-Please email [admin@investfly.com](admin@investfly.com) for any support or bug report
+Please email support@investfly.com for any support or bug report
 
 
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/README.md

@@ -133,13 +133,24 @@ Using IDE editor will assist with auto-completion and type hints. Additionally,
 When using the IDE, open `investfly` directory created above as a project with your IDE. 
 Make sure that Python Interpreter is configured to the virtual environment `investfly/venv/bin/python` created above.
 
+### TA-Lib Stubs
+TA-Lib is a technical analysis library https://github.com/TA-Lib/ta-lib-python used to compute technical indicators by Investfly.
+This library can also be used in custom indicators and strategies. However, installing Python ta-lib wrapper requires installing native ta-lib, which is challenging based on the OS you are working with.
+So investfly-sdk ships with ta-lib stubs, so when you install investfly-sdk, pip does not try to install ta-lib. 
+This means that you can develop your code, but cannot run them locally if you are using ta-lib in your code. This is generally OK, because you will use the CLI
+to upload your code to Investfly server, where it will be run.
+If you want also want to run your code locally to test it, then follow the installation method described in the link above and then install ta-lib with the following command
+```commandline
+pip install ta-lib==0.4.28
+```
+
 
 # API Docs
 
 API Docs are published at https://www.investfly.com/guides/docs/index.html
 
 # Getting Help
-Please email [admin@investfly.com](admin@investfly.com) for any support or bug report
+Please email support@investfly.com for any support or bug report
 
 
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/api/IndicatorApiClient.py

@@ -9,13 +9,24 @@ class IndicatorApiClient:
     def __init__(self, restApiClient: RestApiClient) -> None:
         self.restApiClient = restApiClient
 
-    def listIndicators(self) -> List[IndicatorSpec]:
+    def listCustomIndicators(self) -> List[IndicatorSpec]:
         indicatorsListDict = self.restApiClient.doGet('/indicator/list/custom')
         result: List[IndicatorSpec] = []
         for indicatorDict in indicatorsListDict:
             result.append(IndicatorSpec.fromDict(indicatorDict))
         return result
 
+    def listStandardIndicators(self) -> List[IndicatorSpec]:
+        indicatorsListDict = self.restApiClient.doGet('/indicator/list/standard')
+        result: List[IndicatorSpec] = []
+        for indicatorDict in indicatorsListDict:
+            result.append(IndicatorSpec.fromDict(indicatorDict))
+        return result
+
+    def getIndicatorSpec(self, indicatorId: str) -> IndicatorSpec:
+        specDict = self.restApiClient.doGet(f'/indicator/{indicatorId}')
+        return IndicatorSpec.fromDict(specDict)
+
     def getIndicatorCode(self, indicatorId: str) -> str:
         return self.restApiClient.doGet(f'/indicator/custom/{indicatorId}/code')
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/api/RestApiClient.py

@@ -19,11 +19,12 @@ class RestApiClient:
 
     def __init__(self, baseUrl: str) -> None:
         self.headers: Dict[str, str] = {}
+        self.headers['client-mode'] = 'api'
         self.baseUrl = baseUrl
         self.log = logging.getLogger(self.__class__.__name__)
 
     def login(self, username: str, password: str) -> Session:
-        res = requests.post(self.baseUrl + "/user/login", auth=(username, password), verify=False)
+        res = requests.post(self.baseUrl + "/user/login", auth=(username, password), headers=self.headers, verify=False)
         if res.status_code == 200:
             self.headers['investfly-client-id'] = res.headers['investfly-client-id']
             self.headers['investfly-client-token'] = res.headers['investfly-client-token']

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/cli/InvestflyCli.py

@@ -1,6 +1,4 @@
 import argparse
-import pickle
-import os.path
 import time
 from typing import List, cast
 
@@ -12,6 +10,8 @@ from investfly import samples
 import inspect
 from pathlib import Path
 import shutil
+import json
+import re
 
 
 class InvestflyCli:
@@ -20,6 +20,15 @@ class InvestflyCli:
         self.running: bool = True
         self.investflyApi = InvestflyApiClient()
 
