diff --git a/Project.toml b/Project.toml index feafb94..2124f66 100644 --- a/Project.toml +++ b/Project.toml @@ -1,4 +1,4 @@ -name = "IncTA" +name = "OnlineTechnicalIndicators" uuid = "dc2d07fb-478f-4566-8417-81bb3e5a7af1" authors = ["FemtoTrader"] version = "0.1.0" diff --git a/README.md b/README.md index 57923e1..9fd44ab 100644 --- a/README.md +++ b/README.md @@ -1,12 +1,12 @@ -# 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/ diff --git a/docs/make.jl b/docs/make.jl index bc90e48..0e0b7b2 100644 --- a/docs/make.jl +++ b/docs/make.jl @@ -1,10 +1,10 @@ # 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", @@ -18,4 +18,4 @@ makedocs( "API" => "api.md" ], ) -deploydocs(; repo = "github.com/femtotrader/IncTA.jl") +deploydocs(; repo = "github.com/femtotrader/OnlineTechnicalIndicators.jl") diff --git a/docs/src/api.md b/docs/src/api.md index 06e58cc..888a8d6 100644 --- a/docs/src/api.md +++ b/docs/src/api.md @@ -1,63 +1,63 @@ # 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 ``` diff --git a/docs/src/examples.md b/docs/src/examples.md index d5bdf87..14088ec 100644 --- a/docs/src/examples.md +++ b/docs/src/examples.md @@ -1,16 +1,16 @@ # 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. diff --git a/docs/src/implementing_your_indic.md b/docs/src/implementing_your_indic.md index f54167a..f466bdd 100644 --- a/docs/src/implementing_your_indic.md +++ b/docs/src/implementing_your_indic.md @@ -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 (🕯️ Ⓜ️) diff --git a/docs/src/index.md b/docs/src/index.md index 11c6aa3..577305d 100644 --- a/docs/src/index.md +++ b/docs/src/index.md @@ -1,6 +1,6 @@ -[![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. diff --git a/docs/src/install.md b/docs/src/install.md index 29ab07a..fbb5791 100644 --- a/docs/src/install.md +++ b/docs/src/install.md @@ -1,4 +1,4 @@ # Install Open Julia command line interface. -Type `] dev https://github.com/femtotrader/IncTA.jl/` +Type `] dev https://github.com/femtotrader/OnlineTechnicalIndicators.jl/` diff --git a/docs/src/internals.md b/docs/src/internals.md index 3fe6d4b..54a4e56 100644 --- a/docs/src/internals.md +++ b/docs/src/internals.md @@ -1,4 +1,4 @@ -# IncTA internals +# OnlineTechnicalIndicators internals ## Sub-indicator(s) diff --git a/docs/src/usage.md b/docs/src/usage.md index 0f89c73..c8fedb5 100644 --- a/docs/src/usage.md +++ b/docs/src/usage.md @@ -1,11 +1,11 @@ # 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") diff --git a/docs/src/usage_more.md b/docs/src/usage_more.md index 8a3e8c7..3101c6c 100644 --- a/docs/src/usage_more.md +++ b/docs/src/usage_more.md @@ -1,4 +1,4 @@ -# Learn more about IncTA usage +# Learn more about OnlineTechnicalIndicators usage ## Feeding a technical analysis indicator one observation at a time @@ -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 @@ -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) @@ -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 diff --git a/examples/1_hello_incta.jl b/examples/1_hello_incta.jl index 97606bc..3ae39a7 100644 --- a/examples/1_hello_incta.jl +++ b/examples/1_hello_incta.jl @@ -1,11 +1,11 @@ #= -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") diff --git a/examples/2_dealing_with_tsframes.jl b/examples/2_dealing_with_tsframes.jl index 631a729..20f4e11 100644 --- a/examples/2_dealing_with_tsframes.jl +++ b/examples/2_dealing_with_tsframes.jl @@ -1,13 +1,13 @@ #= -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 diff --git a/examples/notebooks/incta_notebook.jl b/examples/notebooks/incta_notebook.jl index 1b1d4ac..8eb1dba 100644 --- a/examples/notebooks/incta_notebook.jl +++ b/examples/notebooks/incta_notebook.jl @@ -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 @@ -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 @@ -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: diff --git a/examples/notebooks/incta_notebook_live_randomwalk.jl b/examples/notebooks/incta_notebook_live_randomwalk.jl index c760777..42f8eb9 100644 --- a/examples/notebooks/incta_notebook_live_randomwalk.jl +++ b/examples/notebooks/incta_notebook_live_randomwalk.jl @@ -19,19 +19,19 @@ begin import