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I recommend using ipython console while playing with finta.
For this example I'll use 5y of AMZN tick data retrieved from NASDAQ site directly.
Open the ipython console.
from finta import TA
import pandas as pd
Load the .csv:
ohlc = pd.read_csv("HistoricalQuotes.csv", index_col="Date", parse_dates=True)
Now we need to make this ohlc comply to standards.
Column names:
ohlc.columns
We need lowercase column names:
ohlc.columns = ['close', 'volume', 'open', 'high', 'low']
As you can see some of the values in the DataFrame have a "$" prefix. Let's see if we can remove that. You may notice that values have "$" prefix, we must remove that before continuing. This small function bellow will do that for us.
def split(dollar: str) -> float:
return float(dollar.split("$")[1])
Now apply it to each column:
ohlc["close"] = ohlc["close"].apply(split)
ohlc["low"] = ohlc["low"].apply(split)
ohlc["high"] = ohlc["high"].apply(split)
ohlc["open"] = ohlc["open"].apply(split)
Jump right into it to see how easy it is.
TA.RSI(ohlc).tail(10)
Date 2014-12-26 55.099394 2014-12-24 43.666451 2014-12-23 50.085415 2014-12-22 50.594291 2014-12-19 38.730709 2014-12-18 35.584319 2014-12-17 38.632773 2014-12-16 32.701255 2014-12-15 55.449033 2014-12-12 57.338081 Name: RSI, dtype: float64
Those are daily candles with standard RSI-14. How about weekly candles and EMA-5?
Resample the ohlc:
from finta.utils import resample_calendar
finta.utils has a nice utility: "resample_calendar" which will make nice weekly candles in a jiffy.
weekly_ohlc = resample_calendar(ohlc, "7d")
TA.EMA(weekly_ohlc, 5).tail(10)
2019-10-04 1756.299843 2019-10-11 1766.693228 2019-10-18 1771.388819 2019-10-25 1773.145879 2019-11-01 1778.163920 2019-11-08 1770.309280 2019-11-15 1758.442853 2019-11-22 1778.465235 2019-11-29 1765.803490 2019-12-06 1760.108994 Freq: W-FRI, Name: 5 period EMA, dtype: float64
That's it, you now know the basics of finta.
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