Commodity Channel Index (CCI)

get_cci(quotes, lookback_periods=20)


name type notes
quotes Iterable[Quote] Iterable(such as list or an object having __iter__()) of the Quote class or its sub-class.
Need help 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.




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


See Utilities and Helpers for more information.


from stock_indicators import indicators

# This method is NOT a part of the library.
quotes = get_history_from_feed("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] :speech_balloon: