openbb-technical 1.2.3__tar.gz → 1.3.0__tar.gz

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/PKG-INFO

@@ -1,20 +1,21 @@
 Metadata-Version: 2.1
 Name: openbb-technical
-Version: 1.2.3
+Version: 1.3.0
 Summary: Technical Analysis extension for OpenBB
 License: AGPL-3.0-only
 Author: OpenBB Team
 Author-email: hello@openbb.co
-Requires-Python: >=3.8,<3.12
+Requires-Python: >=3.9,<3.13
 Classifier: License :: OSI Approved :: GNU Affero General Public License v3
 Classifier: Programming Language :: Python :: 3
-Classifier: Programming Language :: Python :: 3.8
 Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
-Requires-Dist: openbb-core (>=1.2.5,<2.0.0)
+Classifier: Programming Language :: Python :: 3.12
+Requires-Dist: numpy (>=1,<2)
+Requires-Dist: openbb-core (>=1.3.0,<2.0.0)
 Requires-Dist: pandas-ta (>=0.3.14b,<0.4.0)
-Requires-Dist: scikit-learn (>=1.3.1,<2.0.0)
+Requires-Dist: scikit-learn (>=1.5.0,<2.0.0)
 Requires-Dist: scipy (>=1.10.1,<2.0.0)
 Requires-Dist: statsmodels (>=0.14.0,<0.15.0)
 Description-Content-Type: text/markdown

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/openbb_technical/helpers.py

@@ -1,10 +1,12 @@
 """Technical Analysis Helpers."""
 
-from typing import Any, List, Literal, Optional, Tuple, Union
+# pylint: disable=too-many-arguments, too-many-locals
+
+from typing import TYPE_CHECKING, Any, List, Literal, Optional, Tuple, Union
 from warnings import warn
 
-import numpy as np
-import pandas as pd
+if TYPE_CHECKING:
+    from pandas import DataFrame, Series, Timestamp
 
 
 def validate_data(data: list, length: Union[int, List[int]]) -> None:
@@ -19,12 +21,12 @@ def validate_data(data: list, length: Union[int, List[int]]) -> None:
 
 
 def parkinson(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean=True,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Parkinson volatility.
 
     Uses the high and low price of the day rather than just close to close prices.
@@ -32,7 +34,7 @@ def parkinson(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate over.
@@ -45,9 +47,12 @@ def parkinson(
 
     Returns
     -------
-    pd.DataFrame : results
+    DataFrame : results
         Dataframe with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log
+
     if window < 1:
         warn("Error: Window must be at least 1, defaulting to 30.")
         window = 30
@@ -58,9 +63,7 @@ def parkinson(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    rs = (1.0 / (4.0 * np.log(2.0))) * (
-        (data["high"] / data["low"]).apply(np.log)
-    ) ** 2.0
+    rs = (1.0 / (4.0 * log(2.0))) * ((data["high"] / data["low"]).apply(log)) ** 2.0
 
     def f(v):
         return (trading_periods * v.mean()) ** 0.5
@@ -74,12 +77,12 @@ def parkinson(
 
 
 def standard_deviation(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean: bool = True,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Calculate the Standard deviation.
 
     Measures how widely returns are dispersed from the average return.
@@ -87,7 +90,7 @@ def standard_deviation(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate over.
@@ -100,9 +103,12 @@ def standard_deviation(
 
     Returns
     -------
-    pd.DataFrame : results
+    DataFrame : results
         Dataframe with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log, sqrt
+
     if window < 2:
         warn("Error: Window must be at least 2, defaulting to 30.")
         window = 30
@@ -113,9 +119,9 @@ def standard_deviation(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    log_return = (data["close"] / data["close"].shift(1)).apply(np.log)
+    log_return = (data["close"] / data["close"].shift(1)).apply(log)
 
-    result = log_return.rolling(window=window, center=False).std() * np.sqrt(
+    result = log_return.rolling(window=window, center=False).std() * sqrt(
         trading_periods
     )
 
@@ -126,12 +132,12 @@ def standard_deviation(
 
 
 def garman_klass(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean=True,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Garman-Klass volatility.
 
