adosc
Calculate the Accumulation/Distribution Oscillator.
Also known as the Chaikin Oscillator.
Essentially a momentum indicator, but of the Accumulation-Distribution line rather than merely price. It looks at both the strength of price moves and the underlying buying and selling pressure during a given time period. The oscillator reading above zero indicates net buying pressure, while one below zero registers net selling pressure. Divergence between the indicator and pure price moves are the most common signals from the indicator, and often flag market turning points.
Examples
from openbb import obb
# Get the Accumulation/Distribution Oscillator.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
adosc_data = obb.technical.adosc(data=stock_data.results, fast=3, slow=10, offset=0)
obb.technical.adosc(fast=2, slow=4, data='[{'date': '2023-01-02', 'open': 110.0, 'high': 120.0, 'low': 100.0, 'close': 115.0, 'volume': 10000.0}, {'date': '2023-01-03', 'open': 165.0, 'high': 180.0, 'low': 150.0, 'close': 172.5, 'volume': 15000.0}, {'date': '2023-01-04', 'open': 146.67, 'high': 160.0, 'low': 133.33, 'close': 153.33, 'volume': 13333.33}, {'date': '2023-01-05', 'open': 137.5, 'high': 150.0, 'low': 125.0, 'close': 143.75, 'volume': 12500.0}, {'date': '2023-01-06', 'open': 132.0, 'high': 144.0, 'low': 120.0, 'close': 138.0, 'volume': 12000.0}]')
Parameters
- standard
data: ForwardRef('Data') | ForwardRef('DataFrame') | ForwardRef('Series') | ForwardRef('ndarray') | dict | list
list of data to be used for the calculation.
index: str
Default: date
fast: int
Default: 3
Number of periods to be used for the fast calculation, by default 3.
slow: int
Default: 10
Number of periods to be used for the slow calculation, by default 10.
offset: int
Default: 0
Offset to be used for the calculation, by default 0.
Returns
results: list[Data]
Serializable results.
provider: str
Provider name.
warnings: Optional[list[Warning_]]
list of warnings.
chart: Optional[Chart]
Chart object.
extra: dict[str, Any]
Extra info.