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2 changes: 1 addition & 1 deletion Project.toml
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name = "IncTA"
name = "OnlineTechnicalIndicators"
uuid = "dc2d07fb-478f-4566-8417-81bb3e5a7af1"
authors = ["FemtoTrader"]
version = "0.1.0"
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8 changes: 4 additions & 4 deletions README.md
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# IncTA
# OnlineTechnicalIndicators

[![][docs-dev-img]][docs-dev-url]
[![Build Status](https://github.com/femtotrader/IncTA.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/femtotrader/IncTA.jl/actions/workflows/CI.yml?query=branch%3Amain)
[![Build Status](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/actions/workflows/CI.yml?query=branch%3Amain)

This project implements some Technical Analysis Indicators in Julia in an incremental approach ie using [online algorithms](https://en.wikipedia.org/wiki/Online_algorithm).

## Resources
- **Documentation**: https://femtotrader.github.io/IncTA.jl/
- **Documentation**: https://femtotrader.github.io/OnlineTechnicalIndicators.jl/

[docs-dev-img]: https://img.shields.io/badge/docs-dev-blue.svg
[docs-dev-url]: https://femtotrader.github.io/IncTA.jl/dev/
[docs-dev-url]: https://femtotrader.github.io/OnlineTechnicalIndicators.jl/dev/
8 changes: 4 additions & 4 deletions docs/make.jl
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# Inside make.jl
push!(LOAD_PATH, "../src/")
using IncTA
using OnlineTechnicalIndicators
using Documenter
makedocs(
sitename = "IncTA.jl",
modules = [IncTA],
sitename = "OnlineTechnicalIndicators.jl",
modules = [OnlineTechnicalIndicators],
pages = [
"Home" => "index.md",
"Package Features" => "features.md",
Expand All @@ -18,4 +18,4 @@ makedocs(
"API" => "api.md"
],
)
deploydocs(; repo = "github.com/femtotrader/IncTA.jl")
deploydocs(; repo = "github.com/femtotrader/OnlineTechnicalIndicators.jl")
110 changes: 55 additions & 55 deletions docs/src/api.md
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# API Documentation
## Indicators (alphabetically ordered)
```@docs
IncTA.ADX
IncTA.ALMA
IncTA.AO
IncTA.ATR
IncTA.AccuDist
IncTA.Aroon
IncTA.BB
IncTA.BOP
IncTA.CCI
IncTA.CHOP
IncTA.ChaikinOsc
IncTA.ChandeKrollStop
IncTA.CoppockCurve
IncTA.DEMA
IncTA.DPO
IncTA.DonchianChannels
IncTA.EMA
IncTA.EMV
IncTA.ForceIndex
IncTA.HMA
IncTA.KAMA
IncTA.KST
IncTA.KVO
IncTA.KeltnerChannels
IncTA.MACD
IncTA.MassIndex
IncTA.McGinleyDynamic
IncTA.MeanDev
IncTA.OBV
IncTA.ParabolicSAR
IncTA.PivotsHL
IncTA.ROC
IncTA.RSI
IncTA.SFX
IncTA.SMA
IncTA.SMMA
IncTA.SOBV
IncTA.STC
IncTA.StdDev
IncTA.Stoch
IncTA.StochRSI
IncTA.SuperTrend
IncTA.T3
IncTA.TEMA
IncTA.TRIX
IncTA.TSI
IncTA.TTM
IncTA.UO
IncTA.VTX
IncTA.VWAP
IncTA.VWMA
IncTA.WMA
IncTA.ZLEMA
OnlineTechnicalIndicators.ADX
OnlineTechnicalIndicators.ALMA
OnlineTechnicalIndicators.AO
OnlineTechnicalIndicators.ATR
OnlineTechnicalIndicators.AccuDist
OnlineTechnicalIndicators.Aroon
OnlineTechnicalIndicators.BB
OnlineTechnicalIndicators.BOP
OnlineTechnicalIndicators.CCI
OnlineTechnicalIndicators.CHOP
OnlineTechnicalIndicators.ChaikinOsc
OnlineTechnicalIndicators.ChandeKrollStop
OnlineTechnicalIndicators.CoppockCurve
OnlineTechnicalIndicators.DEMA
OnlineTechnicalIndicators.DPO
OnlineTechnicalIndicators.DonchianChannels
OnlineTechnicalIndicators.EMA
OnlineTechnicalIndicators.EMV
OnlineTechnicalIndicators.ForceIndex
OnlineTechnicalIndicators.HMA
OnlineTechnicalIndicators.KAMA
OnlineTechnicalIndicators.KST
OnlineTechnicalIndicators.KVO
OnlineTechnicalIndicators.KeltnerChannels
OnlineTechnicalIndicators.MACD
OnlineTechnicalIndicators.MassIndex
OnlineTechnicalIndicators.McGinleyDynamic
OnlineTechnicalIndicators.MeanDev
OnlineTechnicalIndicators.OBV
OnlineTechnicalIndicators.ParabolicSAR
OnlineTechnicalIndicators.PivotsHL
OnlineTechnicalIndicators.ROC
OnlineTechnicalIndicators.RSI
OnlineTechnicalIndicators.SFX
OnlineTechnicalIndicators.SMA
OnlineTechnicalIndicators.SMMA
OnlineTechnicalIndicators.SOBV
OnlineTechnicalIndicators.STC
OnlineTechnicalIndicators.StdDev
OnlineTechnicalIndicators.Stoch
OnlineTechnicalIndicators.StochRSI
OnlineTechnicalIndicators.SuperTrend
OnlineTechnicalIndicators.T3
OnlineTechnicalIndicators.TEMA
OnlineTechnicalIndicators.TRIX
OnlineTechnicalIndicators.TSI
OnlineTechnicalIndicators.TTM
OnlineTechnicalIndicators.UO
OnlineTechnicalIndicators.VTX
OnlineTechnicalIndicators.VWAP
OnlineTechnicalIndicators.VWMA
OnlineTechnicalIndicators.WMA
OnlineTechnicalIndicators.ZLEMA
```

