Bitfinex Indicator Library for Python

This repo contains a collection of trading indicators implemented to support incremental updates, both from trade and candle data (depending on the indicator). All indicators provide the same set of base methods:

Features

Absolute True Range
Acceleration
Accumulation/Distribution
Accumulative Swing Index
Arnoud Legoux Moving Average
Awesome Oscillator
Balance of Power
Bollinger Bands
Chaikin Money Flow
Chaikin Oscillator
Chande Momentum Oscillator
Coppock Curve
Detrended Price Oscillator
Donchian Channels
Ease of Movement
Envelope
Exponential Moving Average
EMA Volume
Know Sure Thing
MACD
Mass Index
Momentum
Net Volume
On Balance Volume
Price Channel
Price Oscillator
Price Volume Trend
RSI
Rate of Change
Relative Vigor Index
Relative Volatility Index
Simple Moving Average
Standard Deviation
Stochastic
Stochastic RSI
TRIX
True Strength Index
VWAP
Volume Oscillator
Volume Weighted Moving Average
Weighted Moving Average
Williams %R

Installation

Clone package into PYTHONPATH:

git clone https://github.com/bitfinexcom/bfx-hf-indicators-py.git
cd bfx-hf-indicators-py

Or via pip/pip3:

pip3 install -r requirements.txt
python3 setup.py install

pip3 install git+https://github.com/bitfinexcom/bfx-hf-indicators-py.git@master

Quickstart

from bfxhfindicators import RSI

rsi = RSI(14)

rsi.add(14000)
rsi.add(14010)
rsi.add(14025)
rsi.add(14035)
# ...
# 8 more data points
# ...
rsi.add(13998)
rsi.add(13952)

v = rsi.v() # query current RSI(14) value

Docs

Usages - Documentation

Contributing

Fork it
Create your feature branch (git checkout -b my-new-feature)
Commit your changes (git commit -am 'Add some feature')
Push to the branch (git push origin my-new-feature)
Create a new Pull Request

adamsmail54321 / bfx-hf-indicators-py