openbb-technical 1.4.1__tar.gz → 1.4.2__tar.gz

{openbb_technical-1.4.1 → openbb_technical-1.4.2}/PKG-INFO

@@ -1,6 +1,6 @@
 Metadata-Version: 2.3
 Name: openbb-technical
-Version: 1.4.1
+Version: 1.4.2
 Summary: Technical Analysis extension for OpenBB
 License: AGPL-3.0-only
 Author: OpenBB Team
@@ -12,7 +12,7 @@ Classifier: Programming Language :: Python :: 3.9
 Classifier: Programming Language :: Python :: 3.10
 Classifier: Programming Language :: Python :: 3.11
 Classifier: Programming Language :: Python :: 3.12
-Requires-Dist: openbb-core (>=1.4.0,<2.0.0)
+Requires-Dist: openbb-core (>=1.4.3,<2.0.0)
 Requires-Dist: pandas-ta-openbb (>=0.4.20,<0.5.0)
 Requires-Dist: scikit-learn (>=1.6.0,<2.0.0)
 Description-Content-Type: text/markdown

{openbb_technical-1.4.1 → openbb_technical-1.4.2}/openbb_technical/technical_router.py

@@ -2,7 +2,7 @@
 
 # pylint: disable=too-many-lines,unused-import,too-many-arguments,too-many-positional-arguments
 
-from typing import Any, Dict, List, Literal, Optional
+from typing import Any, Literal, Optional
 
 from openbb_core.app.model.example import APIEx, PythonEx
 from openbb_core.app.model.obbject import OBBject
@@ -59,14 +59,14 @@ router = Router(prefix="", description="Technical Analysis tools.")
     ],
 )
 async def relative_rotation(
-    data: List[Data],
+    data: list[Data],
     benchmark: str,
     study: Literal["price", "volume", "volatility"] = "price",
     long_period: Optional[int] = 252,
     short_period: Optional[int] = 21,
     window: Optional[int] = 21,
     trading_periods: Optional[int] = 252,
-    chart_params: Optional[Dict[str, Any]] = None,
+    chart_params: Optional[dict[str, Any]] = None,
 ) -> OBBject[RelativeRotationData]:
     """Calculate the Relative Strength Ratio and Relative Strength Momentum for a group of symbols against a benchmark.
 
@@ -177,13 +177,13 @@ async def relative_rotation(
     ],
 )
 def atr(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: PositiveInt = 14,
     mamode: Literal["rma", "ema", "sma", "wma"] = "rma",
     drift: NonNegativeInt = 1,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Average True Range.
 
     Used to measure volatility, especially volatility caused by gaps or limit moves.
@@ -196,8 +196,8 @@ def atr(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to apply the indicator to.
+    data : list[Data]
+        list of data to apply the indicator to.
     index : str, optional
         Index column name, by default "date"
     length : PositiveInt, optional
@@ -211,8 +211,8 @@ def atr(
 
     Returns
     -------
-    OBBject[List[Data]]
-        List of data with the indicator applied.
+    OBBject[list[Data]]
+        list of data with the indicator applied.
     """
     # pylint: disable=import-outside-toplevel
     import pandas as pd
@@ -245,13 +245,13 @@ def atr(
     ],
 )
 def fib(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     close_column: Literal["close", "adj_close"] = "close",
     period: PositiveInt = 120,
     start_date: Optional[str] = None,
     end_date: Optional[str] = None,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Create Fibonacci Retracement Levels.
 
     This method draws from a classic technique to pinpoint significant price levels
@@ -262,8 +262,8 @@ def fib(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to apply the indicator to.
+    data : list[Data]
+        list of data to apply the indicator to.
     index : str, optional
         Index column name, by default "date"
     period : PositiveInt, optional
@@ -271,8 +271,8 @@ def fib(
 
     Returns
     -------
-    OBBject[List[Data]]
-        List of data with the indicator applied.
+    OBBject[list[Data]]
+        list of data with the indicator applied.
     """
     df = basemodel_to_df(data, index=index)
 
@@ -316,10 +316,10 @@ def fib(
     ],
 )
 def obv(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the On Balance Volume (OBV).
 
     Is a cumulative total of the up and down volume. When the close is higher than the
@@ -333,8 +333,8 @@ def obv(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to apply the indicator to.
+    data : list[Data]
+        list of data to apply the indicator to.
     index : str, optional
         Index column name, by default "date"
     offset : int, optional
@@ -342,8 +342,8 @@ def obv(
 
     Returns
     -------
-    OBBject[List[Data]]
-        List of data with the indicator applied.
+    OBBject[list[Data]]
+        list of data with the indicator applied.
     """
     # pylint: disable=import-outside-toplevel
     import pandas as pd
@@ -373,11 +373,11 @@ def obv(
     ],
 )
 def fisher(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: PositiveInt = 14,
     signal: PositiveInt = 1,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Perform the Fisher Transform.
 