## Other
```@docs
IncTA.StatLag
IncTA.TechnicalIndicatorIterator
OnlineTechnicalIndicators.StatLag
OnlineTechnicalIndicators.TechnicalIndicatorIterator
```
14 changes: 7 additions & 7 deletions docs/src/examples.md
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# Examples

## IncTA.jl notebook
## OnlineTechnicalIndicators.jl notebook

- [Pluto notebook](https://github.com/femtotrader/IncTA.jl/blob/main/examples/notebooks/incta_notebook.jl)
- [PDF export](https://github.com/femtotrader/IncTA.jl/blob/main/examples/notebooks/incta_notebook.pdf)
- [Pluto notebook](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/blob/main/examples/notebooks/OnlineTechnicalIndicators_notebook.jl)
- [PDF export](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/blob/main/examples/notebooks/OnlineTechnicalIndicators_notebook.pdf)

## Feed IncTA indicators with live random data
## Feed OnlineTechnicalIndicators indicators with live random data

![random walk with MA and RSI](https://github.com/femtotrader/IncTA.jl/raw/main/examples/notebooks/random_walk_with_ma_rsi.png)
![random walk with MA and RSI](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/raw/main/examples/notebooks/random_walk_with_ma_rsi.png)

- [Pluto notebook](https://github.com/femtotrader/IncTA.jl/blob/main/examples/notebooks/incta_notebook_live_randomwalk.jl)
- [Pluto notebook](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/blob/main/examples/notebooks/OnlineTechnicalIndicators_notebook_live_randomwalk.jl)

## Code examples

See content of [examples](https://github.com/femtotrader/IncTA.jl/tree/main/examples) directory.
See content of [examples](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/tree/main/examples) directory.
2 changes: 1 addition & 1 deletion docs/src/implementing_your_indic.md
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Expand Up @@ -16,7 +16,7 @@ The very famous `BB` (Bollinger Bands developed by financial analyst John Bollin