     Extends Parkinson volatility by taking into account the opening and closing price.
@@ -140,7 +146,7 @@ def garman_klass(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate over.
@@ -153,9 +159,12 @@ def garman_klass(
 
     Returns
     -------
-    pd.DataFrame : results
+    DataFrame : results
         Dataframe with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log
+
     if window < 1:
         warn("Error: Window must be at least 1, defaulting to 30.")
         window = 30
@@ -166,10 +175,10 @@ def garman_klass(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    log_hl = (data["high"] / data["low"]).apply(np.log)
-    log_co = (data["close"] / data["open"]).apply(np.log)
+    log_hl = (data["high"] / data["low"]).apply(log)
+    log_co = (data["close"] / data["open"]).apply(log)
 
-    rs = 0.5 * log_hl**2 - (2 * np.log(2) - 1) * log_co**2
+    rs = 0.5 * log_hl**2 - (2 * log(2) - 1) * log_co**2
 
     def f(v):
         return (trading_periods * v.mean()) ** 0.5
@@ -183,12 +192,12 @@ def garman_klass(
 
 
 def hodges_tompkins(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean=True,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Hodges-Tompkins volatility.
 
     Is a bias correction for estimation using an overlapping data sample.
@@ -196,7 +205,7 @@ def hodges_tompkins(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate over.
@@ -209,7 +218,7 @@ def hodges_tompkins(
 
     Returns
     -------
-    pd.DataFrame : results
+    DataFrame : results
         Dataframe with results.
 
     Example
@@ -217,6 +226,9 @@ def hodges_tompkins(
     >>> data = obb.equity.price.historical('BTC-USD')
     >>> df = obb.technical.hodges_tompkins(data, is_crypto = True)
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log, sqrt
+
     if window < 2:
         warn("Error: Window must be at least 2, defaulting to 30.")
         window = 30
@@ -227,11 +239,9 @@ def hodges_tompkins(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    log_return = (data["close"] / data["close"].shift(1)).apply(np.log)
+    log_return = (data["close"] / data["close"].shift(1)).apply(log)
 
-    vol = log_return.rolling(window=window, center=False).std() * np.sqrt(
-        trading_periods
-    )
+    vol = log_return.rolling(window=window, center=False).std() * sqrt(trading_periods)
 
     h = window
     n = (log_return.count() - h) + 1
@@ -247,12 +257,12 @@ def hodges_tompkins(
 
 
 def rogers_satchell(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean=True,
-) -> pd.Series:
+) -> "Series":
     """Rogers-Satchell Estimator.
 
     Is an estimator for measuring the volatility with an average return not equal to zero.
@@ -261,7 +271,7 @@ def rogers_satchell(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate over.
@@ -274,9 +284,12 @@ def rogers_satchell(
 
     Returns
     -------
-    pd.Series : results
+    Series : results
         Pandas Series with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log
+
     if window < 1:
         warn("Error: Window must be at least 1, defaulting to 30.")
         window = 30
@@ -287,9 +300,9 @@ def rogers_satchell(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    log_ho = (data["high"] / data["open"]).apply(np.log)
-    log_lo = (data["low"] / data["open"]).apply(np.log)
-    log_co = (data["close"] / data["open"]).apply(np.log)
+    log_ho = (data["high"] / data["open"]).apply(log)
+    log_lo = (data["low"] / data["open"]).apply(log)
+    log_co = (data["close"] / data["open"]).apply(log)
 
     rs = log_ho * (log_ho - log_co) + log_lo * (log_lo - log_co)
 
@@ -305,12 +318,12 @@ def rogers_satchell(
 
 
 def yang_zhang(
-    data: pd.DataFrame,
+    data: "DataFrame",
     window: int = 30,
     trading_periods: Optional[int] = None,
     is_crypto: bool = False,
     clean=True,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Yang-Zhang Volatility.
 
     Is the combination of the overnight (close-to-open volatility).
@@ -318,7 +331,7 @@ def yang_zhang(
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of OHLC prices.
     window : int [default: 30]
         Length of window to calculate standard deviation.
@@ -331,9 +344,12 @@ def yang_zhang(
 
     Returns
     -------
-    pd.DataFrame : results
+    DataFrame : results
         Dataframe with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log, sqrt
+
     if window < 2:
         warn("Error: Window must be at least 2, defaulting to 30.")
         window = 30
@@ -344,14 +360,14 @@ def yang_zhang(
     if not trading_periods:
         trading_periods = 365 if is_crypto else 252
 
