docs: general updates for v0.6.0 (#182)

+semver: minor Co-authored-by: Dave Skender <[email protected]>
facioquo · Mar 17, 2022 · 4de7202 · 4de7202
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diff --git a/docs/_includes/candle-result.md b/docs/_includes/candle-result.md
@@ -0,0 +1,8 @@
+### CandleResult
+
+| name | type | notes
+| -- |-- |--
+| `date` | datetime | Date
+| `price` | decimal, Optional | Price of the most relevant OHLC candle element when a signal is present
+| `signal` | [Signal]({{site.baseurl}}/guide/#signal) | Generated signal type
+| `candle` | [CandleProperties]({{site.baseurl}}/guide/#candle) | Candle properties
diff --git a/docs/_indicators/.unimplemented/VolSma.md b/docs/_indicators/.unimplemented/VolSma.md
diff --git a/docs/_indicators/Doji.md b/docs/_indicators/Doji.md
@@ -0,0 +1,72 @@
+---
+title: Doji (Preview)
+permalink: /indicators/Doji/
+layout: indicator
+type: candlestick-pattern
+---
+
+# {{ page.title }}
+<hr>
+
+## **get_doji**(*quotes, max_price_change_percent=0.001*)
+
+## Parameters
+
+| name | type | notes
+| -- |-- |--
+| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
+| `max_price_change_percent` | float, *default 0.001* | Optional.  Maximum absolute decimalized percent difference in open and close price.  Must be between 0 and 0.005, if specified.
+
+### Historical quotes requirements
+
+You must have at least one historical quote; however, more is typically provided since this is a chartable candlestick pattern.
+
+`quotes` is an `Iterable[Quote]` collection of historical price quotes.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information.
+
+## Return
+
+```python
+CandleResults[CandleResult]
+```
+
+- This method returns a time series of all available indicator values for the `quotes` provided.
+- `CandleResults` is just a list of `CandleResult`.
+- It always returns the same number of elements as there are in the historical quotes.
+- It does not return a single incremental indicator value.
+- The candlestick pattern is indicated on dates where `signal` is `Signal.NEUTRAL`.
+- `price` is `close` price; however, all OHLC elements are included in the `candle` properties.
+- There is no intrinsic basis or confirmation signal provided for this pattern.
+
+{% include candle-result.md %}
+
+### Utilities
+
+- [.condense()]({{site.baseurl}}/utilities#condense)
+- [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
+- [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
+
+See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information.
+
+## Example
+
+```python
+from stock_indicators import indicators
+
+# This method is NOT a part of the library.
+quotes = get_history_from_feed("SPY")
+
+# Calculate
+results = indicators.get_doji(quotes);
+```
+
+## About: {{ page.title }}
+
+[Doji](https://en.wikipedia.org/wiki/Doji) is a single candlestick pattern where open and close price are virtually identical, representing market indecision.
+[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/734 "Community discussion about this indicator")
+
+![image]({{site.charturl}}/Doji.png)
+
+### Sources
+
+- [C# core]({{site.base_sourceurl}}/a-d/Doji/Doji.cs)
+- [Python wrapper]({{site.sourceurl}}/doji.py)
diff --git a/docs/_indicators/Marubozu.md b/docs/_indicators/Marubozu.md
@@ -0,0 +1,72 @@
+---
+title: Marubozu (Preview)
+permalink: /indicators/Marubozu/
+layout: indicator
+type: candlestick-pattern
+---
+
+# {{ page.title }}
+<hr>
+
+## **get_marubozu**(*quotes, min_body_percent=0.95*)
+
+## Parameters
+
+| name | type | notes
+| -- |-- |--
+| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
+| `min_body_percent` | float, *default 0.95* | Minimum body size as a decimalized percent of total candle size.  Must be between 0.8 and 1, if specified.
+
+### Historical quotes requirements
+
+You must have at least one historical quote; however, more is typically provided since this is a chartable candlestick pattern.
+
+`quotes` is an `Iterable[Quote]` collection of historical price quotes.  It should have a consistent frequency (day, hour, minute, etc).  See [the Guide]({{site.baseurl}}/guide/#historical-quotes) for more information.
+
+## Return
+
+```csharp
+CandleResults[CandleResult]
+```
+
+- This method returns a time series of all available indicator values for the `quotes` provided.
+- `CandleResults` is just a list of `CandleResult`.
+- It always returns the same number of elements as there are in the historical quotes.
+- It does not return a single incremental indicator value.
+- The candlestick pattern is indicated on dates where `signal` is `Signal.BULL_SIGNAL` or `Signal.BEAR_SIGNAL`.
+- `price` is `close` price; however, all OHLC elements are included in the `candle` properties.
+- There is no intrinsic basis or confirmation signal provided for this pattern.
+
+{% include candle-result.md %}
+
+### Utilities
+
+- [.condense()]({{site.baseurl}}/utilities#condense)
+- [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
+- [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
+
+See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information.
+
+## Example
+
+```python
+from stock_indicators import indicators
+
+# This method is NOT a part of the library.
+quotes = get_history_from_feed("SPY")
+
+# Calculate
+results = indicators.get_marubozu(quotes);
+```
+
+## About: {{ page.title }}
+
+[Marubozu](https://en.wikipedia.org/wiki/Marubozu) is a single candlestick pattern that has no wicks, representing consistent directional movement.
+[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/512 "Community discussion about this indicator")
+
+![image]({{site.charturl}}/Marubozu.png)
+
+### Sources
+
+- [C# core]({{site.base_sourceurl}}/m-r/Marubozu/Marubozu.cs)
+- [Python wrapper]({{site.sourceurl}}/marubozu.py)
diff --git a/docs/_indicators/.unimplemented/Ultimate.md → docs/_indicators/Ultimate.md b/docs/_indicators/.unimplemented/Ultimate.md → docs/_indicators/Ultimate.md
@@ -6,25 +6,18 @@ layout: indicator
 ---
 