     A technical indicator created by John F. Ehlers that converts prices into a Gaussian
@@ -388,8 +388,8 @@ def fisher(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to apply the indicator to.
+    data : list[Data]
+        list of data to apply the indicator to.
     index : str, optional
         Index column name, by default "date"
     length : PositiveInt, optional
@@ -399,8 +399,8 @@ def fisher(
 
     Returns
     -------
-    OBBject[List[Data]]
-        List of data with the indicator applied.
+    OBBject[list[Data]]
+        list of data with the indicator applied.
     """
     # pylint: disable=import-outside-toplevel
     import pandas as pd
@@ -431,12 +431,12 @@ def fisher(
     ],
 )
 def adosc(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     fast: PositiveInt = 3,
     slow: PositiveInt = 10,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Accumulation/Distribution Oscillator.
 
     Also known as the Chaikin Oscillator.
@@ -450,8 +450,8 @@ def adosc(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     fast : PositiveInt, optional
         Number of periods to be used for the fast calculation, by default 3.
     slow : PositiveInt, optional
@@ -461,7 +461,7 @@ def adosc(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -493,14 +493,14 @@ def adosc(
     ],
 )
 def bbands(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     std: NonNegativeFloat = 2,
     mamode: Literal["sma", "ema", "wma", "rma"] = "sma",
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Bollinger Bands.
 
     Consist of three lines. The middle band is a simple moving average (generally 20
@@ -518,8 +518,8 @@ def bbands(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     target : str
         Target column name.
     index : str, optional
@@ -535,7 +535,7 @@ def bbands(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -576,12 +576,12 @@ def bbands(
     ],
 )
 def zlma(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the zero lag exponential moving average (ZLEMA).
 
     Created by John Ehlers and Ric Way. The idea is do a
@@ -593,8 +593,8 @@ def zlma(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     target : str
         Target column name.
     index : str, optional
@@ -606,7 +606,7 @@ def zlma(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -645,11 +645,11 @@ def zlma(
     ],
 )
 def aroon(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: int = 25,
     scalar: float = 100,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Aroon Indicator.
 
     The word aroon is Sanskrit for "dawn's early light." The Aroon
@@ -666,8 +666,8 @@ def aroon(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index: str, optional
         Index column name to use with `data`, by default "date".
     length : int, optional
@@ -677,7 +677,7 @@ def aroon(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -709,12 +709,12 @@ def aroon(
     ],
 )
 def sma(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Simple Moving Average (SMA).
 
     Moving Averages are used to smooth the data in an array to
@@ -727,8 +727,8 @@ def sma(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     target : str
         Target column name.
     index : str, optional
@@ -740,7 +740,7 @@ def sma(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -779,13 +779,13 @@ def sma(
     ],
 )
 def demark(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     target: str = "close",
     show_all: bool = True,
     asint: bool = True,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Demark sequential indicator.
 
     This indicator offers a strategic way to spot potential reversals in market trends.
@@ -796,8 +796,8 @@ def demark(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     target : str, optional
@@ -811,7 +811,7 @@ def demark(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data, with fields: [{index}, {target}, "up", "down"]
     """
     # pylint: disable=import-outside-toplevel
@@ -842,11 +842,11 @@ def demark(
     ],
 )
 def vwap(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     anchor: str = "D",
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Volume Weighted Average Price (VWAP).
 
     Measures the average typical price by volume.
@@ -856,8 +856,8 @@ def vwap(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     anchor : str, optional
@@ -869,7 +869,7 @@ def vwap(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -910,13 +910,13 @@ def vwap(
     ],
 )
 def macd(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     fast: int = 12,
     slow: int = 26,
     signal: int = 9,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Moving Average Convergence Divergence (MACD).
 
     Difference between two Exponential Moving Averages. The Signal line is an
@@ -932,8 +932,8 @@ def macd(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     target : str
         Target column name.
     fast : int, optional
@@ -945,7 +945,7 @@ def macd(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -983,12 +983,12 @@ def macd(
     ],
 )
 def hma(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Hull Moving Average (HMA).
 
     Solves the age old dilemma of making a moving average more responsive to current
@@ -998,8 +998,8 @@ def hma(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     target : str
         Target column name.
     index : str, optional
@@ -1011,7 +1011,7 @@ def hma(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1056,12 +1056,12 @@ def hma(
     ],
 )
 def donchian(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     lower_length: PositiveInt = 20,
     upper_length: PositiveInt = 20,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Donchian Channels.
 
