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Latest version: v0.1.46

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0.1.46

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Added

* RollingSigmaClip
* Relu
* Elu
* Selu
* Sigmoid
* Tanh
* Softsign
* Linear

0.1.35

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* Improved documentation

0.1.34

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0.1.33

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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

0.1.32

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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.

0.1.31

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Added
* The indicator.transform() member functions can now transform multi-dimensional numpy arrays.
* Added documentation.

Links

Releases

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