FTA

Technical Analysis On Finance Data

install

pip install fta

example usage

import fta
import vectorbt as vbt

yf_data = vbt.YFData.download(
    "TSLA",
    start='2022-02-25 09:30:00 -0400',
    end='2022-03-01 09:35:00 -0400',
    interval='1m'
)
price = yf_data.get()
ta = fta.TA_Features()
ta.get_all_indicators(price)

last 10 result:

	open	high	low	close	volume	close time	quote volume	number of trades	taker base volume	taker quote volume	accbl_20	accbm_20	accbu_20	amate_lr_8_21_2	amate_sr_8_21_2	obv	obv_min_2	obv_max_2	obve_4	obve_12	aobv_lr_2	aobv_sr_2	cg_10	copc_11_14_10	dec_1	dcl_20_20	dcm_20_20	dcu_20_20	efi_13	eom_14_100000000	fwma_10	isa_9	isb_26	its_9	iks_26	ics_26	inc_1	kcle_20_2	kcbe_20_2	kcue_20_2	kst_10_15_20_30_10_10_10_15	ksts_9	kurt_30	ldecay_5	logret_1	mad_30	median_30	midpoint_2	midprice_2	pctret_1	pvol	pvt	pwma_10	qtl_30_0.5	rma_10	rvi_14	sinwma_14	skew_30	slope_1	swma_10	t3_10_0.7	tsi_13_25_13	tsis_13_25_13	uo_7_14_28	var_30	vtxp_14	vtxm_14	low_close	mean_close	high_close	pos_volume	neg_volume	total_volume	vwap_d	zs_30	ad	adosc	adx	adxr	ao	apo	aroon_down	aroon_up	aroonosc	atr	avgprice	bbands_lower	bbands_middle	bbands_upper	bop	cci	cmo	cvi	dema	di_plus	di_minus	dm_plus	dm_minus	dpo	dx	ema	emv	fisher_line	fisher_signal	fosc	hma	kama	kvo	linreg	linregintercept	linregslope	macd_line	macd_signal	macd_histogram	marketfi	mass	md	mfi	mom	msw_sine	msw_lead	natr	nvi	obv_2	ppo	psar	pvi	qstick	roc	rocr	rsi	sma	stderr	stoch_line	stoch_ma	tema	tr	trima	trix	tsf	typprice	ultosc	vhf	vidya	vosc	vwma	wad	wcprice	wilders	willr	wma	zlema
2022-03-02 06:57:00+00:00	43922.6	43955.3	43880.6	43940.5	55.8526	2022-03-02 06:57:59.999000+00:00	2.45229e+06	1441	26.6534	1.17015e+06	43921.2	44040.9	44157.8	0	1	654.032	598.179	654.032	647.434	659.637	0	1	-5.50214	-0.342771	0	43880.6	43991.4	44102.3	-412.507	-2.55079e+09	43964	nan	nan	43977.3	43991.4	nan	1	43930.5	44031.4	44132.2	-198.256	-183.229	2.28018	43940.5	0.000406314	31.2689	44058.7	43931.5	43926.1	0.000406397	2.45419e+06	257.656	44039.5	44058.7	44028.9	39.9081	44035.1	-1.27163	17.85	44025.7	44027.7	-25.7024	-19.8497	47.7871	2082.08	0.77209	1.21082	nan	nan	nan	nan	nan	nan	44230.5	-2.46775	-694.91	8.2407	45.6375	38.2942	-72.372	-13.9264	100	0	-100	48.3004	43924.8	43948.7	44040.9	44133.1	0.238726	-232.24	-36.4605	29.4623	44012.8	8.21072	42.4275	55.5213	286.897	47.1054	67.5711	44148.4	-245721	-1.22179	-0.74804	-0.0964647	44071.4	44034.5	-102.792	43978.4	44062.8	-5.18697	-34.7959	-26.1356	-8.66039	1.33799	25.6649	38.0646	18.8715	-77.1	-0.894256	-0.315864	0.109922	978.806	621.355	-0.0832833	44046.9	1031.54	-2.1725	-0.00175157	0.998248	32.1332	44266.5	11.7552	19.3874	30.4223	44089.9	74.73	44187.2	-0.0088084	43948.9	43925.5	47.7871	0.373064	44004.4	9.98053	44146.5	-462.14	43929.2	44147.6	-72.0223	44063.1	44112.4
