polars-talis 0.1.0

A high-performance technical analysis library built on top of Polars

Polars-Talis 📈

🚀 Powered by GoSignal - Advanced Trading Intelligence

A high-performance technical analysis library built on top of Polars, designed for financial data analysis with parallel processing capabilities.

🌟 Features

• Lightning Fast: Built on Polars' optimized DataFrame operations
• Parallel Processing: Execute multiple indicators simultaneously
• Type Safe: Full type hints and validation
• Extensible: Easy to add custom indicators
• Memory Efficient: Leverages Polars' memory optimization
• Thread Safe: Concurrent execution without data races

Available Indicators

Trend Indicators

• SMA (Simple Moving Average)
• EMA (Exponential Moving Average)

Momentum Indicators

• RSI (Relative Strength Index)
• MACD (Moving Average Convergence Divergence)

Volatility Indicators

• Bollinger Bands

🚀 Installation

pip install polars-talis

Or install from source:

git clone https://github.com/yourusername/polars-ta.git
cd polars-ta
pip install -e .

📖 Quick Start

import polars as pl
from polars_talis import TechnicalAnalyzer, SMA, EMA, RSI, MACD, BollingerBands

# Load your data
df = pl.DataFrame({
    "date": ["2023-01-01", "2023-01-02", "2023-01-03"],  # Your dates
    "close": [100.0, 102.5, 101.8],  # Your price data
    "volume": [1000, 1200, 950]  # Your volume data
})

# Create analyzer with multiple indicators
analyzer = TechnicalAnalyzer(max_workers=4)
analyzer.add_indicators([
    SMA(20),           # 20-period Simple Moving Average
    EMA(12),           # 12-period Exponential Moving Average  
    RSI(14),           # 14-period RSI
    MACD(),            # MACD with default parameters
    BollingerBands(20, 2.0)  # 20-period BB with 2 std dev
])

# Calculate all indicators (parallel execution)
result = analyzer.calculate(df, parallel=True)

print(result.columns)
# ['date', 'close', 'volume', 'SMA_20', 'EMA_12', 'RSI_14', 'MACD', 'MACD_signal', 'BB_upper', 'BB_middle', 'BB_lower']

🔧 Advanced Usage

Custom Indicator Configuration

from polars_talis import SMA

# Custom column and name
sma_custom = SMA(period=50, column="high", name="SMA_High_50")

# Add to analyzer
analyzer.add_indicator(sma_custom)

Performance Monitoring

# Get summary of configured indicators
summary = analyzer.get_summary()
print(summary)
# {
#     'total_indicators': 5,
#     'by_type': {'trend': 2, 'momentum': 2, 'volatility': 1},
#     'indicators': [...]
# }

Error Handling

try:
    result = analyzer.calculate(df)
except ValueError as e:
    print(f"Data validation error: {e}")
except Exception as e:
    print(f"Calculation error: {e}")

🏗️ Architecture

Polars-Talis is built with a modular architecture:

polars_talis/
├── core/
│   ├── base.py          # Base classes and types
│   └── analyzer.py      # Main analyzer engine
└── indicators/
    ├── trend.py         # Trend indicators
    ├── momentum.py      # Momentum indicators
    └── volatility.py    # Volatility indicators

Key Components

• BaseIndicator: Abstract base class for all indicators
• IndicatorConfig: Configuration dataclass for indicators
• TechnicalAnalyzer: Main engine for parallel indicator execution
• IndicatorType: Enumeration of indicator categories

📊 Visualizations

Polars-Talis comes with beautiful built-in visualizations to help you understand your technical analysis results:

📈 Price Trends with Moving Averages

📊 Bollinger Bands Analysis

⚡ Momentum Indicators (RSI & MACD)

Generate Your Own Charts

Run the example script to create these visualizations:

cd examples
python create_visualizations.py

This will generate professional charts showing:

• Price action with trend indicators (SMA, EMA)
• Bollinger Bands volatility analysis
• Momentum indicators (RSI, MACD) with trading signals

🤝 Contributing

We welcome contributions! Please see our Contributing Guide for details.

1. Fork the repository
2. Create a feature branch (git checkout -b feature/amazing-indicator)
3. Commit your changes (git commit -m 'Add amazing indicator')
4. Push to the branch (git push origin feature/amazing-indicator)
5. Open a Pull Request

📝 License

This project is licensed under the MIT License - see the LICENSE file for details.

🙏 Acknowledgments

• Built on top of the amazing Polars library
• Inspired by traditional TA libraries like TA-Lib
• Powered by GoSignal - Advanced Trading Intelligence 🚀

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For questions, suggestions, or support, please open an issue or contact us through GoSignal.