-    log_ho = (data["high"] / data["open"]).apply(np.log)
-    log_lo = (data["low"] / data["open"]).apply(np.log)
-    log_co = (data["close"] / data["open"]).apply(np.log)
+    log_ho = (data["high"] / data["open"]).apply(log)
+    log_lo = (data["low"] / data["open"]).apply(log)
+    log_co = (data["close"] / data["open"]).apply(log)
 
-    log_oc = (data["open"] / data["close"].shift(1)).apply(np.log)
+    log_oc = (data["open"] / data["close"].shift(1)).apply(log)
     log_oc_sq = log_oc**2
 
-    log_cc = (data["close"] / data["close"].shift(1)).apply(np.log)
+    log_cc = (data["close"] / data["close"].shift(1)).apply(log)
     log_cc_sq = log_cc**2
 
     rs = log_ho * (log_ho - log_co) + log_lo * (log_lo - log_co)
@@ -365,7 +381,7 @@ def yang_zhang(
     window_rs = rs.rolling(window=window, center=False).sum() * (1.0 / (window - 1.0))
 
     k = 0.34 / (1.34 + (window + 1) / (window - 1))
-    result = (open_vol + k * close_vol + (1 - k) * window_rs).apply(np.sqrt) * np.sqrt(
+    result = (open_vol + k * close_vol + (1 - k) * window_rs).apply(sqrt) * sqrt(
         trading_periods
     )
 
@@ -376,7 +392,7 @@ def yang_zhang(
 
 
 def calculate_cones(
-    data: pd.DataFrame,
+    data: "DataFrame",
     lower_q: float,
     upper_q: float,
     is_crypto: bool,
@@ -389,9 +405,12 @@ def calculate_cones(
         "yang_zhang",
     ],
     trading_periods: Optional[int] = None,
-) -> pd.DataFrame:
+) -> "DataFrame":
     """Calculate Cones."""
-    estimator = pd.DataFrame()
+    # pylint: disable=import-outside-toplevel
+    from pandas import DataFrame
+
+    estimator = DataFrame()
 
     if lower_q > upper_q:
         lower_q, upper_q = upper_q, lower_q
@@ -443,7 +462,7 @@ def calculate_cones(
 
     df_ = [realized, min_, bottom_q, median, top_q, max_]
     df_windows = allowed_windows
-    df = pd.DataFrame(df_, columns=df_windows)
+    df = DataFrame(df_, columns=df_windows)
     df = df.rename(
         index={
             0: "realized",
@@ -459,8 +478,8 @@ def calculate_cones(
 
 
 def clenow_momentum(
-    values: pd.Series, window: int = 90
-) -> Tuple[float, float, pd.Series]:
+    values: "Series", window: int = 90
+) -> Tuple[float, float, "Series"]:
     """Clenow Volatility Adjusted Momentum.
 
     This is defined as the regression coefficient on log prices multiplied by the R^2
@@ -468,7 +487,7 @@ def clenow_momentum(
 
     Parameters
     ----------
-    values: pd.Series
+    values: Series
         Values to perform regression for
     window: int
         Length of look back period
@@ -479,43 +498,44 @@ def clenow_momentum(
         R2 of fit to log data
     float:
         Coefficient of linear regression
-    pd.Series:
+    Series:
         Values for best fit line
     """
-    from sklearn.linear_model import (  # pylint: disable=import-outside-toplevel  # type: ignore
-        LinearRegression,
-    )
+    # pylint: disable=import-outside-toplevel
+    from numpy import arange, exp, log
+    from pandas import Series
+    from sklearn.linear_model import LinearRegression
 
     if len(values) < window:
         raise ValueError(f"Calculation asks for at least last {window} days of data")
 
     values = values[-window:]
 
-    y = np.log(values)
-    X = np.arange(len(y)).reshape(-1, 1)
+    y = log(values)
+    X = arange(len(y)).reshape(-1, 1)  # pylint: disable=invalid-name
 
     lr = LinearRegression()
     lr.fit(X, y)
 
     r2 = lr.score(X, y)
     coef = lr.coef_[0]
-    annualized_coef = (np.exp(coef) ** 252) - 1
+    annualized_coef = (exp(coef) ** 252) - 1
 
-    return r2, annualized_coef, pd.Series(lr.predict(X))
+    return r2, annualized_coef, Series(lr.predict(X))
 
 
 def calculate_fib_levels(
-    data: pd.DataFrame,
+    data: "DataFrame",
     close_col: str,
     limit: int = 120,
     start_date: Optional[Any] = None,
     end_date: Optional[Any] = None,
-) -> Tuple[pd.DataFrame, pd.Timestamp, pd.Timestamp, float, float, str]:
+) -> Tuple["DataFrame", "Timestamp", "Timestamp", float, float, str]:
     """Calculate Fibonacci levels.
 