+    @staticmethod
+    def extract_class_name(source_code: str, base_class: str) -> str|None:
+        class_pattern = re.compile(r'class\s+(\w+)\s*\(\s*' + base_class + r'\s*\)\s*:', re.IGNORECASE)
+        for line in source_code.splitlines():
+            match = class_pattern.search(line)
+            if match:
+                return match.group(1)
+        return None
+
 
     def __loginAction(self, args: argparse.Namespace) -> Session:
         username = args.username
@@ -51,10 +60,12 @@ class InvestflyCli:
         return "\n".join(strategiesDictList)
 
     def __createStrategy(self, args: argparse.Namespace) -> str:
-        name = args.name
         path = args.file
         with open(path, 'r') as source_file:
             code = source_file.read()
+        name = InvestflyCli.extract_class_name(code, "TradingStrategy")
+        if name is None:
+            return "Provided file does not contain class that extends from TradingStrategy"
         tradingStrategyModel = TradingStrategyModel(strategyName=name, strategyDesc=name, pythonCode=code)
         tradingStrategyModel = self.investflyApi.strategyApi.createStrategy(tradingStrategyModel)
         return f'Created strategy {tradingStrategyModel.strategyId}'
@@ -106,16 +117,28 @@ class InvestflyCli:
 
     # ==== INDICATOR COMMAND HANDLERS
 
-    def __listIndicators(self, args: argparse.Namespace) -> str:
-        indicators: List[IndicatorSpec] = self.investflyApi.indicatorApi.listIndicators()
+    def __listCustomIndicators(self, args: argparse.Namespace) -> str:
+        indicators: List[IndicatorSpec] = self.investflyApi.indicatorApi.listCustomIndicators()
+        idList = list(map(lambda spec: spec.indicatorId, indicators))
+        return str(idList)
+
+    def __listStandardIndicators(self, args: argparse.Namespace) -> str:
+        indicators: List[IndicatorSpec] = self.investflyApi.indicatorApi.listStandardIndicators()
         idList = list(map(lambda spec: spec.indicatorId, indicators))
         return str(idList)
 
+    def __getIndicatorSpec(self,  args: argparse.Namespace) -> str:
+        spec = self.investflyApi.indicatorApi.getIndicatorSpec(args.id)
+        jsonDict = spec.toJsonDict()
+        return json.dumps(jsonDict, indent=2)
+
     def __createUpdateIndicator(self, args: argparse.Namespace):
         path = args.file
         with open(path, 'r') as source_file:
             code = source_file.read()
-        self.investflyApi.indicatorApi.createUpdateIndicator(code)
+        spec = self.investflyApi.indicatorApi.createUpdateIndicator(code)
+        jsonDict = spec.toJsonDict()
+        return json.dumps(jsonDict, indent=2)
 
     def __downloadIndicatorCode(self, args: argparse.Namespace):
         indicatorId = args.id
@@ -149,7 +172,6 @@ class InvestflyCli:
         parser_listStrategies.set_defaults(func=self.__listStrategies)
 
         parser_createStrategy = subparser.add_parser('strategy.create', help='Create a new trading strategy')
-        parser_createStrategy.add_argument('-n', '--name', required=True, help='Strategy Name')
         parser_createStrategy.add_argument('-f', '--file', required=True, help='Python File Path relative to the project root that contains strategy code')
         parser_createStrategy.set_defaults(func=self.__createStrategy)
 
@@ -177,15 +199,22 @@ class InvestflyCli:
 
