Rich Data Input¶

New in version 0.3.1: FinOL now supports image data input. See Image Data Input for more details.

This section provides detailed definitions for the key data features in FinOL. These features can help describe and analyze financial time series from multiple perspectives. The following tables categorize these features into 8 main groups and list the name, function call and description for each feature. For the detailed computation process, please refer to feature_engineering().

OHLCV Features ¶

Feature Name	Function Call	Description
OPEN	`df.OPEN`	Open Price
HIGH	`df.HIGH`	High Price
LOW	`df.LOW`	Low Price
CLOSE	`df.CLOSE`	Close Price
VOLUME	`df.VOLUME`	Trading Volume

Overlap Features ¶

Feature Name	Function Call	Description
BBANDS_UPPER	`ta.BBANDS(df.CLOSE)[0]`	Bollinger Bands - Upper Band
BBANDS_MIDDLE	`ta.BBANDS(df.CLOSE)[1]`	Bollinger Bands - Middle Band
BBANDS_LOWER	`ta.BBANDS(df.CLOSE)[2]`	Bollinger Bands - Lower Band
DEMA	`ta.DEMA(df.CLOSE)`	Double Exponential Moving Average
EMA	`ta.EMA(df.CLOSE)`	Exponential Moving Average
HT_TRENDLINE	`ta.HT_TRENDLINE(df.CLOSE)`	Hilbert Transform - Instantaneous Trendline
KAMA	`ta.KAMA(df.CLOSE)`	Kaufman Adaptive Moving Average
MA	`ta.MA(df.CLOSE)`	Moving Average
MAMA	`ta.MAMA(df.CLOSE)[0]`	MESA Adaptive Moving Average - MAMA
MAMA_FAMA	`ta.MAMA(df.CLOSE)[1]`	MESA Adaptive Moving Average - FAMA
MAVP	`ta.MAVP(df.CLOSE, df.DATE)`	Moving Average with Variable Period
MIDPOINT	`ta.MIDPOINT(df.CLOSE)`	MidPoint over Period
MIDPRICE	`ta.MIDPRICE(df.HIGH, df.LOW)`	Midpoint Price over Period
SAR	`ta.SAR(df.HIGH, df.LOW)`	Parabolic SAR
SAREXT	`ta.SAREXT(df.HIGH, df.LOW)`	Parabolic SAR - Extended
SMA	`ta.SMA(df.CLOSE)`	Simple Moving Average
T3	`ta.T3(df.CLOSE)`	Triple Exponential Moving Average (T3)
TEMA	`ta.TEMA(df.CLOSE)`	Triple Exponential Moving Average
TRIMA	`ta.TRIMA(df.CLOSE)`	Triangular Moving Average
WMA	`ta.WMA(df.CLOSE)`	Weighted Moving Average

