Nubra historical data to pandas with TA-Lib indicators
Project description
nubra_talib
TA-Lib helper functions built on Nubra historical data.
Install
pip install -i https://test.pypi.org/simple/ nubra-talib
Usage
from nubra_python_sdk.marketdata.market_data import MarketData
from nubra_python_sdk.start_sdk import InitNubraSdk, NubraEnv
from nubra_talib import to_ohlcv_df, to_ist, add_talib, add_basics
def main():
# Initialize the Nubra SDK client
# Use NubraEnv.UAT for testing or NubraEnv.PROD for production
nubra = InitNubraSdk(NubraEnv.PROD)
# Initialize MarketData with the client
md_instance = MarketData(nubra)
result = md_instance.historical_data({
"exchange": "NSE",
"type": "STOCK",
"values": ["ASHOKLEY", "TMPV"],
"fields": ["close", "high", "low", "open", "cumulative_volume"],
"startDate": "2026-01-01T11:01:57.000Z",
"endDate": "2026-02-16T06:13:57.000Z",
"interval": "3m",
"intraDay": False,
"realTime": False,
})
# By default, datetime is converted to IST and prices to rupees
df = to_ohlcv_df(result, symbol="ASHOKLEY", interval="3m")
df = add_talib(
df,
funcs={
"RSI": {"timeperiod": 14},
"EMA": {"timeperiod": 21},
"CCI": {"timeperiod": 14},
# "MACD": {"fastperiod": 12, "slowperiod": 26, "signalperiod": 9},
},
)
# df = add_basics(df)
print(df.tail())
if __name__ == "__main__":
main()
Indicator Groups
- Cycle Indicators
- Math Operators
- Math Transform
- Momentum Indicators
- Overlap Studies
- Pattern Recognition
- Price Transform
- Statistic Functions
- Volatility Indicators
- Volume Indicators
Cycle Indicators
| Type | Description | Code Line |
|---|---|---|
HT_DCPERIOD |
Hilbert Transform - Dominant Cycle Period | "HT_DCPERIOD": {} |
HT_DCPHASE |
Hilbert Transform - Dominant Cycle Phase | "HT_DCPHASE": {} |
HT_PHASOR |
Hilbert Transform - Phasor Components | "HT_PHASOR": {} |
HT_SINE |
Hilbert Transform - SineWave | "HT_SINE": {} |
HT_TRENDMODE |
Hilbert Transform - Trend vs Cycle Mode | "HT_TRENDMODE": {} |
Math Operators
| Type | Description | Code Line |
|---|---|---|
ADD |
Vector Arithmetic Add | "ADD": {} |
DIV |
Vector Arithmetic Div | "DIV": {} |
MAX |
Highest value over a specified period | "MAX": {"timeperiod": 30} |
MAXINDEX |
Index of highest value over a specified period | "MAXINDEX": {"timeperiod": 30} |
MIN |
Lowest value over a specified period | "MIN": {"timeperiod": 30} |
MININDEX |
Index of lowest value over a specified period | "MININDEX": {"timeperiod": 30} |
MINMAX |
Lowest and highest values over a specified period | "MINMAX": {"timeperiod": 30} |
MINMAXINDEX |
Indexes of lowest and highest values over a specified period | "MINMAXINDEX": {"timeperiod": 30} |
MULT |
Vector Arithmetic Mult | "MULT": {} |
SUB |
Vector Arithmetic Subtraction | "SUB": {} |
SUM |
Summation | "SUM": {"timeperiod": 30} |
Math Transform
| Type | Description | Code Line |
|---|---|---|
ACOS |
Vector Trigonometric ACos | "ACOS": {} |
ASIN |
Vector Trigonometric ASin | "ASIN": {} |
ATAN |
Vector Trigonometric ATan | "ATAN": {} |
CEIL |
Vector Ceil | "CEIL": {} |
COS |
Vector Trigonometric Cos | "COS": {} |
COSH |
Vector Trigonometric Cosh | "COSH": {} |
EXP |
Vector Arithmetic Exp | "EXP": {} |
FLOOR |
Vector Floor | "FLOOR": {} |
LN |