### MISO indicators (🕯️ 🔢)

IncTA have also some **MISO** indicators ie indicators which takes several values at a time. It can be candlestick OHLCV data for example. Average True Range (ATR) is an example of such an indicator. It's the average of true ranges over the specified period. ATR measures volatility, taking into account any gaps in the price movement. It was developed by a very prolific author named J. Welles Wilder (also author of RSI, ParabolicSAR and ADX).
OnlineTechnicalIndicators have also some **MISO** indicators ie indicators which takes several values at a time. It can be candlestick OHLCV data for example. Average True Range (ATR) is an example of such an indicator. It's the average of true ranges over the specified period. ATR measures volatility, taking into account any gaps in the price movement. It was developed by a very prolific author named J. Welles Wilder (also author of RSI, ParabolicSAR and ADX).

### MIMO indicators (🕯️ Ⓜ️)

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4 changes: 2 additions & 2 deletions docs/src/index.md
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[![Build Status](https://github.com/femtotrader/IncTA.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/femtotrader/IncTA.jl/actions/workflows/CI.yml?query=branch%main)
[![Build Status](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/actions/workflows/CI.yml/badge.svg?branch=main)](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/actions/workflows/CI.yml?query=branch%main)

# IncTA.jl
# OnlineTechnicalIndicators.jl
This project implements some *Technical Analysis Indicators* in Julia in an incremental approach ie using [online algorithms](https://en.wikipedia.org/wiki/Online_algorithm).

It's inspired by Python project [talipp](https://github.com/nardew/talipp) which is used as "reference implementation" for unit tests.
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2 changes: 1 addition & 1 deletion docs/src/install.md
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# Install
Open Julia command line interface.

Type `] dev https://github.com/femtotrader/IncTA.jl/`
Type `] dev https://github.com/femtotrader/OnlineTechnicalIndicators.jl/`
2 changes: 1 addition & 1 deletion docs/src/internals.md
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# IncTA internals
# OnlineTechnicalIndicators internals

## Sub-indicator(s)

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10 changes: 5 additions & 5 deletions docs/src/usage.md
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# Usage

See [examples](https://github.com/femtotrader/IncTA.jl/tree/main/examples) and [tests](https://github.com/femtotrader/IncTA.jl/tree/main/test)
See [examples](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/tree/main/examples) and [tests](https://github.com/femtotrader/OnlineTechnicalIndicators.jl/tree/main/test)

IncTA.jl - installing and using it
OnlineTechnicalIndicators.jl - installing and using it

[![IncTA.jl - installing and using it](http://img.youtube.com/vi/UqHEMi8pCyc/0.jpg)](http://www.youtube.com/watch?v=UqHEMi8pCyc "IncTA.jl - installing and using it")
[![OnlineTechnicalIndicators.jl - installing and using it](http://img.youtube.com/vi/UqHEMi8pCyc/0.jpg)](http://www.youtube.com/watch?v=UqHEMi8pCyc "OnlineTechnicalIndicators.jl - installing and using it")

IncTA.jl - dealing with TSFrames
OnlineTechnicalIndicators.jl - dealing with TSFrames

[![IncTA.jl - dealing with TSFrames](http://img.youtube.com/vi/gmR1QvISiLA/0.jpg)](http://www.youtube.com/watch?v=gmR1QvISiLA "IncTA.jl - dealing with TSFrames")
[![OnlineTechnicalIndicators.jl - dealing with TSFrames](http://img.youtube.com/vi/gmR1QvISiLA/0.jpg)](http://www.youtube.com/watch?v=gmR1QvISiLA "OnlineTechnicalIndicators.jl - dealing with TSFrames")
42 changes: 21 additions & 21 deletions docs/src/usage_more.md
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# Learn more about IncTA usage
# Learn more about OnlineTechnicalIndicators usage

