First public commit 0.9.1

tianhm · Feb 1, 2020 · 07a9e84 · 07a9e84
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diff --git a/.gitignore b/.gitignore
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+# Byte-compiled / optimized / DLL files
+__pycache__/
+*.py[cod]
+
+# C extensions
+*.so
+
+# Distribution / packaging
+.Python
+env/
+build/
+develop-eggs/
+dist/
+downloads/
+eggs/
+lib/
+lib64/
+parts/
+sdist/
+var/
+*.egg-info/
+.installed.cfg
+*.egg
+
+# PyInstaller
+#  Usually these files are written by a python script from a template
+#  before PyInstaller builds the exe, so as to inject date/other infos into it.
+*.manifest
+*.spec
+
+# Installer logs
+pip-log.txt
+pip-delete-this-directory.txt
+
+# Unit test / coverage reports
+htmlcov/
+.tox/
+.coverage
+.cache
+nosetests.xml
+coverage.xml
+
+# Translations
+*.mo
+*.pot
+
+# Django stuff:
+*.log
+
+# Sphinx documentation
+docs/_build/
+
+# PyBuilder
+target/
+
+# Backups
+*.bak
+*~
+.#*
+*#
+*.swp
+*.swo
+
+.ipynb*
+samples2/
diff --git a/AUTHOR b/AUTHOR
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+Project Founder and Lead Developer: Daniel Rodriguez (https://github.com/mementum)
diff --git a/COPYRIGHT b/COPYRIGHT
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+Copyright (C) 2020 Daniel Rodriguez
+This projct is governed by the MIT License
diff --git a/LICENSE b/LICENSE
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+MIT License
+
+Copyright (c) 2020 Daniel Rodriguez
+
+Permission is hereby granted, free of charge, to any person obtaining a copy
+of this software and associated documentation files (the "Software"), to deal
+in the Software without restriction, including without limitation the rights
+to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
+copies of the Software, and to permit persons to whom the Software is
+furnished to do so, subject to the following conditions:
+
+The above copyright notice and this permission notice shall be included in all
+copies or substantial portions of the Software.
+
+THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
+IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
+FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
+AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
+LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
+OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
+SOFTWARE.
diff --git a/README.rst b/README.rst
@@ -0,0 +1,32 @@
+``bta-lib`` - A ``pandas`` based *Technical Analysis Library*
+=============================================================
+
+.. image:: https://img.shields.io/pypi/v/bta-lib.svg
+   :alt: PyPi Version
+   :scale: 100%
+   :target: https://pypi.python.org/pypi/bta-lib/
+
+.. image:: https://img.shields.io/github/release/mementum/bta-lib.svg
+   :alt: Release
+   :scale: 100%
+   :target: https://github.com/mementum/bta-lib/releases/
+
+``bta-lib`` is ``pandas`` based technical analysis library and part of the
+``backtrader`` family.
+
+Links
+-----
+
+  - Main Page: https://btalib.backtrader.com/
+  - Documentation: https://btalib.backtrader.com/introduction/
+  - Community: https://community.backtrader.com/category/10/bta-lib
+  - GitHub Repo: https://github.com/mementum/bta-lib
+
+Installation
+------------
+
+Via ``pip``::
+
+  pip install bta-lib
+
+**Remember**: ``pandas`` is a requirement. Read the docs!!!
diff --git a/btalib/__init__.py b/btalib/__init__.py
@@ -0,0 +1,15 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+# Copyright (C) 2020 Daniel Rodriguez
+# Use of this source code is governed by the MIT License
+###############################################################################
+from .version import *  # noqa: F401 F403
+
+from .meta import *  # noqa: F401 F403
+from .utils import *  # noqa: F401 F403
+
+from .indicator import *  # noqa: F401 F403
+
+from .indicators import *  # noqa: F401 F403
+from . import indicators as ind  # noqa: F401
diff --git a/btalib/config.py b/btalib/config.py
@@ -0,0 +1,67 @@
+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+# Copyright (C) 2020 Daniel Rodriguez
+# Use of this source code is governed by the MIT License
+###############################################################################
+
+__all__ = []
+
+
+# Standard ordering of OHLCV_OI fields
+OHLC_INDICES = {
+    'open': 0,
+    'high': 1,
+    'low': 2,
+    'close': 3,
+    'volume': 4,
+    'openinterest': 5,
+}
+
+OHLC_FIRST = False
+
+
+def set_use_ohlc_indices_first(onoff=True):
+    global OHLC_FIRST
+    OHLC_FIRST = onoff
+
+
+def set_input_indices(**kwargs):
+    OHLC_INDICES.update(kwargs)
+
+
+def get_input_indices():
+    return OHLC_INDICES.copy()
+
+
+RETVAL = ''  # can be 'dataframe', 'df'
+
+
+def set_return(val):
+    global RETVAL
+    RETVAL = val
+
+
+def set_return_dataframe():
+    global RETVAL
+    RETVAL = 'df'
+
+
+def get_return():
+    return RETVAL
+
+
+def get_return_dataframe():
+    return RETVAL in ['df', 'dataframe']
+
+
+TALIB_COMPAT = False  # global flag for ta-lib compatibility
+
+
+def set_talib_compat(onoff=True):
+    global TALIB_COMPAT
+    TALIB_COMPAT = onoff
+
+
+def get_talib_compat():
+    return TALIB_COMPAT
diff --git a/btalib/errors.py b/btalib/errors.py
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+#!/usr/bin/env python
+# -*- coding: utf-8; py-indent-offset:4 -*-
+###############################################################################
+# Copyright (C) 2020 Daniel Rodriguez
+# Use of this source code is governed by the MIT License
+###############################################################################
+__all__ = ['TaPyError', 'InputsError', ]
+
+
+class TaPyError(Exception):
+    pass
+
+
+class InputsError(TaPyError):
+    pass
+
+
+def OneInputNeededZeroProvided():
+    errmsg = 'One (1) input is at least needed and 0 were provided'
+    raise InputsError(errmsg)
+
+
+def MultiDimSmall():
+    errmsg = (
+        'The multidimensional input size is smaller than the number of needed '
+        'inputs'
+    )
+    raise InputsError(errmsg)
+
+
+def MultiDimType():
+    errmsg = (
+        'Only DataFrames or library/user indicators are accepted as '
+        'multi-dimensional inputs'
+    )
+    raise InputsError(errmsg)
+
+
+def PandasNotTopStack():
+    errmsg = (
+        'Pandas DataFrames only valid as input from outside of the library'
+    )
+    raise InputsError(errmsg)
+
+
+def ColdIndexStrNotFound(name, rename):
+    errmsg = (
+        'OHLC Column Name "{}" remapped to "{}", but this cannot be found'
+    )
+    raise InputsError(errmsg.format(name, rename))