     Parameters
     ----------
-    data : pd.DataFrame
+    data : DataFrame
         Dataframe of prices
     close_col : str
         Column name of close prices
@@ -528,17 +548,20 @@ def calculate_fib_levels(
 
     Returns
     -------
-    df : pd.DataFrame
+    df : DataFrame
         Dataframe of fib levels
-    min_date: pd.Timestamp
+    min_date: Timestamp
         Date of min point
-    max_date: pd.Timestamp:
+    max_date: Timestamp:
         Date of max point
     min_pr: float
         Price at min point
     max_pr: float
         Price at max point
     """
+    # pylint: disable=import-outside-toplevel
+    from pandas import DataFrame
+
     if close_col not in data.columns:
         raise ValueError(f"Column {close_col} not in data")
 
@@ -588,7 +611,7 @@ def calculate_fib_levels(
         for f_lev in fib_levels
     ]
 
-    df = pd.DataFrame()
+    df = DataFrame()
     df["Level"] = fib_levels
     df["Level"] = df["Level"].apply(lambda x: str(x * 100) + "%")
     df["Price"] = levels

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/openbb_technical/relative_rotation.py

@@ -3,41 +3,39 @@
 # pylint: disable=too-many-arguments, too-many-instance-attributes, protected-access
 # pylint: disable=too-many-locals, too-few-public-methods, unused-argument
 
-import contextlib
-from typing import Any, Dict, List, Literal, Optional, Tuple, Union
+from typing import TYPE_CHECKING, Any, Dict, List, Literal, Optional, Tuple, Union
 
-import numpy as np
-from openbb_core.app.model.obbject import OBBject
-from openbb_core.app.utils import basemodel_to_df, convert_to_basemodel, df_to_basemodel
 from openbb_core.provider.abstract.data import Data
 from openbb_core.provider.abstract.fetcher import Fetcher
 from openbb_core.provider.abstract.query_params import QueryParams
-from pandas import DataFrame, Series, to_datetime
 from pydantic import Field, field_validator
 
+if TYPE_CHECKING:
+    from pandas import DataFrame, Series
 
-def absolute_maximum_scale(data: Series) -> Series:
+
+def absolute_maximum_scale(data: "Series") -> "Series":
     """Absolute Maximum Scale Normaliztion Method."""
     return data / data.abs().max()
 
 
-def min_max_scaling(data: Series) -> Series:
+def min_max_scaling(data: "Series") -> "Series":
     """Min/Max ScalingNormalization Method."""
     return (data - data.min()) / (data.max() - data.min())
 
 
-def z_score_standardization(data: Series) -> Series:
+def z_score_standardization(data: "Series") -> "Series":
     """Z-Score Standardization Method."""
     return (data - data.mean()) / data.std()
 
 
-def normalize(data: DataFrame, method: Literal["z", "m", "a"] = "z") -> DataFrame:
+def normalize(data: "DataFrame", method: Literal["z", "m", "a"] = "z") -> "DataFrame":
     """
     Normalize a Pandas DataFrame based on method.
 
     Parameters
     ----------
-    data: DataFrame
+    data: "DataFrame"
         Pandas DataFrame with any number of columns to be normalized.
     method: Literal["z", "m", "a"]
         Normalization method.
@@ -65,10 +63,10 @@ def normalize(data: DataFrame, method: Literal["z", "m", "a"] = "z") -> DataFram
 
 
 def standard_deviation(
-    data: DataFrame,
+    data: "DataFrame",
     window: int = 21,
     trading_periods: int = 252,
-) -> DataFrame:
+) -> "DataFrame":
     """
     Measures how widely returns are dispersed from the average return.
 