## Feeding a technical analysis indicator one observation at a time

Expand All @@ -12,8 +12,8 @@
Some sample data are provided for testing purpose.

```julia
julia> using IncTA
julia> using IncTA.SampleData: CLOSE_TMPL, V_OHLCV
julia> using OnlineTechnicalIndicators
julia> using OnlineTechnicalIndicators.SampleData: CLOSE_TMPL, V_OHLCV
julia> CLOSE_TMPL
50-element Vector{Float64}:
10.5
Expand Down Expand Up @@ -63,15 +63,15 @@ julia> ind = BB{Float64}(period = 3) # this is a SIMO (single input / multiple
end
missing
missing
IncTA.BBVal{Float64}(9.585892709687261, 10.246666666666668, 10.907440623646075)
IncTA.BBVal{Float64}(9.584067070444279, 10.250000000000002, 10.915932929555725)
IncTA.BBVal{Float64}(10.433030926552087, 10.50666666666667, 10.580302406781252)
OnlineTechnicalIndicators.BBVal{Float64}(9.585892709687261, 10.246666666666668, 10.907440623646075)
OnlineTechnicalIndicators.BBVal{Float64}(9.584067070444279, 10.250000000000002, 10.915932929555725)
OnlineTechnicalIndicators.BBVal{Float64}(10.433030926552087, 10.50666666666667, 10.580302406781252)
IncTA.BBVal{Float64}(7.923987085233826, 9.283333333333339, 10.642679581432851)
IncTA.BBVal{Float64}(8.921909932792502, 9.886666666666672, 10.851423400540842)
IncTA.BBVal{Float64}(9.981396599151932, 10.346666666666671, 10.71193673418141)
IncTA.BBVal{Float64}(10.061635473931714, 10.373333333333338, 10.685031192734963)
IncTA.BBVal{Float64}(9.787718030627357, 10.273333333333339, 10.758948636039321)
OnlineTechnicalIndicators.BBVal{Float64}(7.923987085233826, 9.283333333333339, 10.642679581432851)
OnlineTechnicalIndicators.BBVal{Float64}(8.921909932792502, 9.886666666666672, 10.851423400540842)
OnlineTechnicalIndicators.BBVal{Float64}(9.981396599151932, 10.346666666666671, 10.71193673418141)
OnlineTechnicalIndicators.BBVal{Float64}(10.061635473931714, 10.373333333333338, 10.685031192734963)
OnlineTechnicalIndicators.BBVal{Float64}(9.787718030627357, 10.273333333333339, 10.758948636039321)
```

