Indicators

Some tools to compute financial indicators. Currently contains the Bollinger Band (bollinger_band), Commodity Channel Index (cci), Hull Moving Average (hma), Moving Average Convergence Divergence (macd_hist, macd_line, signal_line), and Relative Strenght Index (rsi).

Financial indicators

fynance.features.indicators.bollinger_band(X)	Compute the bollinger bands of size w for each X’ series’.
fynance.features.indicators.cci(X[, high, …])	Compute Commodity Channel Index of size w for each X’ series’.
fynance.features.indicators.hma(X[, w, …])	Compute the Hull Moving Average of size w for each X’ series’.
fynance.features.indicators.macd_hist(X[, …])	Compute Moving Average Convergence Divergence Histogram.
fynance.features.indicators.macd_line(X[, …])	Compute Moving Average Convergence Divergence Line.
fynance.features.indicators.rsi(X[, w, …])	Compute Relative Strenght Index.
fynance.features.indicators.signal_line(X[, …])	MACD Signal Line for window of size w with slow and fast lenght.