2022-03-02 06:58:00+00:00	43940.5	43964	43940.4	43950.3	23.5556	2022-03-02 06:58:59.999000+00:00	1.03537e+06	845	7.73097	339787	43919.7	44036.7	44151.1	0	1	677.588	654.032	677.588	659.496	662.398	1	0	-5.50269	-0.386562	0	43880.6	43991.4	44102.3	-320.532	-2.30011e+09	43958.6	nan	nan	43977.3	43991.4	nan	1	43927.9	44023.6	44119.4	-202.693	-182.818	1.2397	43950.3	0.000223459	34.6982	44057.1	43945.4	43922.3	0.000223484	1.03528e+06	258.183	44022.6	44057.1	44021	52.7946	44025.9	-1.0946	9.82	44013.2	44017	-26.6921	-20.8272	49.4287	2381.49	0.838736	1.18733	nan	nan	nan	nan	nan	nan	44230	-2.01187	-698.775	8.83517	46.8879	39.6449	-87.6127	-14.6109	92.8571	14.2857	-78.5714	46.5303	43948.8	43936.4	44036.7	44137	0.417092	-146.022	-30.7245	19.8171	44005.1	9.23905	40.8956	60.1855	266.404	123.68	63.1431	44144.5	341832	-1.36075	-1.22179	-0.0216988	44067	44029.8	-62.3741	43975.5	44069.4	-4.98999	-36.6471	-28.2379	-8.40924	0.998487	25.6395	43.3941	23.7767	-73.76	-0.83589	-0.202935	0.10587	979.025	644.91	-0.0876921	44030.3	1031.54	-2.00495	-0.00167545	0.998325	34.2879	44264.5	11.2053	23.7458	23.2329	44084.1	23.52	44184.6	-0.00958802	43926	43951.6	49.4287	0.357127	43993	12.1859	44142.9	-452.31	43951.2	44143.6	-67.4318	44057	44107.1
2022-03-02 06:59:00+00:00	43950.3	43950.3	43926.2	43927.3	19.4608	2022-03-02 06:59:59.999000+00:00	855138	565	8.12693	357108	43917.7	44028.4	44140.5	0	1	658.127	658.127	677.588	658.948	661.741	1	0	-5.50324	-0.436811	1	43880.6	43991.4	44102.3	-338.712	-1.91856e+09	43946.4	nan	nan	43977.3	43991.4	nan	0	43923.3	44014.5	44105.7	-217.516	-184.606	0.696435	43950.1	-0.000523683	37.7646	44055.5	43938.8	43945.1	-0.000523546	854858	257.164	43996.3	44055.5	44011.6	41.9908	44015.2	-1.09861	-23.01	43995.8	44005	-28.3483	-21.9017	46.1062	2666.45	0.87362	1.22762	nan	nan	nan	nan	nan	nan	44229.6	-2.22225	-716.461	2.64788	48.1674	40.8704	-103.3	-15.5682	85.7143	7.14286	-78.5714	44.9296	43938.5	43921	44028.4	44135.8	-0.954395	-141.982	-48.1493	-2.61656	43996.2	8.88477	41.5977	55.8865	261.655	175.735	64.8005	44140.2	-173271	-1.47763	-1.36075	-0.033554	44062.3	44020.8	-52.3341	43970.5	44073	-4.88678	-39.4161	-30.4735	-8.94256	1.23942	25.557	48.3284	24.2785	-128.3	-0.760177	-0.0781073	0.102282	978.512	625.449	-0.0943223	44015.3	1031.54	-2.5215	-0.00291223	0.997088	31.7446	44261.9	10.9126	27.4526	23.5286	44077.7	24.12	44181.9	-0.0104296	43900.1	43934.6	46.1062	0.314604	43979.5	9.17662	44139.9	-475.33	43932.7	44139.3	-78.1881	44050.3	44101.4
