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[matplotlib]quiver()함수

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[stock] pandas_ta와 TA-Lib 라이브러리에서 제공하는 기술적 지표

pandas_ta와 TA-Lib 라이브러리에서 제공하는 기술적 지표

pandas_ta

pandas_ta 함수
함수full name
A
apo Absolute Price Oscillator (APO)
accbands Acceleration Bands (ACCBANDS)
ad Accumulation/Distribution (AD)
alma Arnaud Legoux Moving Average (ALMA)
aroon Aroon & Aroon Oscillator (AROON)
adx Average Directional Movement (ADX)
atr Average True Range (ATR) 변동성 지표
ao Awesome Oscillator (AO)
B
bop Balance of Power (BOP)
bias Bias (BIAS)
bton Binary to number
bbands Bollinger Bands (BBANDS), 변동성 지표
brar BRAR (BRAR)
C
cg Center of Gravity (CG)
cmf Chaikin Money Flow (CMF)
cfo Chande Forcast Oscillator (CFO)
cksp Chande Kroll Stop (CKSP)
cmo Chande Momentum Oscillator (CMO)
chop Choppiness Index (CHOP)
xex Condition any
cci Commodity Channel Index (CCI)
xev Condition all
counter Condition counter
xfl Condition filter
coppock Coppock Curve (COPC)
cti Correlation Trend Indicator (CTI)
D
dpo Detrend Price Oscillator (DPO)
dm Directional Movement Index(DMI)
donchian Donchian Channels (DC)
dema Double Exponential Moving Average (DEMA)
dvdi Dual Volume Divergence Index (DVDI)
xhh Dynamic rolling highest values
xll Dynamic rolling lowest values
xrf Dynamic shifted values
E
ecm Ease of Movement (EOM)
er Efficiency Ratio (ER)
ssf Ehler's Super Smoother Filter (SSF) © 2013
efi Elder's Force Index (EFI)
eri Elder Ray Index (ERI)
thermo Elders Thermometer (THERMO)
entropy Entropy (ENTP)
ebsw Even Better SineWave (EBSW)
ema Exponential Moving Average (EMA)
F
fwma Fibonacci's Weighted Moving Average (FWMA)
fisher Fisher Transform (FISHT)
G
hilo Gann HiLo Activator(HiLo)
H
hma Hull Moving Average (HMA)
hwma HWMA (Holt-Winter Moving Average)
I
ichimoku Ichimoku Kinkō Hyō (ichimoku)
inertia Inertia (INERTIA)
J
jma Jurik Moving Average Average (JMA)
K
kama Kaufman's Adaptive Moving Average (KAMA)
kdj KDJ (KDJ)
kc Keltner Channels (KC) 변동성 지표
kvo Klinger Volume Oscillator (KVO)
kst 'Know Sure Thing' (KST)
L
linreg Linear Regression Moving Average (linreg)
long_run Long Run
M
massi Mass Index (MASSI)
mgcd McGinley Dynamic Indicator
mom Momentum (MOM)
mfi Money Flow Index (MFI)
macd Moving Average Convergence Divergence (MACD)
N
nvi Negative Volume Index (NVI)
natr Normalized Average True Range (NATR)
O
obv On Balance Volume (OBV)
P
psar Parabolic Stop and Reverse (psar)
ppo Percentage Price Oscillator (PPO)
pvo Percentage Volume Oscillator (PVO)
pvi Positive Volume Index (PVI)
pgo Pretty Good Oscillator (PGO)
pdist Price Distance (PDIST)
pvt Price-Volume Trend (PVT)
psl Psychological Line (PSL)
Q
qqe Quantitative Qualitative Estimation (QQE)
R
roc Rate of Change (ROC)
rsi Relative Strength Index (RSI)
rsx Relative Strength Xtra (rsx)
rvgi Relative Vigor Index (RVGI)
rvi Relative Volatility Index (RVI)
kurtosis Rolling Kurtosis
skew Rolling Skew
stdevRolling Standard Deviation
zscore Rolling Z Score
S
stc Schaff Trend Cycle (STC)
short_run Short Run
sinwma Sine Weighted Moving Average (SWMA)
slope Slope
smi SMI Ergodic Indicator (SMI)
sqz* Squeeze (SQZ) * NOTE: code sufferred from very strange error, code was commented.
sqz_pro Squeeze PRO(SQZPRO)
stdev standard deviation 변동성 지수
stoch Stochastic (STOCH)
stochrsi Stochastic RSI (STOCH RSI)
supertrend Supertrend (supertrend)
swma Symmetric Weighted Moving Average (SWMA)
T
t3 Tim Tillson's T3 Moving Average (T3)
trima Triangular Moving Average (TRIMA)
tema Triple Exponential Moving Average (TEMA)
trix Trix (TRIX)
tsi True Strength Index (TSI)
U
ui Ulcer Index (UI)
uo Ultimate Oscillator (UO)
V
vidya Variable Index Dynamic Average (VIDYA)
vhf Vertical Horizontal Filter (VHF)
vwap Volume Weighted Average Price (VWAP)
vwma Volume Weighted Moving Average (VWMA)
vortex Vortex
W
wcp Weighted Closing Price (WCP)
wma Weighted Moving Average (WMA)
rma wildeR's Moving Average (RMA)
willr William's Percent R (WILLR)
X
xsa X simple moving average
Z
zlma Zero Lag Moving Average (ZLMA)
aber=ta.aberration(high=df["High"], low=df["Low"], close=df["Close"])
aber.tail(2).round(2)
ABER_ZG_5_15 ABER_SG_5_15 ABER_XG_5_15 ABER_ATR_5_15
Datetime
2024-02-02 12:00:00+09:00 133826.67 135169.43 132483.91 1342.76
2024-02-02 13:00:00+09:00 134180.00 135459.90 132900.10 1279.90