Pkg Pkg.activate(mktempdir()) Pkg.add([ - Pkg.PackageSpec(url = "https://github.com/femtotrader/IncTA.jl"), + Pkg.PackageSpec(url = "https://github.com/femtotrader/OnlineTechnicalIndicators.jl"), ]) Pkg.add(["Random", "PlutoUI", "Plots", "DataStructures"]) using PlutoUI, Plots, DataStructures using Dates gr() using Random - using IncTA - using IncTA: StatLag + using OnlineTechnicalIndicators + using OnlineTechnicalIndicators: StatLag end # ╔═╡ f78dc6f0-f725-4829-bda4-827b96bf1517 -md"""# Feed IncTA indicators with live random data""" +md"""# Feed OnlineTechnicalIndicators indicators with live random data""" # ╔═╡ 72e8c266-b3d4-45ad-be3f-36f74a9e3105 begin diff --git a/src/IncTA.jl b/src/IncTA.jl index bbdf0b8..16f66c1 100644 --- a/src/IncTA.jl +++ b/src/IncTA.jl @@ -1,4 +1,4 @@ -module IncTA +module OnlineTechnicalIndicators export OHLCV, OHLCVFactory, ValueExtractor export fit! diff --git a/src/other/arrays.jl b/src/other/arrays.jl index ee71398..ece246b 100644 --- a/src/other/arrays.jl +++ b/src/other/arrays.jl @@ -13,125 +13,125 @@ end SMA(x::AbstractArray, args...; kwargs...) = apply_func(x, SMA, args...; kwargs...) -EMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.EMA, args...; kwargs...) +EMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.EMA, args...; kwargs...) -SMMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.SMMA, args...; kwargs...) +SMMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.SMMA, args...; kwargs...) -RSI(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.RSI, args...; kwargs...) +RSI(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.RSI, args...; kwargs...) MeanDev(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.MeanDev, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.MeanDev, args...; kwargs...) StdDev(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.StdDev, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.StdDev, args...; kwargs...) -ROC(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.ROC, args...; kwargs...) +ROC(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.ROC, args...; kwargs...) -WMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.WMA, args...; kwargs...) +WMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.WMA, args...; kwargs...) -KAMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.KAMA, args...; kwargs...) +KAMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.KAMA, args...; kwargs...) -HMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.HMA, args...; kwargs...) +HMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.HMA, args...; kwargs...) -DPO(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.DPO, args...; kwargs...) +DPO(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.DPO, args...; kwargs...) CoppockCurve(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.CoppockCurve, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.CoppockCurve, args...; kwargs...) -DEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.DEMA, args...; kwargs...) +DEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.DEMA, args...; kwargs...) -TEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.TEMA, args...; kwargs...) +TEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.TEMA, args...; kwargs...) -ALMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.ALMA, args...; kwargs...) +ALMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.ALMA, args...; kwargs...) McGinleyDynamic(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.McGinleyDynamic, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.McGinleyDynamic, args...; kwargs...) -ZLEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.ZLEMA, args...; kwargs...) +ZLEMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.ZLEMA, args...; kwargs...) -T3(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.T3, args...; kwargs...) +T3(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.T3, args...; kwargs...) -TRIX(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.TRIX, args...; kwargs...) +TRIX(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.TRIX, args...; kwargs...) -TSI(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.TSI, args...; kwargs...) +TSI(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.TSI, args...; kwargs...) # SIMO