2022-03-02 07:00:00+00:00	43927.3	43965.7	43912.4	43955.2	24.4672	2022-03-02 07:00:59.999000+00:00	1.07526e+06	982	13.5451	595251	43906.8	44021.7	44137.1	0	1	682.594	658.127	682.594	668.406	664.949	1	0	-5.5029	-0.45395	0	43880.6	43991.4	44102.3	-192.841	-2.39934e+09	43949.5	nan	nan	43970.9	43991.4	nan	1	43916.2	44008.8	44101.5	-232.917	-188.755	0.124341	43955.2	0.000634712	39.1587	44054.5	43941.2	43939	0.000634913	1.07546e+06	258.717	43969.1	44054.5	44006	52.812	44004.6	-1.1249	27.89	43977.5	43992.9	-27.7522	-22.7375	48.6291	2624.58	0.751293	1.19838	nan	nan	nan	nan	nan	nan	44229.1	-1.58174	-701.649	4.58909	48.7719	41.8146	-107.24	-15.6701	78.5714	0	-78.5714	45.5253	43940.1	43913.5	44021.7	44130	0.523559	-107.98	-34.666	7.51048	43989.9	10.5553	38.1209	67.2746	242.966	148.077	56.6306	44136.5	17526.5	-1.56272	-1.47763	0.0653241	44057.4	44014.6	-22.8256	43966.7	44054.6	-4.7993	-39.058	-32.1904	-6.86757	2.1772	25.5667	48.7906	26.5933	-98.53	-0.657327	0.0680788	0.103572	978.512	649.917	-0.0933878	44001.9	1032.2	-2.18045	-0.00223659	0.997763	37.7698	44259.7	10.71	30.5698	27.2561	44072.3	53.27	44179.1	-0.011096	43900.2	43944.4	48.6291	0.283051	43974.8	17.0979	44136.6	-432.57	43947.1	44135.6	-62.6709	44045	44096.5
2022-03-02 07:01:00+00:00	43955.2	43961.8	43946.8	43948.8	9.45334	2022-03-02 07:01:59.999000+00:00	415534	560	4.36364	191809	43903.9	44015.1	44128.2	0	1	673.141	673.141	682.594	670.3	666.209	1	0	-5.50241	-0.478801	1	43880.6	43991.4	44102.3	-173.908	-2.13829e+09	43948.9	nan	nan	43970.9	43991.4	nan	0	43916.4	44003.1	44089.8	-247.574	-195.689	-0.38888	43955	-0.000145158	41.8082	44053	43952	43939	-0.000145148	415463	258.58	43950.4	44053	44000.3	43.677	43994.3	-0.9882	-6.38	43963.1	43981.6	-27.5289	-23.4219	48.5768	2729.45	0.822257	1.18353	nan	nan	nan	nan	nan	nan	44228.9	-1.57779	-708.583	2.75972	49.3332	42.9861	-98.9418	-15.7799	71.4286	0	-71.4286	43.3457	43953.1	43906	44015.1	44124.1	-0.425716	-84.6171	-33.7849	5.81206	43983.6	10.2942	37.178	62.4693	225.611	103.654	56.6306	44132.8	242139	-1.47718	-1.56272	0.0601552	44052.5	44008.1	-2.02287	43961.4	44032.5	-4.79371	-38.8155	-33.5154	-5.30009	1.5878	25.4371	48.0657	29.4644	-91.4	-0.562495	0.186893	0.0986277	978.37	640.463	-0.09275	43989.7	1032.2	-2.5594	-0.00207538	0.997925	36.9659	44257.2	10.6983	31.4661	29.8295	44066.8	15.01	44176.2	-0.0116242	43903.9	43952.4	48.5768	0.284265	43970	15.1892	44135	-445.58	43951.5	44131.9	-64.7427	44039.7	44091.2
2022-03-02 07:02:00+00:00	43948.8	43948.8	43844.6	43848.3	63.5924	2022-03-02 07:02:59.999000+00:00	2.79014e+06	1337	13.7422	602949	43884.8	44004	44129.8	0	1	609.548	609.548	673.141	645.999	657.492	0	1	-5.50289	-0.5595	1	43844.6	43973.5	44102.3	-1061.98	-1.89415e+09	43910	nan	nan	43951.6	43973.5	nan	0	43890.1	43988.4	44086.6	-279.549	-208.423	0.781923	43948.6	-0.00228914	48.9353	44048.2	43898.5	43903.2	-0.00228653	2.78842e+06	244.039	43942.6	44048.2	43985.1	35.0663	43982.3	-1.21212	-100.49	43949.9	43968.9	-30.9967	-24.504	42.4063	3747.96	0.752777	1.1705	nan	nan	nan	nan	nan	nan	44227.4	-2.86294	-767.706	