@@ -88,15 +86,19 @@ def standard_deviation(
     pd.DataFrame : results
         Dataframe with results.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log, sqrt
+    from pandas import DataFrame
+
     data = data.copy()
     results = DataFrame()
     if window < 2:
         window = 21
 
     for col in data.columns.tolist():
-        log_return = (data[col] / data[col].shift(1)).apply(np.log)
+        log_return = (data[col] / data[col].shift(1)).apply(log)
 
-        result = log_return.rolling(window=window, center=False).std() * np.sqrt(
+        result = log_return.rolling(window=window, center=False).std() * sqrt(
             trading_periods
         )
         results[col] = result
@@ -105,8 +107,8 @@ def standard_deviation(
 
 
 def calculate_momentum(
-    data: Series, long_period: int = 252, short_period: int = 21
-) -> Series:
+    data: "Series", long_period: int = 252, short_period: int = 21
+) -> "Series":
     """
     Momentum is calculated as the log trailing 12-month return minus trailing one-month return.
 
@@ -116,7 +118,7 @@ def calculate_momentum(
 
     Parameters
     ----------
-    data: Series
+    data: "Series"
         Time series data to calculate the momentum for.
     long_period: Optional[int]
         Long period to base the calculation on. Default is one standard trading year.
@@ -128,18 +130,21 @@ def calculate_momentum(
     Series
         Pandas Series with the calculated momentum.
     """
+    # pylint: disable=import-outside-toplevel
+    from numpy import log
+
     df = data.copy()
     epsilon = 1e-10
-    momentum_long = np.log(1 + df.pct_change(long_period) + epsilon)
-    momentum_short = np.log(1 + df.pct_change(short_period) + epsilon)
+    momentum_long = log(1 + df.pct_change(long_period) + epsilon)
+    momentum_short = log(1 + df.pct_change(short_period) + epsilon)
     data = momentum_long - momentum_short  # type: ignore
 
     return data
 
 
 def get_momentum(
-    data: DataFrame, long_period: int = 252, short_period: int = 21
-) -> DataFrame:
+    data: "DataFrame", long_period: int = 252, short_period: int = 21
+) -> "DataFrame":
     """
     Calculate the Relative-Strength Momentum Indicator.
 
@@ -147,7 +152,7 @@ def get_momentum(
 
     Parameters
     ----------
-    data: DataFrame
+    data: "DataFrame"
         Indexed time series data formatted with each column representing a ticker.
     long_period: Optional[int]
         Long period to base the calculation on. Default is one standard trading year.
@@ -159,6 +164,9 @@ def get_momentum(
     DataFrame
         Pandas DataFrame with the calculated historical momentum factor exposure score.
     """
+    # pylint: disable=import-outside-toplevel
+    from pandas import DataFrame
+
     df = data.copy()
     rs_momentum = DataFrame()
     for ticker in df.columns.to_list():
@@ -170,9 +178,9 @@ def get_momentum(
 
 
 def calculate_relative_strength_ratio(
-    symbols_data: DataFrame,
-    benchmark_data: DataFrame,
-) -> DataFrame:
+    symbols_data: "DataFrame",
+    benchmark_data: "DataFrame",
+) -> "DataFrame":
     """Calculate the Relative Strength Ratio for each ticker (column) in a DataFrame against the benchmark.
 
     Symbols data and benchmark data should have the same index,
@@ -180,9 +188,9 @@ def calculate_relative_strength_ratio(
 
     Parameters
     ----------
-    symbols_data: DataFrame
+    symbols_data: "DataFrame"
         Pandas DataFrame with the symbols data to compare against the benchmark.
-    benchmark_data: DataFrame
+    benchmark_data: "DataFrame"
         Pandas DataFrame with the benchmark data.
 
     Returns
@@ -200,19 +208,19 @@ def calculate_relative_strength_ratio(
 
 
 def process_data(
-    symbols_data: DataFrame,
-    benchmark_data: DataFrame,
+    symbols_data: "DataFrame",
+    benchmark_data: "DataFrame",
     long_period: int = 252,
     short_period: int = 21,
     normalize_method: Literal["z", "m", "a"] = "z",
-) -> Tuple[DataFrame, DataFrame]:
+) -> Tuple["DataFrame", "DataFrame"]:
     """Process the raw data into normalized indicator values.
 