indicators -BB(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.BB, args...; kwargs...) +BB(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.BB, args...; kwargs...) -MACD(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.MACD, args...; kwargs...) +MACD(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.MACD, args...; kwargs...) StochRSI(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.StochRSI, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.StochRSI, args...; kwargs...) -KST(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.KST, args...; kwargs...) +KST(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.KST, args...; kwargs...) # MISO indicators AccuDist(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.AccuDist, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.AccuDist, args...; kwargs...) -BOP(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.BOP, args...; kwargs...) +BOP(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.BOP, args...; kwargs...) -CCI(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.CCI, args...; kwargs...) +CCI(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.CCI, args...; kwargs...) ChaikinOsc(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.ChaikinOsc, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.ChaikinOsc, args...; kwargs...) -VWMA(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.VWMA, args...; kwargs...) +VWMA(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.VWMA, args...; kwargs...) -VWAP(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.VWAP, args...; kwargs...) +VWAP(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.VWAP, args...; kwargs...) -AO(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.AO, args...; kwargs...) +AO(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.AO, args...; kwargs...) -ATR(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.ATR, args...; kwargs...) +ATR(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.ATR, args...; kwargs...) ForceIndex(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.ForceIndex, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.ForceIndex, args...; kwargs...) -OBV(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.OBV, args...; kwargs...) +OBV(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.OBV, args...; kwargs...) -SOBV(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.SOBV, args...; kwargs...) +SOBV(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.SOBV, args...; kwargs...) -EMV(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.EMV, args...; kwargs...) +EMV(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.EMV, args...; kwargs...) -Stoch(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.Stoch, args...; kwargs...) +Stoch(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.Stoch, args...; kwargs...) MassIndex(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.MassIndex, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.MassIndex, args...; kwargs...) -CHOP(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.CHOP, args...; kwargs...) +CHOP(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.CHOP, args...; kwargs...) -ADX(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.ADX, args...; kwargs...) +ADX(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.ADX, args...; kwargs...) -KVO(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.KVO, args...; kwargs...) +KVO(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.KVO, args...; kwargs...) -UO(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.UO, args...; kwargs...) +UO(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.UO, args...; kwargs...) # MIMO indicators