-17.0515	50.7105	44.7394	-97.2557	-17.8874	100	21.4286	-78.5714	47.6896	43897.6	43876.1	44004	44131.8	-0.964766	-152.487	-43.0548	22.0116	43970	8.68822	46.6778	58.0072	311.646	69.3892	68.6153	44127.2	-943039	-1.67408	-1.47718	-0.159911	44047.1	43981.9	-98.723	43947.7	44024.7	-5.0799	-45.725	-35.9573	-9.76763	1.63793	25.5731	54.8722	26.2593	-210.26	-0.54735	0.204745	0.10876	978.37	576.871	-0.109426	43978.8	1029.84	-3.0886	-0.00477229	0.995228	27.1604	44254.1	11.421	24.7275	28.9211	44058.4	104.16	44173.2	-0.0125498	43870.9	43880.6	42.4063	0.33565	43946.1	21.8165	44123.8	-546.08	43872.5	44126.2	-98.404	44030.7	44084.2
2022-03-02 07:03:00+00:00	43848.3	43911.6	43844.8	43890	50.8787	2022-03-02 07:03:59.999000+00:00	2.23206e+06	1266	13.2695	582201	43874.7	43995.4	44120.7	0	1	660.427	609.548	660.427	651.77	657.944	0	1	-5.50227	-0.58892	0	43844.6	43969.6	44094.5	-607.321	-1.88425e+09	43901.9	nan	nan	43940.1	43973.5	nan	1	43877.3	43979	44080.6	-300.631	-224.796	0.0891079	43890	0.000950099	53.9524	44042.1	43869.1	43896.7	0.00095055	2.23307e+06	248.876	43940.3	44042.1	43975.6	47.5464	43969.1	-1.03455	41.68	43938.1	43955.6	-30.9027	-25.4181	45.9952	4269.03	0.82294	1.16598	nan	nan	nan	nan	nan	nan	44226.2	-1.95534	-749.716	-17.8818	51.9894	45.5136	-105.237	-18.6446	92.8571	14.2857	-78.5714	49.0546	43873.6	43861.3	43995.4	44129.6	0.623802	-129.782	-31.2992	20.4564	43960.5	7.84313	42.1375	53.8638	289.386	40.4559	68.6153	44122.5	-243548	-1.99755	-1.67408	0.0192141	44041.5	43971	-60.6723	43939	43992.9	-5.17445	-47.5171	-38.2693	-9.24782	1.31293	25.7056	55.5027	40.9281	-145.53	-0.462658	0.299727	0.111767	979.3	627.75	-0.113691	43962.7	1029.84	-2.66405	-0.00330483	0.996695	34.8765	44251.4	11.6387	18.8746	25.0227	44051.5	66.8	44170.1	-0.0134356	43872.2	43882.1	45.9952	0.328056	43935	6.22888	44117.8	-500.87	43884.1	44121.5	-80.2294	44023.5	44078.3
2022-03-02 07:04:00+00:00	43890	43905	43852	43890.6	25.6185	2022-03-02 07:04:59.999000+00:00	1.12432e+06	977	13.533	593920	43863.6	43987.3	44112.5	0	1	686.045	660.427	686.045	665.48	662.267	1	0	-5.50155	-0.62855	0	43844.6	43969.6	44094.5	-518.255	-2.41156e+09	43897.1	nan	nan	43908.1	43973.5	nan	1	43868.5	43970.6	44072.6	-316.148	-241.919	-0.451016	43890.6	1.4354e-05	59.2031	44042.1	43890.3	43878.2	1.43541e-05	1.12441e+06	248.912	43936.1	44042.1	43967.1	56.8895	43955.4	-0.87522	0.63	43928.6	43942.3	-30.7942	-26.1861	43.9713	4791.76	0.768642	1.24083	nan	nan	nan	nan	nan	nan	44225.6	-1.76688	-738.001	-12.8683	53.177	46.2287	-109.75	-19.1341	85.7143	7.14286	-78.5714	49.3385	43884.4	43848.5	43987.3	44126.2	0.0116915	-114.483	-41.5071	15.0097	43951.6	7.24099	38.9025	50.0164	268.715	69.5339	68.6153	44117.9	6520.47	-2.36691	-1.99755	0.0622139	44035.7	43962.8	-20.8759	43929.8	43961.2	-5.31925	-48.3444	-40.2843	-8.06007	2.06999	25.7332	51.3538	39.5191	-77.01	-0.421792	0.342876	0.112413	979.314	653.368	-0.115626	43948.8	1029.84	-2.7077	-0.00175152	0.998248	34.9886	44248.7	11.9298	13.804	19.1354	44044.7	53.03	44167	-0.0142173	43878.8	43882.5	43.9713	0.338293	43926.6	4.57621	44114.2	-462.23	43884.5	44116.9	-79.9547	44016.7	44072.5
