openbb-technical 1.6.2__tar.gz → 2.0.0__tar.gz

openbb_technical-2.0.0/.gitignore

@@ -0,0 +1,65 @@
+# General
+__pycache__/
+*.pyc
+.DS_Store
+*.env
+.venv
+venv*/
+venv
+.vscode
+*.ipynb
+env/
+venv/
+!notebooks/jupyter/.gitkeep
+.python-version
+.mypy_cache
+.ruff_cache
+.pytest_cache
+iframe_figures/
+exports/*
+.idea
+.coverage
+.scannerwork
+htmlcov
+**/.ipynb_checkpoints
+*.swp
+*.http
+.coverage.*
+*_tests.csv
+*_sdk_audit.csv
+!build/docker/compose.env
+.dccache
+*rome.json
+**/node_modules/*
+.cursorignore
+darts_logs/
+custom_imports/*.csv
+custom_imports/*/*.csv
+cache/
+lightning_logs/
+*/mocked_path
+*.pem
+
+# CLI
+*.pyo
+**/dist/*
+build/cli
+build/nsis/app
+DMG/*
+*.dmg
+*.sh
+cli/openbb_cli/assets/styles/user/*
+
+# Platform
+openbb_platform/core/openbb/package/*
+openbb_platform/core/openbb/.build.lock
+**/assets/*.json.xz
+
+# Dev Container env
+obb/*
+
+# OpenBB Distribution
+!build/conda/installer/*.sh
+*.pkg
+*.exe
+build/conda/tmp