Momentum Features ¶

Feature Name	Function Call	Description
ADX	`ta.ADX(df.HIGH, df.LOW, df.CLOSE)`	Average Directional Movement Index
ADXR	`ta.ADXR(df.HIGH, df.LOW, df.CLOSE)`	Average Directional Movement Index Rating
APO	`ta.APO(df.CLOSE)`	Absolute Price Oscillator
AROON_UP	`ta.AROON(df.HIGH, df.LOW)[0]`	Aroon Up
AROON_DOWN	`ta.AROON(df.HIGH, df.LOW)[1]`	Aroon Down
AROONOSC	`ta.AROONOSC(df.HIGH, df.LOW)`	Aroon Oscillator
BOP	`ta.BOP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Balance Of Power
CCI	`ta.CCI(df.HIGH, df.LOW, df.CLOSE)`	Commodity Channel Index
CMO	`ta.CMO(df.CLOSE)`	Chande Momentum Oscillator
DX	`ta.DX(df.HIGH, df.LOW, df.CLOSE)`	Directional Movement Index
MACD	`ta.MACD(df.CLOSE)[0]`	Moving Average Convergence/Divergence
MACD_SIGNAL	`ta.MACD(df.CLOSE)[1]`	MACD Signal Line
MACD_HIST	`ta.MACD(df.CLOSE)[2]`	MACD Histogram
MACDEXT	`ta.MACDEXT(df.CLOSE)[0]`	MACD with controllable MA type
MACDEXT_SIGNAL	`ta.MACDEXT(df.CLOSE)[1]`	MACDEXT Signal Line
MACDEXT_HIST	`ta.MACDEXT(df.CLOSE)[2]`	MACDEXT Histogram
MACDFIX	`ta.MACDFIX(df.CLOSE)[0]`	Moving Average Convergence/Divergence Fix 12/26
MACDFIX_SIGNAL	`ta.MACDFIX(df.CLOSE)[1]`	MACDFIX Signal Line
MACDFIX_HIST	`ta.MACDFIX(df.CLOSE)[2]`	MACDFIX Histogram
MFI	`ta.MFI(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Money Flow Index
MINUS_DI	`ta.MINUS_DI(df.HIGH, df.LOW, df.CLOSE)`	Minus Directional Indicator
MINUS_DM	`ta.MINUS_DM(df.HIGH, df.LOW)`	Minus Directional Movement
MOM	`ta.MOM(df.CLOSE)`	Momentum
PLUS_DI	`ta.PLUS_DI(df.HIGH, df.LOW, df.CLOSE)`	Plus Directional Indicator
PLUS_DM	`ta.PLUS_DM(df.HIGH, df.LOW)`	Plus Directional Movement
PPO	`ta.PPO(df.CLOSE)`	Percentage Price Oscillator
ROC	`ta.ROC(df.CLOSE)`	Rate of change: ((price/prevPrice)-1)*100
ROCP	`ta.ROCP(df.CLOSE)`	Rate of change Percentage: (price-prevPrice)/prevPrice
ROCR	`ta.ROCR(df.CLOSE)`	Rate of change ratio: (price/prevPrice)
ROCR100	`ta.ROCR100(df.CLOSE)`	Rate of change ratio 100 scale: (price/prevPrice)*100
RSI	`ta.RSI(df.CLOSE)`	Relative Strength Index
STOCH_K	`ta.STOCH(df.HIGH, df.LOW, df.CLOSE)[0]`	Stochastic %K
STOCH_D	`ta.STOCH(df.HIGH, df.LOW, df.CLOSE)[1]`	Stochastic %D
STOCHF_K	`ta.STOCHF(df.HIGH, df.LOW, df.CLOSE)[0]`	Stochastic Fast %K
STOCHF_D	`ta.STOCHF(df.HIGH, df.LOW, df.CLOSE)[1]`	Stochastic Fast %D
STOCHRSI_K	`ta.STOCHRSI(df.CLOSE)[0]`	Stochastic RSI %K
STOCHRSI_D	`ta.STOCHRSI(df.CLOSE)[1]`	Stochastic RSI %D
TRIX	`ta.TRIX(df.CLOSE)`	1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
ULTOSC	`ta.ULTOSC(df.HIGH, df.LOW, df.CLOSE)`	Ultimate Oscillator
WILLR	`ta.WILLR(df.HIGH, df.LOW, df.CLOSE)`	Williams’ %R

Volume Features ¶

Feature Name	Function Call	Description
AD	`ta.AD(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Chaikin A/D Line
ADOSC	`ta.ADOSC(df.HIGH, df.LOW, df.CLOSE, df.VOLUME)`	Chaikin A/D Oscillator
OBV	`ta.OBV(df.CLOSE, df.VOLUME)`	On Balance Volume