     Three lines generated by moving average calculations that comprise an indicator
@@ -1072,8 +1072,8 @@ def donchian(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     lower_length : PositiveInt, optional
@@ -1085,7 +1085,7 @@ def donchian(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1120,14 +1120,14 @@ def donchian(
     ],
 )
 def ichimoku(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     conversion: PositiveInt = 9,
     base: PositiveInt = 26,
     lagging: PositiveInt = 52,
     offset: PositiveInt = 26,
     lookahead: bool = False,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Ichimoku Cloud.
 
     Also known as Ichimoku Kinko Hyo, is a versatile indicator that defines support and
@@ -1138,8 +1138,8 @@ def ichimoku(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     conversion : PositiveInt, optional
@@ -1155,7 +1155,7 @@ def ichimoku(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     validate_data(data, [conversion, base, lagging])
@@ -1191,11 +1191,11 @@ def ichimoku(
     ],
 )
 def clenow(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     target: str = "close",
     period: PositiveInt = 90,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Clenow Volatility Adjusted Momentum.
 
     The Clenow Volatility Adjusted Momentum is a sophisticated approach to understanding market momentum with a twist.
@@ -1204,8 +1204,8 @@ def clenow(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     target : str, optional
@@ -1215,7 +1215,7 @@ def clenow(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1256,7 +1256,7 @@ def clenow(
         APIEx(parameters={"data": APIEx.mock_data("timeseries")}),
     ],
 )
-def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[Data]]:
+def ad(data: list[Data], index: str = "date", offset: int = 0) -> OBBject[list[Data]]:
     """Calculate the Accumulation/Distribution Line.
 
     Similar to the On Balance Volume (OBV).
@@ -1274,8 +1274,8 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     offset : int, optional
@@ -1283,7 +1283,7 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1314,12 +1314,12 @@ def ad(data: List[Data], index: str = "date", offset: int = 0) -> OBBject[List[D
     ],
 )
 def adx(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: int = 50,
     scalar: float = 100.0,
     drift: int = 1,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Average Directional Index (ADX).
 
     The ADX is a Welles Wilder style moving average of the Directional Movement Index (DX).
@@ -1328,8 +1328,8 @@ def adx(
 
     Parameters
     ----------
-    data : List[Data]
-        List of data to be used for the calculation.
+    data : list[Data]
+        list of data to be used for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
     length : int, optional
@@ -1341,7 +1341,7 @@ def adx(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1375,12 +1375,12 @@ def adx(
     ],
 )
 def wma(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Weighted Moving Average (WMA).
 
     A Weighted Moving Average puts more weight on recent data and less on past data.
@@ -1390,7 +1390,7 @@ def wma(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the calculation.
     target : str
         Target column name.
@@ -1403,7 +1403,7 @@ def wma(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The WMA data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1442,11 +1442,11 @@ def wma(
     ],
 )
 def cci(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: PositiveInt = 14,
     scalar: PositiveFloat = 0.015,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Commodity Channel Index (CCI).
 
     The CCI is designed to detect beginning and ending market trends.
@@ -1457,7 +1457,7 @@ def cci(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the CCI calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
@@ -1468,7 +1468,7 @@ def cci(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The CCI data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1500,13 +1500,13 @@ def cci(
     ],
 )
 def rsi(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 14,
     scalar: float = 100.0,
     drift: int = 1,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Relative Strength Index (RSI).
 
     RSI calculates a ratio of the recent upward price movements to the absolute price
@@ -1517,7 +1517,7 @@ def rsi(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the RSI calculation.
     target : str
         Target column name.
@@ -1532,7 +1532,7 @@ def rsi(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The RSI data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1571,12 +1571,12 @@ def rsi(
     ],
 )
 def stoch(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     fast_k_period: NonNegativeInt = 14,
     slow_d_period: NonNegativeInt = 3,
     slow_k_period: NonNegativeInt = 3,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Stochastic Oscillator.
 
     The Stochastic Oscillator measures where the close is in relation
@@ -1588,7 +1588,7 @@ def stoch(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the Stochastic Oscillator calculation.
     index : str, optional
         Index column name to use with `data`, by default "date".
@@ -1601,7 +1601,7 @@ def stoch(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The Stochastic Oscillator data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1639,13 +1639,13 @@ def stoch(
     ],
 )
 def kc(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     length: PositiveInt = 20,
     scalar: PositiveFloat = 20,
     mamode: Literal["ema", "sma", "wma", "hma", "zlma"] = "ema",
     offset: NonNegativeInt = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Keltner Channels.
 
