tessl/pypi-stock-indicators

Stock Indicators for Python provides financial market technical indicators from historical price quotes.

Overview

Eval results

Files

Volume Indicators

Name: tessl/pypi-stock-indicators
Author: tessl

Volume-based indicators that analyze trading volume patterns and price-volume relationships to identify accumulation, distribution, and money flow conditions.

Capabilities

On-Balance Volume (OBV)

Running total of volume based on price direction, used to identify buying and selling pressure.

def get_obv(quotes: Iterable[Quote]):
    """
    On-Balance Volume (OBV) - running total of volume based on price direction.

    Args:
        quotes (Iterable[Quote]): Historical price quotes

    Returns:
        OBVResults[OBVResult]: Collection of OBV results
    """

Money Flow Index (MFI)

Volume-weighted RSI that incorporates both price and volume to measure buying/selling pressure.

def get_mfi(quotes: Iterable[Quote], lookback_periods: int = 14):
    """
    Money Flow Index (MFI) - volume-weighted RSI measuring money flow.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        lookback_periods (int): Number of periods for calculation (defaults to 14)

    Returns:
        MFIResults[MFIResult]: Collection of MFI results
    """

Chaikin Money Flow (CMF)

Measures money flow volume over a specific period to gauge accumulation/distribution.

def get_cmf(quotes: Iterable[Quote], lookback_periods: int = 20):
    """
    Chaikin Money Flow (CMF) - measures money flow over specified period.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        lookback_periods (int): Number of periods for calculation (defaults to 20)

    Returns:
        CMFResults[CMFResult]: Collection of CMF results
    """

Volume Weighted Average Price (VWAP)

Average price weighted by volume, commonly used as a benchmark for institutional trading.

def get_vwap(quotes: Iterable[Quote]):
    """
    Volume Weighted Average Price (VWAP) - average price weighted by volume.

    Args:
        quotes (Iterable[Quote]): Historical price quotes

    Returns:
        VWAPResults[VWAPResult]: Collection of VWAP results
    """

Accumulation/Distribution Line (ADL)

Cumulative indicator that uses volume and close location within the period's range.

def get_adl(quotes: Iterable[Quote]):
    """
    Accumulation/Distribution Line (ADL) - cumulative volume indicator.

    Args:
        quotes (Iterable[Quote]): Historical price quotes

    Returns:
        ADLResults[ADLResult]: Collection of ADL results
    """

Chaikin Oscillator

Oscillator form of the Accumulation/Distribution Line using exponential moving averages.

def get_chaikin_osc(quotes: Iterable[Quote], fast_periods: int = 3, slow_periods: int = 10):
    """
    Chaikin Oscillator - EMA difference of Accumulation/Distribution Line.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        fast_periods (int): Fast EMA periods (defaults to 3)
        slow_periods (int): Slow EMA periods (defaults to 10)

    Returns:
        ChaikinOscResults[ChaikinOscResult]: Collection of Chaikin Oscillator results
    """

Price Volume Oscillator (PVO)

Volume-based oscillator showing percentage difference between fast and slow volume moving averages.

def get_pvo(quotes: Iterable[Quote], fast_periods: int = 12, slow_periods: int = 26, signal_periods: int = 9):
    """
    Price Volume Oscillator (PVO) - percentage difference of volume moving averages.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        fast_periods (int): Fast EMA periods (defaults to 12)
        slow_periods (int): Slow EMA periods (defaults to 26)
        signal_periods (int): Signal line EMA periods (defaults to 9)

    Returns:
        PVOResults[PVOResult]: Collection of PVO results
    """

Klinger Volume Oscillator (KVO)

Volume oscillator that combines price direction with volume to identify long-term money flow.

def get_kvo(quotes: Iterable[Quote], fast_periods: int = 34, slow_periods: int = 55, signal_periods: int = 13):
    """
    Klinger Volume Oscillator (KVO) - combines price direction with volume.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        fast_periods (int): Fast EMA periods (defaults to 34)
        slow_periods (int): Slow EMA periods (defaults to 55)
        signal_periods (int): Signal line EMA periods (defaults to 13)

    Returns:
        KVOResults[KVOResult]: Collection of KVO results
    """

Force Index

Combines price change with volume to measure buying/selling pressure.

def get_force_index(quotes: Iterable[Quote], lookback_periods: int = 13):
    """
    Force Index - combines price change with volume to measure force.

    Args:
        quotes (Iterable[Quote]): Historical price quotes
        lookback_periods (int): EMA periods for smoothing (defaults to 13)

    Returns:
        ForceIndexResults[ForceIndexResult]: Collection of Force Index results
    """

Install with Tessl CLI