import pandas as pd
import ta
def calculate_vwap(df: pd.DataFrame) -> pd.Series:
"""Calculate Volume Weighted Average Price."""
v = df['volume']
p = df['close']
return (p * v).cumsum() / v.cumsum()
def calculate_indicators(df: pd.DataFrame) -> pd.DataFrame:
"""Calculate a suite of advanced technical indicators."""
# RSI
df['rsi'] = ta.momentum.RSIIndicator(df['close'], window=14).rsi()
# Bollinger Bands
bb = ta.volatility.BollingerBands(df['close'], window=20, window_dev=2)
df['bb_high'] = bb.bollinger_hband()
df['bb_low'] = bb.bollinger_lband()
df['bb_mid'] = bb.bollinger_mavg()
# MACD
macd = ta.trend.MACD(df['close'])
df['macd'] = macd.macd()
df['macd_signal'] = macd.macd_signal()
df['macd_diff'] = macd.macd_diff()
# EMA
df['ema_20'] = ta.trend.EMAIndicator(df['close'], window=20).ema_indicator()
df['ema_50'] = ta.trend.EMAIndicator(df['close'], window=50).ema_indicator()
# VWAP (Approximation for OHLCV slices)
df['vwap'] = calculate_vwap(df)
return df
