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fisher

Perform the Fisher Transform.

A technical indicator created by John F. Ehlers that converts prices into a Gaussian normal distribution. The indicator highlights when prices have moved to an extreme, based on recent prices. This may help in spotting turning points in the price of an asset. It also helps show the trend and isolate the price waves within a trend.

Examples

from openbb import obb
# Perform the Fisher Transform.
stock_data = obb.equity.price.historical(symbol='TSLA', start_date='2023-01-01', provider='fmp')
fisher_data = obb.technical.fisher(data=stock_data.results, length=14, signal=1)
obb.technical.fisher(length=2, 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

data: list[openbb_core.provider.abstract.data.Data]
list of data to apply the indicator to.

index: str
Default: date
Index column name, by default 'date'

length: int
Default: 14
Fisher period, by default 14

signal: int
Default: 1
Fisher Signal period, by default 1


Returns

results: list[Data]

Serializable results.

provider: None

Provider name.

warnings: Optional[list[Warning_]]

list of warnings.

chart: Optional[Chart]

Chart object.

extra: dict[str, Any]

Extra info.