sortefi-ta

Our free, open-source Python library: the same technical calculations that run inside Sortefi. It has 121 indicators, 59 candlestick patterns and chart patterns, uses pure numpy and pandas, and is MIT licensed. GitHub · PyPI

Get started in four steps

pip install sortefi-ta

df = pd.read_csv("candles.csv")

rsi = ta.calc_rsi(df, period=14)["rsi"]

rsi[-1]

Quick start

import pandas as pd
import sortefi_ta as ta

df = pd.read_csv("candles.csv")   # columns: open, high, low, close, volume

rsi  = ta.calc_rsi(df, period=14)["rsi"]
ema  = ta.calc_ema(df, period=20)["ema"]
macd = ta.calc_macd(df)           # {"macd", "signal", "histogram"}

print(rsi[-1])                    # RSI of the latest candle
print(df["close"].iloc[-1] > ema[-1])   # is price above the 20 EMA?

Candlestick patterns

Each pattern returns 1.0 on candles where it formed, and 0 everywhere else. The patterns describe shape only, so a hammer is a hammer whatever came before it. To find a hammer after a downtrend, combine it with a trend tool such as a moving-average slope or ADX.

pats = ta.calc_candlestick_patterns(df, ["hammer", "bullish_engulfing"])

if pats["hammer"][-1] == 1.0:
    print("The latest candle is a hammer")

Screen many symbols

Run the same check over every symbol you have candles for, then keep the ones that pass.

# candles = {"AAPL": df_aapl, "MSFT": df_msft, ...}
oversold = []
for symbol, df in candles.items():
    rsi = ta.calc_rsi(df, period=14)["rsi"]
    if rsi[-1] < 30:
        oversold.append(symbol)

print(oversold)

What's inside

Find every function and its settings from Python:

print(len(ta.INDICATOR_FUNCTIONS))      # every function by name
help(ta.calc_bbands)                     # settings and outputs of one function

Every rule is readable

Each indicator and pattern lives in its own short file with its rule written out, so you can check exactly how a hammer or a squeeze is defined. Think a definition is wrong? Open an issue on GitHub and make your case. We want this to be a shared reference for how technical calculations are defined.