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python tools for Finance with the functionality of indicator calculation, business day calculation and so on.

License: MIT License

Python 48.24% Jupyter Notebook 20.48% Cython 31.28%

finance python linux windows technical-indicators pricing chinese cython stock stock-market

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gglive litaotao zilongli rlcjj thierbig 52rtb repotudou gehirnw cliff007 danliao gehirnhans leegb bella21 infinityrichard internetbroker melnimr liam-f vsmawoex zhibzeng pjkonicki iamsubhokarmakar wellbeing18 shinelake ringwraith lijielife feitianyiren noisyoscillator qcyfred xie3ge degerli yutiansut hailbird flaght 42093688 jw11235 aotefeikuai huangzhangfeng algoskynet skaiger sudarsan-sridharan shagru shaobz zfy1989lee lunvs zofuthan maidsimpl kkc-krish bigsaw04 joyle arnoldkuo stark-yzk smileboy510 soncrates w-xwz stjordanis mlettau huning2009 dt021 mrxiang cloud9-xx penpensun gwill rpatil524 jmller mvgjorge clxdsjyx vishalbelsare zhiliangpersonal leo23 jingmouren allensmile rohankishibecn xingfuxu xrosliang hiteshmah-jan atmwww lihp18 zykeric xiaotfeng lnsongxf yueyedeai colxity lonewarrior-2020 mcfq lucfein zlzl245437 wehaveone raza141 haechi00 pekka-aleksi thelyo danaetas rohithlv quantf shabbirhasan1 pseudobobsmith pricevolume asmita606 o7s8r6 idreamsfy

finance-python's Issues

使用DataAPI的时候找不到calculate_max_drawdown

使用DataAPI的时候找不到calculate_max_drawdown
import DataAPI

from PyFin.POpt.Calculators import calculate_max_drawdown
ImportError: cannot import name 'calculate_max_drawdown'

Inclusion of Heikinishi will be benificial

StatefulTechnicalAnalysers.py

PyFin/Analysis/TechnicalAnalysis/StatefulTechnicalAnalysers.py
line 140

for k, v in t.value.items():
print(k, v)

运行该py会在140行报错: t.value是pd.Series type，没有.items方法。如下修改便可以通过

for k, v in t.value.to_dict().items() #以前的版本value是dict type?

In the examples, if we include high and low it will be benificial

SecurityValueHolder的_dependency以及_compHolder问题

实际上这两个应该可以合并

No module named 'PyFin.DateUtilities.Calendar'

No module named 'PyFin.DateUtilities.Calendar',运行出错，不知是否与下面错误有关：
(c) 2012 Microsoft Corporation。保留所有权利。

C:\www\Finance-Python>py -3.5 setup.py build_ext --inplace --compiler=msvc
running build_ext
building 'PyFin.Analysis.SecurityValues' extension
error: Unable to find vcvarsall.bat

我用了两种安装方式（pip 和源码），但是两个都是同样问题
安装库的时候一直停留在这行：
PyFin/DateUtilities/Calendar.c:30589:5: warning: code will never be executed
[-Wunreachable-code]
PyErr_Format(PyExc_ValueError, "Assignment to slice of wrong length...
^~~~~~~~~~~~

该更新到3.7了

安装好了怎么老是用不了呀

`# -- coding: utf-8 --

from PyFin.Math.Accumulators.StatefulAccumulators import MovingCorrelationMatrix
from PyFin.Analysis.TechnicalAnalysis.StatefulTechnicalAnalysers import SecuritySingleValueHolder
`导入这个找不到

出现这个错误
from PyFin.Math.Accumulators.StatefulAccumulators import MovingCorrelationMatrix ImportError: cannot import name 'MovingCorrelationMatrix' from 'PyFin.Math.Accumulators.StatefulAccumulators' (I:\Miniconda\envs\mycode\lib\site-packages\finance_python-0.7.3-py3.7-win-amd64.egg\PyFin\Math\Accumulators\StatefulAccumulators.cp37-win_amd64.pyd)
我用人家的库,需要有Finance-Python这个库,怎么安装好了老是出这种导入不了的错误啊.

而且这个我去找那个py文件里面就是这个?
def __bootstrap__(): global __bootstrap__, __loader__, __file__ import sys, pkg_resources, imp __file__ = pkg_resources.resource_filename(__name__, 'StatefulAccumulators.cp37-win_amd64.pyd') __loader__ = None; del __bootstrap__, __loader__ imp.load_dynamic(__name__,__file__) __bootstrap__() 我是不是什么没安装呀,我感觉这个库怪怪的一点都看不懂^_^!

关于Accumulator设计的思考

现阶段，数学累积器的基类Accumulator是一个非常重的类型定义。它的基础成员包含了许多不应该在它这一层就有定义的值，例如：window, isFull等。特别是，Accumulator的dependency成员可以是另一个Accumulator，使得状态信息会非常复杂，同时也使得真正的CompoundedValueHolder变得没有用武之地。