Module basic_indicators 

Basic Indicators

The basic_indicators module provides foundational statistical calculations for time series price data. These are essential building blocks for more advanced technical indicators and can be used directly.

When to Use

Use these functions when you need raw statistics (mean, median, mode, etc.) or want to compose your own indicators.

Structure

• single: Functions that return a single value for a slice of prices.
• bulk: Functions that compute values of a slice of prices over a period and return a vector.

Included Indicators

Bulk

• absolute_deviation: Mean/Median/Mode absolute deviation over each period
• cauchy_iqr_scale: Cauchy IQR-based scale parameter over each period
• laplace_std_equivalent: Laplace standard deviation equivalent over each period
• log: Natural logarithm of each price
• log_difference: Difference in log(price) at t and t-1
• log_standard_deviation: Log standard deviation over each period
• mean: Average
• median: Median
• mode: Mode
• price_distribution: Distribution of prices (count of each unique price) over each period
• standard_deviation: Standard deviation
• student_t_adjusted_std: Student’s t-adjusted standard deviation over each period
• variance: Variance

Single

• absolute_deviation: Mean/Median/Mode absolute deviation
• cauchy_iqr_scale: Cauchy IQR-based scale parameter
• laplace_std_equivalent: Laplace standard deviation equivalent
• log_difference: Log difference between two prices
• log_standard_deviation: Log standard deviation
• max: Maximum price
• mean: Mean price
• median: Median price
• min: Minimum price
• mode: Mode price
• price_distribution: Distribution of prices (count of each unique price)
• standard_deviation: Standard deviation
• student_t_adjusted_std: Student’s t-adjusted standard deviation
• variance: Variance

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Modules

bulk

bulk: Functions that compute values of a slice of prices over a period and return a vector.

single

single: Functions that return a single value for a slice of prices