openbb_technical-2.0.0/PKG-INFO

@@ -0,0 +1,90 @@
+Metadata-Version: 2.5
+Name: openbb-technical
+Version: 2.0.0
+Summary: Technical Analysis extension for OpenBB
+Project-URL: Homepage, https://openbb.co
+Project-URL: Repository, https://github.com/OpenBB-finance/OpenBB
+Author-email: OpenBB Team <hello@openbb.co>
+License: Apache-2.0
+Requires-Python: <4,>=3.10
+Requires-Dist: openbb-core[pandas]>=2.0.0
+Requires-Dist: pandas-ta-openbb>=0.4.23
+Requires-Dist: scipy>=1.11
+Requires-Dist: statsmodels>=0.14
+Description-Content-Type: text/markdown
+
+# OpenBB Technical Analysis Extension
+
+This extension provides Technical Analysis  tools for the OpenBB Platform.
+
+## Installation
+
+To install the extension, run the following command in this folder:
+
+```bash
+pip install openbb-technical
+```
+
+Documentation available [here](https://docs.openbb.co/odp/python/extensions/data-processing/technical)
+
+| Endpoint | Category | Description |
+|---|---|---|
+| `bbands` | overlay | Bollinger Bands — mean +/- N standard deviations. |
+| `dema` | overlay | Double-smoothed exponential moving average. |
+| `donchian` | overlay | Donchian channel — rolling high/low envelope. |
+| `ema` | overlay | Exponential moving average. |
+| `frama` | overlay | Fractal Adaptive Moving Average — speed varies with fractal dimension. |
+| `hma` | overlay | Hull moving average — reduced lag. |
+| `ichimoku` | overlay | Ichimoku Cloud — five-line trend system. |
+| `kama` | overlay | Kaufman Adaptive Moving Average — speed varies with efficiency. |
+| `kc` | overlay | Keltner Channels — ATR-scaled envelope around an EMA. |
+| `sma` | overlay | Simple moving average. |
+| `supertrend` | overlay | SuperTrend — ATR-anchored trailing band. |
+| `tema` | overlay | Triple-smoothed exponential moving average. |
+| `vwma` | overlay | Volume-weighted moving average. |
+| `wma` | overlay | Weighted moving average — linear weights. |
+| `zlma` | overlay | Zero-lag exponential moving average. |
+| `awesome_oscillator` | oscillator | Bill Williams' AO — 5/34 SMA difference of midpoints. |
+| `cci` | oscillator | Commodity Channel Index — deviation from typical-price MA. |
+| `cg` | oscillator | Center of Gravity oscillator (Ehlers). |
+| `fisher` | oscillator | Fisher Transform — Gaussian-shaped oscillator. |
+| `mfi` | oscillator | Money Flow Index — volume-weighted RSI. |
+| `rsi` | oscillator | Relative Strength Index — momentum oscillator (0-100). |
+| `stoch` | oscillator | Stochastic Oscillator — %K and %D bounded 0-100. |
+| `trix` | oscillator | Triple-smoothed rate of change — noise-filtered momentum. |
+| `ultimate_oscillator` | oscillator | Three-window weighted momentum oscillator. |
+| `williams_r` | oscillator | Williams %R — momentum bounded -100 to 0. |
+| `adx` | trend | Average Directional Index — trend strength (0-100). |
+| `aroon` | trend | Aroon Up/Down — bars since highest high / lowest low. |
+| `choppiness` | trend | Choppiness Index — trending vs. ranging classifier. |
+| `di` | trend | Directional Indicators (+DI, -DI) — bullish/bearish pressure. |
+| `macd` | trend | MACD — fast/slow EMA difference plus signal line and histogram. |
+| `ad` | volume | Accumulation/Distribution Line — volume weighted by close-location. |
+| `adosc` | volume | Chaikin A/D Oscillator — fast EMA minus slow EMA of A/D. |
+| `obv` | volume | On-Balance Volume — cumulative signed volume. |
+| `vwap` | volume | Volume-Weighted Average Price, anchored. |
+| `atr` | volatility | Average True Range — Wilder's volatility measure. |
+| `cones` | volatility | Volatility cones — per-window realised vs. historical band. |
+| `realized_volatility` | volatility | Annualised rolling realised volatility (one of six estimators). |
+| `realized_volatility_compare` | volatility | All six realised-volatility estimators side by side. |
+| `demark` | structure | DeMark sequential — 9-bar setup count for exhaustion. |
+| `fib` | structure | Fibonacci retracement levels between a swing high and low. |
+| `pivot_points` | structure | Pivot-point support/resistance under multiple methods. |
+| `autocorrelation` | stats | ACF + PACF with significance bands. |
+| `clenow` | stats | Clenow Volatility-Adjusted Momentum (R^2 * regression slope). |
+| `drawdown` | stats | Cumulative-return drawdown plus running peak and duration. |
+| `hurst` | stats | Hurst exponent (R/S and DFA) — long-memory diagnostic. |
+| `returns_stats` | stats | Distributional and risk-adjusted return statistics. |
+| `stationarity` | stats | ADF + KPSS unit-root and stationarity tests. |
+| `breakouts` | signal | Channel-breakout events (Donchian or Bollinger). |
+| `candlestick_patterns` | signal | Single- and two-bar candlestick pattern detection. |
+| `crossovers` | signal | Fast/slow moving-average crossover events. |
+| `divergences` | signal | Bullish/bearish/hidden divergences between price and an oscillator. |
+| `oscillator_signals` | signal | Oscillator overbought/oversold regime + crossing events. |
+| `regime` | signal | Trend-strength regime classification + transitions. |
+| `correlation` | multi | Rolling pairwise correlation of returns across symbols. |
+| `correlation_matrix` | multi | Snapshot correlation matrix across every symbol. |
+| `indicators` | multi | Programmatic catalog of all registered endpoints. |
+| `multi` | multi | Run many indicators on one series and merge by date. |
+| `relative_rotation` | multi | JdK RS-Ratio + RS-Momentum vs. a benchmark (RRG). |
+| `screen` | multi | Filter a multi-symbol basket by indicator-driven predicates. |

