5 priceTransformations.ipynb

{
 "cells": [
  {
   "cell_type": "markdown",
   "metadata": {},
   "source": [
    "Import processed news articles and respective hourly prices for coin. Create columns of differences in the future using `.diff()` and `pct_change()`.\n",
    "\n",
    "Column to create:\n",
    "- 1 hour \n",
    "- 4 hour\n",
    "- 12 hour\n",
    "- 1 day"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {},
   "outputs": [],
   "source": [
    "import datetime as date\n",
    "import time\n",
    "import pprint as pp\n",
    "\n",
    "import pandas as pd\n",
    "\n",
    "from talib.abstract import * \n",
    "\n",
    "#message notifier\n",
    "from sendMessage import sendmessage as sm\n",
    "\n",
    "#import coin list\n",
    "from getCoinList import getCoinList as coin_list\n",
    "\n",
    "#set coin list\n",
    "coin_list = coin_list()\n",
    "\n",
    "pd.set_option('display.max_columns', None)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {},
   "outputs": [],
   "source": [
    "cols = ['close', 'high', 'low', 'open', 'volumefrom', 'volumeto', 'date_time']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "BTC TA complete\n",
      "ETH TA complete\n",
      "BCH TA complete\n",
      "XRP TA complete\n",
      "EOS TA complete\n",
      "LTC TA complete\n",
      "XLM TA complete\n",
      "ADA TA complete\n",
      "XMR TA complete\n",
      "TRX TA complete\n",
      "ZEC TA complete\n",
      "NEO TA complete\n",
      "DASH TA complete\n",
      "MCO TA complete\n",
      "USDT TA complete\n",
      "SYS TA complete\n",
      "All Done\n"
     ]
    }
   ],
   "source": [
    "for coin in coin_list:\n",
    "    # get file name\n",
    "    file = coin + '_OHLCV.csv'\n",
    "\n",
    "    # read file from previous step\n",
    "    df = pd.read_csv('./OHLCV/' + file,\n",
    "                     usecols=cols,\n",
    "                     index_col='date_time',\n",
    "                     engine='c',\n",
    "                     infer_datetime_format=True,\n",
    "                     float_precision='round_trip')\n",
    "    df = df[~df.index.duplicated()]\n",
    "\n",
    "    df = df.sort_index()\n",
    "\n",
    "    # rename cols for Abstract API\n",
    "    # https://github.com/mrjbq7/ta-lib\n",
    "\n",
    "    inputs = {\n",
    "        'open': df['open'].values,\n",
    "        'high': df['high'].values,\n",
    "        'low': df['low'].values,\n",
    "        'close': df['close'].values,\n",
    "        'volume': df['volumefrom'].values\n",
    "    }\n",
    "\n",
    "    # uses 9 period close prices\n",
    "    df['SMA_9_close'] = SMA(inputs, timeperiod=9)\n",
    "\n",
    "    # uses 25 period close prices (default)\n",
    "    df['SMA_25_close'] = SMA(inputs, timeperiod=25)\n",
    "\n",
    "    # uses 50 period close prices\n",
    "    df['SMA_50_close'] = SMA(inputs, timeperiod=50)\n",
    "\n",
    "    # uses 100 period close prices\n",
    "    df['SMA_100_close'] = SMA(inputs, timeperiod=100)\n",
    "\n",
    "    # uses close prices (default)\n",
    "    df['bbands_upper'], df['bbands_middle'], df['bbands_lower'] = BBANDS(inputs)\n",
    "\n",
    "    # uses high, low, close (default)\n",
    "    df['STOCH_slowk'], df['STOCH_slowD'] = STOCH(inputs) # uses high, low, close by default\n",
    "\n",
    "    # uses high, low, open instead\n",
    "    df['STOCH_slowk'], df['STOCH_slowD']  = STOCH(inputs)\n",
    "\n",
    "    # ADX \n",
    "    df['ADX_14'] = ADX(inputs, timeperiod=14)\n",
    "\n",
    "    # ATR\n",
    "    df['ATR_14'] = ATR(inputs, timeperiod=14)\n",
    "\n",
    "    # OBV\n",
    "    df['OBV'] = OBV(inputs)\n",
    "\n",
    "    # MACD\n",
    "    df['macd'], df['macdsignal'], df['macdhist'] = MACD(inputs)\n",
    "\n",
    "    #  MFI\n",
    "    df['MFI'] = MFI(inputs)\n",
    "\n",
    "    # RSI\n",
    "    df['RSI'] = RSI(inputs)\n",
    "\n",
    "    # MINMAX 365\n",
    "    df['min_365'], df['max_365'] = MINMAX(inputs, timeperiod=365)\n",
    "\n",
    "    # MINMAX 180\n",
    "    df['min_180'], df['max_180'] = MINMAX(inputs, timeperiod=180)\n",
    "\n",