         # ====== INDICATOR COMMANDS ====
 
-        parser_listIndicators = subparser.add_parser('indicator.list', help='List Custom Indicators')
-        parser_listIndicators.set_defaults(func=self.__listIndicators)
+        parser_listCustomIndicators = subparser.add_parser('indicator.listCustom', help='List Custom Indicators')
+        parser_listCustomIndicators.set_defaults(func=self.__listCustomIndicators)
+
+        parser_listStandardIndicators = subparser.add_parser('indicator.listStandard', help='List Custom Indicators')
+        parser_listStandardIndicators.set_defaults(func=self.__listStandardIndicators)
+
+        parser_getIndicatorSpec = subparser.add_parser('indicator.getIndicator', help="Get Indicator Specification")
+        parser_getIndicatorSpec.add_argument('-i', '--id', required=True, help='Indicator ID')
+        parser_getIndicatorSpec.set_defaults(func=self.__getIndicatorSpec)
 
         parser_downloadIndicator = subparser.add_parser('indicator.download', help='Download indicator python code and save it to a file')
-        parser_downloadIndicator.add_argument('-i', '--id', required=True, help='IndicatorId ID')
+        parser_downloadIndicator.add_argument('-i', '--id', required=True, help='Indicator ID')
         parser_downloadIndicator.add_argument('-f', '--file', required=True,  help='File path (with file name) to save indicator python code')
         parser_downloadIndicator.set_defaults(func=self.__downloadIndicatorCode)
 
-        parser_createUpdateIndicator = subparser.add_parser('indicator.update', help='Create or update indicator. Indicator ID is retried from ClassName')
+        parser_createUpdateIndicator = subparser.add_parser('indicator.createupdate', help='Create or update indicator. Indicator ID is retried from ClassName')
         parser_createUpdateIndicator.add_argument('-f', '--file', required=True, help='File path (with file name) that contains indicator code')
         parser_createUpdateIndicator.set_defaults(func=self.__createUpdateIndicator)
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/models/MarketData.py

@@ -65,21 +65,22 @@ class Quote:
     lastPrice: float
     prevClose: float| None = None
     todayChange: float | None = None
-    todayChangePercent: float | None = None
+    todayChangePct: float | None = None
     dayOpen: float | None = None
     dayHigh: float | None = None
     dayLow: float | None = None
-    dayVolume: int | None = None
+    volume: int | None = None
 
     @staticmethod
     def fromDict(jsonDict: Dict[str, Any]) -> Quote:
         quote = Quote(jsonDict["symbol"], parseDatetime(jsonDict["date"]), jsonDict["lastPrice"])
         quote.prevClose = jsonDict.get('prevClose')
         quote.todayChange = jsonDict.get("todayChange")
-        quote.todayChangePercent = jsonDict.get('todayChangePercent')
+        quote.todayChangePct = jsonDict.get('todayChangePct')
         quote.dayOpen = jsonDict.get('dayOpen')
         quote.dayHigh = jsonDict.get('dayHigh')
         quote.dayLow = jsonDict.get('dayLow')
+        quote.volume = jsonDict.get('volume')
         return quote
 
     def toDict(self) -> Dict[str, Any]:
@@ -111,13 +112,13 @@ class Quote:
                 raise Exception("DAY_CHANGE not available in Quote")
             return DatedValue(self.date, self.todayChange)
         elif quoteField == QuoteField.DAY_CHANGE_PCT:
-            if self.todayChangePercent is None:
+            if self.todayChangePct is None:
                 raise Exception("DAY_CHANGE_PCT value not available in Quote")
-            return DatedValue(self.date, self.todayChangePercent)
+            return DatedValue(self.date, self.todayChangePct)
         elif quoteField == QuoteField.DAY_VOLUME:
-            if self.dayVolume is None:
+            if self.volume is None:
                 raise Exception("DAY_VOLUME not available in Quote")
-            return DatedValue(self.date, self.dayVolume)
+            return DatedValue(self.date, self.volume)
         else:
             raise Exception("Invalid Quote Indicator ID: " + quoteField)
 
@@ -130,7 +131,7 @@ class Quote:
         bar['high'] = cast(float, self.dayHigh)
         bar['low'] = cast(float, self.dayLow)
         bar['close'] = cast(float, self.lastPrice)
-        bar['volume'] = cast(int, self.dayVolume)
+        bar['volume'] = cast(int, self.volume)
         return bar
 
