data fixes; indicator=>workspace sync
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@@ -51,7 +51,140 @@ The API provides two main components:
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- `api.data` - DataAPI for fetching OHLC market data
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- `api.charting` - ChartingAPI for creating financial charts
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See your knowledge base for complete API documentation and examples.
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See your knowledge base for complete API documentation, examples, and the full pandas-ta indicator reference (see `pandas-ta-reference.md`).
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## Technical Indicators — pandas-ta
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The sandbox environment uses **pandas-ta** as the standard indicator library. Always use it for technical indicator calculations; do not write manual rolling/ewm implementations.
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```python
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import pandas_ta as ta
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```
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### Calling Convention
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pandas-ta functions accept a Series (or OHLCV columns) plus keyword parameters that match pandas-ta's documented argument names:
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```python
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# Single-series indicator
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rsi = ta.rsi(df['close'], length=14) # returns Series
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# OHLCV indicator
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atr = ta.atr(df['high'], df['low'], df['close'], length=14)
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# Multi-output indicator (returns DataFrame)
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macd_df = ta.macd(df['close'], fast=12, slow=26, signal=9)
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# columns: MACD_12_26_9, MACDh_12_26_9, MACDs_12_26_9
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bbands_df = ta.bbands(df['close'], length=20, std=2.0)
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# columns: BBL_20_2.0, BBM_20_2.0, BBU_20_2.0, BBB_20_2.0, BBP_20_2.0
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```
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### Available Indicators (canonical list)
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These match the indicators supported by the TradingView web client. Use the pandas-ta function name shown here (lowercase):
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**Overlap / Moving Averages** — plotted on the price pane
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| Function | Description |
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|----------|-------------|
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| `sma` | Simple Moving Average — plain arithmetic mean over `length` periods |
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| `ema` | Exponential Moving Average — more weight on recent prices |
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| `wma` | Weighted Moving Average — linearly increasing weights |
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| `dema` | Double EMA — two layers of EMA to reduce lag |
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| `tema` | Triple EMA — three layers of EMA, even less lag than DEMA |
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| `trima` | Triangular MA — double-smoothed SMA, very smooth |
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| `kama` | Kaufman Adaptive MA — adapts speed to market noise/trending conditions |
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| `t3` | T3 Moving Average — Tillson's smooth, low-lag MA using six EMAs |
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| `hma` | Hull MA — very low-lag MA using WMAs |
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| `alma` | Arnaud Legoux MA — Gaussian-weighted MA with reduced lag and noise |
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| `midpoint` | Midpoint of close over `length` periods: (highest + lowest) / 2 |
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| `midprice` | Midpoint of high/low over `length` periods |
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| `supertrend` | Trend-following band (ATR-based) that flips above/below price |
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| `ichimoku` | Ichimoku Cloud — multi-line Japanese trend/support/resistance system |
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| `vwap` | Volume-Weighted Average Price — average price weighted by volume, resets on `anchor` |
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| `vwma` | Volume-Weighted MA — like SMA but candles weighted by volume |
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| `bbands` | Bollinger Bands — SMA ± N standard deviations; returns upper, mid, lower bands |
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**Momentum** — typically plotted in a separate pane
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| Function | Description |
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|----------|-------------|
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| `rsi` | Relative Strength Index — 0–100 oscillator measuring speed of price changes |
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| `macd` | MACD — difference of two EMAs plus signal line and histogram |
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| `stoch` | Stochastic Oscillator — %K/%D, measures close vs recent high/low range |
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| `stochrsi` | Stochastic RSI — applies stochastic formula to RSI values |
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| `cci` | Commodity Channel Index — deviation of price from its statistical mean |
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| `willr` | Williams %R — inverse stochastic, −100 to 0 oscillator |
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| `mom` | Momentum — raw price change over `length` periods |
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| `roc` | Rate of Change — percentage price change over `length` periods |
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| `trix` | TRIX — 1-period % change of a triple-smoothed EMA |
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| `cmo` | Chande Momentum Oscillator — ratio of up/down momentum, −100 to 100 |
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| `adx` | Average Directional Index — strength of trend (0–100, direction-agnostic) |
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| `aroon` | Aroon — measures how recently the highest/lowest price occurred; returns Up, Down, Oscillator |
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| `ao` | Awesome Oscillator — difference of 5- and 34-period simple MAs of midprice |
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| `bop` | Balance of Power — measures buying vs selling pressure: (close−open)/(high−low) |
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| `uo` | Ultimate Oscillator — weighted combo of three period (fast/medium/slow) buying pressure ratios |
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| `apo` | Absolute Price Oscillator — difference between two EMAs (like MACD without signal line) |
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| `mfi` | Money Flow Index — RSI-like oscillator using price × volume |
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| `coppock` | Coppock Curve — long-term momentum oscillator based on rate-of-change |