Cycle Features ¶

Feature Name	Function Call	Description
HT_DCPERIOD	`ta.HT_DCPERIOD(df.CLOSE)`	Hilbert Transform - Dominant Cycle Period
HT_DCPHASE	`ta.HT_DCPHASE(df.CLOSE)`	Hilbert Transform - Dominant Cycle Phase
HT_PHASOR_INPHASE	`ta.HT_PHASOR(df.CLOSE)[0]`	Hilbert Transform - Phasor Components, In-Phase Component
HT_PHASOR_QUADRATURE	`ta.HT_PHASOR(df.CLOSE)[1]`	Hilbert Transform - Phasor Components, Quadrature Component
HT_SINE_LEADSINE	`ta.HT_SINE(df.CLOSE)[0]`	Hilbert Transform - SineWave, Lead SineWave
HT_SINE_SINEWAVE	`ta.HT_SINE(df.CLOSE)[1]`	Hilbert Transform - SineWave, SineWave
HT_TRENDMODE	`ta.HT_TRENDMODE(df.CLOSE)`	Hilbert Transform - Trend vs Cycle Mode

Price Features ¶

Feature Name	Function Call	Description
AVGPRICE	`ta.AVGPRICE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Average Price
MEDPRICE	`ta.MEDPRICE(df.HIGH, df.LOW)`	Median Price
TYPPRICE	`ta.TYPPRICE(df.HIGH, df.LOW, df.CLOSE)`	Typical Price
WCLPRICE	`ta.WCLPRICE(df.HIGH, df.LOW, df.CLOSE)`	Weighted Close Price

Volatility Features ¶

Feature Name	Function Call	Description
ATR	`ta.ATR(df.HIGH, df.LOW, df.CLOSE)`	Average True Range
NATR	`ta.NATR(df.HIGH, df.LOW, df.CLOSE)`	Normalized Average True Range
TRANGE	`ta.TRANGE(df.HIGH, df.LOW, df.CLOSE)`	True Range

