Changelog

All notable changes to this project are documented in this file.

[Unreleased] - yyyy-mm-dd

Version v0.1.46 (2024-11-02)

Added

  • RollingSigmaClip

  • Relu

  • Elu

  • Selu

  • Sigmoid

  • Tanh

  • Softsign

  • Linear

Version v0.1.35 (2024-11-01)

  • Improved documentation

Version v0.1.34 (2024-10-31)

Version v0.1.33 (2024-10-31)

Added

Data handeling

  • fillna

  • ffill

  • clip

Math

  • Abs

  • Sign

  • Exp

  • Log

  • Sqrt

  • Erf

  • Erfc

Simple transforms

  • Diff

  • Lag

  • Return

  • LogReturn

Rolling window functions

  • rolling std

  • rolling skew

  • rolling kurtosis

  • rolling zscore

  • rolling min

  • rolling max

  • rolling median

  • rolling quantile

  • rolling rms

  • rolling poly1, 1rst order polynomial fit

  • rolling poly2, 2nd order polynomial fit

Exponentiually weighted functions

  • EwMean

  • EwStd

  • EwVar

  • EwSkew

  • EwKurt

  • EwRms

Filters

  • 2nd order Butterworth

Interface

  • support for iterator / generator processing

Fixed

  • Fixed incorrect results when applying transforms to a view on a numpy array.

Changed

  • removed the transform member functions

Version v0.1.32 (2024-10-20)

Added

  • Differences, Simple Return, Log Return, Rolling Sum, Simple Moving Average

Changed

  • removed initial_value from the constructor, we (for now) return NaN values when we cant resolve indicators.

Version v0.1.31 (2024-10-20)

Added

  • The indicator.transform() member functions can now transform multi-dimensional numpy arrays.

  • Added documentation.