Vector Log Natural | "LN": {} |
LOG10 |
Vector Log10 | "LOG10": {} |
SIN |
Vector Trigonometric Sin | "SIN": {} |
SINH |
Vector Trigonometric Sinh | "SINH": {} |
SQRT |
Vector Square Root | "SQRT": {} |
TAN |
Vector Trigonometric Tan | "TAN": {} |
TANH |
Vector Trigonometric Tanh | "TANH": {} |
Momentum Indicators
| Type | Description | Code Line |
|---|---|---|
ADX |
Average Directional Movement Index | "ADX": {"timeperiod": 14} |
ADXR |
Average Directional Movement Index Rating | "ADXR": {"timeperiod": 14} |
APO |
Absolute Price Oscillator | "APO": {"fastperiod": 12, "slowperiod": 26, "matype": 0} |
AROON |
Aroon | "AROON": {"timeperiod": 14} |
AROONOSC |
Aroon Oscillator | "AROONOSC": {"timeperiod": 14} |
BOP |
Balance Of Power | "BOP": {} |
CCI |
Commodity Channel Index | "CCI": {"timeperiod": 14} |
CMO |
Chande Momentum Oscillator | "CMO": {"timeperiod": 14} |
DX |
Directional Movement Index | "DX": {"timeperiod": 14} |
MACD |
Moving Average Convergence/Divergence | "MACD": {"fastperiod": 12, "slowperiod": 26, "signalperiod": 9} |
MACDEXT |
MACD with controllable MA type | "MACDEXT": {"fastperiod": 12, "fastmatype": 0, "slowperiod": 26, "slowmatype": 0, "signalperiod": 9, "signalmatype": 0} |
MACDFIX |
Moving Average Convergence/Divergence Fix 12/26 | "MACDFIX": {"signalperiod": 9} |
MFI |
Money Flow Index | "MFI": {"timeperiod": 14} |
MINUS_DI |
Minus Directional Indicator | "MINUS_DI": {"timeperiod": 14} |
MINUS_DM |
Minus Directional Movement | "MINUS_DM": {"timeperiod": 14} |
MOM |
Momentum | "MOM": {"timeperiod": 10} |
PLUS_DI |
Plus Directional Indicator | "PLUS_DI": {"timeperiod": 14} |
PLUS_DM |
Plus Directional Movement | "PLUS_DM": {"timeperiod": 14} |
PPO |
Percentage Price Oscillator | "PPO": {"fastperiod": 12, "slowperiod": 26, "matype": 0} |
ROC |
Rate of change : ((price/prevPrice)-1)*100 | "ROC": {"timeperiod": 10} |
ROCP |
Rate of change Percentage: (price-prevPrice)/prevPrice | "ROCP": {"timeperiod": 10} |
ROCR |
Rate of change ratio: (price/prevPrice) | "ROCR": {"timeperiod": 10} |
ROCR100 |
Rate of change ratio 100 scale: (price/prevPrice)*100 | "ROCR100": {"timeperiod": 10} |
RSI |
Relative Strength Index | "RSI": {"timeperiod": 14} |
STOCH |
Stochastic | "STOCH": {"fastk_period": 5, "slowk_period": 3, "slowk_matype": 0, "slowd_period": 3, "slowd_matype": 0} |
STOCHF |
Stochastic Fast | "STOCHF": {"fastk_period": 5, "fastd_period": 3, "fastd_matype": 0} |
STOCHRSI |
Stochastic Relative Strength Index | "STOCHRSI": {"timeperiod": 14, "fastk_period": 5, "fastd_period": 3, "fastd_matype": 0} |
TRIX |
1-day Rate-Of-Change (ROC) of a Triple Smooth EMA | "TRIX": {"timeperiod": 30} |
ULTOSC |
Ultimate Oscillator | "ULTOSC": {"timeperiod1": 7, "timeperiod2": 14, "timeperiod3": 28} |
WILLR |
Williams' %R | "WILLR": {"timeperiod": 14} |
Overlap Studies
| Type | Description | Code Line |
|---|---|---|
BBANDS |
Bollinger Bands | "BBANDS": {"timeperiod": 5, "nbdevup": 2.0, "nbdevdn": 2.0, "matype": 0} |
DEMA |
Double Exponential Moving Average | "DEMA": {"timeperiod": 30} |
EMA |
Exponential Moving Average | "EMA": {"timeperiod": 30} |
HT_TRENDLINE |
Hilbert Transform - Instantaneous Trendline | "HT_TRENDLINE": {} |
KAMA |