    "    # MINMAX 90\n",
    "    df['min_90'], df['max_90'] = MINMAX(inputs, timeperiod=90)\n",
    "\n",
    "    # MINMAX 30\n",
    "    df['min_30'], df['max_30'] = MINMAX(inputs, timeperiod=30)\n",
    "\n",
    "    # MINMAX 14\n",
    "    df['min_14'], df['max_14'] = MINMAX(inputs, timeperiod=14)\n",
    "\n",
    "    # MINMAX 7\n",
    "    df['min_7'], df['max_7'] = MINMAX(inputs, timeperiod=7)\n",
    "\n",
    "    #HT_TRENDMODE\n",
    "    df['HT_TRENDMODE']  = HT_TRENDMODE(inputs)\n",
    "    \n",
    "    # create diffs\n",
    "\n",
    "    df['1_hr_diff'] = df['close'].diff(1)\n",
    "\n",
    "    df['4_hr_diff'] = df['close'].diff(4)\n",
    "\n",
    "    df['12_hr_diff'] = df['close'].diff(12)\n",
    "\n",
    "    df['24_hr_diff'] = df['close'].diff(24)\n",
    "\n",
    "    # create precent change\n",
    "\n",
    "    df['1_hr_pct_change'] = df['close'].pct_change(1)\n",
    "\n",
    "    df['4_hr_pct_change'] = df['close'].pct_change(4)\n",
    "\n",
    "    df['12_hr_pct_change'] = df['close'].pct_change(12)\n",
    "\n",
    "    df['24_hr_pct_change'] = df['close'].pct_change(24)\n",
    "\n",
    "    # create shift in close\n",
    "\n",
    "    df['close_1'] = df[['close']].shift(1)\n",
    "\n",
    "    df['close_4'] = df[['close']].shift(4)\n",
    "\n",
    "    df['close_12'] = df[['close']].shift(12)\n",
    "\n",
    "    df['close_24'] = df[['close']].shift(24)\n",
    "\n",
    "    # create isUp column\n",
    "\n",
    "    df['isUp_1_hr'] = (df[['1_hr_pct_change']] > 0).astype(int)\n",
    "\n",
    "    df['isUp_4_hr'] = (df[['4_hr_pct_change']] > 0).astype(int)\n",
    "\n",
    "    df['isUp_12_hr'] = (df[['12_hr_pct_change']] > 0).astype(int)\n",
    "\n",
    "    df['isUp_24_hr'] = (df[['24_hr_pct_change']] > 0).astype(int)\n",
    "\n",
    "     # save a new file.\n",
    "    newfile = 'OHLCV_TA_' + coin + '.csv'\n",
    "\n",
    "    df.to_csv('./OHLCV_TA/' + newfile)\n",
    "    print(coin + ' TA complete')\n",
    "    \n",
    "print('All Done')\n",
    "sm('finished running priceTechnicalAnalysis.')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 22,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>close</th>\n",
       "      <th>high</th>\n",
       "      <th>low</th>\n",
       "      <th>open</th>\n",
       "      <th>volumefrom</th>\n",
       "      <th>volumeto</th>\n",
       "      <th>SMA_9_close</th>\n",
       "      <th>SMA_25_close</th>\n",
       "      <th>SMA_50_close</th>\n",
       "      <th>SMA_100_close</th>\n",
       "      <th>bbands_upper</th>\n",
       "      <th>bbands_middle</th>\n",
       "      <th>bbands_lower</th>\n",
       "      <th>STOCH_slowk</th>\n",
       "      <th>STOCH_slowD</th>\n",
       "      <th>ADX_14</th>\n",
       "      <th>ATR_14</th>\n",
       "      <th>OBV</th>\n",
       "      <th>macd</th>\n",
       "      <th>macdsignal</th>\n",
       "      <th>macdhist</th>\n",
       "      <th>MFI</th>\n",
       "      <th>RSI</th>\n",
       "      <th>min_365</th>\n",
       "      <th>max_365</th>\n",
       "      <th>min_180</th>\n",
       "      <th>max_180</th>\n",
       "      <th>min_90</th>\n",
       "      <th>max_90</th>\n",
       "      <th>min_30</th>\n",
       "      <th>max_30</th>\n",
       "      <th>min_14</th>\n",
       "      <th>max_14</th>\n",
       "      <th>min_7</th>\n",
       "      <th>max_7</th>\n",
       "      <th>HT_TRENDMODE</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date_time</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-07-09 13:00:00</th>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1623</td>\n",
       "      <td>0.1633</td>\n",
       "      <td>913971.09</td>\n",
       "      <td>153364.35</td>\n",
       "      <td>0.162278</td>\n",
       "      <td>0.165084</td>\n",
       "      <td>0.167230</td>\n",
       "      <td>0.174250</td>\n",
       "      <td>0.168125</td>\n",
       "      <td>0.16284</td>\n",
       "      <td>0.157555</td>\n",
       "      <td>69.105691</td>\n",
       "      <td>44.173442</td>\n",
       "      <td>34.633380</td>\n",
       "      <td>0.002693</td>\n",