2022-03-02 07:05:00+00:00	43890.6	43918.4	43867.2	43918.4	29.79	2022-03-02 07:05:59.999000+00:00	1.30763e+06	861	20.7488	910735	43860.3	43979.1	44100.4	0	1	715.835	686.045	715.835	685.622	670.508	1	0	-5.50106	-0.624497	0	43844.6	43969.6	44094.5	-326.08	-2.39413e+09	43905	nan	nan	43905.1	43973.5	nan	1	43863.5	43965.6	44067.7	-321.667	-257.439	-0.823441	43918.4	0.000632282	62.4329	44037.8	43904.5	43885.2	0.000632482	1.30833e+06	250.797	43925	44037.8	43962.2	63.7465	43943	-0.709714	27.76	43921.5	43930.2	-29.043	-26.5943	50.0906	5048.31	0.749381	1.2139	nan	nan	nan	nan	nan	nan	44224.9	-1.27171	-708.222	-0.172569	53.7588	46.7838	-112.37	-18.8216	78.5714	0	-78.5714	49.4687	43898.6	43844.5	43979.1	44113.7	0.542807	-85.5094	-31.968	22.1137	43945.4	8.63806	36.0288	59.8238	249.521	39.5779	61.3223	44113.9	245839	-2.25915	-2.36691	0.143825	44029.8	43961.6	26.5431	43924.4	43944.6	-5.31064	-46.3689	-41.5012	-4.8677	1.71735	25.8226	44.2878	40.9183	-4.25	-0.342573	0.422085	0.112638	979.314	683.158	-0.110788	43936.3	1030.49	-2.38715	-9.67611e-05	0.999903	39.898	44246.3	11.9129	24.6228	19.1005	44038.9	51.16	44163.8	-0.0147103	43888.1	43901.3	50.0906	0.337355	43925.2	6.03304	44110.7	-411.08	43905.6	44112.9	-65.9477	44011.1	44067.9
2022-03-02 07:06:00+00:00	43918.4	43932.7	43873.1	43879	18.3777	2022-03-02 07:06:59.999000+00:00	806809	873	6.41394	281566	43846.4	43969.3	44096.2	0	1	697.458	697.458	715.835	690.356	674.654	1	0	-5.50143	-0.617154	1	43844.6	43962.5	44080.3	-382.728	-1.86442e+09	43895	nan	nan	43905.1	43973.5	nan	0	43853.7	43957.4	44061	-327.124	-271.758	-1.09603	43918.2	-0.000895699	66.2828	44035.3	43898.7	43899.9	-0.000895298	806397	249.151	43909.2	44035.3	43953.9	54.3274	43931.7	-0.571795	-39.32	43912.5	43919	-28.9674	-26.9333	47.2031	5504.31	0.79521	1.16616	nan	nan	nan	nan	nan	nan	44224.5	-1.66708	-722.956	0.348843	53.7533	46.973	-118.047	-19.2593	71.4286	7.14286	-64.2857	50.1859	43900.8	43835.4	43969.3	44103.3	-0.660897	-84.7912	-35.8775	29.3509	43936.7	9.93886	32.9771	69.8307	231.698	67.8331	53.6823	44109.3	327216	-1.89784	-2.25915	0.043085	44023.8	43959.6	26.5331	43916.6	43949.1	-5.36798	-47.2431	-42.6496	-4.59349	3.23816	25.9144	41.4429	40.4695	-61.42	-0.28713	0.4743	0.114373	978.437	664.78	-0.112875	43844.6	1030.49	-2.47375	-0.0013978	0.998602	35.7768	44243.8	12.0407	23.33	20.5856	44032.1	59.51	44160.5	-0.0151683	43873	43894.9	47.2031	0.325346	43918	8.89711	44107.8	-464.69	43891	44108.2	-84.1077	44004.2	44063.5