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/models/ModelUtils.py

@@ -1,23 +1,26 @@
 from datetime import datetime
-import pytz
-
+from zoneinfo import ZoneInfo
 
 class ModelUtils:
 
     # In Java, using Date includes timezone offset in JSON whereas using LocalDateTime does not
 
-    est_tz = pytz.timezone('America/New_York')
+    est_zone = ZoneInfo("US/Eastern")
+
+    @staticmethod
+    def convertoToEst(dt: datetime) -> datetime:
+        return dt.astimezone(ModelUtils.est_zone)
 
     @staticmethod
     def localizeDateTime(dt: datetime) -> datetime:
-        return ModelUtils.est_tz.localize(dt)
+        return dt.replace(tzinfo=ModelUtils.est_zone)
 
 
     @staticmethod
     def parseDatetime(date_str: str) -> datetime:
         dateFormat = '%Y-%m-%dT%H:%M:%S.%f' if "." in date_str else '%Y-%m-%dT%H:%M:%S'
         dt = datetime.strptime(date_str, dateFormat)
-        dt = dt.astimezone(ModelUtils.est_tz)
+        dt = dt.astimezone(ModelUtils.est_zone)
         return dt
 
     @staticmethod
@@ -27,7 +30,7 @@ class ModelUtils:
     @staticmethod
     def parseZonedDatetime(date_str: str) -> datetime:
         dt = datetime.strptime(date_str, '%Y-%m-%dT%H:%M:%S.%f%z')
-        dt = dt.astimezone(ModelUtils.est_tz)
+        dt = dt.astimezone(ModelUtils.est_zone)
         return dt
 
     @staticmethod

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/samples/indicators/RsiOfSma.py

@@ -14,14 +14,10 @@ from investfly.utils import *
 
 class RsiOfSma(Indicator):
 
-
-    # To implement a price-based indicator (i.e. indicator that uses price bars [open,high,low,close,volume]),
-    # you extend from PriceBasedIndicator and implement methods shown below
-
     def getIndicatorSpec(self) -> IndicatorSpec:
-        # In this method, you must construct and return IndicatorDefinition object that specifies
-        # indicator name, description and any parameters it needs. BarSize parameter is automatically
-        # added from the parent class
+        # In this method, you must construct and return IndicatorSpec object that specifies
+        # indicator name, description and any parameters it needs. Stanard parameters like (barinterval, count, lookback)
+        #  are automatically added
         indicator = IndicatorSpec("RSI of SMA")
         indicator.addParam("sma_period", IndicatorParamSpec(ParamType.INTEGER, True, 5, IndicatorParamSpec.PERIOD_VALUES))
         indicator.addParam("rsi_period", IndicatorParamSpec(ParamType.INTEGER, True, 10, IndicatorParamSpec.PERIOD_VALUES))

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly/samples/indicators/SmaEmaAverage.py

@@ -12,13 +12,10 @@ from investfly.utils import *
 
 class SmaEmaAverage(Indicator):
 
-    # To implement a price-based indicator (i.e indicator that uses price bars [open,high,low,close,volume]) in
-    # computation you extend from PriceBasedIndicator and implement  methods shown below
-
     def getIndicatorSpec(self) -> IndicatorSpec:
-        # In this method, you must construct and return IndicatorDefinition object that spefies
-        # indicator name, description and any parameters it needs. BarSize parameter is automatically
-        # added from the parent class
+        # In this method, you must construct and return IndicatorSpec object that specifies
+        # indicator name, description and any parameters it needs. Stanard parameters like (barinterval, count, lookback)
+        #  are automatically added
         indicator = IndicatorSpec("SMA EMA Average")
         indicator.addParam('period', IndicatorParamSpec(ParamType.INTEGER, True, 5, IndicatorParamSpec.PERIOD_VALUES))
         return indicator