       "      <td>3.234950e+08</td>\n",
       "      <td>-0.001412</td>\n",
       "      <td>-0.001957</td>\n",
       "      <td>0.000545</td>\n",
       "      <td>63.277227</td>\n",
       "      <td>58.201982</td>\n",
       "      <td>0.1514</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-07-09 14:00:00</th>\n",
       "      <td>0.1667</td>\n",
       "      <td>0.1685</td>\n",
       "      <td>0.1637</td>\n",
       "      <td>0.1680</td>\n",
       "      <td>657767.02</td>\n",
       "      <td>109649.76</td>\n",
       "      <td>0.162900</td>\n",
       "      <td>0.164880</td>\n",
       "      <td>0.167108</td>\n",
       "      <td>0.173945</td>\n",
       "      <td>0.169461</td>\n",
       "      <td>0.16410</td>\n",
       "      <td>0.158739</td>\n",
       "      <td>83.827995</td>\n",
       "      <td>65.612042</td>\n",
       "      <td>33.053970</td>\n",
       "      <td>0.002843</td>\n",
       "      <td>3.228373e+08</td>\n",
       "      <td>-0.001042</td>\n",
       "      <td>-0.001774</td>\n",
       "      <td>0.000732</td>\n",
       "      <td>72.033084</td>\n",
       "      <td>54.792814</td>\n",
       "      <td>0.1514</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-07-09 15:00:00</th>\n",
       "      <td>0.1646</td>\n",
       "      <td>0.1666</td>\n",
       "      <td>0.1640</td>\n",
       "      <td>0.1666</td>\n",
       "      <td>390468.56</td>\n",
       "      <td>64271.12</td>\n",
       "      <td>0.163244</td>\n",
       "      <td>0.164652</td>\n",
       "      <td>0.166910</td>\n",
       "      <td>0.173651</td>\n",
       "      <td>0.169292</td>\n",
       "      <td>0.16478</td>\n",
       "      <td>0.160268</td>\n",
       "      <td>74.962865</td>\n",
       "      <td>75.965517</td>\n",
       "      <td>31.587375</td>\n",
       "      <td>0.002833</td>\n",
       "      <td>3.224468e+08</td>\n",
       "      <td>-0.000907</td>\n",
       "      <td>-0.001600</td>\n",
       "      <td>0.000693</td>\n",
       "      <td>72.600889</td>\n",
       "      <td>48.903534</td>\n",
       "      <td>0.1514</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-07-09 16:00:00</th>\n",
       "      <td>0.1631</td>\n",
       "      <td>0.1647</td>\n",
       "      <td>0.1614</td>\n",
       "      <td>0.1645</td>\n",
       "      <td>286780.65</td>\n",
       "      <td>46773.92</td>\n",
       "      <td>0.163389</td>\n",
       "      <td>0.164308</td>\n",
       "      <td>0.166714</td>\n",
       "      <td>0.173348</td>\n",
       "      <td>0.168844</td>\n",
       "      <td>0.16508</td>\n",
       "      <td>0.161316</td>\n",
       "      <td>49.962865</td>\n",
       "      <td>69.584575</td>\n",
       "      <td>29.644888</td>\n",
       "      <td>0.002866</td>\n",
       "      <td>3.221600e+08</td>\n",
       "      <td>-0.000911</td>\n",
       "      <td>-0.001463</td>\n",
       "      <td>0.000551</td>\n",
       "      <td>74.915971</td>\n",
       "      <td>45.169005</td>\n",
       "      <td>0.1514</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1929</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1612</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-07-09 17:00:00</th>\n",
       "      <td>0.1623</td>\n",
       "      <td>0.1640</td>\n",
       "      <td>0.1623</td>\n",
       "      <td>0.1628</td>\n",
       "      <td>121289.11</td>\n",
       "      <td>19818.64</td>\n",
       "      <td>0.163433</td>\n",
       "      <td>0.164008</td>\n",
       "      <td>0.166508</td>\n",
       "      <td>0.173054</td>\n",
       "      <td>0.169070</td>\n",
       "      <td>0.16490</td>\n",
       "      <td>0.160730</td>\n",
       "      <td>28.083800</td>\n",
       "      <td>51.003177</td>\n",
       "      <td>27.841150</td>\n",
       "      <td>0.002783</td>\n",
       "      <td>3.220387e+08</td>\n",
       "      <td>-0.000968</td>\n",
       "      <td>-0.001364</td>\n",
       "      <td>0.000396</td>\n",
       "      <td>71.577745</td>\n",
       "      <td>43.271090</td>\n",