Kaufman Adaptive Moving Average | "KAMA": {"timeperiod": 30} |
MA |
Moving average | "MA": {"timeperiod": 30, "matype": 0} |
MAMA |
MESA Adaptive Moving Average | "MAMA": {"fastlimit": 0.5, "slowlimit": 0.05} |
MAVP |
Moving average with variable period | "MAVP": {"minperiod": 2, "maxperiod": 30, "matype": 0} |
MIDPOINT |
MidPoint over period | "MIDPOINT": {"timeperiod": 14} |
MIDPRICE |
Midpoint Price over period | "MIDPRICE": {"timeperiod": 14} |
SAR |
Parabolic SAR | "SAR": {"acceleration": 0.02, "maximum": 0.2} |
SAREXT |
Parabolic SAR - Extended | "SAREXT": {"startvalue": 0.0, "offsetonreverse": 0.0, "accelerationinitlong": 0.02, "accelerationlong": 0.02, "accelerationmaxlong": 0.2, "accelerationinitshort": 0.02, "accelerationshort": 0.02, "accelerationmaxshort": 0.2} |
SMA |
Simple Moving Average | "SMA": {"timeperiod": 30} |
T3 |
Triple Exponential Moving Average (T3) | "T3": {"timeperiod": 5, "vfactor": 0.7} |
TEMA |
Triple Exponential Moving Average | "TEMA": {"timeperiod": 30} |
TRIMA |
Triangular Moving Average | "TRIMA": {"timeperiod": 30} |
WMA |
Weighted Moving Average | "WMA": {"timeperiod": 30} |
Pattern Recognition
| Type | Description | Code Line |
|---|---|---|
CDL2CROWS |
Two Crows | "CDL2CROWS": {} |
CDL3BLACKCROWS |
Three Black Crows | "CDL3BLACKCROWS": {} |
CDL3INSIDE |
Three Inside Up/Down | "CDL3INSIDE": {} |
CDL3LINESTRIKE |
Three-Line Strike | "CDL3LINESTRIKE": {} |
CDL3OUTSIDE |
Three Outside Up/Down | "CDL3OUTSIDE": {} |
CDL3STARSINSOUTH |
Three Stars In The South | "CDL3STARSINSOUTH": {} |
CDL3WHITESOLDIERS |
Three Advancing White Soldiers | "CDL3WHITESOLDIERS": {} |
CDLABANDONEDBABY |
Abandoned Baby | "CDLABANDONEDBABY": {"penetration": 0.3} |
CDLADVANCEBLOCK |
Advance Block | "CDLADVANCEBLOCK": {} |
CDLBELTHOLD |
Belt-hold | "CDLBELTHOLD": {} |
CDLBREAKAWAY |
Breakaway | "CDLBREAKAWAY": {} |
CDLCLOSINGMARUBOZU |
Closing Marubozu | "CDLCLOSINGMARUBOZU": {} |
CDLCONCEALBABYSWALL |
Concealing Baby Swallow | "CDLCONCEALBABYSWALL": {} |
CDLCOUNTERATTACK |
Counterattack | "CDLCOUNTERATTACK": {} |
CDLDARKCLOUDCOVER |
Dark Cloud Cover | "CDLDARKCLOUDCOVER": {"penetration": 0.5} |
CDLDOJI |
Doji | "CDLDOJI": {} |
CDLDOJISTAR |
Doji Star | "CDLDOJISTAR": {} |
CDLDRAGONFLYDOJI |
Dragonfly Doji | "CDLDRAGONFLYDOJI": {} |
CDLENGULFING |
Engulfing Pattern | "CDLENGULFING": {} |
CDLEVENINGDOJISTAR |
Evening Doji Star | "CDLEVENINGDOJISTAR": {"penetration": 0.3} |
CDLEVENINGSTAR |
Evening Star | "CDLEVENINGSTAR": {"penetration": 0.3} |
CDLGAPSIDESIDEWHITE |
Up/Down-gap side-by-side white lines | "CDLGAPSIDESIDEWHITE": {} |
CDLGRAVESTONEDOJI |
Gravestone Doji | "CDLGRAVESTONEDOJI": {} |
CDLHAMMER |
Hammer | "CDLHAMMER": {} |
CDLHANGINGMAN |
Hanging Man | "CDLHANGINGMAN": {} |
CDLHARAMI |
Harami Pattern | "CDLHARAMI": {} |
CDLHARAMICROSS |
Harami Cross Pattern | "CDLHARAMICROSS": {} |
CDLHIGHWAVE |
High-Wave Candle | "CDLHIGHWAVE": {} |
CDLHIKKAKE |
Hikkake Pattern | "CDLHIKKAKE": {} |
CDLHIKKAKEMOD |
Modified Hikkake Pattern | "CDLHIKKAKEMOD": {} |
CDLHOMINGPIGEON |
Homing Pigeon | "CDLHOMINGPIGEON": {} |
CDLIDENTICAL3CROWS |
Identical Three Crows | "CDLIDENTICAL3CROWS": {} |
CDLINNECK |
In-Neck Pattern | "CDLINNECK": {} |
CDLINVERTEDHAMMER |
