from typing import Union import numpy as np import talib def cci(candles: np.ndarray, period=14, sequential=False) -> Union[float, np.ndarray]: """ CCI - Commodity Channel Index :param candles: np.ndarray :param period: int - default=14 :param sequential: bool - default=False :return: float | np.ndarray """ if not sequential and len(candles) > 240: candles = candles[-240:] res = talib.CCI(candles[:, 3], candles[:, 4], candles[:, 2], timeperiod=period) if sequential: return res else: return None if np.isnan(res[-1]) else res[-1]