Commodity Channel Index (CCI)

get_cci(quotes, lookback_periods=20)

Parameters

name	type	notes
`quotes`	Iterable[Quote]	Iterable of the Quote class or its sub-class. • See here for usage with pandas.DataFrame
`lookback_periods`	int, default 20	Number of periods (`N`) in the moving average. Must be greater than 0.

Historical quotes requirements

You must have at least N+1 periods of quotes to cover the warmup periods.

quotes is an Iterable[Quote] collection of historical price quotes. It should have a consistent frequency (day, hour, minute, etc). See the Guide for more information.

Return

CCIResults[CCIResult]

This method returns a time series of all available indicator values for the quotes provided.
CCIResults is just a list of CCIResult.
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 N-1 periods will have None values since there’s not enough data to calculate.

CciResult

name	type	notes
`date`	datetime	Date
`cci`	float, Optional	Commodity Channel Index

Utilities

See Utilities and Helpers for more information.

Example

from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_historical_quotes("SPY")

# Calculate 20-period CCI
results = indicators.get_cci(quotes, 20)

About Commodity Channel Index (CCI)

Created by Donald Lambert, the Commodity Channel Index is an oscillator depicting deviation from typical price range, often used to identify cyclical trends. [Discuss] 💬