     Parameters
     ----------
-    symbols_data: DataFrame
+    symbols_data: "DataFrame"
         Indexed time series data formatted with each column representing a ticker.
-    benchmark_data: DataFrame
+    benchmark_data: "DataFrame"
         Indexed time series data of the benchmark symbol.
     long_period: Optional[int]
         Long period to base the calculation on. Default is one standard trading year.
@@ -238,7 +246,7 @@ class RelativeRotation:
 
     def __init__(
         self,
-        data: Union[List[Data], DataFrame],
+        data: Union[List[Data], "DataFrame"],
         benchmark: str,
         study: Optional[Literal["price", "volume", "volatility"]] = "price",
         long_period: Optional[int] = 252,
@@ -247,6 +255,16 @@ class RelativeRotation:
         trading_periods: Optional[int] = 252,
     ):
         """Initialize the class."""
+        # pylint: disable=import-outside-toplevel
+        import contextlib  # noqa
+        from openbb_core.app.model.obbject import OBBject  # noqa
+        from openbb_core.app.utils import (  # noqa
+            basemodel_to_df,
+            convert_to_basemodel,
+            df_to_basemodel,
+        )
+        from pandas import DataFrame  # noqa
+
         benchmark = benchmark.upper()
         df = DataFrame()
 
@@ -307,6 +325,10 @@ class RelativeRotation:
 
     def _process_data(self):
         """Process the data."""
+        # pylint: disable=import-outside-toplevel
+        from openbb_core.app.utils import df_to_basemodel
+        from pandas import to_datetime
+
         if self.study == "volatility":
             self.symbols_data = standard_deviation(
                 self.symbols_data,  # type: ignore
@@ -421,6 +443,11 @@ class RelativeRotationQueryParams(QueryParams):
     @classmethod
     def convert_data(cls, v):
         """Validate the data format."""
+        # pylint: disable=import-outside-toplevel
+        from openbb_core.app.model.obbject import OBBject
+        from openbb_core.app.utils import convert_to_basemodel, df_to_basemodel
+        from pandas import DataFrame
+
         if isinstance(v, OBBject):
             return v.results
         if isinstance(v, Data):

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/openbb_technical/technical_router.py

@@ -1,10 +1,9 @@
 """Technical Analysis Router."""
 
-# pylint: disable=too-many-lines
+# pylint: disable=too-many-lines,unused-import,too-many-arguments
+
 from typing import Any, Dict, List, Literal, Optional
 
-import pandas as pd
-import pandas_ta as ta
 from openbb_core.app.model.example import APIEx, PythonEx
 from openbb_core.app.model.obbject import OBBject
 from openbb_core.app.router import Router
@@ -215,6 +214,10 @@ def atr(
     OBBject[List[Data]]
         List of data with the indicator applied.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low", "close"])
@@ -342,6 +345,10 @@ def obv(
     OBBject[List[Data]]
         List of data with the indicator applied.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["close", "volume"])
     df_obv = pd.DataFrame(df_target.ta.obv(offset=offset))
@@ -395,6 +402,10 @@ def fisher(
     OBBject[List[Data]]
         List of data with the indicator applied.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, [length, signal])
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low"])
@@ -453,6 +464,10 @@ def adosc(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, [fast, slow])
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["open", "high", "low", "close", "volume"])
@@ -523,6 +538,10 @@ def bbands(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -590,6 +609,10 @@ def zlma(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -657,6 +680,10 @@ def aroon(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low", "close"])
@@ -716,6 +743,10 @@ def sma(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -783,6 +814,9 @@ def demark(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas_ta as ta  # noqa
+
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
     _demark = ta.td_seq(
@@ -838,6 +872,10 @@ def vwap(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     df = basemodel_to_df(data, index=index)
     if index == "date":
         df.index = pd.to_datetime(df.index)
@@ -910,6 +948,10 @@ def macd(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, [fast, slow, signal])
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -972,6 +1014,10 @@ def hma(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -1042,6 +1088,10 @@ def donchian(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, [lower_length, upper_length])
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low"])
@@ -1168,6 +1218,10 @@ def clenow(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, period)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target)
@@ -1232,6 +1286,10 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low", "close", "volume"])
     ad_df = pd.DataFrame(df_target.ta.ad(offset=offset).dropna())
@@ -1286,6 +1344,10 @@ def adx(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1344,6 +1406,10 @@ def wma(
     OBBject[List[Data]]
         The WMA data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -1405,6 +1471,10 @@ def cci(
     OBBject[List[Data]]
         The CCI data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1465,6 +1535,10 @@ def rsi(
     OBBject[List[Data]]
         The RSI data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()
@@ -1530,6 +1604,10 @@ def stoch(
     OBBject[List[Data]]
         The Stochastic Oscillator data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, [fast_k_period, slow_d_period, slow_k_period])
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["close", "high", "low"])
@@ -1596,6 +1674,10 @@ def kc(
     OBBject[List[Data]]
         The Keltner Channels data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low", "close"])
@@ -1651,6 +1733,10 @@ def cg(
     OBBject[List[Data]]
         The COG data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_columns(df, ["high", "low", "close"])
@@ -1812,6 +1898,10 @@ def ema(
     OBBject[List[Data]]
         The calculated data.
     """
+    # pylint: disable=import-outside-toplevel
+    import pandas as pd
+    import pandas_ta as ta  # noqa
+
     validate_data(data, length)
     df = basemodel_to_df(data, index=index)
     df_target = get_target_column(df, target).to_frame()