SuperTrend(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.SuperTrend, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.SuperTrend, args...; kwargs...) -VTX(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.VTX, args...; kwargs...) +VTX(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.VTX, args...; kwargs...) DonchianChannels(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.DonchianChannels, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.DonchianChannels, args...; kwargs...) KeltnerChannels(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.KeltnerChannels, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.KeltnerChannels, args...; kwargs...) -Aroon(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.Aroon, args...; kwargs...) +Aroon(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.Aroon, args...; kwargs...) ChandeKrollStop(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.ChandeKrollStop, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.ChandeKrollStop, args...; kwargs...) ParabolicSAR(x::AbstractArray, args...; kwargs...) = - apply_func(x, IncTA.ParabolicSAR, args...; kwargs...) + apply_func(x, OnlineTechnicalIndicators.ParabolicSAR, args...; kwargs...) -SFX(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.SFX, args...; kwargs...) +SFX(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.SFX, args...; kwargs...) -TTM(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.TTM, args...; kwargs...) +TTM(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.TTM, args...; kwargs...) function PivotsHL(x::AbstractArray, args...; kwargs...) ind = PivotsHL{eltype(x)}(memory = length(x), args...; kwargs...) @@ -142,4 +142,4 @@ function PivotsHL(x::AbstractArray, args...; kwargs...) end # Others indicators -STC(x::AbstractArray, args...; kwargs...) = apply_func(x, IncTA.STC, args...; kwargs...) +STC(x::AbstractArray, args...; kwargs...) = apply_func(x, OnlineTechnicalIndicators.STC, args...; kwargs...) diff --git a/src/other/iterators.jl b/src/other/iterators.jl index 15954c8..fce5b95 100644 --- a/src/other/iterators.jl +++ b/src/other/iterators.jl @@ -1,7 +1,7 @@ using OnlineStatsBase -using IncTA -using IncTA: TechnicalIndicator, expected_return_type -using IncTA.SampleData: OPEN_TMPL, HIGH_TMPL, LOW_TMPL, CLOSE_TMPL, VOLUME_TMPL, DATE_TMPL +using OnlineTechnicalIndicators +using OnlineTechnicalIndicators: TechnicalIndicator, expected_return_type +using OnlineTechnicalIndicators.SampleData: OPEN_TMPL, HIGH_TMPL, LOW_TMPL, CLOSE_TMPL, VOLUME_TMPL, DATE_TMPL """ @@ -11,8 +11,8 @@ Returns an iterator. # Example - using IncTA - using IncTA.SampleData: CLOSE_TMPL + using OnlineTechnicalIndicators + using OnlineTechnicalIndicators.SampleData: CLOSE_TMPL ## SISO indicator diff --git a/src/other/tables.jl b/src/other/tables.jl index b27d306..e2415d0 100644 --- a/src/other/tables.jl +++ b/src/other/tables.jl @@ -1,5 +1,5 @@ using Tables -using IncTA: ismultiinput +using OnlineTechnicalIndicators: ismultiinput const DEFAULT_FIELD_DEFAULT = :Close const DEFAULT_FIELD_INDEX = :Index diff --git a/src/other/tsframes.jl b/src/other/tsframes.jl index 2f015f0..700c957 100644 --- a/src/other/tsframes.jl +++ b/src/other/tsframes.jl @@ -1,8 +1,8 @@ using TSFrames -using IncTA -using IncTA: TechnicalIndicator, expected_return_type -using IncTA.SampleData: OPEN_TMPL, HIGH_TMPL, LOW_TMPL, CLOSE_TMPL, VOLUME_TMPL, DATE_TMPL +using OnlineTechnicalIndicators +using OnlineTechnicalIndicators: TechnicalIndicator, expected_return_type +using OnlineTechnicalIndicators.SampleData: OPEN_TMPL, HIGH_TMPL, LOW_TMPL, CLOSE_TMPL, VOLUME_TMPL, DATE_TMPL using TSFrames using TSFrames: Not, select! @@ -86,54 +86,54 @@ end # SISO SMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.SMA, input_field, :SMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.SMA, input_field, :SMA, args...; kwargs...) EMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.EMA, input_field, :EMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.EMA, input_field, :EMA, args...; kwargs...) SMMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.SMMA, input_field, :SMMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.SMMA, input_field, :SMMA, args...; kwargs...) RSI(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.RSI, input_field, :RSI, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.RSI, input_field, :RSI, args...; kwargs...) MeanDev(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