openbb_technical-2.0.0/README.md

@@ -0,0 +1,75 @@
+# OpenBB Technical Analysis Extension
+
+This extension provides Technical Analysis  tools for the OpenBB Platform.
+
+## Installation
+
+To install the extension, run the following command in this folder:
+
+```bash
+pip install openbb-technical
+```
+
+Documentation available [here](https://docs.openbb.co/odp/python/extensions/data-processing/technical)
+
+| Endpoint | Category | Description |
+|---|---|---|
+| `bbands` | overlay | Bollinger Bands — mean +/- N standard deviations. |
+| `dema` | overlay | Double-smoothed exponential moving average. |
+| `donchian` | overlay | Donchian channel — rolling high/low envelope. |
+| `ema` | overlay | Exponential moving average. |
+| `frama` | overlay | Fractal Adaptive Moving Average — speed varies with fractal dimension. |
+| `hma` | overlay | Hull moving average — reduced lag. |
+| `ichimoku` | overlay | Ichimoku Cloud — five-line trend system. |
+| `kama` | overlay | Kaufman Adaptive Moving Average — speed varies with efficiency. |
+| `kc` | overlay | Keltner Channels — ATR-scaled envelope around an EMA. |
+| `sma` | overlay | Simple moving average. |
+| `supertrend` | overlay | SuperTrend — ATR-anchored trailing band. |
+| `tema` | overlay | Triple-smoothed exponential moving average. |
+| `vwma` | overlay | Volume-weighted moving average. |
+| `wma` | overlay | Weighted moving average — linear weights. |
+| `zlma` | overlay | Zero-lag exponential moving average. |
+| `awesome_oscillator` | oscillator | Bill Williams' AO — 5/34 SMA difference of midpoints. |
+| `cci` | oscillator | Commodity Channel Index — deviation from typical-price MA. |
+| `cg` | oscillator | Center of Gravity oscillator (Ehlers). |
+| `fisher` | oscillator | Fisher Transform — Gaussian-shaped oscillator. |
+| `mfi` | oscillator | Money Flow Index — volume-weighted RSI. |
+| `rsi` | oscillator | Relative Strength Index — momentum oscillator (0-100). |
+| `stoch` | oscillator | Stochastic Oscillator — %K and %D bounded 0-100. |
+| `trix` | oscillator | Triple-smoothed rate of change — noise-filtered momentum. |
+| `ultimate_oscillator` | oscillator | Three-window weighted momentum oscillator. |
+| `williams_r` | oscillator | Williams %R — momentum bounded -100 to 0. |
+| `adx` | trend | Average Directional Index — trend strength (0-100). |
+| `aroon` | trend | Aroon Up/Down — bars since highest high / lowest low. |
+| `choppiness` | trend | Choppiness Index — trending vs. ranging classifier. |
+| `di` | trend | Directional Indicators (+DI, -DI) — bullish/bearish pressure. |
+| `macd` | trend | MACD — fast/slow EMA difference plus signal line and histogram. |
+| `ad` | volume | Accumulation/Distribution Line — volume weighted by close-location. |
+| `adosc` | volume | Chaikin A/D Oscillator — fast EMA minus slow EMA of A/D. |
+| `obv` | volume | On-Balance Volume — cumulative signed volume. |
+| `vwap` | volume | Volume-Weighted Average Price, anchored. |
+| `atr` | volatility | Average True Range — Wilder's volatility measure. |
+| `cones` | volatility | Volatility cones — per-window realised vs. historical band. |
+| `realized_volatility` | volatility | Annualised rolling realised volatility (one of six estimators). |
+| `realized_volatility_compare` | volatility | All six realised-volatility estimators side by side. |
+| `demark` | structure | DeMark sequential — 9-bar setup count for exhaustion. |
+| `fib` | structure | Fibonacci retracement levels between a swing high and low. |
+| `pivot_points` | structure | Pivot-point support/resistance under multiple methods. |
+| `autocorrelation` | stats | ACF + PACF with significance bands. |
+| `clenow` | stats | Clenow Volatility-Adjusted Momentum (R^2 * regression slope). |
+| `drawdown` | stats | Cumulative-return drawdown plus running peak and duration. |
+| `hurst` | stats | Hurst exponent (R/S and DFA) — long-memory diagnostic. |
+| `returns_stats` | stats | Distributional and risk-adjusted return statistics. |
+| `stationarity` | stats | ADF + KPSS unit-root and stationarity tests. |
+| `breakouts` | signal | Channel-breakout events (Donchian or Bollinger). |
+| `candlestick_patterns` | signal | Single- and two-bar candlestick pattern detection. |
+| `crossovers` | signal | Fast/slow moving-average crossover events. |
+| `divergences` | signal | Bullish/bearish/hidden divergences between price and an oscillator. |
+| `oscillator_signals` | signal | Oscillator overbought/oversold regime + crossing events. |
+| `regime` | signal | Trend-strength regime classification + transitions. |
+| `correlation` | multi | Rolling pairwise correlation of returns across symbols. |
+| `correlation_matrix` | multi | Snapshot correlation matrix across every symbol. |
+| `indicators` | multi | Programmatic catalog of all registered endpoints. |
+| `multi` | multi | Run many indicators on one series and merge by date. |
+| `relative_rotation` | multi | JdK RS-Ratio + RS-Momentum vs. a benchmark (RRG). |
+| `screen` | multi | Filter a multi-symbol basket by indicator-driven predicates. |

