prettified interface for TA-Lib
Project description
pretty_talib
Description
Prettified interface for TA-Lib
Install
-
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
- For Mac it's easy as that
-
Install pretty_talib
pip install pretty_talib
# or
pip3 install pretty_talib
Important Note
THE VALUES OF 'use_builtin_types' AND 'use_objects' HIGHLY AFFECTS EFFICIENCY. SEE BENCHMARK BELOW (Ran 250 times)
--------------------------------------------------------------------------
| rank | name | duration | perc |
--------------------------------------------------------------------------
| 1 | use_builtin_types=False, use_objects=False | 0.00626893 | |
| 2 | use_builtin_types=True, use_objects=False | 0.02440002 | 3.89x | -> ~4x slower
| 3 | use_builtin_types=True, use_objects=True | 0.03171391 | 5.05x | -> ~5x 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
# )
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