Quick Start

Installation

pip install ferro-ta

# For Pandas support:
pip install ferro-ta pandas

# For benchmarks:
pip install ferro-ta pytest-benchmark

Basic Usage

All functions accept NumPy arrays and return NumPy arrays:

import numpy as np
from ferro_ta import SMA, EMA, RSI, MACD, BBANDS, ATR

close = np.array([44.34, 44.09, 44.15, 43.61, 44.33, 44.83, 45.10, 45.15, 43.61, 44.33])
high  = close + 0.5
low   = close - 0.5

# Single output
sma  = SMA(close, timeperiod=5)
ema  = EMA(close, timeperiod=5)
rsi  = RSI(close, timeperiod=5)
atr  = ATR(high, low, close, timeperiod=5)

# Multi output
upper, middle, lower = BBANDS(close, timeperiod=5)
macd_line, signal, histogram = MACD(close)

Pandas Integration

All functions transparently accept pandas.Series and preserve the index:

import pandas as pd
from ferro_ta import SMA, BBANDS

idx   = pd.date_range("2024-01-01", periods=10, freq="D")
close = pd.Series([44.34, 44.09, 44.15, 43.61, 44.33,
                   44.83, 45.10, 45.15, 43.61, 44.33], index=idx)

sma = SMA(close, timeperiod=3)           # → pd.Series, same index
upper, mid, lower = BBANDS(close, timeperiod=3)  # → tuple of pd.Series

Streaming / Live Trading

Use the ferro_ta.streaming module for bar-by-bar processing:

from ferro_ta.streaming import StreamingSMA, StreamingRSI, StreamingATR

sma = StreamingSMA(period=5)
rsi = StreamingRSI(period=14)
atr = StreamingATR(period=14)

for bar in live_feed:
    current_sma = sma.update(bar.close)
    current_rsi = rsi.update(bar.close)
    current_atr = atr.update(bar.high, bar.low, bar.close)

Extended Indicators

from ferro_ta import VWAP, SUPERTREND, ICHIMOKU, DONCHIAN, PIVOT_POINTS
import numpy as np

high  = np.array([...])
low   = np.array([...])
close = np.array([...])
vol   = np.array([...])

# VWAP
vwap = VWAP(high, low, close, vol)
rolling_vwap = VWAP(high, low, close, vol, timeperiod=14)

# Supertrend
st_line, direction = SUPERTREND(high, low, close, timeperiod=7, multiplier=3.0)

# Ichimoku Cloud
tenkan, kijun, senkou_a, senkou_b, chikou = ICHIMOKU(high, low, close)

# Donchian Channels
dc_upper, dc_mid, dc_lower = DONCHIAN(high, low, timeperiod=20)

# Pivot Points
pivot, r1, s1, r2, s2 = PIVOT_POINTS(high, low, close, method="classic")

Derivatives Analytics

from ferro_ta.analysis.options import greeks, option_price
from ferro_ta.analysis.futures import basis

call_price = option_price(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
call_greeks = greeks(100.0, 100.0, 0.05, 1.0, 0.20, option_type="call")
front_basis = basis(100.0, 103.0)

See Derivatives Analytics for the full analytics surface, including implied volatility inversion, smile metrics, strike selection, futures curve tools, strategy schemas, and multi-leg payoff helpers.