docs: Update docs for v1.3.0 (#379)

facioquo · May 6, 2024 · b5fa2f2 · b5fa2f2
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diff --git a/docs/_indicators/Adl.md b/docs/_indicators/Adl.md
@@ -47,7 +47,7 @@ ADLResults[ADLResult]
 
 ### Utilities
 
-- ~~[.to_quotes()]({{site.baseurl}}/utilities#convert-to-quotes)~~ <code style='color: #d32f2f; important'>[deprecated]</code>
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
 

diff --git a/docs/_indicators/Adx.md b/docs/_indicators/Adx.md
@@ -48,6 +48,7 @@ ADXResults[ADXResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Alligator.md b/docs/_indicators/Alligator.md
@@ -52,6 +52,7 @@ AlligatorResults[AlligatorResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Alma.md b/docs/_indicators/Alma.md
@@ -45,6 +45,7 @@ ALMAResults[ALMAResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Aroon.md b/docs/_indicators/Aroon.md
@@ -45,6 +45,7 @@ AroonResults[AroonResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Atr.md b/docs/_indicators/Atr.md
@@ -52,6 +52,7 @@ ATRResults[ATRResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/AtrStop.md b/docs/_indicators/AtrStop.md
@@ -0,0 +1,96 @@
+---
+title: ATR Trailing Stop
+description: Created by Welles Wilder, the ATR Trailing Stop indicator attempts to determine the primary trend of financial market prices by using Average True Range (ATR) band thresholds.  It can indicate a buy/sell signal or a trailing stop when the trend changes.
+permalink: /indicators/AtrStop/
+type: price-trend
+layout: indicator
+---
+
+# {{ page.title }}
+
+><span class="indicator-syntax">**get_atr_stop**(*quotes, lookback_periods=21, multiplier=3, end_type=EndType.CLOSE*)</span>
+
+## Parameters
+
+| name | type | notes
+| -- |-- |--
+| `quotes` | Iterable[Quote] | Iterable of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). <br><span class='qna-dataframe'> • [See here]({{site.baseurl}}/guide/#using-pandasdataframe) for usage with pandas.DataFrame</span>
+| `lookback_periods` | int, *default 21* | Number of periods (`N`) for the ATR evaluation.  Must be greater than 1.
+| `multiplier` | float, *default 3* | Multiplier sets the ATR band width.  Must be greater than 0 and is usually set around 2 to 3.
+| `end_type` | EndType, *default EndType.Close* | Determines whether `Close` or `High/Low` is used as basis for stop offset.  See [EndType options](#endtype-options) below.
+
+### Historical quotes requirements
+
+You must have at least `N+100` periods of `quotes` to cover the convergence periods.  Since this uses a smoothing technique, we recommend you use at least `N+250` periods prior to the intended usage date for optimal precision.
+
+`quotes` is an `Iterable[Quote]` collection of historical price quotes.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information.
+
+### EndType options
+
+```python
+from stock_indicators.indicators.common.enums import EndType
+```
+
+| type | description
+|-- |--
+| `CLOSE` | Stop offset from `Close` price (default)
+| `HIGH_LOW` | Stop offset from `High` or `Low` price
+
+## Returns
+
+```python
+AtrStopResults[AtrStopResult]
+```
+
+- This method returns a time series of all available indicator values for the `quotes` provided.
+- `AtrStopResults` is just a list of `AtrStopResult`.
+- It always returns the same number of elements as there are in the historical quotes.
+- It does not return a single incremental indicator value.
+- The first `N` periods will have `None` AtrStop values since there's not enough data to calculate.
+
+>&#9886; **Convergence warning**: the line segment before the first reversal and the first `N+100` periods are unreliable due to an initial guess of trend direction and precision convergence for the underlying ATR values.
+
+### AtrStopResult
+
+| name | type | notes
+| -- |-- |--
+| `date` | datetime | Date
+| `atr_stop` | Decimal, Optional  | ATR Trailing Stop line contains both Upper and Lower segments
+| `buy_stop` | Decimal, Optional  | Upper band only (green)
+| `sell_stop` | Decimal, Optional  | Lower band only (red)
+
+`buy_stop` and `sell_stop` values are provided to differentiate buy vs sell stop lines and to clearly demark trend reversal.  `atr_stop` is the contiguous combination of both upper and lower line data.
+
+### Utilities
+
+- [.condense()]({{site.baseurl}}/utilities#condense)
+- [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
+- [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
+- [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
+
+See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information.
+
+## Example
+
+```python
+from stock_indicators import indicators
+
+# This method is NOT a part of the library.
+quotes = get_historical_quotes("SPY")
+
+# calculate 21-period ATR Stop
+results = indicators.get_atr_stop(quotes)
+```
+
+## About {{ page.title }}
+
+Created by Welles Wilder, the ATR Trailing Stop indicator attempts to determine the primary trend of Close prices by using [Average True Range (ATR)]({{site.baseurl}}/indicators/Atr/#content) band thresholds.  It can indicate a buy/sell signal or a trailing stop when the trend changes.
+[[Discuss] &#128172;]({{site.dotnet.repo}}/discussions/724 "Community discussion about this indicator")
+
+![chart for {{page.title}}]({{site.dotnet.charts}}/AtrStop.png)
+
+
+### Sources
+
+- [C# core]({{site.dotnet.src}}/a-d/AtrStop/AtrStop.Series.cs)
+- [Python wrapper]({{site.python.src}}/atr_stop.py)
diff --git a/docs/_indicators/Awesome.md b/docs/_indicators/Awesome.md
@@ -46,6 +46,7 @@ AwesomeResults[AwesomeResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Beta.md b/docs/_indicators/Beta.md
@@ -63,6 +63,7 @@ BetaResults[BetaResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/BollingerBands.md b/docs/_indicators/BollingerBands.md
@@ -49,6 +49,7 @@ BollingerBandsResults[BollingerBandsResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Bop.md b/docs/_indicators/Bop.md
@@ -44,6 +44,7 @@ BOPResults[BOPResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Cci.md b/docs/_indicators/Cci.md
@@ -43,6 +43,7 @@ CCIResults[CCIResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/ChaikinOsc.md b/docs/_indicators/ChaikinOsc.md
@@ -51,6 +51,7 @@ ChaikinOscResults[ChaikinOscResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Chandelier.md b/docs/_indicators/Chandelier.md
@@ -56,6 +56,7 @@ ChandelierResults[ChandelierResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Chop.md b/docs/_indicators/Chop.md
@@ -43,6 +43,7 @@ ChopResults[ChopResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Cmf.md b/docs/_indicators/Cmf.md
@@ -47,6 +47,7 @@ CMFResults[CMFResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Cmo.md b/docs/_indicators/Cmo.md
@@ -0,0 +1,75 @@
+---
+title: Chande Momentum Oscillator (CMO)
+description: The Chande Momentum Oscillator is a momentum indicator depicting the weighted percent of higher prices in financial markets.
+permalink: /indicators/Cmo/
+type: oscillator
+layout: indicator
+---
+
+# {{ page.title }}
+
+><span class="indicator-syntax">**get_cmo**(*quotes, lookback_periods*)</span>
+
+## Parameters
+
+| name | type | notes
+| -- | -- | --
+| `quotes` | Iterable[Quote] | Iterable of the [Quote class]({{site.baseurl}}/guide/#historical-quotes) or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes). <br><span class='qna-dataframe'> • [See here]({{site.baseurl}}/guide/#using-pandasdataframe) for usage with pandas.DataFrame</span>
+| `lookback_periods` | int | Number of periods (`N`) in the lookback window.  Must be greater than 0.
+
+### Historical quotes requirements
+
+You must have at least `N+1` periods of `quotes` to cover the warmup periods.
+
+`quotes` is an `Iterable[Quote]` collection of historical price quotes.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information.
+
+## Returns
+
+```python
+CMOResults[CMOResult]
+```
+
+- This method returns a time series of all available indicator values for the `quotes` provided.
+- `CMOResults` is just a list of `CMOResult`.
+- It always returns the same number of elements as there are in the historical quotes.
+- It does not return a single incremental indicator value.
+- The first `N` periods will have `None` values for CMO since there's not enough data to calculate.
+
+### CmoResult
+
+| name | type | notes
+| -- |-- |--
+| `date` | datetime | Date
+| `cmo` | float, Optional | Chande Momentum Oscillator
+
+### Utilities
+
+- [.condense()]({{site.baseurl}}/utilities#condense)
+- [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
+- [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
+- [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
+
+See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information.
+
+## Example
+
+```python
+from stock_indicators import indicators
+
+# This method is NOT a part of the library.
+quotes = get_historical_quotes("SPY")
+
+results = indicators.get_cmo(quotes, lookback_periods)
+```
+
+## About {{ page.title }}
+
+Created by Tushar Chande, the [Chande Momentum Oscillator](https://www.investopedia.com/terms/c/chandemomentumoscillator.asp) is a weighted percent of higher prices over a lookback window.
+[[Discuss] &#128172;]({{site.dotnet.repo}}/discussions/892 "Community discussion about this indicator")
+
+![chart for {{page.title}}]({{site.dotnet.charts}}/Cmo.png)
+
+### Sources
+
+- [C# core]({{site.dotnet.src}}/a-d/Cmo/Cmo.Series.cs)
+- [Python wrapper]({{site.python.src}}/cmo.py)
diff --git a/docs/_indicators/ConnorsRsi.md b/docs/_indicators/ConnorsRsi.md
@@ -50,6 +50,7 @@ ConnorsRSIResults[ConnorsRSIResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Correlation.md b/docs/_indicators/Correlation.md
@@ -49,6 +49,7 @@ CorrelationResults[CorrelationResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Dema.md b/docs/_indicators/Dema.md
@@ -45,6 +45,7 @@ DEMAResults[DEMAResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Donchian.md b/docs/_indicators/Donchian.md
@@ -47,6 +47,7 @@ DonchianResults[DonchianResult]
 
 ### Utilities
 
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)

diff --git a/docs/_indicators/Dpo.md b/docs/_indicators/Dpo.md
@@ -44,7 +44,7 @@ DPOResults[DPOResult]
 
 ### Utilities
 
-- ~~[.to_quotes()]({{site.baseurl}}/utilities#convert-to-quotes)~~ <code style='color: #d32f2f; important'>[deprecated]</code>
+- [.condense()]({{site.baseurl}}/utilities#condense)
 - [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
 - [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)