Pattern Features ¶

Feature Name	Function Call	Description
CDL2CROWS	`ta.CDL2CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Two Crows
CDL3BLACKCROWS	`ta.CDL3BLACKCROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Black Crows
CDL3INSIDE	`ta.CDL3INSIDE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Inside Up/Down
CDL3LINESTRIKE	`ta.CDL3LINESTRIKE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three-Line Strike
CDL3OUTSIDE	`ta.CDL3OUTSIDE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Outside Up/Down
CDL3STARSINSOUTH	`ta.CDL3STARSINSOUTH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Stars In The South
CDL3WHITESOLDIERS	`ta.CDL3WHITESOLDIERS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Three Advancing White Soldiers
CDLABANDONEDBABY	`ta.CDLABANDONEDBABY(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Abandoned Baby
CDLADVANCEBLOCK	`ta.CDLADVANCEBLOCK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Advance Block
CDLBELTHOLD	`ta.CDLBELTHOLD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Belt-Hold
CDLBREAKAWAY	`ta.CDLBREAKAWAY(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Breakaway
CDLCLOSINGMARUBOZU	`ta.CDLCLOSINGMARUBOZU(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Closing Marubozu
CDLCONCEALBABYSWALL	`ta.CDLCONCEALBABYSWALL(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Concealing Baby Swallow
CDLCOUNTERATTACK	`ta.CDLCOUNTERATTACK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Counterattack
CDLDARKCLOUDCOVER	`ta.CDLDARKCLOUDCOVER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Dark Cloud Cover
CDLDOJI	`ta.CDLDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Doji
CDLDOJISTAR	`ta.CDLDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Doji Star
CDLDRAGONFLYDOJI	`ta.CDLDRAGONFLYDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Dragonfly Doji
CDLENGULFING	`ta.CDLENGULFING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Engulfing Pattern
CDLEVENINGDOJISTAR	`ta.CDLEVENINGDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Evening Doji Star
CDLEVENINGSTAR	`ta.CDLEVENINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Evening Star
CDLGAPSIDESIDEWHITE	`ta.CDLGAPSIDESIDEWHITE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Up/Down-Gap Side-By-Side White Lines
CDLGRAVESTONEDOJI	`ta.CDLGRAVESTONEDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Gravestone Doji
CDLHAMMER	`ta.CDLHAMMER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hammer
CDLHANGINGMAN	`ta.CDLHANGINGMAN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hanging Man
CDLHARAMI	`ta.CDLHARAMI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Harami Pattern
CDLHARAMICROSS	`ta.CDLHARAMICROSS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Harami Cross Pattern
CDLHIGHWAVE	`ta.CDLHIGHWAVE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	High-Wave Candle
CDLHIKKAKE	`ta.CDLHIKKAKE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Hikkake Pattern
CDLHIKKAKEMOD	`ta.CDLHIKKAKEMOD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Modified Hikkake Pattern
CDLHOMINGPIGEON	`ta.CDLHOMINGPIGEON(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Homing Pigeon
CDLIDENTICAL3CROWS	`ta.CDLIDENTICAL3CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Identical Three Crows
CDLINNECK	`ta.CDLINNECK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	In-Neck Pattern
CDLINVERTEDHAMMER	`ta.CDLINVERTEDHAMMER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Inverted Hammer
CDLKICKING	`ta.CDLKICKING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Kicking
CDLKICKINGBYLENGTH	`ta.CDLKICKINGBYLENGTH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Kicking - Bull/Bear Determined by the Longer Marubozu
CDLLADDERBOTTOM	`ta.CDLLADDERBOTTOM(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Ladder Bottom
CDLLONGLEGGEDDOJI	`ta.CDLLONGLEGGEDDOJI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Long Legged Doji
CDLLONGLINE	`ta.CDLLONGLINE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Long Line Candle
CDLMARUBOZU	`ta.CDLMARUBOZU(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Marubozu
CDLMATCHINGLOW	`ta.CDLMATCHINGLOW(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Matching Low
CDLMATHOLD	`ta.CDLMATHOLD(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Mat Hold
CDLMORNINGDOJISTAR	`ta.CDLMORNINGDOJISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Morning Doji Star
CDLMORNINGSTAR	`ta.CDLMORNINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Morning Star
CDLONNECK	`ta.CDLONNECK(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	On-Neck Pattern
CDLPIERCING	`ta.CDLPIERCING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Piercing Pattern
CDLRICKSHAWMAN	`ta.CDLRICKSHAWMAN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Rickshaw Man
CDLRISEFALL3METHODS	`ta.CDLRISEFALL3METHODS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Rising/Falling Three Methods
CDLSEPARATINGLINES	`ta.CDLSEPARATINGLINES(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Separating Lines
CDLSHOOTINGSTAR	`ta.CDLSHOOTINGSTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Shooting Star
CDLSHORTLINE	`ta.CDLSHORTLINE(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Short Line Candle
CDLSPINNINGTOP	`ta.CDLSPINNINGTOP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Spinning Top
CDLSTALLEDPATTERN	`ta.CDLSTALLEDPATTERN(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Stalled Pattern
CDLSTICKSANDWICH	`ta.CDLSTICKSANDWICH(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Stick Sandwich
CDLTAKURI	`ta.CDLTAKURI(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Takuri (Dragonfly Doji with Very Long Lower Shadow)
CDLTASUKIGAP	`ta.CDLTASUKIGAP(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Tasuki Gap
CDLTHRUSTING	`ta.CDLTHRUSTING(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Thrusting Pattern
CDLTRISTAR	`ta.CDLTRISTAR(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Tristar Pattern
CDLUNIQUE3RIVER	`ta.CDLUNIQUE3RIVER(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Unique 3 River
CDLUPSIDEGAP2CROWS	`ta.CDLUPSIDEGAP2CROWS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Upside Gap Two Crows
CDLXSIDEGAP3METHODS	`ta.CDLXSIDEGAP3METHODS(df.OPEN, df.HIGH, df.LOW, df.CLOSE)`	Upside/Downside Gap Three Methods