Implement comprehensive technical indicators library #1
Conversation
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
This commit includes: - Implementation of 74 technical indicators - Fixed pandas FutureWarnings in several indicators - Added test scripts for all indicators - Added comparison script with ProfitSPI - Added implementation status documentation - Added TODO list for remaining tasks
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
Technical Indicators Library Implementation
Overview This PR implements a comprehensive technical indicators library for the ProfitSPI SDK. It includes 74 out of 80 technical indicators from ProfitSPI's list, with the remaining 6 indicators requiring specialized data sources that are not available in standard price data feeds.
Features - Implementation of 74 technical indicators including: - Moving Averages (SMA, EMA, WMA, TEMA, TMA) - Oscillators (RSI, Stochastic, MACD, CCI, etc.) - Bands and Channels (Bollinger Bands, Keltner Channels, Donchian Channels) - Trend Indicators (ADX, Aroon, Parabolic SAR, etc.) - Volume Indicators (OBV, CMF, MFI, etc.) - Volatility Indicators (ATR, Historical Volatility, etc.) - Price Indicators (Highest High, Lowest Low, etc.) - Statistical Indicators (Beta, Correlation, Sharpe Ratio, etc.) - Fixed pandas FutureWarnings in several indicators - Added test scripts for all indicators - Added comparison script with ProfitSPI - Added implementation status documentation - Added TODO list for remaining tasks
Testing - All indicators have been tested with historical data from multiple symbols - Generated plots for visual verification - Compared results with ProfitSPI's calculations where possible
What's Left - Fix remaining pandas FutureWarnings - Implement fundamental indicators (requires external data sources) - Implement specialized indicators (requires specialized libraries) - Add comprehensive unit tests - Optimize performance for computationally expensive indicators - Create detailed documentation for each indicator
Screenshots (Screenshots of indicator plots would be included here in a real PR)
Related Issues N/A