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/openbb_technical/technical_views.py

@@ -1,59 +1,63 @@
 """Views for the technical Extension."""
 
-from typing import Any, Dict, Tuple
+# pylint: disable=too-many-locals,use-dict-literal
+
+from typing import TYPE_CHECKING, Any, Dict, Tuple
 
-import pandas as pd
-from openbb_charting.charts import relative_rotation
-from openbb_charting.core.chart_style import ChartStyle
-from openbb_charting.core.openbb_figure import OpenBBFigure
-from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
 from openbb_charting.core.to_chart import to_chart
 from openbb_charting.styles.colors import LARGE_CYCLER
-from openbb_core.app.utils import basemodel_to_df
+
+if TYPE_CHECKING:
+    from openbb_charting.core.openbb_figure import OpenBBFigure
 
 
 class TechnicalViews:
     """Technical Views."""
 
     @staticmethod
-    def technical_sma(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_sma(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Plot simple moving average chart."""
         if "ma_type" not in kwargs:
             kwargs["ma_type"] = "sma"
         return _ta_ma(**kwargs)
 
     @staticmethod
-    def technical_ema(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_ema(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Exponential moving average chart."""
         if "ma_type" not in kwargs:
             kwargs["ma_type"] = "ema"
         return _ta_ma(**kwargs)
 
     @staticmethod
-    def technical_hma(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_hma(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Hull moving average chart."""
         if "ma_type" not in kwargs:
             kwargs["ma_type"] = "hma"
         return _ta_ma(**kwargs)
 
     @staticmethod
-    def technical_wma(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_wma(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Weighted moving average chart."""
         if "ma_type" not in kwargs:
             kwargs["ma_type"] = "wma"
         return _ta_ma(**kwargs)
 
     @staticmethod
-    def technical_zlma(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_zlma(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Zero lag moving average chart."""
         if "ma_type" not in kwargs:
             kwargs["ma_type"] = "zlma"
         return _ta_ma(**kwargs)
 
     @staticmethod
-    def technical_aroon(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_aroon(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Technical Aroon Chart."""
-        if "data" in kwargs and isinstance(kwargs["data"], pd.DataFrame):
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
+        from openbb_core.app.utils import basemodel_to_df
+        from pandas import DataFrame
+
+        if "data" in kwargs and isinstance(kwargs["data"], DataFrame):
             data = kwargs["data"]
         else:
             data = basemodel_to_df(
@@ -91,9 +95,14 @@ class TechnicalViews:
         return fig, content
 
     @staticmethod
-    def technical_macd(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_macd(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Plot moving average convergence divergence chart."""
-        if "data" in kwargs and isinstance(kwargs["data"], pd.DataFrame):
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
+        from openbb_core.app.utils import basemodel_to_df
+        from pandas import DataFrame
+
+        if "data" in kwargs and isinstance(kwargs["data"], DataFrame):
             data = kwargs["data"]
         else:
             data = basemodel_to_df(
@@ -129,9 +138,14 @@ class TechnicalViews:
         return fig, content
 
     @staticmethod
-    def technical_adx(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_adx(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Average directional movement index chart."""
-        if "data" in kwargs and isinstance(kwargs["data"], pd.DataFrame):
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
+        from openbb_core.app.utils import basemodel_to_df
+        from pandas import DataFrame
+
+        if "data" in kwargs and isinstance(kwargs["data"], DataFrame):
             data = kwargs["data"]
         else:
             data = basemodel_to_df(
@@ -164,9 +178,14 @@ class TechnicalViews:
         return fig, content
 
