investfly.utils.CommonUtils

Data-conversion helpers for implementing custom indicators.

def createPandasDf( bars: List[investfly.models.marketdata.Bar]) -> pandas.core.frame.DataFrame:

Convert market bars to a pandas data frame indexed by timestamp.

def extractCloseSeries( bars: List[investfly.models.marketdata.Bar]) -> Tuple[List[datetime.datetime], List[float]]:

Return parallel timestamp and close-price lists from market bars.

def extractOHLCSeries( bars: List[investfly.models.marketdata.Bar]) -> Tuple[List[datetime.datetime], List[float], List[float], List[float], List[float]]:

Return parallel timestamp, open, high, low, and close lists from bars.

def pandasSeriesToList( series: pandas.core.series.Series) -> List[investfly.models.common.DatedValue]:

Convert a timestamp-indexed pandas series to non-NaN dated values.

def createListOfDatedValue( dates: List[datetime.datetime], values: numpy.ndarray[typing.Any, numpy.dtype[numpy.float64]]):

Pair timestamps with non-NaN values from a NumPy array.

def floatListToDatedValueList(dates: List[datetime.datetime], values: List[float | int]):

Pair parallel timestamp and numeric lists as dated values.

def toHeikinAshi( bars: List[investfly.models.marketdata.Bar]) -> List[investfly.models.marketdata.Bar]:

Transform standard OHLC bars into Heikin-Ashi bars.