Canonical docs
In the research projects
The Python project owns its decimal momentum expression. The Compiled project declares the package’s percent-valued roc. The indicator reference develops these two preparation choices and keeps their units and warm-up behavior explicit.
What this package owns
Owns the public indicator function library, including moving averages, oscillators, volatility measures, price transforms, and candlestick-pattern helpers. Does not own higher-level feature engineering, target creation, or model training.
Key entry points
| Entry point | Use case | Notes |
|---|---|---|
limen.indicators.* exports |
Indicators in a manifest or custom prep pipeline | The package root re-exports the public indicator surface |
sma, ema, wilder_rsi, atr |
Common directional and volatility baselines | Frequently used in foundational SFDs |
bbands, bollinger_bands, bollinger_position |
Band-based regime or position signals | Inputs for higher-level feature construction |
macd, ppo, roc, stoch, stochrsi |
Momentum and oscillator families | Most emit multiple columns or parameterized output names |
Candlestick helpers like cdldoji |
Pattern flags aligned with TA-Lib semantics | Exported at the package root alongside the rest of the library |
Adjacent modules
limen.featuresconsumes indicator columns and turns them into more opinionated model inputs.limen.experiment.Manifestwires indicators into the prep pipeline through.add_indicator(roc).limen.datasupplies the OHLCV frames that most indicators expect.
Quick orientation
| Module or family | Responsibility |
|---|---|
ma, sma, ema, wma, tema, trima, t3 |
Moving averages and trend baselines |
rsi, wilder_rsi, cmo, willr, ultosc |
Momentum and oscillator families |
atr, natr, trange, stddev, var |
Volatility and range measures |
bbands, bollinger_bands, midpoint |
Band and price-position helpers |
macd, macdfix, macdext, ppo |
Multi-column momentum helpers |
cdl*.py |
Candlestick pattern detections |
indicators/├── README.md├── __init__.py├── _atr.py├── _ema.py├── _hilbert.py├── ad.py├── adosc.py├── apo.py├── atr.py├── avgprice.py├── bbands.py├── body_pct.py├── bollinger_bands.py├── bollinger_position.py├── bop.py├── cci.py├── cdl2crows.py├── cdl3blackcrows.py├── cdl3inside.py├── cdl3linestrike.py├── cdl3starsinsouth.py├── cdl3whitesoldiers.py├── cdlabandonedbaby.py├── cdladvancedblock.py├── cdlbelthold.py├── cdlclosingmarubozu.py├── cdlconcealbabyswall.py├── cdlcounterattack.py├── cdldarkcloudcover.py├── cdldoji.py├── cdldragonflydoji.py├── cdlengulfing.py├── cdlgravestonedoji.py├── cdlhammer.py├── cdlhangingman.py├── cdlharami.py├── cdlharamicross.py├── cdlhighwave.py├── cdlhikkake.py├── cdlhikkakemod.py├── cdlhomingpigeon.py├── cdlidentical3crows.py├── cdlinvertedhammer.py├── cdlladderbottom.py├── cdllongleggeddoji.py├── cdllongline.py├── cdlmarubozu.py├── cdlmatchinglow.py├── cdlmathold.py├── cdlonneck.py├── cdlpiercing.py├── cdlrickshawman.py├── cdlrisefall3methods.py├── cdlseparatinglines.py├── cdlshootingstar.py├── cdlshortline.py├── cdlspinningtop.py├── cdlstalledpattern.py├── cdlsticksandwich.py├── cdltakuri.py├── cdlthrusting.py├── cdltristar.py├── cdlunique3river.py├── cmo.py├── dema.py├── ema.py├── ht_dcperiod.py├── ht_dcphase.py├── ht_phasor.py├── ht_sine.py├── ht_trendline.py├── ht_trendmode.py├── kama.py├── linearreg.py├── linearreg_angle.py├── linearreg_intercept.py├── linearreg_slope.py├── ma.py├── macd.py├── macdext.py├── macdfix.py├── mama.py├── medprice.py├── mfi.py├── midpoint.py├── midprice.py├── mom.py├── natr.py├── obv.py├── ppo.py├── price_change_pct.py├── returns.py├── roc.py├── rocp.py├── rocr.py├── rocr100.py├── rolling_volatility.py├── rsi.py├── rsi_sma.py├── sar.py├── sarext.py├── sma.py├── sma_deviation_std.py├── stddev.py├── stoch.py├── stochastic_oscillator.py├── stochf.py├── stochrsi.py├── t3.py├── tema.py├── trange.py├── trima.py├── trix.py├── tsf.py├── typprice.py├── ultosc.py├── var.py├── wclprice.py├── wilder_rsi.py├── willr.py├── window_return.py└── wma.pyMerged source PR · 87894eb8Package layout · Limen 6.0.1 · current package validation · package source
Things to know
- Indicator functions accept Polars frames and append their documented columns. Most preserve eager or lazy frame execution; consult the individual signature and required input columns.
- Leading
nullrows are expected for rolling calculations. Manifest-driven prep drops them after the feature and indicator stage. - The public reference should be treated as the canonical list of exported helpers and output-column conventions.
- TA-Lib-aligned indicators keep naming and behavior close to that surface where applicable.