pretty_talib

Description

Prettified interface for TA-Lib

Install

1. Install TA-Lib dependency

   • For Mac it's easy as that

     brew install ta-lib
     

   • For other platforms, or troubleshooting please check the installation guide for TA-Lib

2. Install pretty_talib

pip install pretty_talib
# or
pip3 install pretty_talib

Important Note

THE TYPE OF 'data' AND THE VALUES OF 'use_builtin_types' AND 'use_objects' HIGHLY AFFECTS EFFICIENCY.

SEE BENCHMARK BELOW (Ran 250 times)

--------------------------------------------------------------------------------------------------
| rank |                                setup                               |  duration  |  perc |
--------------------------------------------------------------------------------------------------
|    1 | data: Dict,             use_builtin_types=False, use_objects=False | 0.00626893 |       |
|    2 | data: Dict,             use_builtin_types=True,  use_objects=False | 0.02440002 | 3.89x | -> ~5.4x slower
|    3 | data: Dict,             use_builtin_types=True,  use_objects=True  | 0.03171391 | 5.05x | -> ~5.9x slower
|    4 | data: pandas.DataFrame, use_builtin_types=False, use_objects=False | 0.03171391 | 5.05x | -> ~6.1x slower
--------------------------------------------------------------------------------------------------

Usage

# System
import json

# Pip
import numpy

# Local
from pretty_talib import get_stats, ALL, FunctionName



l=50
timeperiod = 5
data = {
    'open': numpy.random.random(l),
    'high': numpy.random.random(l),
    'low': numpy.random.random(l),
    'close': numpy.random.random(l),
    'volume': numpy.random.random(l)
}

stats = get_stats(data, timeperiod=timeperiod, use_builtin_types=False)

with open('stats.json', 'w') as file:
    json.dump(stats, file, indent=4)

# BENCHMARKS

# from funcmeasure import measure

# def use_objects_false_use_builtin_types_false():
#     get_stats(data, types=ALL, timeperiod=timeperiod)

# def use_objects_false_builtin_types_true():
#     get_stats(data, types=ALL, timeperiod=timeperiod, use_builtin_types=True)

# def use_objects_true_use_builtin_types_true():
#     get_stats(data, types=ALL, timeperiod=timeperiod, use_objects=True)

# measure(
#     [
#         use_objects_false_use_builtin_types_false,
#         use_objects_false_builtin_types_true,
#         use_objects_true_use_builtin_types_true
#     ],
#     times=100
# )

Credits

TA-Lib by mrjbq7