Bitfinex Indicator Library for Python
This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator). All indicators provide the same set of base methods:
Features
- Absolute True Range
- Acceleration
- Accumulation/Distribution
- Accumulative Swing Index
- Arnoud Legoux Moving Average
- Awesome Oscillator
- Balance of Power
- Bollinger Bands
- Chaikin Money Flow
- Chaikin Oscillator
- Chande Momentum Oscillator
- Coppock Curve
- Detrended Price Oscillator
- Donchian Channels
- Ease of Movement
- Envelope
- Exponential Moving Average
- EMA Volume
- Know Sure Thing
- MACD
- Mass Index
- Momentum
- Net Volume
- On Balance Volume
- Price Channel
- Price Oscillator
- Price Volume Trend
- RSI
- Rate of Change
- Relative Vigor Index
- Relative Volatility Index
- Simple Moving Average
- Standard Deviation
- Stochastic
- Stochastic RSI
- TRIX
- True Strength Index
- VWAP
- Volume Oscillator
- Volume Weighted Moving Average
- Weighted Moving Average
- Williams %R
Installation
Clone package into PYTHONPATH:
git clone https://github.com/bitfinexcom/bfx-hf-indicators-py.git
cd bfx-hf-indicators-py
Or via pip/pip3:
pip3 install -r requirements.txt
python3 setup.py install
pip3 install git+https://github.com/bitfinexcom/bfx-hf-indicators-py.git@master
Quickstart
from bfxhfindicators import RSI
rsi = RSI(14)
rsi.add(14000)
rsi.add(14010)
rsi.add(14025)
rsi.add(14035)
# ...
# 8 more data points
# ...
rsi.add(13998)
rsi.add(13952)
v = rsi.v() # query current RSI(14) value
Docs
Contributing
- Fork it
- Create your feature branch (
git checkout -b my-new-feature)
- Commit your changes (
git commit -am 'Add some feature')
- Push to the branch (
git push origin my-new-feature)
- Create a new Pull Request