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly_sdk.egg-info/PKG-INFO

@@ -1,6 +1,6 @@
-Metadata-Version: 2.1
+Metadata-Version: 2.2
 Name: investfly-sdk
-Version: 1.5
+Version: 1.7
 Summary: Investfly SDK
 Author-email: "Investfly.com" <admin@investfly.com>
 License: The MIT License (MIT)
@@ -36,7 +36,6 @@ Requires-Dist: charset-normalizer==3.2.0
 Requires-Dist: idna==3.4
 Requires-Dist: pandas==2.0.3
 Requires-Dist: pandas-stubs==2.0.3.230814
-Requires-Dist: pandas-ta==0.3.14b0
 Requires-Dist: python-dateutil==2.8.2
 Requires-Dist: pytz==2023.3
 Requires-Dist: requests==2.31.0
@@ -45,7 +44,7 @@ Requires-Dist: six==1.16.0
 Requires-Dist: tzdata==2023.3
 Requires-Dist: urllib3==1.26.15
 Requires-Dist: numpy==1.26.4
-Requires-Dist: TA-Lib==0.4.28
+Requires-Dist: mypy==1.12.1
 
 # About
 
@@ -182,13 +181,24 @@ Using IDE editor will assist with auto-completion and type hints. Additionally,
 When using the IDE, open `investfly` directory created above as a project with your IDE. 
 Make sure that Python Interpreter is configured to the virtual environment `investfly/venv/bin/python` created above.
 
+### TA-Lib Stubs
+TA-Lib is a technical analysis library https://github.com/TA-Lib/ta-lib-python used to compute technical indicators by Investfly.
+This library can also be used in custom indicators and strategies. However, installing Python ta-lib wrapper requires installing native ta-lib, which is challenging based on the OS you are working with.
+So investfly-sdk ships with ta-lib stubs, so when you install investfly-sdk, pip does not try to install ta-lib. 
+This means that you can develop your code, but cannot run them locally if you are using ta-lib in your code. This is generally OK, because you will use the CLI
+to upload your code to Investfly server, where it will be run.
+If you want also want to run your code locally to test it, then follow the installation method described in the link above and then install ta-lib with the following command
+```commandline
+pip install ta-lib==0.4.28
+```
+
 
 # API Docs
 
 API Docs are published at https://www.investfly.com/guides/docs/index.html
 
 # Getting Help
-Please email [admin@investfly.com](admin@investfly.com) for any support or bug report
+Please email support@investfly.com for any support or bug report
 
 
 

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly_sdk.egg-info/SOURCES.txt

@@ -42,4 +42,5 @@ investfly_sdk.egg-info/SOURCES.txt
 investfly_sdk.egg-info/dependency_links.txt
 investfly_sdk.egg-info/entry_points.txt
 investfly_sdk.egg-info/requires.txt
-investfly_sdk.egg-info/top_level.txt
+investfly_sdk.egg-info/top_level.txt
+talib/__init__.pyi

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly_sdk.egg-info/requires.txt

@@ -3,7 +3,6 @@ charset-normalizer==3.2.0
 idna==3.4
 pandas==2.0.3
 pandas-stubs==2.0.3.230814
-pandas-ta==0.3.14b0
 python-dateutil==2.8.2
 pytz==2023.3
 requests==2.31.0
@@ -12,4 +11,4 @@ six==1.16.0
 tzdata==2023.3
 urllib3==1.26.15
 numpy==1.26.4
-TA-Lib==0.4.28
+mypy==1.12.1

{investfly_sdk-1.5 → investfly_sdk-1.7}/investfly_sdk.egg-info/top_level.txt

@@ -1 +1,2 @@
 investfly
+talib

{investfly_sdk-1.5 → investfly_sdk-1.7}/pyproject.toml

@@ -4,7 +4,7 @@ build-backend = "setuptools.build_meta"
 
