Technical analysis of financial instruments

With technical analysis of assets, metrics (such as cumulative returns and volatility) are calculated to compare various assets to each other. As with the previous two sections in this chapter, we will be writing a module with classes to help us. We will need the StockAnalyzer class for technical analysis of a single asset and the AssetGroupAnalyzer class for technical analysis of a group of assets. These classes are in the stock_analysis/stock_analyzer.py file.

As with the other modules, we will start with our docstring and imports:

"""Classes for technical analysis of assets."""
import math
from .utils import validate_df

The StockAnalyzer class

For analyzing individual assets, we will build the StockAnalyzer class, which calculates metrics for a given asset. The following UML diagram shows all the metrics that it provides:

Figure 7.19 – Structure of the StockAnalyzer...