       "      <td>0.1514</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.9227</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1900</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1718</td>\n",
       "      <td>0.1604</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>0.1616</td>\n",
       "      <td>0.1678</td>\n",
       "      <td>1</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "                      close    high     low    open  volumefrom   volumeto  \\\n",
       "date_time                                                                    \n",
       "2018-07-09 13:00:00  0.1678  0.1678  0.1623  0.1633   913971.09  153364.35   \n",
       "2018-07-09 14:00:00  0.1667  0.1685  0.1637  0.1680   657767.02  109649.76   \n",
       "2018-07-09 15:00:00  0.1646  0.1666  0.1640  0.1666   390468.56   64271.12   \n",
       "2018-07-09 16:00:00  0.1631  0.1647  0.1614  0.1645   286780.65   46773.92   \n",
       "2018-07-09 17:00:00  0.1623  0.1640  0.1623  0.1628   121289.11   19818.64   \n",
       "\n",
       "                     SMA_9_close  SMA_25_close  SMA_50_close  SMA_100_close  \\\n",
       "date_time                                                                     \n",
       "2018-07-09 13:00:00     0.162278      0.165084      0.167230       0.174250   \n",
       "2018-07-09 14:00:00     0.162900      0.164880      0.167108       0.173945   \n",
       "2018-07-09 15:00:00     0.163244      0.164652      0.166910       0.173651   \n",
       "2018-07-09 16:00:00     0.163389      0.164308      0.166714       0.173348   \n",
       "2018-07-09 17:00:00     0.163433      0.164008      0.166508       0.173054   \n",
       "\n",
       "                     bbands_upper  bbands_middle  bbands_lower  STOCH_slowk  \\\n",
       "date_time                                                                     \n",
       "2018-07-09 13:00:00      0.168125        0.16284      0.157555    69.105691   \n",
       "2018-07-09 14:00:00      0.169461        0.16410      0.158739    83.827995   \n",
       "2018-07-09 15:00:00      0.169292        0.16478      0.160268    74.962865   \n",
       "2018-07-09 16:00:00      0.168844        0.16508      0.161316    49.962865   \n",
       "2018-07-09 17:00:00      0.169070        0.16490      0.160730    28.083800   \n",
       "\n",
       "                     STOCH_slowD     ADX_14    ATR_14           OBV      macd  \\\n",
       "date_time                                                                       \n",
       "2018-07-09 13:00:00    44.173442  34.633380  0.002693  3.234950e+08 -0.001412   \n",
       "2018-07-09 14:00:00    65.612042  33.053970  0.002843  3.228373e+08 -0.001042   \n",
       "2018-07-09 15:00:00    75.965517  31.587375  0.002833  3.224468e+08 -0.000907   \n",
       "2018-07-09 16:00:00    69.584575  29.644888  0.002866  3.221600e+08 -0.000911   \n",
       "2018-07-09 17:00:00    51.003177  27.841150  0.002783  3.220387e+08 -0.000968   \n",
       "\n",
       "                     macdsignal  macdhist        MFI        RSI  min_365  \\\n",
       "date_time                                                                  \n",
       "2018-07-09 13:00:00   -0.001957  0.000545  63.277227  58.201982   0.1514   \n",
       "2018-07-09 14:00:00   -0.001774  0.000732  72.033084  54.792814   0.1514   \n",
       "2018-07-09 15:00:00   -0.001600  0.000693  72.600889  48.903534   0.1514   \n",
       "2018-07-09 16:00:00   -0.001463  0.000551  74.915971  45.169005   0.1514   \n",
       "2018-07-09 17:00:00   -0.001364  0.000396  71.577745  43.271090   0.1514   \n",
       "\n",
       "                     max_365  min_180  max_180  min_90  max_90  min_30  \\\n",
       "date_time                                                                \n",
       "2018-07-09 13:00:00   0.9227   0.1604   0.9227  0.1604  0.1929  0.1604   \n",
       "2018-07-09 14:00:00   0.9227   0.1604   0.9227  0.1604  0.1929  0.1604   \n",
       "2018-07-09 15:00:00   0.9227   0.1604   0.9227  0.1604  0.1929  0.1604   \n",
       "2018-07-09 16:00:00   0.9227   0.1604   0.9227  0.1604  0.1929  0.1604   \n",
       "2018-07-09 17:00:00   0.9227   0.1604   0.9227  0.1604  0.1900  0.1604   \n",