 [project]
 name = "investfly-sdk"
-version = "1.5"
+version = "1.7"
 description = "Investfly SDK"
 authors = [
   { name = "Investfly.com", email = "admin@investfly.com" },
@@ -23,7 +23,6 @@ dependencies = [
     "idna==3.4",
     "pandas==2.0.3",
     "pandas-stubs==2.0.3.230814",
-    "pandas-ta==0.3.14b0",
     "python-dateutil==2.8.2",
     "pytz==2023.3",
     "requests==2.31.0",
@@ -32,10 +31,15 @@ dependencies = [
     "tzdata==2023.3",
     "urllib3==1.26.15",
     "numpy==1.26.4",
-    "TA-Lib==0.4.28"
+    "mypy==1.12.1"
 ]
 [project.scripts]
 investfly-cli = "investfly.cli.InvestflyCli:main"
 
 [project.urls]
-Homepage = "https://www.investfly.com"
+Homepage = "https://www.investfly.com"
+
+[tool.setuptools.packages.find]
+include = ["investfly*", "talib*"]
+
+

investfly_sdk-1.7/talib/__init__.pyi

@@ -0,0 +1,185 @@
+"""
+TA-Lib type stub file for type checking and code completion.
+This provides type hints for TA-Lib functions without implementation.
+"""
+
+import numpy as np
+from typing import  Tuple
+
+# Math Operators
+def ADD(real0: np.ndarray, real1: np.ndarray) -> np.ndarray: ...
+def DIV(real0: np.ndarray, real1: np.ndarray) -> np.ndarray: ...
+def MAX(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def MAXINDEX(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def MIN(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def MININDEX(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def MINMAX(real: np.ndarray, timeperiod: int = 30) -> Tuple[np.ndarray, np.ndarray]: ...
+def MINMAXINDEX(real: np.ndarray, timeperiod: int = 30) -> Tuple[np.ndarray, np.ndarray]: ...
+def MULT(real0: np.ndarray, real1: np.ndarray) -> np.ndarray: ...
+def SUB(real0: np.ndarray, real1: np.ndarray) -> np.ndarray: ...
+def SUM(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+
+# Math Transform
+def ACOS(real: np.ndarray) -> np.ndarray: ...
+def ASIN(real: np.ndarray) -> np.ndarray: ...
+def ATAN(real: np.ndarray) -> np.ndarray: ...
+def CEIL(real: np.ndarray) -> np.ndarray: ...
+def COS(real: np.ndarray) -> np.ndarray: ...
+def COSH(real: np.ndarray) -> np.ndarray: ...
+def EXP(real: np.ndarray) -> np.ndarray: ...
+def FLOOR(real: np.ndarray) -> np.ndarray: ...
+def LN(real: np.ndarray) -> np.ndarray: ...
+def LOG10(real: np.ndarray) -> np.ndarray: ...
+def SIN(real: np.ndarray) -> np.ndarray: ...
+def SINH(real: np.ndarray) -> np.ndarray: ...
+def SQRT(real: np.ndarray) -> np.ndarray: ...
+def TAN(real: np.ndarray) -> np.ndarray: ...
+def TANH(real: np.ndarray) -> np.ndarray: ...
+
+# Overlap Studies
+def BBANDS(real: np.ndarray, timeperiod: int = 5, nbdevup: float = 2.0, nbdevdn: float = 2.0, matype: int = 0) -> Tuple[np.ndarray, np.ndarray, np.ndarray]: ...
+def DEMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def EMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def HT_TRENDLINE(real: np.ndarray) -> np.ndarray: ...
+def KAMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def MA(real: np.ndarray, timeperiod: int = 30, matype: int = 0) -> np.ndarray: ...
+def MAMA(real: np.ndarray, fastlimit: float = 0.5, slowlimit: float = 0.05) -> Tuple[np.ndarray, np.ndarray]: ...
+def MAVP(real: np.ndarray, periods: np.ndarray, minperiod: int = 2, maxperiod: int = 30, matype: int = 0) -> np.ndarray: ...
+def MIDPOINT(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def MIDPRICE(high: np.ndarray, low: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def SAR(high: np.ndarray, low: np.ndarray, acceleration: float = 0.02, maximum: float = 0.2) -> np.ndarray: ...
+def SAREXT(high: np.ndarray, low: np.ndarray, startvalue: float = 0, offsetonreverse: float = 0, accelerationinitlong: float = 0.02, accelerationlong: float = 0.02, accelerationmaxlong: float = 0.2, accelerationinitshort: float = 0.02, accelerationshort: float = 0.02, accelerationmaxshort: float = 0.2) -> np.ndarray: ...
+def SMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def T3(real: np.ndarray, timeperiod: int = 5, vfactor: float = 0.7) -> np.ndarray: ...
+def TEMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def TRIMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def WMA(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+
+# Momentum Indicators
+def ADX(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def ADXR(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def APO(real: np.ndarray, fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> np.ndarray: ...
