Hey ,
Just merged a batch of changes into (the community-maintained fork of pandas-ta). Here's what dropped since 0.6.20:
🆕 New: Smart Money Concept Liquidity Sweep (smc_sweep)
Detects liquidity sweep candles — the "stop hunt" pattern where price breaks a recent swing high/low, gets rejected, and closes back inside. Returns +1 (bullish sweep), -1 (bearish sweep), 0 (none).
df.ta.smc_sweep(length=15, wick_mult=1.5, append=True) # → SMC_SWEEP_15_1.5 column: +1 / -1 / 0
length controls the swing lookback, wick_mult tunes how aggressive the wick rejection has to be relative to the candle body.
🔧 Ichimoku overhaul
Multiple bugs fixed in the accessor:
-
Returned a tuple instead of a DataFrame — broke
df.ta.ichimoku(append=True)for anyone not unwrapping -
Span columns had duplicated prefix/suffix in names
-
_mp_workerhad a special-case for ichimoku that conflicted with multiprocessing strategy runs -
New
append_spanparameter lets you optionally include the forward-projected cloud spans in the output
🔧 MACD Extended (macdext) silent fallback fixed
macdext was silently falling back twice when KAMA/MAMA matypes failed validation — you'd ask for one MA type, get a completely different one, no warning. Now it raises on invalid matype instead of guessing.
🔧 CPR now returns int8 instead of strings
CPR_POSITION and CPR_WIDTH_CLASS used to return string labels ("above_tc" etc.). Now returns int8 — plays nicer with vectorbt, numpy operations, and everything that expects numeric columns.
📦 Total: 193 indicators, 62 native CDL patterns (253 unique)
No TA-Lib required for any CDL pattern. TA-Lib optional for acceleration on 34 core indicators.
Install:
pip install pandas-ta-classic
Feedback welcome, especially on smc_sweep — parameter defaults (length=15, wick_mult=1.5) are reasonable starting points but SMC traders might have opinions.
Community maintained. PRs open.