     Keltner Channels are volatility-based bands that are placed
@@ -1656,7 +1656,7 @@ def kc(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the Keltner Channels calculation.
     index : str, optional
         Index column name to use with `data`, by default "date"
@@ -1671,7 +1671,7 @@ def kc(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The Keltner Channels data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1709,8 +1709,8 @@ def kc(
     ],
 )
 def cg(
-    data: List[Data], index: str = "date", length: PositiveInt = 14
-) -> OBBject[List[Data]]:
+    data: list[Data], index: str = "date", length: PositiveInt = 14
+) -> OBBject[list[Data]]:
     """Calculate the Center of Gravity.
 
     The Center of Gravity indicator, in short, is used to anticipate future price movements
@@ -1721,7 +1721,7 @@ def cg(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the COG calculation.
     index : str, optional
         Index column name to use with `data`, by default "date"
@@ -1730,7 +1730,7 @@ def cg(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The COG data.
     """
     # pylint: disable=import-outside-toplevel
@@ -1762,7 +1762,7 @@ def cg(
     ],
 )
 def cones(
-    data: List[Data],
+    data: list[Data],
     index: str = "date",
     lower_q: float = 0.25,
     upper_q: float = 0.75,
@@ -1776,7 +1776,7 @@ def cones(
     ] = "std",
     is_crypto: bool = False,
     trading_periods: Optional[int] = None,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the realized volatility quantiles over rolling windows of time.
 
     The cones indicator is designed to map out the ebb and flow of price movements through a detailed analysis of
@@ -1795,7 +1795,7 @@ def cones(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the calculation.
     index : str, optional
         Index column name to use with `data`, by default "date"
@@ -1832,7 +1832,7 @@ def cones(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The cones data.
     """
     if lower_q > upper_q:
@@ -1866,12 +1866,12 @@ def cones(
     ],
 )
 def ema(
-    data: List[Data],
+    data: list[Data],
     target: str = "close",
     index: str = "date",
     length: int = 50,
     offset: int = 0,
-) -> OBBject[List[Data]]:
+) -> OBBject[list[Data]]:
     """Calculate the Exponential Moving Average (EMA).
 
     EMA is a cumulative calculation, including all data. Past values have
@@ -1881,7 +1881,7 @@ def ema(
 
     Parameters
     ----------
-    data : List[Data]
+    data : list[Data]
         The data to use for the calculation.
     target : str
         Target column name.
@@ -1894,7 +1894,7 @@ def ema(
 
     Returns
     -------
-    OBBject[List[Data]]
+    OBBject[list[Data]]
         The calculated data.
     """
     # pylint: disable=import-outside-toplevel

{openbb_technical-1.4.1 → openbb_technical-1.4.2}/openbb_technical/technical_views.py

@@ -2,7 +2,7 @@
 
 # pylint: disable=too-many-locals,use-dict-literal
 
-from typing import TYPE_CHECKING, Any, Dict, Tuple
+from typing import TYPE_CHECKING, Any
 
 from openbb_charting.core.to_chart import to_chart
 from openbb_charting.styles.colors import LARGE_CYCLER
@@ -15,42 +15,42 @@ 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."""
         # pylint: disable=import-outside-toplevel
         from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
@@ -95,7 +95,7 @@ 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."""
         # pylint: disable=import-outside-toplevel
         from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
@@ -138,7 +138,7 @@ 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."""
         # pylint: disable=import-outside-toplevel
         from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
@@ -178,7 +178,7 @@ 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."""
         # pylint: disable=import-outside-toplevel
         from openbb_charting.core.plotly_ta.ta_class import PlotlyTA
@@ -218,7 +218,7 @@ 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
@@ -337,7 +337,7 @@ class TechnicalViews:
     @staticmethod
     def technical_relative_rotation(
         **kwargs: Any,
-    ) -> Tuple["OpenBBFigure", Dict[str, Any]]:
+    ) -> tuple["OpenBBFigure", dict[str, Any]]:
         """Relative Rotation Chart."""
         # pylint: disable=import-outside-toplevel
         from openbb_charting.charts import relative_rotation  # noqa

{openbb_technical-1.4.1 → openbb_technical-1.4.2}/pyproject.toml

@@ -1,6 +1,6 @@
 [tool.poetry]
 name = "openbb-technical"
-version = "1.4.1"
+version = "1.4.2"
 description = "Technical Analysis extension for OpenBB"
 authors = ["OpenBB Team <hello@openbb.co>"]
 license = "AGPL-3.0-only"
@@ -9,7 +9,7 @@ packages = [{ include = "openbb_technical" }]
 
 [tool.poetry.dependencies]
 python = ">=3.9,<3.13"
-openbb-core = "^1.4.0"
+openbb-core = "^1.4.3"
 pandas-ta-openbb = "^0.4.20"
 scikit-learn = "^1.6.0"