+def AROON(high: np.ndarray, low: np.ndarray, timeperiod: int = 14) -> Tuple[np.ndarray, np.ndarray]: ...
+def AROONOSC(high: np.ndarray, low: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def BOP(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CCI(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def CMO(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def DX(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def MACD(real: np.ndarray, fastperiod: int = 12, slowperiod: int = 26, signalperiod: int = 9) -> Tuple[np.ndarray, np.ndarray, np.ndarray]: ...
+def MACDEXT(real: np.ndarray, fastperiod: int = 12, fastmatype: int = 0, slowperiod: int = 26, slowmatype: int = 0, signalperiod: int = 9, signalmatype: int = 0) -> Tuple[np.ndarray, np.ndarray, np.ndarray]: ...
+def MACDFIX(real: np.ndarray, signalperiod: int = 9) -> Tuple[np.ndarray, np.ndarray, np.ndarray]: ...
+def MFI(high: np.ndarray, low: np.ndarray, close: np.ndarray, volume: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def MINUS_DI(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def MINUS_DM(high: np.ndarray, low: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def MOM(real: np.ndarray, timeperiod: int = 10) -> np.ndarray: ...
+def PLUS_DI(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def PLUS_DM(high: np.ndarray, low: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def PPO(real: np.ndarray, fastperiod: int = 12, slowperiod: int = 26, matype: int = 0) -> np.ndarray: ...
+def ROC(real: np.ndarray, timeperiod: int = 10) -> np.ndarray: ...
+def ROCP(real: np.ndarray, timeperiod: int = 10) -> np.ndarray: ...
+def ROCR(real: np.ndarray, timeperiod: int = 10) -> np.ndarray: ...
+def ROCR100(real: np.ndarray, timeperiod: int = 10) -> np.ndarray: ...
+def RSI(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def STOCH(high: np.ndarray, low: np.ndarray, close: np.ndarray, fastk_period: int = 5, slowk_period: int = 3, slowk_matype: int = 0, slowd_period: int = 3, slowd_matype: int = 0) -> Tuple[np.ndarray, np.ndarray]: ...
+def STOCHF(high: np.ndarray, low: np.ndarray, close: np.ndarray, fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Tuple[np.ndarray, np.ndarray]: ...
+def STOCHRSI(real: np.ndarray, timeperiod: int = 14, fastk_period: int = 5, fastd_period: int = 3, fastd_matype: int = 0) -> Tuple[np.ndarray, np.ndarray]: ...
+def TRIX(real: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def ULTOSC(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod1: int = 7, timeperiod2: int = 14, timeperiod3: int = 28) -> np.ndarray: ...
+def WILLR(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+
+# Volume Indicators
+def AD(high: np.ndarray, low: np.ndarray, close: np.ndarray, volume: np.ndarray) -> np.ndarray: ...
+def ADOSC(high: np.ndarray, low: np.ndarray, close: np.ndarray, volume: np.ndarray, fastperiod: int = 3, slowperiod: int = 10) -> np.ndarray: ...
+def OBV(close: np.ndarray, volume: np.ndarray) -> np.ndarray: ...
+
+# Volatility Indicators
+def ATR(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def NATR(high: np.ndarray, low: np.ndarray, close: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def TRANGE(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+
+# Price Transform
+def AVGPRICE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def MEDPRICE(high: np.ndarray, low: np.ndarray) -> np.ndarray: ...
+def TYPPRICE(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def WCLPRICE(high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+
+# Cycle Indicators
+def HT_DCPERIOD(real: np.ndarray) -> np.ndarray: ...
+def HT_DCPHASE(real: np.ndarray) -> np.ndarray: ...
+def HT_PHASOR(real: np.ndarray) -> Tuple[np.ndarray, np.ndarray]: ...
+def HT_SINE(real: np.ndarray) -> Tuple[np.ndarray, np.ndarray]: ...
+def HT_TRENDMODE(real: np.ndarray) -> np.ndarray: ...
+
+# Pattern Recognition
+def CDL2CROWS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3BLACKCROWS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3INSIDE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3LINESTRIKE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3OUTSIDE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3STARSINSOUTH(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDL3WHITESOLDIERS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLABANDONEDBABY(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.3) -> np.ndarray: ...