Supported DataSource

Yfinance

yf_data = vbt.YFData.download(
    "TSLA",
    start='2022-02-25 09:30:00 -0400',
    end='2022-03-01 09:35:00 -0400',
    interval='1m'
)
price = yf_data.get()

Binance

import fta
import vectorbt as vbt

binance_data = vbt.BinanceData.download(
  "BTCUSDT",
  start='1 day ago UTC',
  end='now UTC',
  interval='1m'
)
binance_data = binance_data.update()
price = binance_data.get()

Alpaca

import fta
import vectorbt as vbt

alpaca_data = vbt.AlpacaData.download(
  "AAPL",
  start='2 hours ago UTC',
  end='15 minutes ago UTC',
  interval='1m',
)
alpaca_data = alpaca_data.update()
price = alpaca_data.get()
alpaca_data.get()

CCXT

ccxt_data = vbt.CCXTData.download(
     "BTC/USDT",
     start='2 hours ago UTC',
     end='now UTC',
     timeframe='1m'
)
ccxt_data = ccxt_data.update()
price = ccxt_data.get()

Supported Metric

Momentum

• Awesome Oscillator: ao
• Absolute Price Oscillator: apo
• Balance of Power: bop
• Commodity Channel Index: cci
• Chande Momentum Oscillator: cmo
  • A wrapper for ta.linreg(series, r=True)
• Momentum: mom
• Percentage Price Oscillator: ppo
• Rate of Change: roc
• Relative Strength Index: rsi
  • Default is John Carter's. Enable Lazybear's with lazybear=True
  • Excluded from df.ta.strategy().
• Trix: trix
• Williams %R: willr

Overlap

• Double Exponential Moving Average: dema
• Exponential Moving Average: ema
  • Commonly known as 'Typical Price' in Technical Analysis literature
• Hull Exponential Moving Average: hma
  • Use: help(ta.ichimoku). Returns two DataFrames.
  • Drop the Chikou Span Column, the final column of the first resultant DataFrame, remove potential data leak.
• Kaufman's Adaptive Moving Average: kama
• Linear Regression: linreg
• Simple Moving Average: sma
• Triple Exponential Moving Average: tema
• Triangular Moving Average: trima
• Variable Index Dynamic Average: vidya
• Volume Weighted Moving Average: vwma
• Weighted Moving Average: wma

Trend

• Average Directional Movement Index: adx
• Detrended Price Oscillator: dpo
  • Set centered=False to remove potential data leak.
• Parabolic Stop and Reverse: psar
• Q Stick: qstick
• Vertical Horizontal Filter: vhf

Volatility

• Average True Range: atr
• Normalized Average True Range: natr

Volume

• Accumulation/Distribution Index: ad
• Accumulation/Distribution Oscillator: adosc
• Klinger Volume Oscillator: kvo
• Money Flow Index: mfi
• Negative Volume Index: nvi
• On-Balance Volume: obv
• Positive Volume Index: pvi
• Price-Volume: pvol
• Price Volume Trend: pvt

Indicator

• Average Directional Movement Rating: adxr
• Aroon: aroon
• Chaikins Volatility: cvi
• Directional Movement Index: dx
• Ease of Movement: emv
• Forecast Oscillator: fosc
• Linear Regression Intercept: linregintercept
• Linear Regression Slope: linregslope
• Market Facilitation Index: marketfi
• Mass Index: mass
• Rate of Change Ratio: rocr
• True Range: tr
• Ultimate Oscillator: ultosc
• Volume Oscillator: vosc
• Williams Accumulation/Distribution: wad

Overlay

• Average Price: avgprice
• Bollinger Bands: bbands
• Time Series Forecast: tsf
• Typical Price: typprice
• Weighted Close Price: wcprice
• Wilders Smoothing: wilders
• Zero-Lag Exponential Moving Average: zlema

Math

• Mean Deviation Over Period: md
• Standard Error Over Period: stderr

Ref: https://tulipindicators.org/list
Ref: https://github.com/twopirllc/pandas-ta~~