talib Introduction
Python financial index processing library TA-LIB, he is based Cython, rather than SWIG.
Lib-IS Widely Used TA by Trading Software Developers Technical Requiring to the perform the Analysis. Financial Market of the Data
TA-Lib widely used trading software, and technical analysis of financial market data.
Indicators SUCH AS the ADX 150+ Includes, MACD, the RSI, Stochastic, Bollinger, Bands, etc.
to Candlestick pattern Recognition
the Open-Source the API for C / C ++, the Java, the Perl, the Python and 100% Managed .NET
contains the data stock 150 + index: ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.
K-line trend identification
is fully open source, supports C / C ++, Java, Perl , Python and 100% Managed .NET
Supported Indicators support index
- Overlap Studies Research overlapping
- Momentum Indicators Momentum indicators
- Volume Indicators volume index
- Volatility Indicators Volatility Index
- Price Transform price index
- Cycle Indicators cycle indicators
- Pattern Recognition Pattern Recognition
- Statistic Functions statistic functions
- Math Transform mathematical transformation
- Math Operators mathematical operators
Overlap Studies
BBANDS Bollinger Bands # Bollinger Bands DEMA Double Exponential Moving Average # bis EMA EMA Exponential Moving Average # exponential moving average The Transform Hilbert HT_TRENDLINE - Instantaneous Trendline # Hilbert transform instantaneous trend KAMA Kaufman Adaptive Moving Average # Kama Kaufman Adaptive Moving Average MA MA Moving average # MAMA MESA Adaptive Moving Average # adaptive moving average MAVP Moving average with variable period # varying period moving average MIDPOINT MidPoint over period # midpoint in cycle MIDPRICE Midpoint Price over period # middle period Price SAR Parabolic SAR # Parabolic SAR SAREXT Parabolic SAR - Extended SMA Simple Moving Average T3 Triple Exponential Moving Average (T3) TEMA Triple Exponential Moving Average TRIMA Triangular Moving Average WMA Weighted Moving Average
Momentum Indicators
ADX Average Directional Movement Index ADXR Average Directional Movement Index Rating APO Absolute Price Oscillator AROON Aroon AROONOSC Aroon Oscillator BOP Balance Of Power CCI Commodity Channel Index CMO Chande Momentum Oscillator DX Directional Movement Index MACD Moving Average Convergence/Divergence MACDEXT MACD with controllable MA type MACDFIX Moving Average Convergence/Divergence Fix 12/26 MFI Money Flow Index MINUS_DI Minus Directional Indicator MINUS_DM Minus Directional Movement MOM Momentum More PLUS_DI Directional Indicator PLUS_DM Plus Directional Movement PPO Percentage Price Oscillator ROC Rate of change : ((price/prevPrice)-1)*100 ROCP Rate of change Percentage: (price-prevPrice)/prevPrice ROCR Rate of change ratio: (price/prevPrice) ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100 RSI Relative Strength Index STOCH Stochastic STOCHF Stochastic Fast STOCHRSI Stochastic Relative Strength Index TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA ULTOSC Ultimate Oscillator WILLR Williams' %R
Volume Indicators
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume
Volatility Indicators
ATR Average True Range
NATR Normalized Average True Range
TIGHT True Range
Price Transform
AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price
Cycle Indicators
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period HT_DCPHASE Hilbert Transform - Dominant Cycle Phase HT_PHASOR Hilbert Transform - Phasor Components HT_SINE Hilbert Transform - SineWave HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
Pattern Recognition
CDL2CROWS Two Crows CDL3BLACKCROWS Three Black Crows CDL3INSIDE Three Inside Up/Down CDL3LINESTRIKE Three-Line Strike CDL3OUTSIDE Three Outside Up/Down CDL3STARSINSOUTH Three Stars In The South CDL3WHITESOLDIERS Three Advancing White Soldiers CDLABANDONEDBABY Abandoned Baby CDLADVANCEBLOCK Advance Block CDLBELTHOLD Belt-hold CDLBREAKAWAY Breakaway CDLCLOSINGMARUBOZU Closing Marubozu CDLCONCEALBABYSWALL Concealing Baby Swallow CDLCOUNTERATTACK Counterattack CDLDARKCLOUDCOVER Dark Cloud Cover CDLDOJI Doji CDLDOJISTAR Doji Star CDLDRAGONFLYDOJI Dragonfly Doji CDLENGULFING Engulfing Pattern CDLEVENINGDOJISTAR Evening Doji Star CDLEVENINGSTAR Evening Star CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines CDLGRAVESTONEDOJI Gravestone Doji CDLHAMMER Hammer CDLHANGINGMAN Hanging Man CDLHARAMI Harami Pattern CDLHARAMICROSS Harami Cross Pattern CDLHIGHWAVE High-Wave Candle CDLHIKKAKE Hikkake Pattern CDLHIKKAKEMOD Modified Hikkake Pattern CDLHOMINGPIGEON Homing Pigeon CDLIDENTICAL3CROWS Identical Three Crows CDLINNECK In-Neck Pattern CDLINVERTEDHAMMER Inverted Hammer CDLKICKING Kicking CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu CDLLADDERBOTTOM Ladder Bottom CDLLONGLEGGEDDOJI Long Legged Doji CDLLONGLINE Long Line Candle CDLMARUBOZU Marubozu CDLMATCHINGLOW Matching Low CDLMATHOLD Mat Hold CDLMORNINGDOJISTAR Morning Doji Star CDLMORNINGSTAR Morning Star CDLONNECK On-Neck Pattern CDLPIERCING Piercing Pattern CDLRICKSHAWMAN Rickshaw Man CDLRISEFALL3METHODS Rising/Falling Three Methods CDLSEPARATINGLINES Separating Lines CDLSHOOTINGSTAR Shooting Star CDLSHORTLINE Short Line Candle CDLSPINNINGTOP Spinning Top CDLSTALLEDPATTERN Stalled Pattern CDLSTICKSANDWICH Stick Sandwich CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow) CDLTASUKIGAP Tasuki Gap CDLTHRUSTING Thrusting Pattern CDLTRISTAR Tristar Pattern CDLUNIQUE3RIVER Unique 3 River CDLUPSIDEGAP2CROWS Upside Gap Two Crows CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
Statistic Functions
PPC Beta CORREL Pearson's Correlation Coefficient (r) LINEARREG Linear Regression LINEARREG_ANGLE Linear Regression Angle LINEARREG_INTERCEPT Linear Regression Intercept LINEARREG_SLOPE Linear Regression Slope STDDEV Standard Deviation TSF Time Series Forecast VAR Variance
installation
Installation using pip PyPI:
pip install TA-Lib
If the installation error
func.c:256:28: fatal error: ta-lib/ta_libc.h: No such file or directory compilation terminated.
If you encounter such a compilation error, it usually means that it can not find the bottom of the library, you need to install:
Dependencies dependent libraries
TA using Python library, you need to have installed the underlying library: Download TA-Lib underlying library
Installation method underlying libraries
Mac OS X
brew install ta-lib
Windows
Download ta-lib-0.4.0-msvc.zip
and unzip to C:\ta-lib
Linux
Download ta-lib-0.4.0-src.tar.gz and:
$ untar and cd $ ./configure --prefix=/usr $ make $ sudo make install
If you build TA-Lib using make -jX it will fail but that's OK!
Simply rerun make -jX followed by [sudo] make install.