TA-Lib

Overlap studies

BBANDS Bollinger Bands
DEMA Double Exponential Moving Average
EMA Exponential Moving Average
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
KAMA Kaufman Adaptive Moving Average
MA Moving average
MAMA MESA Adaptive Moving Average
MAVP Moving average with variable period
MIDPOINT MidPoint over period
MIDPRICE Midpoint Price over period
SAR Parabolic SAR
SAREXT Parabolic SAR - Extended
SMA Simple Moving Average
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRIMA Triangular Moving Average
WMA Weighted Moving Average

Momentum indicators

ADX Average Directional Movement Index
ADXR Average Directional Movement Index Rating
APO Absolute Price Oscillator
AROON Aroon
AROONOSC Aroon Oscillator
BOP Balance Of Power
CCI Commodity Channel Index
CMO Chande Momentum Oscillator
DX Directional Movement Index
MACD Moving Average Convergence/Divergence
MACDEXT MACD with controllable MA type
MACDFIX Moving Average Convergence/Divergence Fix 12/26
MFI Money Flow Index
MINUS_DI Minus Directional Indicator
MINUS_DM Minus Directional Movement
MOM Momentum
PLUS_DI Plus Directional Indicator
PLUS_DM Plus Directional Movement
PPO Percentage Price Oscillator
ROC Rate of change : ((price/prevPrice)-1)*100
ROCP Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR Rate of change ratio: (price/prevPrice)
ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100
RSI Relative Strength Index
STOCH Stochastic
STOCHF Stochastic Fast
STOCHRSI Stochastic Relative Strength Index
TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
ULTOSC Ultimate Oscillator
WILLR Williams' %R

Volume indicators

AD Chaikin A/D Line
ADOSC Chaikin A/D Oscillator
OBV On Balance Volume

Cycle indicators

HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
HT_PHASOR Hilbert Transform - Phasor Components
HT_SINE Hilbert Transform - SineWave
HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode

Price Tranform

AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price

Pattern Recognition

CDL2CROWS Two Crows
CDL3BLACKCROWS Three Black Crows
CDL3INSIDE Three Inside Up/Down
CDL3LINESTRIKE Three-Line Strike
CDL3OUTSIDE Three Outside Up/Down
CDL3STARSINSOUTH Three Stars In The South
CDL3WHITESOLDIERS Three Advancing White Soldiers
CDLABANDONEDBABY Abandoned Baby
CDLADVANCEBLOCK Advance Block
CDLBELTHOLD Belt-hold
CDLBREAKAWAY Breakaway
CDLCLOSINGMARUBOZU Closing Marubozu
CDLCONCEALBABYSWALL Concealing Baby Swallow
CDLCOUNTERATTACK Counterattack
CDLDARKCLOUDCOVER Dark Cloud Cover
CDLDOJI Doji
CDLDOJISTAR Doji Star
CDLDRAGONFLYDOJI Dragonfly Doji
CDLENGULFING Engulfing Pattern
CDLEVENINGDOJISTAR Evening Doji Star
CDLEVENINGSTAR Evening Star
CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines
CDLGRAVESTONEDOJI Gravestone Doji
CDLHAMMER Hammer
CDLHANGINGMAN Hanging Man
CDLHARAMI Harami Pattern
CDLHARAMICROSS Harami Cross Pattern
CDLHIGHWAVE High-Wave Candle
CDLHIKKAKE Hikkake Pattern
CDLHIKKAKEMOD Modified Hikkake Pattern
CDLHOMINGPIGEON Homing Pigeon
CDLIDENTICAL3CROWS Identical Three Crows
CDLINNECK In-Neck Pattern
CDLINVERTEDHAMMER Inverted Hammer
CDLKICKING Kicking
CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM Ladder Bottom
CDLLONGLEGGEDDOJI Long Legged Doji
CDLLONGLINE Long Line Candle
CDLMARUBOZU Marubozu
CDLMATCHINGLOW Matching Low
CDLMATHOLD Mat Hold
CDLMORNINGDOJISTAR Morning Doji Star
CDLMORNINGSTAR Morning Star
CDLONNECK On-Neck Pattern
CDLPIERCING Piercing Pattern
CDLRICKSHAWMAN Rickshaw Man
CDLRISEFALL3METHODS Rising/Falling Three Methods
CDLSEPARATINGLINES Separating Lines
CDLSHOOTINGSTAR Shooting Star
CDLSHORTLINE Short Line Candle
CDLSPINNINGTOP Spinning Top
CDLSTALLEDPATTERN Stalled Pattern
CDLSTICKSANDWICH Stick Sandwich
CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP Tasuki Gap
CDLTHRUSTING Thrusting Pattern
CDLTRISTAR Tristar Pattern
CDLUNIQUE3RIVER Unique 3 River
CDLUPSIDEGAP2CROWS Upside Gap Two Crows
CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods

Statistic Functions

BETA Beta
CORREL Pearson's Correlation Coefficient (r)
LINEARREG Linear Regression
LINEARREG_ANGLE Linear Regression Angle
LINEARREG_INTERCEPT Linear Regression Intercept
LINEARREG_SLOPE Linear Regression Slope
STDDEV Standard Deviation
TSF Time Series Forecast
VAR Variance
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