Metadata-Version: 1.1
Name: stockstats
Version: 0.1.6
Summary: DataFrame with inline stock statistics support.
Home-page: http://github.com/jealous/stockstats
Author: Cedric Zhuang
Author-email: jealous@163.com
License: BSD
Description: Stock Statistics/Indicators Calculation Helper
        ==============================================
        
        .. image:: https://travis-ci.org/jealous/stockstats.svg
            :target: https://travis-ci.org/jealous/stockstats
            
        .. image:: https://coveralls.io/repos/jealous/stockstats/badge.svg
            :target: https://coveralls.io/github/jealous/stockstats
        
        .. image:: https://img.shields.io/pypi/v/stockstats.svg
            :target: https://pypi.python.org/pypi/stockstats
        
        
        VERSION: 0.1.6
        
        Introduction
        ------------
        
        Supply a wrapper ``StockDataFrame`` based on the ``pandas.DataFrame`` with
        inline stock statistics/indicators support.
        
        Supported statistics/indicators are:
        
        - change (in percent)
        - delta
        - permutation (zero based)
        - log return
        - max in range
        - min in range
        - middle = (close + high + low) / 3
        - SMA: simple moving average
        - EMA: exponential moving average
        - MSTD: moving standard deviation
        - MVAR: moving variance
        - RSV: raw stochastic value
        - RSI: relative strength index
        - KDJ: Stochastic oscillator
        - Bolling: including upper band and lower band.
        - MACD: moving average convergence divergence.  Including signal and histogram.
        - CR:
        - WR: Williams Overbought/Oversold index
        - CCI: Commodity Channel Index
        - line cross check, cross up or cross down.
        
        
        Installation
        ------------
        
        ``pip install stockstats``
        
        
        License
        -------
        
        `BSD`_
        
        Tutorial
        --------
        
        - Initialize the ``StockDataFrame`` with the ``retype`` function which
          convert a ``pandas.DataFrame`` to a ``StockDataFrame``.
        
        .. code-block:: python
        
            stock = StockDataFrame.retype(pd.read_csv('stock.csv'))
        
        - There are some shortcuts for frequent used statistics/indicators like
          ``kdjk``, ``boll_hb``, ``macd``, etc.
        
        - The indicators/statistics are generated on the fly when they are accessed.
          If you are accessing through ``Series``, it may return not found error.
          The fix is to explicitly initialize it by accessing it like below:
        
        .. code-block:: python
        
            _ = stock['macd']
            # or
            stock.get('macd')
        
        - Using get item to access the indicators.  The item name following the
          pattern: ``{columnName_window_statistics}``.
          Some statistics/indicators has their short cut.  See examples below:
        
        .. code-block:: python
        
            # volume delta against previous day
            stock['volume_delta']
        
            # open delta against next 2 day
            stock['open_2_d']
        
            # open price change (in percent) between today and the day before yesterday
            # 'r' stands for rate.
            stock['open_-2_r']
        
            # CR indicator, including 5, 10, 20 days moving average
            stock['cr']
            stock['cr-ma1']
            stock['cr-ma2']
            stock['cr-ma3']
        
            # volume max of three days ago, yesterday and two days later
            stock['volume_-3,2,-1_max']
        
            # volume min between 3 days ago and tomorrow
            stock['volume_-3~1_min']
        
            # KDJ, default to 9 days
            stock['kdjk']
            stock['kdjd']
            stock['kdjj']
        
            # three days KDJK cross up 3 days KDJD
            stock['kdj_3_xu_kdjd_3']
        
            # 2 days simple moving average on open price
            stock['open_2_sma']
        
            # MACD
            stock['macd']
            # MACD signal line
            stock['macds']
            # MACD histogram
            stock['macdh']
        
            # bolling, including upper band and lower band
            stock['boll']
            stock['boll_ub']
            stock['boll_lb']
        
            # close price less than 10.0 in 5 days count
            stock['close_10.0_le_5_c']
        
            # CR MA2 cross up CR MA1 in 20 days count
            stock['cr-ma2_xu_cr-ma1_20_c']
        
            # 6 days RSI
            stock['rsi_6']
            # 12 days RSI
            stock['rsi_12']
        
            # 10 days WR
            stock['wr_10']
            # 6 days WR
            stock['wr_6']
        
            # CCI, default to 14 days
            stock['cci']
            # 20 days CCI
            stock['cci_20']
        
        
        To file issue, please visit:
        
        https://github.com/jealous/stockstats
        
        
        Contact author:
        
        - Cedric Zhuang <jealous@163.com>
        
        .. _BSD: LICENSE.txt
        .. _test.py: test.py
Keywords: stock statistics indicator
Platform: any
Classifier: Programming Language :: Python
Classifier: Programming Language :: Python :: 2.7
Classifier: Programming Language :: Python :: 3.4
Classifier: Programming Language :: Python :: 3.5
Classifier: Programming Language :: Python :: Implementation :: CPython
Classifier: Natural Language :: English
Classifier: Intended Audience :: Developers
Classifier: Intended Audience :: Financial and Insurance Industry
Classifier: Operating System :: OS Independent
Classifier: Development Status :: 4 - Beta
Classifier: Topic :: Utilities
Classifier: License :: OSI Approved :: Apache Software License
