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A Python implementation for TA-LIB

Project description

TA-Box

This is a Python implementation for TA-LIB based on Cython.

TA-Lib is widely used by trading software developers requiring to perform technical analysis of financial market data.

  • Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.
  • Candlestick pattern recognition
  • Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

Because TA-Box is written in pure Python, you do not have to install the TA-Lib. TA-Box also supports Cython compilation. With the support of cython, the speed of TA-Box is comparable to TA-LIB.

Installation

You can install from PyPI:

$ python3 -m pip install TA-Box

Or install from git repository:

$ pip install git+https://github.com/quantmew/ta-box.git

Or checkout the sources and run setup.py yourself:

$ python setup.py install

How to use

import tabox as ta
import numpy as np

close = np.array([23.42, 23.11, 23.01, 23.15, 23.33, 23.10, 23.21, 23.00, 23.04, 22.85, 22.90, 22.77, 22.80, 22.69, 22.73, 22.80, 22.99])

ema = ta.EMA(close, timeperiod=14)

print(ema)

Function List

  • Cycle Indicators

    • HT_DCPERIOD

    • HT_DCPHASE

    • HT_PHASOR

    • HT_SINE

    • HT_TRENDMODE

  • Math Operators

    • ADD✓

    • DIV✓

    • MAX✓

    • MAXINDEX✓

    • MIN✓

    • MININDEX✓

    • MINMAX✓

    • MINMAXINDEX✓

    • MULT✓

    • SUB✓

    • SUM✓

  • Math Transform

    • ACOS✓

    • ASIN✓

    • ATAN✓

    • CEIL✓

    • COS✓

    • COSH✓

    • EXP✓

    • FLOOR✓

    • LN✓

    • LOG10✓

    • SIN✓

    • SINH✓

    • SQRT✓

    • TAN✓

    • TANH✓

  • Momentum Indicators

    • ADX✓

    • ADXR✓

    • APO✓

    • AROON✓

    • AROONOSC✓

    • BOP✓

    • CCI✓

    • CMO✓

    • DX✓

    • MACD✓

    • MACDEXT✓

    • MACDFIX✓

    • MFI✓

    • MINUS_DI✓

    • MINUS_DM✓

    • MOM✓

    • PLUS_DI✓

    • PLUS_DM✓

    • PPO

    • ROC

    • ROCP

    • ROCR

    • ROCR100

    • RSI✓

    • STOCH

    • STOCHF

    • STOCHRSI

    • TRIX

    • ULTOSC

    • WILLR

  • Overlap Studies

    • BBANDS✓

    • DEMA✓

    • EMA✓

    • HT_TRENDLINE

    • KAMA✓

    • MA✓

    • MAMA✓

    • MAVP✓

    • MIDPOINT✓

    • MIDPRICE✓

    • SAR✓

    • SAREXT✓

    • SMA✓

    • T3✓

    • TEMA✓

    • TRIMA✓

    • WMA✓

  • Pattern Recognition

    • CDL2CROWS

    • CDL3BLACKCROWS

    • CDL3INSIDE

    • CDL3LINESTRIKE

    • CDL3OUTSIDE

    • CDL3STARSINSOUTH

    • CDL3WHITESOLDIERS

    • CDLABANDONEDBABY

    • CDLADVANCEBLOCK

    • CDLBELTHOLD

    • CDLBREAKAWAY

    • CDLCLOSINGMARUBOZU

    • CDLCONCEALBABYSWALL

    • CDLCOUNTERATTACK

    • CDLDARKCLOUDCOVER

    • CDLDOJI

    • CDLDOJISTAR

    • CDLDRAGONFLYDOJI

    • CDLENGULFING

    • CDLEVENINGDOJISTAR

    • CDLEVENINGSTAR

    • CDLGAPSIDESIDEWHITE

    • CDLGRAVESTONEDOJI

    • CDLHAMMER

    • CDLHANGINGMAN

    • CDLHARAMI

    • CDLHARAMICROSS

    • CDLHIGHWAVE

    • CDLHIKKAKE

    • CDLHIKKAKEMOD

    • CDLHOMINGPIGEON

    • CDLIDENTICAL3CROWS

    • CDLINNECK

    • CDLINVERTEDHAMMER

    • CDLKICKING

    • CDLKICKINGBYLENGTH

    • CDLLADDERBOTTOM

    • CDLLONGLEGGEDDOJI

    • CDLLONGLINE

    • CDLMARUBOZU

    • CDLMATCHINGLOW

    • CDLMATHOLD

    • CDLMORNINGDOJISTAR

    • CDLMORNINGSTAR

    • CDLONNECK

    • CDLPIERCING

    • CDLRICKSHAWMAN

    • CDLRISEFALL3METHODS

    • CDLSEPARATINGLINES

    • CDLSHOOTINGSTAR

    • CDLSHORTLINE

    • CDLSPINNINGTOP

    • CDLSTALLEDPATTERN

    • CDLSTICKSANDWICH

    • CDLTAKURI

    • CDLTASUKIGAP

    • CDLTHRUSTING

    • CDLTRISTAR

    • CDLUNIQUE3RIVER

    • CDLUPSIDEGAP2CROWS

    • CDLXSIDEGAP3METHODS

  • Price Transform

    • AVGPRICE✓

    • MEDPRICE✓

    • TYPPRICE✓

    • WCLPRICE✓

  • Statistic Functions

    • BETA✓

    • CORREL✓

    • LINEARREG

    • LINEARREG_ANGLE

    • LINEARREG_INTERCEPT

    • LINEARREG_SLOPE

    • STDDEV✓

    • TSF

    • VAR✓

  • Volatility Indicators

    • ATR✓

    • NATR✓

    • TRANGE✓

  • Volume Indicators

    • AD✓

    • ADOSC✓

    • OBV✓

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