https://github.com/ntakouris/tf-technical-indicators
Technical Indicators as TensorFlow Graph Functions
https://github.com/ntakouris/tf-technical-indicators
finance technical-analysis technical-indicators tensorflow
Last synced: 6 months ago
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Technical Indicators as TensorFlow Graph Functions
- Host: GitHub
- URL: https://github.com/ntakouris/tf-technical-indicators
- Owner: ntakouris
- License: mit
- Created: 2020-08-03T08:17:22.000Z (almost 6 years ago)
- Default Branch: master
- Last Pushed: 2020-08-13T10:31:01.000Z (almost 6 years ago)
- Last Synced: 2025-10-13T09:44:23.539Z (9 months ago)
- Topics: finance, technical-analysis, technical-indicators, tensorflow
- Language: Python
- Homepage: https://pypi.org/project/tensorflow-technical-indicators/
- Size: 25.4 KB
- Stars: 8
- Watchers: 1
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE.md
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README
# tensorflow-technical-indicators
Technical Indicators as TF Graph Functions!
- Compatible with the rest of the tensorflow ecosystem
- Super fast as tensorflow graph code
`pip install tensorflow-technical-indicators`
[](https://badge.fury.io/py/tensorflow-technical-indicators)

(Coverage % is bad because tf graphs are not traced, only the `@tf.function`)
[](https://codecov.io/gh/ntakouris/tf-technical-indicators)
## Usage
```python
import tensorflow_technical_indicators as tfti
# assuming your tensors have dimensions: (time step, features[ohlcv])
# where candles[:, 0] is open, candles[:, 1] high, etc..
candles = [...]
# you can get
c = tfti.features.close(candles)
rsi = tfti.rsi(candles=c, window_size=7, method='ema')
# you can also pass multidimensional tensors with (time step, features)
# where features = open, close
# to calculate some indicator for both open and close
result = tfti.indicator(candles, ..params..)
# in general
# tfti.(parameters)
# check the list below to find indicator names
```
## List of Indicators
```python
from tensorflow_technical_indicators import
```
| Indicator | Implementation |
| :------------------------ | :--------------------------- |
| SMA | `simple_moving_average` |
| EMA | `exponential_moving_average` |
| RSI | `rsi` |
| MACD | `macd` |
| Stochastic Oscillator | |
| Bolliger Bands | |
| Fibonacci Retractment | |
| Ichimoku Cloud | |
| Standard Deviation | |
| Average Directional Index | |
| More | To Come |
Need more indicators? Open up a pull request or open an issue :).