tifft

Technical Indicators for Financial Trading

Installation

$ pip install -U tifft

Docker image

The image is available at Docker Hub.

$ docker image pull dceoy/tifft

Usage

Calculator Classes for Python

import numpy as np
from tifft.bollingerbands import BollingerBandsCalculator
from tifft.macd import MacdCalculator
from tifft.rsi import RsiCalculator

prices = np.random.randn(100) * 100

# MACD
macdc = MacdCalculator(fast_ema_span=12, slow_ema_span=26, macd_ema_span=9)
df_macd = macdc.calculate(values=prices)
print(df_macd)

# Bollinger Bands
bbc = BollingerBandsCalculator(window_size=20, sd_multiplier=2)
df_bb = bbc.calculate(values=prices)
print(df_bb)

# RSI
rsic = RsiCalculator(window_size=14, upper_line=70, lower_line=30)
df_rsi = rsic.calculate(values=prices)
print(df_rsi)

Command-line Tools

Fetch the historical data of DJIA, SP500, and NASDAQ100 from FRED (St. Louis Fed).

$ tifft history DJIA SP500 NASDAQ100

Fetch the data of SP500 from FRED and calculate the MACD.

$ tifft macd SP500

Fetch the data of SP500 from FRED and calculate the Bollinger Bands.

$ tifft bb SP500

Fetch the data of SP500 from FRED and calculate the RSI.

$ tifft rsi SP500

Run tifft --help for information.