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Requesting some indicators found in Tushare #660

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andymc31 opened this issue Feb 11, 2023 · 1 comment
Open

Requesting some indicators found in Tushare #660

andymc31 opened this issue Feb 11, 2023 · 1 comment
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enhancement New feature or request

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@andymc31
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andymc31 commented Feb 11, 2023

I am trying to apply some technical indicators I saw used in a research paper which used Tushare to acquire the data, however due to the strategies feature I find pandas-ta to be much more convenient. Unfortunately, there are a few indicators that are in Tushare but not pandas-ta. Also it seems that the stochastic indicator is calculated differently, is this actually a different indicator? If so can tushare's be implemented as well?

Tushare's indicators:
https://github.com/waditu/tushare/blob/master/tushare/stock/indictor.py

note their KDJ does not use ema or sma, which lines up with this: https://www.moomoo.com/us/learn/detail-what-is-the-kdj-67019-220809006

Is this the same as the stochastic indicator in pandas-ta?

Also requesting:
ADXR
BBI Bull And Bear Index
ASI Accumulation Swing Index
WR Williams Overbought/Oversold Index
VR Volatility Volume Ratio

All of which can be found in that tushare file.

@andymc31 andymc31 added the enhancement New feature or request label Feb 11, 2023
@andymc31
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I tried to add them in a pull request

@twopirllc twopirllc removed their assignment Feb 13, 2023
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