       "\n",
       "                     max_30  min_14  max_14   min_7   max_7  HT_TRENDMODE  \n",
       "date_time                                                                  \n",
       "2018-07-09 13:00:00  0.1718  0.1604  0.1678  0.1604  0.1678             1  \n",
       "2018-07-09 14:00:00  0.1718  0.1604  0.1678  0.1604  0.1678             1  \n",
       "2018-07-09 15:00:00  0.1718  0.1604  0.1678  0.1604  0.1678             1  \n",
       "2018-07-09 16:00:00  0.1718  0.1604  0.1678  0.1612  0.1678             1  \n",
       "2018-07-09 17:00:00  0.1718  0.1604  0.1678  0.1616  0.1678             1  "
      ]
     },
     "execution_count": 22,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "df.tail()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 212,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "{'Cycle Indicators': ['HT_DCPERIOD',\n",
      "                      'HT_DCPHASE',\n",
      "                      'HT_PHASOR',\n",
      "                      'HT_SINE',\n",
      "                      'HT_TRENDMODE'],\n",
      " 'Math Operators': ['ADD',\n",
      "                    'DIV',\n",
      "                    'MAX',\n",
      "                    'MAXINDEX',\n",
      "                    'MIN',\n",
      "                    'MININDEX',\n",
      "                    'MINMAX',\n",
      "                    'MINMAXINDEX',\n",
      "                    'MULT',\n",
      "                    'SUB',\n",
      "                    'SUM'],\n",
      " 'Math Transform': ['ACOS',\n",
      "                    'ASIN',\n",
      "                    'ATAN',\n",
      "                    'CEIL',\n",
      "                    'COS',\n",
      "                    'COSH',\n",
      "                    'EXP',\n",
      "                    'FLOOR',\n",
      "                    'LN',\n",
      "                    'LOG10',\n",
      "                    'SIN',\n",
      "                    'SINH',\n",
      "                    'SQRT',\n",
      "                    'TAN',\n",
      "                    'TANH'],\n",
      " 'Momentum Indicators': ['ADX',\n",
      "                         'ADXR',\n",
      "                         'APO',\n",
      "                         'AROON',\n",
      "                         'AROONOSC',\n",
      "                         'BOP',\n",
      "                         'CCI',\n",
      "                         'CMO',\n",
      "                         'DX',\n",
      "                         'MACD',\n",
      "                         'MACDEXT',\n",
      "                         'MACDFIX',\n",
      "                         'MFI',\n",
      "                         'MINUS_DI',\n",
      "                         'MINUS_DM',\n",
      "                         'MOM',\n",
      "                         'PLUS_DI',\n",
      "                         'PLUS_DM',\n",
      "                         'PPO',\n",
      "                         'ROC',\n",
      "                         'ROCP',\n",
      "                         'ROCR',\n",
      "                         'ROCR100',\n",
      "                         'RSI',\n",
      "                         'STOCH',\n",
      "                         'STOCHF',\n",
      "                         'STOCHRSI',\n",
      "                         'TRIX',\n",
      "                         'ULTOSC',\n",
      "                         'WILLR'],\n",
      " 'Overlap Studies': ['BBANDS',\n",
      "                     'DEMA',\n",
      "                     'EMA',\n",
      "                     'HT_TRENDLINE',\n",
      "                     'KAMA',\n",
      "                     'MA',\n",
      "                     'MAMA',\n",
      "                     'MAVP',\n",
      "                     'MIDPOINT',\n",
      "                     'MIDPRICE',\n",
      "                     'SAR',\n",
      "                     'SAREXT',\n",
      "                     'SMA',\n",
      "                     'T3',\n",
      "                     'TEMA',\n",
      "                     'TRIMA',\n",
      "                     'WMA'],\n",
      " 'Pattern Recognition': ['CDL2CROWS',\n",
