Input types#
Indicators work with two types of input data - simple float or complex OHLCV objects. While float is used in indicators requiring just a plain series of numbers, OHLCV object provides additional data (open, high, low, close price and optional volume and time) needed by certain class of indicators.
Each indicator defines what kind of input it requires. Users can derive it either from the type of input_values parameter present in the indicator's __init__ method or from the indicator's documentation.
Below is an example of one indicator consuming floats and another one consuming OHLCV objects.
from talipp.indicators import SMA, Stoch
from talipp.ohlcv import OHLCV
sma = SMA(period=3, input_values=[1, 2, 3])
stoch = Stoch(period=3, smoothing_period=2, input_values=[OHLCV(1, 2, 3, 4), OHLCV(5, 6, 7, 8)])
OHLCV factory#
To simplify conversion from user's format of input data to OHLCV objects, talipp provides OHLCVFactory helper class. The factory offers three static helpers:
from_dict#
This method accepts a dictionary with open, high, low, close and optionally volume and time keys where each key contains a list of values and generates a list of OHLCV objects out of them.
Example:
from talipp.ohlcv import OHLCVFactory
user_input = {
'open': [1, 2, 3],
'high': [4, 5, 6],
'low': [7, 8, 9],
'close': [10, 11, 12]
}
print(OHLCVFactory.from_dict(user_input))
Output:
from_matrix#
This method accepts a list of tuples where each tuple represents values to be used in OHLCV object.
Example:
from talipp.ohlcv import OHLCVFactory
user_input = [
(1, 2, 3, 4),
(5, 6, 7, 8),
(9, 10, 11, 12)
]
print(OHLCVFactory.from_matrix(user_input))
Output:
from_matrix2#
Similar to from_matrix, this method accepts a list of lists where the first list represents all open values, the second represents all highs, etc.
from talipp.ohlcv import OHLCVFactory
user_input = [
[ 1, 2, 3],
[ 4, 5, 6],
[ 7, 8, 9],
[10, 11, 12]
]
print(OHLCVFactory.from_matrix2(user_input))
Output: