investfly.models.Indicator

class ParamType(builtins.str, enum.Enum):

Indicator Param Type

INTEGER = INTEGER

FLOAT = FLOAT

BOOLEAN = BOOLEAN

STRING = STRING

BARINTERVAL = BARINTERVAL

Inherited Members

enum.Enum: name; value
builtins.str: encode; replace; split; rsplit; join; capitalize; casefold; title; center; count; expandtabs; find; partition; index; ljust; lower; lstrip; rfind; rindex; rjust; rstrip; rpartition; splitlines; strip; swapcase; translate; upper; startswith; endswith; removeprefix; removesuffix; isascii; islower; isupper; istitle; isspace; isdecimal; isdigit; isnumeric; isalpha; isalnum; isidentifier; isprintable; zfill; format; format_map; maketrans

class INDICATORS(builtins.str, enum.Enum):

Enum listing all supported technical indicators in the system. These indicators can be used in trading strategies for technical analysis.

SMA = SMA

EMA = EMA

TEMA = TEMA

DEMA = DEMA

KAMA = KAMA

MAMA = MAMA

FAMA = FAMA

UPPERBBAND = UPPERBBAND

LOWERBBAND = LOWERBBAND

ICHIMOKU = ICHIMOKU

KELTNER = KELTNER

MACD = MACD

MACDS = MACDS

RSI = RSI

ROC = ROC

CCI = CCI

ADX = ADX

ADXR = ADXR

AROONOSC = AROONOSC

AROON = AROON

AROONDOWN = AROONDOWN

MFI = MFI

CMO = CMO

STOCH = STOCH

STOCHF = STOCHF

STOCHRSI = STOCHRSI

APO = APO

PPO = PPO

MINUS_DI = MINUS_DI

PLUS_DI = PLUS_DI

DX = DX

TRIX = TRIX

BOP = BOP

OBV = OBV

CMF = CMF

AVGVOL = AVGVOL

ATR = ATR

AVGPRICE = AVGPRICE

MEDPRICE = MEDPRICE

TYPPRICE = TYPPRICE

WCLPRICE = WCLPRICE

BARPRICE = BARPRICE

MAX = MAX

MIN = MIN

CDLENGULFING = CDLENGULFING

CDLDOJI = CDLDOJI

CDLHAMMER = CDLHAMMER

CDLMORNINGSTAR = CDLMORNINGSTAR

CDLEVENINGSTAR = CDLEVENINGSTAR

CDLHARAMI = CDLHARAMI

CDLSHOOTINGSTAR = CDLSHOOTINGSTAR

CDL3BLACKCROWS = CDL3BLACKCROWS

CDL3WHITESOLDIERS = CDL3WHITESOLDIERS

CDLMARUBOZU = CDLMARUBOZU

PSAR = PSAR

WILLIAMR = WILLIAMR

Inherited Members

enum.Enum: name; value
builtins.str: encode; replace; split; rsplit; join; capitalize; casefold; title; center; count; expandtabs; find; partition; index; ljust; lower; lstrip; rfind; rindex; rjust; rstrip; rpartition; splitlines; strip; swapcase; translate; upper; startswith; endswith; removeprefix; removesuffix; isascii; islower; isupper; istitle; isspace; isdecimal; isdigit; isnumeric; isalpha; isalnum; isidentifier; isprintable; zfill; format; format_map; maketrans

@dataclass

class IndicatorParamSpec:

Class that represents Indicator Parameter Specification

IndicatorParamSpec( paramType: ParamType, required: bool = True, defaultValue: typing.Any | None = None, options: Optional[List[Any]] = None)

paramType: ParamType

Parameter Type (INTEGER, FLOAT, BOOLEAN, STRING, BARINTERVAL)

required: bool = True

Whether this parameter is required or optional

defaultValue: typing.Any | None = None

The default value for the parameter to auto-populate mainly in UI

options: Optional[List[Any]] = None

Valid value options (if any). If specified, then in the UI, this parameter renders as a dropdown select list. If left as None, parameter renders and freeform input text field.

PERIOD_VALUES: ClassVar[List[int]] = [2, 3, 4, 5, 8, 9, 10, 12, 14, 15, 20, 26, 30, 40, 50, 60, 70, 80, 90, 100, 120, 130, 140, 150, 180, 200, 250, 300]

def toDict(self) -> Dict[str, Any]:

@staticmethod

def fromDict( json_dict: Dict[str, Any]) -> IndicatorParamSpec:

class IndicatorValueType(builtins.str, enum.Enum):

Indicator ValueType can possibly used by Investfly to validate expression and optimize experience for users For e.g, all Indicators of same valueType can be plotted in the same y-axis

PRICE = PRICE

PERCENT = PERCENT

RATIO = RATIO

BOOLEAN = BOOLEAN

NUMBER = NUMBER

Inherited Members

enum.Enum: name; value
builtins.str: encode; replace; split; rsplit; join; capitalize; casefold; title; center; count; expandtabs; find; partition; index; ljust; lower; lstrip; rfind; rindex; rjust; rstrip; rpartition; splitlines; strip; swapcase; translate; upper; startswith; endswith; removeprefix; removesuffix; isascii; islower; isupper; istitle; isspace; isdecimal; isdigit; isnumeric; isalpha; isalnum; isidentifier; isprintable; zfill; format; format_map; maketrans

class IndicatorSpec:

IndicatorSpec(name: str)

indicatorId: str

name: str

description: str

valueType: IndicatorValueType

params: Dict[str, IndicatorParamSpec]

def addParam( self, paramName: str, paramSpec: IndicatorParamSpec) -> None:

def toJsonDict(self) -> Dict[str, Any]:

@staticmethod

def fromDict(json_dict: Dict[str, Any]) -> IndicatorSpec:

class Indicator(abc.ABC):

The primary class to implement a custom Indicator. A Custom Indicator is like standard indicator (e.g SMA, RSI) and can be used in any place that standard indicator can be used (e.g screener, charts, strategy etc) Investfly comes with a set of standard indicators. If you find that the indicator you want is not supported or you can a small variation (e.g SMA but with using Heikin Ashi Candles), then you can use this function

@abstractmethod

def getIndicatorSpec(self) -> IndicatorSpec:

Return IndicatorSpec with name, description, required params, and valuetype See IndicatorSpec abstract class for more details

Returns

IndicatorSpec

def getDataSourceType(self) -> investfly.models.SecurityFilterModels.DataSource:

Return the DataSource that this indicator is based on. Possible values are: DataSource.BARS, DataSource.QUOTE, DataSource.NEWS, DataSource.FINANCIAL

Returns

investfly.models.SecurityFilterModels.DataSource

@abstractmethod

def computeSeries( self, params: Dict[str, Any], data: List[Any]) -> List[investfly.models.CommonModels.DatedValue]:

Compute indicator series based on provided input timed data series and parameter values. This function must return List of indicator values instead of only the most recent single value because indicator series is required to plot in the price chart and also to use in backtest The timestamps in the investfly.models.CommonModels.DatedValue must correspond to timestamps in input data The length of input data depends on context (e.g is this indicator being evaluated for backtest or screener?) and dataCountToComputeCurrentValue function below

Parameters

params: User supplied indicator parameter values. The keys match the keys from IndicatorSpec.params
data: List of timed data values as specified in Indicator.getDataSourceType.

Returns

List of investfly.models.CommonModels.DatedValue representing indicator values for each timeunit

def dataCountToComputeCurrentValue(self, params: Dict[str, Any]) -> int | None:

When this indicator is used in screener and trading strategy when is evaluated in real-time, only the "current" value of the indicator is required. The historical values are NOT required. Therefore, when the system calls computeSeries above with all available data (e.g 10 years of historical bars), then it is un-necessarily slow and wasteful. This function is used to control the size of input data that will be passed to computeSeries method above.

The default implementation tries to make the best guess, but override as needed

Parameters

params: User supplied input parameter values

Returns

integer representing how many input data points are required to compute the 'current' indicator value. For e.g, if this was SMA indicator with period=5, then you should return 5

def validateParams(self, paramVals: Dict[str, Any]):

def addStandardParamsToDef(self, indicatorDef: IndicatorSpec):