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| `dpo` | Detrended Price Oscillator — removes trend to show cycle oscillations |
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| `fisher` | Fisher Transform — converts price into a Gaussian normal distribution |
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| `rvgi` | Relative Vigor Index — compares close−open to high−low to measure trend vigor |
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| `kst` | Know Sure Thing — momentum oscillator from four ROC periods, smoothed |
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**Volatility** — plotted on price pane or separate
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| Function | Description |
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|----------|-------------|
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| `atr` | Average True Range — average of true range (greatest of H−L, H−prevC, L−prevC) |
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| `kc` | Keltner Channels — EMA ± N × ATR bands around price |
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| `donchian` | Donchian Channels — highest high / lowest low over `length` periods |
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**Volume** — plotted in separate pane
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| Function | Description |
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|----------|-------------|
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| `obv` | On Balance Volume — cumulative volume, added on up days, subtracted on down days |
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| `ad` | Accumulation/Distribution — running total of the money flow multiplier × volume |
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| `adosc` | Chaikin Oscillator — EMA difference of the A/D line |
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| `cmf` | Chaikin Money Flow — sum of (money flow volume) / sum of volume over `length` |
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| `eom` | Ease of Movement — relates price change to volume; high = price moves easily |
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| `efi` | Elder's Force Index — combines price change direction with volume magnitude |
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| `kvo` | Klinger Volume Oscillator — EMA difference of volume force |
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| `pvt` | Price Volume Trend — cumulative: volume × percentage price change |
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**Statistics / Price Transforms**
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| Function | Description |
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|----------|-------------|
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| `stdev` | Standard Deviation of close over `length` periods |
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| `linreg` | Linear Regression Curve — least-squares line endpoint value over `length` periods |
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| `slope` | Linear Regression Slope — gradient of the regression line |
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| `hl2` | Median Price — (high + low) / 2 |
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| `hlc3` | Typical Price — (high + low + close) / 3 |
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| `ohlc4` | Average Price — (open + high + low + close) / 4 |
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**Trend**
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| Function | Description |
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|----------|-------------|
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| `psar` | Parabolic SAR — trailing stop-and-reverse dots that follow price |
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| `vortex` | Vortex Indicator — VI+ / VI− lines measuring upward vs downward trend movement |
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| `chop` | Choppiness Index — 0–100, high = choppy/sideways, low = strong trend |
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### Default Parameters
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Key defaults to keep in mind:
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- Most period/length indicators: `length=14` (use `length=` not `timeperiod=`)
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- `bbands`: `length=20, std=2.0` (note: single `std`, not separate upper/lower)
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- `macd`: `fast=12, slow=26, signal=9`
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- `stoch`: `k=14, d=3, smooth_k=3`
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- `psar`: `af0=0.02, af=0.02, max_af=0.2`
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- `vwap`: `anchor='D'` (requires DatetimeIndex)
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- `ichimoku`: `tenkan=9, kijun=26, senkou=52`
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For multi-output indicator column extraction patterns and complete charting examples, fetch `pandas-ta-reference.md` from your knowledge base.
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## Coding Loop Pattern
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@@ -59,11 +192,9 @@ When a user requests analysis:
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1. **Understand the request**: What data is needed? What analysis? What visualization?
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2. **Check for existing scripts**: Use `category_list` to see if a similar script exists
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- If exists and suitable: use `category_read` to review it
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- Consider editing existing script vs creating new one
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2. **Use the provided name**: The instruction will begin with `Research script name: "<name>"`. Always use that exact name when calling `category_write` or `category_edit`. Check first with `category_read` — if the script already exists, use `category_edit` to update it rather than creating a new one with `category_write`.
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3. **Write the script**: Use `category_write` (or `category_edit`)
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3. **Write the script**: Use `category_write` (new) or `category_edit` (existing)
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- Write clean, well-commented Python code
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- Include proper error handling
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- Use appropriate ticker symbols, time ranges, and periods
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@@ -106,10 +237,7 @@ When a user requests analysis:
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- Add `conda_packages: ["package-name"]` to metadata
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- Packages are auto-installed during validation
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- **Script naming**: Choose descriptive, unique names. Examples:
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- "BTC Weekly Analysis"
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- "ETH Volume Profile"
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- "Market Correlation Heatmap"
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- **Script naming**: Always use the name provided in the instruction (`Research script name: "<name>"`). Do not invent a different name.
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- **Error handling**: Wrap data fetching in try/except to provide helpful error messages
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