Pandas API contract

Contract

• All indicators accept pandas.Series (or 1-D DataFrame columns) and return pandas.Series — or a tuple of Series for multi-output functions (e.g. MACD, BBANDS) — with the original index preserved.

• Default OHLCV column names for DataFrames are open, high, low, close, volume.

• To use different column names, use ferro_ta.utils.get_ohlcv() to extract arrays/Series with configurable column names, then call the indicator.

Single Series

import pandas as pd
from ferro_ta import SMA, RSI
close = pd.Series([44.34, 44.09, 44.15], index=pd.date_range("2024-01-01", periods=3))
sma = SMA(close, timeperiod=2)   # returns pd.Series with same index

DataFrame with OHLCV (configurable column names)

import pandas as pd
from ferro_ta import ATR, RSI
from ferro_ta.utils import get_ohlcv

df = pd.DataFrame({
    "Open": [1, 2, 3], "High": [1.1, 2.1, 3.1],
    "Low": [0.9, 1.9, 2.9], "Close": [1.05, 2.05, 3.05],
}, index=pd.date_range("2024-01-01", periods=3, freq="D"))

o, h, l, c, v = get_ohlcv(df, open_col="Open", high_col="High",
                          low_col="Low", close_col="Close", volume_col=None)
atr = ATR(h, l, c, timeperiod=2)   # index preserved
rsi = RSI(c, timeperiod=2)         # index preserved

Multi-output

Functions like MACD and BBANDS return a tuple of pandas.Series, all with the same index as the input.

See also

• ferro_ta.utils — get_ohlcv() for DataFrame OHLCV extraction.