Metadata-Version: 2.1
Name: ohlcvish
Version: 0.0.1
Summary: analyse trading signals in OHLCV data
Home-page: https://github.com/terbeznik/ohlcvish
Author: Alexander Terbeznik
Author-email: alexander.terbeznik@gmail.com
License: UNKNOWN
Description: ohlcvish
        ========
        
        `ohlcvish` takes **OHLCV** data, generate multiple technical indicators on it and then gives you all existing *Buy-Hold-Sell* combinations in the dataset. Mean, median, min and max are the clustered results of the respective signal combination.
        
        ## How to use
        
        To use `ohlcvish` you need your OHLCV data to be in a [pandas.DataFrame](https://pandas.pydata.org/pandas-docs/stable/reference/api/pandas.DataFrame.html) like this:
        
        ```python
        import pandas as pd
        
        eth = pd.read_csv("data/ETH.csv", index_col="datetime", parse_dates=True)
        
        eth.head()
        ```
        
        ```
                    close  high     low    open   volume
        datetime                                        
        2015-08-07   3.00   3.0  0.6747  0.6747   123.93
        2015-08-08   1.20   3.0  0.1500  3.0000  2119.43
        2015-08-09   1.20   1.2  1.2000  1.2000     0.00
        2015-08-10   1.20   1.2  1.2000  1.2000     0.00
        2015-08-11   0.99   1.2  0.6504  1.2000  9486.09
        ```
        
        Use `ohlcvish()` function to get all signals:
        
        ```python
        from ohlcvish import ohlcvish
        
        signals = ohlcvish(eth)
        
        signals.head()
        ```
        
        ```
           macd  rsi  stoch  adx  aroon  bbands  sar  ma  amount  forecast_mean  forecast_median  forecast_min  forecast_max
        0    -1   -1      0    0      0       0   -1   0       1      59.947906        59.947906     59.947906     59.947906
        1    -1    0      0   -1     -1       0    0   0       1      -2.904930        -2.904930     -2.904930     -2.904930
        2    -1    0      0   -1      0       0   -1   0       3      -7.415414        -6.642701    -11.645688     -3.957853
        3    -1    0      0   -1      0       0    0   0       1     298.919554       298.919554    298.919554    298.919554
        4    -1    0      0    0     -1       1   -1  -1       1     -54.082750       -54.082750    -54.082750    -54.082750
        ```
        
        Define `forecast_period` to change forecast for mean, median, min and max.
        
        ```python
        signals = ohlcvish(eth, forecast_period=10)
        ```
        
        
        
Platform: UNKNOWN
Classifier: Programming Language :: Python :: 3
Classifier: License :: OSI Approved :: MIT License
Classifier: Operating System :: OS Independent
Requires-Python: >=3.6
Description-Content-Type: text/markdown