openbb_technical-2.0.0/docs/README.md

@@ -0,0 +1,32 @@
+# openbb-technical Documentation
+
+The technical extension exposes ~60 endpoints organised into four families:
+
+| Family | What it does | URL prefix |
+|---|---|---|
+| `indicators/*` | Single-symbol overlays, oscillators, trend, volume, volatility, structure, statistics | `/` (root) |
+| `signals/*` | Event detectors: crossovers, divergences, breakouts, candlestick patterns, regime | `/signals/` |
+| `multi/*` | Multi-symbol correlation, screening, relative-rotation, multi-indicator composition, catalog | `/` (root, except `correlation_matrix` and `screen` which expose `multi.*`) |
+| `relative_rotation` | JdK RS-Ratio + RS-Momentum for a benchmark-anchored basket | `/` (root) |
+
+Every endpoint is reachable through three transports:
+
+1. **Python**: `from openbb import obb; obb.technical.<endpoint>(...)`
+2. **HTTP**: `POST http://localhost:8000/api/v1/technical/<endpoint>` (run `openbb-api` to start the server)
+3. **CLI**: `openbb -i` then `/technical/<endpoint>`
+
+## Where to start
+
+- **First time?** [getting-started.md](./getting-started.md) shows installation, the three transports, and a 5-line example for each.
+- **Building a strategy?** [user-guides/01-indicators.md](./user-guides/01-indicators.md) covers single-symbol indicator workflows.
+- **Want trade signals?** [user-guides/02-signals.md](./user-guides/02-signals.md) covers the signals subrouter.
+- **Working with a basket?** [user-guides/03-multi-symbol.md](./user-guides/03-multi-symbol.md) covers correlation, screening, and Relative Rotation Graphs.
+- **Composing pipelines?** [user-guides/04-composition-and-discovery.md](./user-guides/04-composition-and-discovery.md) covers the `multi` and `indicators` (catalog) endpoints.
+- **Looking up a specific endpoint?** [api-reference.md](./api-reference.md) lists every endpoint with its parameters, output columns, and a one-line description.
+
+## Conventions
+
+- **Input**: every data-consuming endpoint accepts the same shapes — `list[Data]`, `list[dict]`, `pandas.DataFrame`, `pandas.Series`, or `numpy.ndarray`. The library converts between them automatically.
+- **Output**: every endpoint returns an `OBBject`. The numeric payload is on `.results` as a list of typed Pydantic models.
+- **Validation**: every endpoint validates its inputs through a `XxxQueryParams` Pydantic class and emits its rows through a `XxxData` (or `XxxEvent`/`XxxSignal`) class. The class docstrings carry full NumPy-format `Parameters` and `Returns` sections.
+- **Discovery**: the `indicators` endpoint introspects the registered router and returns a structured catalog — useful for building UI pickers, OpenAPI clients, or LLM tool-calls without hard-coding endpoint names.

{openbb_technical-1.6.2 → openbb_technical-2.0.0}/openbb_technical/helpers.py

@@ -1,7 +1,5 @@
 """Technical Analysis Helpers."""
 
-# pylint: disable=too-many-arguments,too-many-locals,too-many-positional-arguments
-
 from typing import TYPE_CHECKING, Any, Literal
 from warnings import warn
 
@@ -50,7 +48,6 @@ def parkinson(
     DataFrame : results
         Dataframe with results.
     """
-    # pylint: disable=import-outside-toplevel
     from numpy import log
 
     if window < 1:
@@ -106,7 +103,6 @@ def standard_deviation(
     DataFrame : results
         Dataframe with results.
     """
-    # pylint: disable=import-outside-toplevel
     from numpy import log, sqrt
 
     if window < 2:
@@ -162,7 +158,6 @@ def garman_klass(
     DataFrame : results
         Dataframe with results.
     """
-    # pylint: disable=import-outside-toplevel
     from numpy import log
 
     if window < 1:
@@ -226,7 +221,6 @@ 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:
@@ -287,7 +281,6 @@ def rogers_satchell(
     Series : results
         Pandas Series with results.
     """
-    # pylint: disable=import-outside-toplevel
     from numpy import log
 
     if window < 1:
@@ -347,7 +340,6 @@ def yang_zhang(
     DataFrame : results
         Dataframe with results.
     """
-    # pylint: disable=import-outside-toplevel
     from numpy import log, sqrt
 
     if window < 2:
@@ -407,7 +399,6 @@ def calculate_cones(
     trading_periods: int | None = None,
 ) -> "DataFrame":
     """Calculate Cones."""
-    # pylint: disable=import-outside-toplevel
     from pandas import DataFrame
 
     estimator = DataFrame()
@@ -441,7 +432,7 @@ def calculate_cones(
     }
 
     for window in windows:
-        estimator = model_functions[model](  # type: ignore
+        estimator = model_functions[model](
             window=window,
             data=data,
             is_crypto=is_crypto,
@@ -451,12 +442,12 @@ def calculate_cones(
         if estimator.empty:
             continue
 
-        min_.append(estimator.min())  # type: ignore
-        max_.append(estimator.max())  # type: ignore
-        median.append(estimator.median())  # type: ignore
-        top_q.append(estimator.quantile(quantiles[1]))  # type: ignore
-        bottom_q.append(estimator.quantile(quantiles[0]))  # type: ignore
-        realized.append(estimator.iloc[-1])  # type: ignore
+        min_.append(estimator.min())
+        max_.append(estimator.max())
+        median.append(estimator.median())
+        top_q.append(estimator.quantile(quantiles[1]))
+        bottom_q.append(estimator.quantile(quantiles[0]))
+        realized.append(estimator.iloc[-1])
 
         allowed_windows.append(window)
 
@@ -501,27 +492,25 @@ def clenow_momentum(
     Series:
         Values for best fit line
     """
-    # pylint: disable=import-outside-toplevel
-    from numpy import arange, exp, log
+    from numpy import arange, exp, log, polyfit
     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 = log(values)
-    X = arange(len(y)).reshape(-1, 1)  # pylint: disable=invalid-name
+    y = log(values[-window:].to_numpy(dtype=float))
+    x = arange(len(y))
+    coef, intercept = polyfit(x, y, 1)
+    fit = coef * x + intercept
 
-    lr = LinearRegression()
-    lr.fit(X, y)
-
-    r2 = lr.score(X, y)
-    coef = lr.coef_[0]
-    annualized_coef = (exp(coef) ** 252) - 1
+    r2 = (
+        0.0
+        if y.max() == y.min()
+        else float(1 - ((y - fit) ** 2).sum() / ((y - y.mean()) ** 2).sum())
+    )
+    annualized_coef = float(exp(coef) ** 252 - 1)
 
-    return r2, annualized_coef, Series(lr.predict(X))
+    return r2, annualized_coef, Series(fit)
 
 
 def calculate_fib_levels(
@@ -559,7 +548,6 @@ def calculate_fib_levels(
     max_pr: float
         Price at max point
     """
-    # pylint: disable=import-outside-toplevel
     from pandas import DataFrame
 
     if close_col not in data.columns:

openbb_technical-2.0.0/openbb_technical/indicators/__init__.py

@@ -0,0 +1,37 @@
+"""Indicators sub-package."""
+
+from openbb_core.app.router import Router
+
+from openbb_technical.indicators import (
+    oscillators,
+    overlays,
+    relative_rotation,
+    statistics,
+    structure,
+    trend,
+    volatility,
+    volume,
+)
+
+router = Router(prefix="", description="Technical indicators.")
+router.include_router(overlays.router)
+router.include_router(oscillators.router)
+router.include_router(trend.router)
+router.include_router(volume.router)
+router.include_router(volatility.router)
+router.include_router(structure.router)
+router.include_router(statistics.router)
+router.include_router(relative_rotation.router)
+
+
+__all__ = [
+    "overlays",
+    "oscillators",
+    "relative_rotation",
+    "router",
+    "statistics",
+    "structure",
+    "trend",
+    "volatility",
+    "volume",
+]