https://github.com/joelowj/ttrpy
Technical analysis and other functions to construct technical trading rules with Python
https://github.com/joelowj/ttrpy
finance indicators investment python3 quantitative-trading research systematic-trading-strategies technical-analysis
Last synced: about 1 year ago
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Technical analysis and other functions to construct technical trading rules with Python
- Host: GitHub
- URL: https://github.com/joelowj/ttrpy
- Owner: joelowj
- License: apache-2.0
- Created: 2019-02-04T02:35:37.000Z (over 7 years ago)
- Default Branch: master
- Last Pushed: 2021-04-20T18:19:25.000Z (about 5 years ago)
- Last Synced: 2025-05-03T23:42:43.763Z (about 1 year ago)
- Topics: finance, indicators, investment, python3, quantitative-trading, research, systematic-trading-strategies, technical-analysis
- Language: Python
- Homepage: https://joelowj.github.io/ttrpy/
- Size: 532 KB
- Stars: 23
- Watchers: 2
- Forks: 13
- Open Issues: 2
-
Metadata Files:
- Readme: README.md
- License: LICENSE
- Code of conduct: CODE_OF_CONDUCT.md
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README
# ttrpy
[](https://travis-ci.com/joelowj/ttrpy) [](https://codecov.io/gh/joelowj/ttrpy)
[](http://makeapullrequest.com)
Technical Trading Rule Python is an open source library for popular technical analysis function for financial time series data.
## Installation
To install the current release:
```
$ pip install ttrpy
```
## Usage Overview
Load historical stock data into `Pandas` from existing csv file or directly from the web.
```python
>>> import pandas as pd
>>> df = pd.read_csv("weekly_MSFT.csv").sort_values(by="timestamp").reset_index(drop=True)
>>> df.tail(3)
```
```
timestamp open high low close volume
1098 2019-01-25 106.75 107.88 ... ... ...
1099 2019-02-01 106.26 106.48 ... ... ...
1100 2019-02-07 102.87 107.27 ... ... ...
```
Let's say we are interested in the overall long-term trend for `MSFT`, we can use the simple moving average function from the trend package.
```python
>>> from ttrpy.trend.sma import sma
>>> df = sma(df, "close", "sma", 200)
>>> df.tail(3)
```
```
timestamp open high low close volume sma
1098 2019-01-25 106.75 107.88 ... ... ... 71.080175
1099 2019-02-01 106.26 106.48 ... ... ... 71.392625
1100 2019-02-07 102.87 107.27 ... ... ... 71.707025
```
As easy as that!
## Contribution Guidelines
**If you want to contribute to ttrpy, be sure to review the [contribution
guidelines](CONTRIBUTING.md). This project adheres to ttrpy's
[code of conduct](CODE_OF_CONDUCT.md). By participating, you are expected to uphold this code.**
To get the local repository set up for development,
```
$ pip install pipenv
$ pip install --dev
```
If you find a bug, kindly open an issue [here](https://github.com/joelowj/ttrpy/issues/new).
If you would like to request a new feature, feel free to do so by opening an issue [here](https://github.com/joelowj/ttrpy/issues/new).
To fix a bug or enhance an existing module, follow these steps:
- Fork the repository
- Create a new branch (`git checkout - b branch-name`)
- Make the appropriate changes in the files
- Add changes to reflect the changes made
- Commit your changes (`git commit -m 'commit message'`)
- Push to the branch (`git push origin branch-name`)
- Create a Pull Request
## Versioning
We use [SemVer](https://semver.org/) for versioning. For the versions available, see the [tags on this repository](https://github.com/joelowj/ttrpy/tags)
## License
This project is licensed under Apache License 2.0 - see the [LICENSE](LICENSE) file for details.