Inverted Hammer | "CDLINVERTEDHAMMER": {} |
CDLKICKING |
Kicking | "CDLKICKING": {} |
CDLKICKINGBYLENGTH |
Kicking - bull/bear determined by the longer marubozu | "CDLKICKINGBYLENGTH": {} |
CDLLADDERBOTTOM |
Ladder Bottom | "CDLLADDERBOTTOM": {} |
CDLLONGLEGGEDDOJI |
Long Legged Doji | "CDLLONGLEGGEDDOJI": {} |
CDLLONGLINE |
Long Line Candle | "CDLLONGLINE": {} |
CDLMARUBOZU |
Marubozu | "CDLMARUBOZU": {} |
CDLMATCHINGLOW |
Matching Low | "CDLMATCHINGLOW": {} |
CDLMATHOLD |
Mat Hold | "CDLMATHOLD": {"penetration": 0.5} |
CDLMORNINGDOJISTAR |
Morning Doji Star | "CDLMORNINGDOJISTAR": {"penetration": 0.3} |
CDLMORNINGSTAR |
Morning Star | "CDLMORNINGSTAR": {"penetration": 0.3} |
CDLONNECK |
On-Neck Pattern | "CDLONNECK": {} |
CDLPIERCING |
Piercing Pattern | "CDLPIERCING": {} |
CDLRICKSHAWMAN |
Rickshaw Man | "CDLRICKSHAWMAN": {} |
CDLRISEFALL3METHODS |
Rising/Falling Three Methods | "CDLRISEFALL3METHODS": {} |
CDLSEPARATINGLINES |
Separating Lines | "CDLSEPARATINGLINES": {} |
CDLSHOOTINGSTAR |
Shooting Star | "CDLSHOOTINGSTAR": {} |
CDLSHORTLINE |
Short Line Candle | "CDLSHORTLINE": {} |
CDLSPINNINGTOP |
Spinning Top | "CDLSPINNINGTOP": {} |
CDLSTALLEDPATTERN |
Stalled Pattern | "CDLSTALLEDPATTERN": {} |
CDLSTICKSANDWICH |
Stick Sandwich | "CDLSTICKSANDWICH": {} |
CDLTAKURI |
Takuri (Dragonfly Doji with very long lower shadow) | "CDLTAKURI": {} |
CDLTASUKIGAP |
Tasuki Gap | "CDLTASUKIGAP": {} |
CDLTHRUSTING |
Thrusting Pattern | "CDLTHRUSTING": {} |
CDLTRISTAR |
Tristar Pattern | "CDLTRISTAR": {} |
CDLUNIQUE3RIVER |
Unique 3 River | "CDLUNIQUE3RIVER": {} |
CDLUPSIDEGAP2CROWS |
Upside Gap Two Crows | "CDLUPSIDEGAP2CROWS": {} |
CDLXSIDEGAP3METHODS |
Upside/Downside Gap Three Methods | "CDLXSIDEGAP3METHODS": {} |
Price Transform
| Type | Description | Code Line |
|---|---|---|
AVGPRICE |
Average Price | "AVGPRICE": {} |
MEDPRICE |
Median Price | "MEDPRICE": {} |
TYPPRICE |
Typical Price | "TYPPRICE": {} |
WCLPRICE |
Weighted Close Price | "WCLPRICE": {} |
Statistic Functions
| Type | Description | Code Line |
|---|---|---|
BETA |
Beta | "BETA": {"timeperiod": 5} |
CORREL |
Pearson's Correlation Coefficient (r) | "CORREL": {"timeperiod": 30} |
LINEARREG |
Linear Regression | "LINEARREG": {"timeperiod": 14} |
LINEARREG_ANGLE |
Linear Regression Angle | "LINEARREG_ANGLE": {"timeperiod": 14} |
LINEARREG_INTERCEPT |
Linear Regression Intercept | "LINEARREG_INTERCEPT": {"timeperiod": 14} |
LINEARREG_SLOPE |
Linear Regression Slope | "LINEARREG_SLOPE": {"timeperiod": 14} |
STDDEV |
Standard Deviation | "STDDEV": {"timeperiod": 5, "nbdev": 1.0} |
TSF |
Time Series Forecast | "TSF": {"timeperiod": 14} |
VAR |
Variance | "VAR": {"timeperiod": 5, "nbdev": 1.0} |
Volatility Indicators
| Type | Description | Code Line |
|---|---|---|
ATR |
Average True Range | "ATR": {"timeperiod": 14} |
NATR |
Normalized Average True Range | "NATR": {"timeperiod": 14} |
TRANGE |
True Range | "TRANGE": {} |
Volume Indicators
| Type | Description | Code Line |
|---|---|---|
AD |
Chaikin A/D Line | "AD": {} |
ADOSC |
Chaikin A/D Oscillator | "ADOSC": {"fastperiod": 3, "slowperiod": 10} |
OBV |
On Balance Volume | "OBV": {} |
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