      "                         'CDL3BLACKCROWS',\n",
      "                         'CDL3INSIDE',\n",
      "                         'CDL3LINESTRIKE',\n",
      "                         'CDL3OUTSIDE',\n",
      "                         'CDL3STARSINSOUTH',\n",
      "                         'CDL3WHITESOLDIERS',\n",
      "                         'CDLABANDONEDBABY',\n",
      "                         'CDLADVANCEBLOCK',\n",
      "                         'CDLBELTHOLD',\n",
      "                         'CDLBREAKAWAY',\n",
      "                         'CDLCLOSINGMARUBOZU',\n",
      "                         'CDLCONCEALBABYSWALL',\n",
      "                         'CDLCOUNTERATTACK',\n",
      "                         'CDLDARKCLOUDCOVER',\n",
      "                         'CDLDOJI',\n",
      "                         'CDLDOJISTAR',\n",
      "                         'CDLDRAGONFLYDOJI',\n",
      "                         'CDLENGULFING',\n",
      "                         'CDLEVENINGDOJISTAR',\n",
      "                         'CDLEVENINGSTAR',\n",
      "                         'CDLGAPSIDESIDEWHITE',\n",
      "                         'CDLGRAVESTONEDOJI',\n",
      "                         'CDLHAMMER',\n",
      "                         'CDLHANGINGMAN',\n",
      "                         'CDLHARAMI',\n",
      "                         'CDLHARAMICROSS',\n",
      "                         'CDLHIGHWAVE',\n",
      "                         'CDLHIKKAKE',\n",
      "                         'CDLHIKKAKEMOD',\n",
      "                         'CDLHOMINGPIGEON',\n",
      "                         'CDLIDENTICAL3CROWS',\n",
      "                         'CDLINNECK',\n",
      "                         'CDLINVERTEDHAMMER',\n",
      "                         'CDLKICKING',\n",
      "                         'CDLKICKINGBYLENGTH',\n",
      "                         'CDLLADDERBOTTOM',\n",
      "                         'CDLLONGLEGGEDDOJI',\n",
      "                         'CDLLONGLINE',\n",
      "                         'CDLMARUBOZU',\n",
      "                         'CDLMATCHINGLOW',\n",
      "                         'CDLMATHOLD',\n",
      "                         'CDLMORNINGDOJISTAR',\n",
      "                         'CDLMORNINGSTAR',\n",
      "                         'CDLONNECK',\n",
      "                         'CDLPIERCING',\n",
      "                         'CDLRICKSHAWMAN',\n",
      "                         'CDLRISEFALL3METHODS',\n",
      "                         'CDLSEPARATINGLINES',\n",
      "                         'CDLSHOOTINGSTAR',\n",
      "                         'CDLSHORTLINE',\n",
      "                         'CDLSPINNINGTOP',\n",
      "                         'CDLSTALLEDPATTERN',\n",
      "                         'CDLSTICKSANDWICH',\n",
      "                         'CDLTAKURI',\n",
      "                         'CDLTASUKIGAP',\n",
      "                         'CDLTHRUSTING',\n",
      "                         'CDLTRISTAR',\n",
      "                         'CDLUNIQUE3RIVER',\n",
      "                         'CDLUPSIDEGAP2CROWS',\n",
      "                         'CDLXSIDEGAP3METHODS'],\n",
      " 'Price Transform': ['AVGPRICE', 'MEDPRICE', 'TYPPRICE', 'WCLPRICE'],\n",
      " 'Statistic Functions': ['BETA',\n",
      "                         'CORREL',\n",
      "                         'LINEARREG',\n",
      "                         'LINEARREG_ANGLE',\n",
      "                         'LINEARREG_INTERCEPT',\n",
      "                         'LINEARREG_SLOPE',\n",
      "                         'STDDEV',\n",
      "                         'TSF',\n",
      "                         'VAR'],\n",
      " 'Volatility Indicators': ['ATR', 'NATR', 'TRANGE'],\n",
      " 'Volume Indicators': ['AD', 'ADOSC', 'OBV']}\n"
     ]
    }
   ],
   "source": [
    "import talib\n",
    "\n",
    "# dict of functions by group\n",
    "pp.pprint (talib.get_function_groups())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": [
    "MULT()"
   ]
  }
 ],
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