### Showing sample data (OHLCV data)
Expand Down Expand Up @@ -124,17 +124,17 @@ julia> for candle in V_OHLCV
fit!(ind, candle)
println(value(ind))
end
IncTA.StochVal{Float64}(53.57142857142858, missing)
IncTA.StochVal{Float64}(0.0, missing)
IncTA.StochVal{Float64}(63.15789473684218, 38.90977443609025)
IncTA.StochVal{Float64}(65.1612903225806, 42.77306168647426)
IncTA.StochVal{Float64}(67.74193548387099, 65.35370684776458)
OnlineTechnicalIndicators.StochVal{Float64}(53.57142857142858, missing)
OnlineTechnicalIndicators.StochVal{Float64}(0.0, missing)
OnlineTechnicalIndicators.StochVal{Float64}(63.15789473684218, 38.90977443609025)
OnlineTechnicalIndicators.StochVal{Float64}(65.1612903225806, 42.77306168647426)
OnlineTechnicalIndicators.StochVal{Float64}(67.74193548387099, 65.35370684776458)
IncTA.StochVal{Float64}(83.17307692307695, 54.98661936768733)
IncTA.StochVal{Float64}(90.38461538461543, 83.17307692307693)
IncTA.StochVal{Float64}(83.12500000000001, 85.56089743589745)
IncTA.StochVal{Float64}(26.744186046511697, 66.75126714370903)
IncTA.StochVal{Float64}(30.645161290322637, 46.83811577894477)
OnlineTechnicalIndicators.StochVal{Float64}(83.17307692307695, 54.98661936768733)
OnlineTechnicalIndicators.StochVal{Float64}(90.38461538461543, 83.17307692307693)
OnlineTechnicalIndicators.StochVal{Float64}(83.12500000000001, 85.56089743589745)
OnlineTechnicalIndicators.StochVal{Float64}(26.744186046511697, 66.75126714370903)
OnlineTechnicalIndicators.StochVal{Float64}(30.645161290322637, 46.83811577894477)
```

## Feeding a technical analysis indicator with a compatible Tables.jl table such as TSFrame
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6 changes: 3 additions & 3 deletions examples/1_hello_incta.jl
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#=
This example demonstrates how to use an IncTA technical analysis indicator in an incremental approach feeding new data one observation at a time.
This example demonstrates how to use an OnlineTechnicalIndicators technical analysis indicator in an incremental approach feeding new data one observation at a time.
=#

using IncTA
using IncTA.SampleData: CLOSE_TMPL, V_OHLCV
using OnlineTechnicalIndicators
using OnlineTechnicalIndicators.SampleData: CLOSE_TMPL, V_OHLCV


println("Show close prices")
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4 changes: 2 additions & 2 deletions examples/2_dealing_with_tsframes.jl
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#=
This example demonstrates how to use an IncTA technical analysis indicator by feeding a compatible Tables.jl table such as TSFrame.
This example demonstrates how to use an OnlineTechnicalIndicators technical analysis indicator by feeding a compatible Tables.jl table such as TSFrame.
=#


using MarketData
using TSFrames
using IncTA
using OnlineTechnicalIndicators

print("Get input data")
ta = random_ohlcv() # should return a TimeSeries.TimeArray (need latest dev version of MarketData) with random prices and volume
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16 changes: 8 additions & 8 deletions examples/notebooks/incta_notebook.jl
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Expand Up @@ -8,10 +8,10 @@ using InteractiveUtils
import Pkg; Pkg.activate("..")

# ╔═╡ 931da9b9-2de4-425b-8a7a-14934d81b033
using IncTA
using OnlineTechnicalIndicators

# ╔═╡ b22340af-7262-480e-a5dc-74e73a39bddc
using IncTA.SampleData: CLOSE_TMPL, V_OHLCV
using OnlineTechnicalIndicators.SampleData: CLOSE_TMPL, V_OHLCV

# ╔═╡ c095cbc9-93fc-4f30-b4ac-19e1bcbc2fef
using MarketData
Expand All @@ -20,15 +20,15 @@ using MarketData
using TSFrames

# ╔═╡ 60ee2452-d281-4456-bc87-b53be3b232f7
md"""# IncTA.jl tutorial notebook"""
md"""# OnlineTechnicalIndicators.jl tutorial notebook"""

# ╔═╡ c679d3bf-6611-4e33-88ae-036cf6177be9
md"""## Using IncTA indicators feeding one value at a time with `fit!`
md"""## Using OnlineTechnicalIndicators indicators feeding one value at a time with `fit!`
The following examples demonstrate how to use an IncTA technical analysis indicator in an incremental approach feeding new data one observation at a time.
The following examples demonstrate how to use an OnlineTechnicalIndicators technical analysis indicator in an incremental approach feeding new data one observation at a time.
You first need to import [IncTA.jl](https://github.com/femtotrader/IncTA.jl) library.
You first need to import [OnlineTechnicalIndicators.jl](https://github.com/femtotrader/OnlineTechnicalIndicators.jl) library.
"""

# ╔═╡ d8b1703a-5847-4b4f-b1c8-5c661b34ddc9
Expand Down Expand Up @@ -113,10 +113,10 @@ begin
end

# ╔═╡ 77e61b06-39a9-41c2-a2bc-6e00f83b49d0
md"""## Using IncTA indicators with `TSFrames.TSFrame`
md"""## Using OnlineTechnicalIndicators indicators with `TSFrames.TSFrame`
The following examples demonstrate how to use an IncTA technical analysis indicator by feeding a compatible Tables.jl table such as TSFrame.
The following examples demonstrate how to use an OnlineTechnicalIndicators technical analysis indicator by feeding a compatible Tables.jl table such as TSFrame.
You first need to import some aditional libraries:
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