.MeanDev, input_field, :MeanDev, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.MeanDev, input_field, :MeanDev, args...; kwargs...) StdDev(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.StdDev, input_field, :StdDev, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.StdDev, input_field, :StdDev, args...; kwargs...) ROC(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.ROC, input_field, :ROC, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.ROC, input_field, :ROC, args...; kwargs...) WMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.WMA, input_field, :WMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.WMA, input_field, :WMA, args...; kwargs...) KAMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.KAMA, input_field, :KAMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.KAMA, input_field, :KAMA, args...; kwargs...) HMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.HMA, input_field, :HMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.HMA, input_field, :HMA, args...; kwargs...) DPO(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.DPO, input_field, :DPO, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.DPO, input_field, :DPO, args...; kwargs...) CoppockCurve(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.CoppockCurve, input_field, :CoppockCurve, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.CoppockCurve, input_field, :CoppockCurve, args...; kwargs...) DEMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.DEMA, input_field, :DEMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.DEMA, input_field, :DEMA, args...; kwargs...) TEMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.TEMA, input_field, :TEMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.TEMA, input_field, :TEMA, args...; kwargs...) ALMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.ALMA, input_field, :ALMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.ALMA, input_field, :ALMA, args...; kwargs...) McGinleyDynamic(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = apply_func_SISO( x, - IncTA.McGinleyDynamic, + OnlineTechnicalIndicators.McGinleyDynamic, input_field, :McGinleyDynamic, args...; @@ -141,26 +141,26 @@ McGinleyDynamic(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = ) ZLEMA(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.ZLEMA, input_field, :ZLEMA, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.ZLEMA, input_field, :ZLEMA, args...; kwargs...) T3(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.T3, input_field, :T3, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.T3, input_field, :T3, args...; kwargs...) TRIX(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.TRIX, input_field, :TRIX, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.TRIX, input_field, :TRIX, args...; kwargs...) TSI(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SISO(x, IncTA.TSI, input_field, :TSI, args...; kwargs...) + apply_func_SISO(x, OnlineTechnicalIndicators.TSI, input_field, :TSI, args...; kwargs...) # SIMO BB(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SIMO(x, IncTA.BB, input_field, :BB, args...; kwargs...) + apply_func_SIMO(x, OnlineTechnicalIndicators.BB, input_field, :BB, args...; kwargs...) MACD(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SIMO(x, IncTA.MACD, input_field, :MACD, args...; kwargs...) + apply_func_SIMO(x, OnlineTechnicalIndicators.MACD, input_field, :MACD, args...; kwargs...) StochRSI(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SIMO(x, IncTA.StochRSI, input_field, :StochRSI, args...; kwargs...) + apply_func_SIMO(x, OnlineTechnicalIndicators.StochRSI, input_field, :StochRSI, args...; kwargs...) KST(x::TSFrame, input_field = INPUT_FIELD, args...; kwargs...) = - apply_func_SIMO(x, IncTA.KST, input_field, :KST, args...; kwargs...) + apply_func_SIMO(x, OnlineTechnicalIndicators.KST, input_field, :KST, args...; kwargs...) # MISO diff --git a/src/resample.jl b/src/resample.jl index 81732d7..9efd43d 100644 --- a/src/resample.jl +++ b/src/resample.jl @@ -1,8 +1,8 @@ module Resample using Dates using OnlineStatsBase - using IncTA - using IncTA: TechnicalIndicator, always_true, identity + using OnlineTechnicalIndicators + using OnlineTechnicalIndicators: TechnicalIndicator, always_true, identity module TimeUnitType @enum(TimeUnitTypeEnum, diff --git a/src/sample_data.jl b/src/sample_data.jl index d8e22f5..c7520eb 100644 --- a/src/sample_data.jl +++ b/src/sample_data.jl @@ -268,7 +268,7 @@ using Dates const DATE_TMPL = collect(range(Dates.Date(2020, 1, 1), step = Dates.Day(1), length = length(CLOSE_TMPL))) -using IncTA: OHLCVFactory +using OnlineTechnicalIndicators: OHLCVFactory const OHLCV_FACTORY = OHLCVFactory(OPEN_TMPL, HIGH_TMPL, LOW_TMPL, CLOSE_TMPL; volume = VOLUME_TMPL) # time is missing here const V_OHLCV = collect(OHLCV_FACTORY) diff --git a/test/runtests.jl b/test/runtests.jl index 1bb038c..f6791c4 100644 --- a/test/runtests.jl +++ b/test/runtests.jl @@ -1,7 +1,7 @@ -using IncTA -using IncTA: expected_return_type -using IncTA: BBVal, MACDVal, StochRSIVal, KSTVal # SIMO -using IncTA: +using OnlineTechnicalIndicators +using OnlineTechnicalIndicators: expected_return_type +using OnlineTechnicalIndicators: BBVal, MACDVal, StochRSIVal, KSTVal # SIMO +using OnlineTechnicalIndicators: StochVal, SuperTrendVal, VTXVal, @@ -13,7 +13,7 @@ using IncTA: ParabolicSARVal, SFXVal, TTMVal # MIMO -using IncTA.SampleData: +using OnlineTechnicalIndicators.SampleData: OPEN_TMPL, HIGH_TMPL, LOW_TMPL, @@ -22,7 +22,7 @@ using IncTA.SampleData: VOLUME_TMPL, V_OHLCV using OnlineStatsBase -using IncTA: StatLag +using OnlineTechnicalIndicators: StatLag using Test @@ -68,7 +68,7 @@ macro testset_skip(args...) end -@testset "IncTA.jl" begin +@testset "OnlineTechnicalIndicators.jl" begin #include("test_ohlcv.jl") #@testset "indicators" begin diff --git a/test/test_ind_OHLCV_input_several_outputs.jl b/test/test_ind_OHLCV_input_several_outputs.jl index c4532a8..e682dc7 100644 --- a/test/test_ind_OHLCV_input_several_outputs.jl +++ b/test/test_ind_OHLCV_input_several_outputs.jl @@ -1,4 +1,4 @@ -using IncTA: PivotsHLVal +using OnlineTechnicalIndicators: PivotsHLVal @testset "OHLC input - several output values" begin diff --git a/test/test_indicators_interface.jl b/test/test_indicators_interface.jl index 6ad7a58..08ee41e 100644 --- a/test/test_indicators_interface.jl +++ b/test/test_indicators_interface.jl @@ -1,4 +1,4 @@ -using IncTA: +using OnlineTechnicalIndicators: TechnicalIndicator, SISO_INDICATORS, SIMO_INDICATORS, @@ -6,9 +6,9 @@ using IncTA: MIMO_INDICATORS, OTHERS_INDICATORS, ALL_INDICATORS -using IncTA: always_true, ismultiinput, ismultioutput -using IncTA: MACDVal, macd_to_ohlcv -using IncTA.SampleData: RT_OHLCV, TAB_OHLCV +using OnlineTechnicalIndicators: always_true, ismultiinput, ismultioutput +using OnlineTechnicalIndicators: MACDVal, macd_to_ohlcv +using OnlineTechnicalIndicators.SampleData: RT_OHLCV, TAB_OHLCV @testset "indicators interface" begin @@ -16,7 +16,7 @@ using IncTA.SampleData: RT_OHLCV, TAB_OHLCV files = readdir("../src/indicators") @test length(files) == 53 # number of indicators - _exported = names(IncTA) + _exported = names(OnlineTechnicalIndicators) for file in files stem, suffix = splitext(file) @@ -258,7 +258,7 @@ using IncTA.SampleData: RT_OHLCV, TAB_OHLCV end - using IncTA: TechnicalIndicatorIterator + using OnlineTechnicalIndicators: TechnicalIndicatorIterator @testset "iterator" begin @testset "SISO" begin @testset "SMA" begin @@ -330,7 +330,7 @@ using IncTA.SampleData: RT_OHLCV, TAB_OHLCV end - using IncTA: TechnicalIndicatorWrapper, load! + using OnlineTechnicalIndicators: TechnicalIndicatorWrapper, load! using Tables @testset "table" begin @testset "some tests examples" begin diff --git a/test/test_resample.jl b/test/test_resample.jl index f6e3752..b923d0c 100644 --- a/test/test_resample.jl +++ b/test/test_resample.jl @@ -1,7 +1,7 @@ @testset "resample" begin - using IncTA.Resample: TimeUnitType, SamplingPeriodType, Resampler, normalize, TimedEvent, ResamplerBy - using IncTA.Resample: OHLC, OHLCStat + using OnlineTechnicalIndicators.Resample: TimeUnitType, SamplingPeriodType, Resampler, normalize, TimedEvent, ResamplerBy + using OnlineTechnicalIndicators.Resample: OHLC, OHLCStat using Dates @testset "Units" begin