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Margin Strategy Editor SDK

Project description

TA-Lib Service

This repository contains a service wrapper for the TA-Lib package. It makes the TA-Lib functions accessible through the use of RPyC.

Requirements

To use the TA-Lib service will require an installation of Python 3.5 or higher. You also need to install TA-Lib. See the Troubleshooting section at https://github.com/mrjbq7/ta-lib for more information.

Installation

You can install the TA-Lib from PyPI:

pip install margin-talib-service

Or checkout the sources and run the setup.py file:

python setup.py install

Starting the service

After the installation of the service, it can be started as follows:

margin-talib-service

or

python -m margin_talib_service

The usage includes a parameter port that is set to a default value.

usage: margin-talib-service [-h] [-p PORT]

Start a service that grants access to TA-Lib for margin strategies.

optional arguments:
  -h, --help            show this help message and exit
  -p PORT, --port PORT  Specify the port that the service is binding to.

You may need to specify the port, if the default port is already in use. The service will indicate this with the following error message:

Creating server on port 18861
Chosen port 18861 on localhost is already in use, please specify a different port.

Starting the service correctly will result in the following output:

Creating server on port 18861
Starting TA-Lib service...

Accessing the service

In your margin Python Strategy add

import rpyc
TALIB_SERVICE_PORT=18861
connection = rpyc.connect("localhost", TALIB_SERVICE_PORT)
talib = connection.root
np = talib.remote_np()

to the top. For margin to find the rpyc package you will have to link or copy the package into .margin/python-packages in your user home folder depending on your OS.

If you specified a different port before when starting the service, adapt the variable TALIB_SERVICE_PORT accordingly.

You can now access all the functions of the TA-Lib through the talib variable:

close = np.random.random(100)
result = talib.SMA(close)

Note: The forwarding to the TA-Lib service only works with the forwarded numpy that is created by np = talib.remote_np(). Do not use a locally included numpy version for this.

Troubleshooting

If your Python Strategy shows the error

TypeError: Argument 'real' has incorrect type (expected numpy.ndarray, got numpy.ndarray)

you must be using a different numpy version than the TA-Lib service. Ensure that you follow all the steps in Accessing the service and then only use the remote numpy defined in the variable np instead of including numpy locally.

License

The source code is published under the MIT License:

MIT License

Copyright (c) 2019 Margin Open Source

Permission is hereby granted, free of charge, to any person obtaining a copy of this software and associated documentation files (the "Software"), to deal in the Software without restriction, including without limitation the rights to use, copy, modify, merge, publish, distribute, sublicense, and/or sell copies of the Software, and to permit persons to whom the Software is furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

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