 # {{ page.title }}
+<hr>
 
-Created by Larry Williams, the [Ultimate Oscillator](https://en.wikipedia.org/wiki/Ultimate_oscillator) uses several lookback periods to weigh buying power against true range price to produce on oversold / overbought oscillator.
-[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/231 "Community discussion about this indicator")
-
-![image]({{site.charturl}}/Ultimate.png)
-
-```python
-// usage
-IEnumerable<UltimateResult> results =
-  quotes.GetUltimate(shortPeriods, middlePeriods, longPeriods)
-```
-
+## **get_ultimate**(*quotes, short_periods=7, middle_periods=14, long_periods=28*)
+
 ## Parameters
 
 | name | type | notes
 | -- |-- |--
-| `shortPeriods` | int | Number of periods (`S`) in the short lookback.  Must be greater than 0.  Default is 7.
-| `middlePeriods` | int | Number of periods (`M`) in the middle lookback.  Must be greater than `S`.  Default is 14.
-| `longPeriods` | int | Number of periods (`L`) in the long lookback.  Must be greater than `M`.  Default is 28.
+| `quotes` | Iterable[Quote] | Iterable(such as list or an object having `__iter__()`) of the Quote class or [its sub-class]({{site.baseurl}}/guide/#using-custom-quote-classes).
+| `short_periods` | int, *default 7* | Number of periods (`S`) in the short lookback.  Must be greater than 0.
+| `middle_periods` | int, *default 14* | Number of periods (`M`) in the middle lookback.  Must be greater than `S`.
+| `long_periods` | int, *default 28* | Number of periods (`L`) in the long lookback.  Must be greater than `M`.
 
 ### Historical quotes requirements
 
@@ -35,10 +28,11 @@ You must have at least `L+1` periods of `quotes` to cover the warmup periods.
 ## Return
 
 ```python
-IEnumerable<UltimateResult>
+UltimateResults[UltimateResult]
 ```
 
 - This method returns a time series of all available indicator values for the `quotes` provided.
+- `UltimateResults` is just a list of `UltimateResult`.
 - It always returns the same number of elements as there are in the historical quotes.
 - It does not return a single incremental indicator value.
 - The first `L-1` periods will have `None` Ultimate values since there's not enough data to calculate.
@@ -47,23 +41,37 @@ IEnumerable<UltimateResult>
 
 | name | type | notes
 | -- |-- |--
-| `Date` | DateTime | Date
-| `Ultimate` | decimal | Simple moving average for `N` lookback periods
+| `date` | datetime | Date
+| `ultimate` | Decimal, Optional | Simple moving average for `N` lookback periods
 
 ### Utilities
 
-- [.Find(lookupDate)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
-- [.RemoveWarmupPeriods()]({{site.baseurl}}/utilities#remove-warmup-periods)
-- [.RemoveWarmupPeriods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
+- [.find(lookup_date)]({{site.baseurl}}/utilities#find-indicator-result-by-date)
+- [.remove_warmup_periods()]({{site.baseurl}}/utilities#remove-warmup-periods)
+- [.remove_warmup_periods(qty)]({{site.baseurl}}/utilities#remove-warmup-periods)
 
 See [Utilities and Helpers]({{site.baseurl}}/utilities#utilities-for-indicator-results) for more information.
 
 ## Example
 
 ```python
-// fetch historical quotes from your feed (your method)
-IEnumerable<Quote> quotes = GetHistoryFromFeed("MSFT")
+from stock_indicators import indicators
+
+# This method is NOT a part of the library.
+quotes = get_history_from_feed("SPY")
 
-// calculate 20-period Ultimate
-IEnumerable<UltimateResult> results = quotes.GetUltimate(7,14,28)
+# calculate 20-period Ultimate
+results = indicators.get_ultimate(quotes, 7, 14, 28)
 ```
+
+## About: {{ page.title }}
+
+Created by Larry Williams, the [Ultimate Oscillator](https://en.wikipedia.org/wiki/Ultimate_oscillator) uses several lookback periods to weigh buying power against true range price to produce on oversold / overbought oscillator.
+[[Discuss] :speech_balloon:]({{site.github.base_repository_url}}/discussions/231 "Community discussion about this indicator")
+
+![image]({{site.charturl}}/Ultimate.png)
+
+### Sources
+
+- [C# core]({{site.base_sourceurl}}/s-z/Ultimate/Ultimate.cs)
+- [Python wrapper]({{site.sourceurl}}/ultimate.py)