+def CDLADVANCEBLOCK(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLBELTHOLD(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLBREAKAWAY(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLCLOSINGMARUBOZU(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLCONCEALBABYSWALL(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLCOUNTERATTACK(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLDARKCLOUDCOVER(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.5) -> np.ndarray: ...
+def CDLDOJI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLDOJISTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLDRAGONFLYDOJI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLENGULFING(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLEVENINGDOJISTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.3) -> np.ndarray: ...
+def CDLEVENINGSTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.3) -> np.ndarray: ...
+def CDLGAPSIDESIDEWHITE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLGRAVESTONEDOJI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHAMMER(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHANGINGMAN(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHARAMI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHARAMICROSS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHIGHWAVE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHIKKAKE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHIKKAKEMOD(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLHOMINGPIGEON(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLIDENTICAL3CROWS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLINNECK(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLINVERTEDHAMMER(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLKICKING(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLKICKINGBYLENGTH(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLLADDERBOTTOM(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLLONGLEGGEDDOJI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLLONGLINE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLMARUBOZU(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLMATCHINGLOW(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLMATHOLD(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.5) -> np.ndarray: ...
+def CDLMORNINGDOJISTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.3) -> np.ndarray: ...
+def CDLMORNINGSTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray, penetration: float = 0.3) -> np.ndarray: ...
+def CDLONNECK(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLPIERCING(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLRICKSHAWMAN(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLRISEFALL3METHODS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSEPARATINGLINES(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSHOOTINGSTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSHORTLINE(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSPINNINGTOP(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSTALLEDPATTERN(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLSTICKSANDWICH(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLTAKURI(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLTASUKIGAP(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLTHRUSTING(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLTRISTAR(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLUNIQUE3RIVER(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLUPSIDEGAP2CROWS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+def CDLXSIDEGAP3METHODS(open: np.ndarray, high: np.ndarray, low: np.ndarray, close: np.ndarray) -> np.ndarray: ...
+
+# Statistic Functions
+def BETA(real0: np.ndarray, real1: np.ndarray, timeperiod: int = 5) -> np.ndarray: ...
+def CORREL(real0: np.ndarray, real1: np.ndarray, timeperiod: int = 30) -> np.ndarray: ...
+def LINEARREG(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def LINEARREG_ANGLE(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def LINEARREG_INTERCEPT(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def LINEARREG_SLOPE(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def STDDEV(real: np.ndarray, timeperiod: int = 5, nbdev: float = 1.0) -> np.ndarray: ...
+def TSF(real: np.ndarray, timeperiod: int = 14) -> np.ndarray: ...
+def VAR(real: np.ndarray, timeperiod: int = 5, nbdev: float = 1.0) -> np.ndarray: ...