     @staticmethod
-    def technical_rsi(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_rsi(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Relative strength index chart."""
-        if "data" in kwargs and isinstance(kwargs["data"], pd.DataFrame):
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
+        from openbb_core.app.utils import basemodel_to_df
+        from pandas import DataFrame
+
+        if "data" in kwargs and isinstance(kwargs["data"], DataFrame):
             data = kwargs["data"]
         else:
             data = basemodel_to_df(
@@ -199,15 +218,17 @@ class TechnicalViews:
         return fig, content
 
     @staticmethod
-    def technical_cones(**kwargs) -> Tuple[OpenBBFigure, Dict[str, Any]]:
+    def technical_cones(**kwargs) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Volatility Cones Chart."""
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.core.chart_style import ChartStyle
+        from openbb_charting.core.openbb_figure import OpenBBFigure
+        from openbb_core.app.utils import basemodel_to_df
+        from pandas import DataFrame
+
         data = kwargs.get("data")
 
-        if (
-            isinstance(data, pd.DataFrame)
-            and not data.empty
-            and "window" in data.columns
-        ):
+        if isinstance(data, DataFrame) and not data.empty and "window" in data.columns:
             df_ta = data.set_index("window")
         else:
             df_ta = basemodel_to_df(kwargs["obbject_item"], index="window")  # type: ignore
@@ -312,6 +333,12 @@ class TechnicalViews:
         **kwargs: Any,
     ) -> Tuple["OpenBBFigure", Dict[str, Any]]:
         """Relative Rotation Chart."""
+        # pylint: disable=import-outside-toplevel
+        from openbb_charting.charts import relative_rotation  # noqa
+        from openbb_charting.core.chart_style import ChartStyle  # noqa
+        from openbb_charting.core.openbb_figure import OpenBBFigure  # noqa
+        from openbb_core.app.utils import basemodel_to_df  # noqa
+
         ratios_df = basemodel_to_df(kwargs["obbject_item"].rs_ratios, index="date")  # type: ignore
         momentum_df = basemodel_to_df(kwargs["obbject_item"].rs_momentum, index="date")  # type: ignore
         benchmark_symbol = kwargs["obbject_item"].benchmark  # type: ignore
@@ -379,6 +406,12 @@ class TechnicalViews:
 
 def _ta_ma(**kwargs):
     """Plot moving average helper."""
+    # pylint: disable=import-outside-toplevel
+    from openbb_charting.core.chart_style import ChartStyle
+    from openbb_charting.core.openbb_figure import OpenBBFigure
+    from openbb_core.app.utils import basemodel_to_df
+    from pandas import DataFrame
+
     index = (
         kwargs.get("index")
         if "index" in kwargs and kwargs.get("index") is not None
@@ -392,7 +425,7 @@ def _ta_ma(**kwargs):
     )
     ma_types = ma_type.split(",") if isinstance(ma_type, str) else ma_type
 
-    if isinstance(data, pd.DataFrame) and not data.empty:
+    if isinstance(data, DataFrame) and not data.empty:
         data = data.set_index(index) if index in data.columns else data
 
     if data is None:
@@ -441,7 +474,7 @@ def _ta_ma(**kwargs):
     )
     fig.update_layout(ChartStyle().plotly_template.get("layout", {}))
 
-    ma_df = pd.DataFrame()
+    ma_df = DataFrame()
     window = [window] if isinstance(window, int) else window
     for w in window:
         for ma_type in ma_types:

{openbb_technical-1.2.3 → openbb_technical-1.3.0}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openbb-technical"
-version = "1.2.3"
+version = "1.3.0"
 description = "Technical Analysis extension for OpenBB"
 authors = ["OpenBB Team <hello@openbb.co>"]
 license = "AGPL-3.0-only"
@@ -8,12 +8,13 @@ readme = "README.md"
 packages = [{ include = "openbb_technical" }]
 
 [tool.poetry.dependencies]
-python = ">=3.8,<3.12"  # scipy forces python <4.0 explicitly
+python = ">=3.9,<3.13"  # scipy forces python <4.0 explicitly
+openbb-core = "^1.3.0"
 scipy = "^1.10.1"
 statsmodels = "^0.14.0"
-scikit-learn = "^1.3.1"
+scikit-learn = "^1.5.0"
 pandas-ta = "^0.3.14b"
-openbb-core = "^1.2.5"
+numpy = "^1"  # pin until pandas-ta is updated to support numpy 2.0
 
 [build-system]
 requires = ["poetry-core"]