kenshodigital/chart

Calculates indicators for technical chart analysis.

2.1.1 2024-08-04 21:22 UTC

Requires

• php: ^8.2
• brick/math: ^0.12

Requires (Dev)

• phpstan/phpstan: ^1.11
• phpunit/phpunit: ^11.3

MIT

• Jens Scherbl

• stocks
• stock market
• technical indicators
• technical analysis
• chart analysis
• stock prices
• stock price analysis
• stock chart analysis

README

Calculates indicators for technical chart analysis in PHP.

General

• PHP 8.2
• Minimal dependencies.
• Uses brick/math for arbitrary precision numbers.
• Avoids redundant calculations and keeps the overall complexity low.
• Unit- and integration tested against other libraries and real-world data.

Audience

The library assumes a basic understanding of technical analysis and how to use these indicators.

Installation

composer require kenshodigital/chart ^2.1

Usage

• Prepare chart
• Calculate indicators
• Calculate trend indicators

Prepare chart

<?php declare(strict_types=1);

use Kensho\Chart\Chart\ChartFactory;

$chart = ChartFactory::bootstrap([
    '2023-01-25' => [
        'open'   => '140.8900',
        'high'   => '142.4300',
        'low'    => '138.8100',
        'close'  => '141.8600',
        'volume' => '65799349',
    ],
    '2023-01-26' => [
        'open'   => '143.1700',
        'high'   => '144.2500',
        'low'    => '141.9000',
        'close'  => '143.9600',
        'volume' => '54105068',
    ],
    // ...
]);

Calculate indicators

• SMA
• EMA
• +DI & -DI
• ADX

SMA (Simple Moving Average)

$period = 7;
$result = $chart->getSMA($period);

// '2023-01-25' => null,
// '2023-01-26' => null,
// ...
// '2023-02-02' => '145.0414',
// '2023-02-03' => '146.8471',
// ...

EMA (Exponential Moving Average)

$period = 7;
$result = $chart->getEMA($period);

// '2023-01-25' => null,
// '2023-01-26' => null,
// ...
// '2023-02-02' => '145.6779',
// '2023-02-03' => '147.8834',
// ...

+DI & -DI (Positive- & Negative Directional Indicator)

$period = 7;
$result = $chart->getDI($period);

// '2023-01-25' => [
//     'DIp' => null,
//     'DIm' => null,
// ],
// '2023-01-26' => [
//     'DIp' => null,
//     'DIm' => null, 
// ],
// ...
// '2023-02-02' => [
//     'DIp' => '44.1913',
//     'DIm' =>  '3.0372',
// ],
// '2023-02-03' => [
//     'DIp' => '50.3535',
//     'DIm' =>  '2.1344',
// ],
// ...

ADX (Average Directional Index)

$period = 7;
$result = $chart->getADX($period);

// '2023-01-25' => null,
// '2023-01-26' => null,
// ...
// '2023-02-10' => '85.4433',
// '2023-02-13' => '83.2376',
// ...

Calculate trend indicators

Calculate all trend indicators (SMA, EMA, +DI, -DI and ADX) in a single run.

$SMAPeriod = 20
$EMAPeriod = 10;
$result    = $chart->getTrend($SMAPeriod, $EMAPeriod);

// '2023-01-25' => [
//     'close' => '141.8600',
//     'SMA'   => null,
//     'EMA'   => null,
//     'DIp'   => null,
//     'DIm'   => null,
//     'ADX'   => null,
// ],
// ...
// '2023-02-07' => [
//     'close' => '154.6500',
//     'SMA'   => null,
//     'EMA'   => '148.8578',
//     'DIp'   =>  '45.1810',
//     'DIm'   =>   '1.8100',
//     'ADX'   => null,
// ],
// ...
// '2023-02-22' => [
//     'close' => '148.9100',
//     'SMA'   => '149.8000',
//     'EMA'   => '151.0938',
//     'DIp'   =>  '28.7024',
//     'DIm'   =>  '18.6931',
//     'ADX'   =>  '67.8187',
// ],
// ...

FAQ

Why are numeric values represented as strings?

Note about floating-point values: instantiating from a float might be unsafe, as floating-point values are imprecise by design, and could result in a loss of information. Always prefer instantiating from a string, which supports an unlimited number of digits.

— brick/math