Python wrapper for ta-lib using nanobind

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  • License: MIT License (MIT)
  • Author: curry tang
  • Tags ta-lib , trading , technical analysis , finance , nanobind , pandas , numpy
  • Requires: Python >=3.11
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pytafast

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A high-performance Python wrapper for TA-Lib and R TTR built with nanobind. Provides 170+ technical analysis functions with interactive plotting, pandas support, and async capabilities.

Features

  • 🚀 High Performance — C++ bindings via nanobind with GIL release for true parallelism.
  • 📈 R TTR Consistency — Migrated 14+ R-native indicators (ALMA, ZigZag, GMMA, KST, etc.) with 100% numerical alignment.
  • 📊 Interactive Plotting — Built-in quantmod-style visualization engine powered by Plotly.
  • 🐼 Pandas Native — Seamless support for both numpy.ndarray and pandas.Series (preserves index).
  • ⚡ Async Support — All functions available as async via pytafast.aio.
  • 🔒 GSL Powered Safety — Uses Microsoft GSL (gsl::span) to prevent buffer overflows in C++.
  • 📦 Drop-in Replacement — Same API as ta-lib-python.

Installation

pip install pytafast

Optional Dependencies

# For static image export (PNG/PDF)
pip install kaleido

Quick Start

Interactive Plotting (quantmod style)

pytafast provides a powerful chaining API for professional financial charts:

import pandas as pd
import pytafast

df = pd.read_csv("data.csv")

# Create a professional interactive chart in one chain
chart = (pytafast.Chart(df)
         .add_candlestick(name="NASDAQ 100")
         .add_sma(n=20, color='orange')
         .add_bbands(n=20)
         .add_zigzag(change=2.0)
         .add_patterns()  # Automatically label 60+ candlestick patterns
         .add_volume()
         .add_macd()
         .add_rsi())

chart.show()  # Opens interactive Plotly chart
chart.save_image("analysis.png")  # Saves as high-res static image

R-native Indicator Computation

import pytafast

# Arnaud Legoux Moving Average (ALMA) - superior smoothness
alma = pytafast.ALMA(close, timeperiod=9, offset=0.85, sigma=6.0)

# Zero Lag Exponential Moving Average (ZLEMA)
zlema = pytafast.ZLEMA(close, timeperiod=30)

# Chaikin Money Flow (CMF)
cmf = pytafast.CMF(high, low, close, volume, timeperiod=20)

# Know Sure Thing (KST)
kst, signal = pytafast.KST(close)

Advanced Calculation Examples

1. Multi-MA Strategy Setup

import pytafast
# Combine traditional MAs with high-performance R-style smoothers
df["sma"] = pytafast.SMA(df["close"], 20)
df["alma"] = pytafast.ALMA(df["close"], timeperiod=9, offset=0.85, sigma=6)
df["zlema"] = pytafast.ZLEMA(df["close"], 30)

2. Volatility & Squeeze Detection

upper_bb, mid_bb, lower_bb = pytafast.BBANDS(df["close"], 20)
upper_kc, mid_kc, lower_kc = pytafast.keltnerChannels(df["high"], df["low"], df["close"], 20)
# Detect if Bollinger Bands are inside Keltner Channels (Squeeze)
df["squeeze"] = (upper_bb < upper_kc) & (lower_bb > lower_kc)

Detailed Indicators Reference

Note: All indicators support both numpy.ndarray and pandas.Series as input. When a Series is provided, metadata (index and name) is preserved.

Overlap Studies

Name Signature Description
ALMA (inReal, timeperiod=9, offset=0.85, sigma=6.0) Arnaud Legoux Moving Average.
BBANDS (inReal, timeperiod=5, nbdevup=2.0, nbdevdn=2.0, matype=MAType.SMA) Bollinger Bands. Returns: (upperband, middleband, lowerband)
DEMA (inReal, timeperiod=30) DEMA indicator.
EMA (inReal, timeperiod=30) EMA indicator.
EVWMA (inReal, inVolume, timeperiod=30) Elastic Volume Weighted Moving Average.
HMA (inReal, timeperiod=20) Hull Moving Average.
KAMA (inReal, timeperiod=30) KAMA indicator.
MA (inReal, timeperiod=30, matype=0) Moving Average (generic).
MAMA (inReal, fastlimit=0.5, slowlimit=0.05) MESA Adaptive Moving Average. Returns: (mama, fama)
MIDPOINT (inReal, timeperiod=14) MIDPOINT indicator.
MIDPRICE (inHigh, inLow, timeperiod=14) MIDPRICE indicator.
SAR (inHigh, inLow, acceleration=0.02, maximum=0.2) Parabolic SAR.
SMA (inReal, timeperiod=30) SMA indicator.
T3 (inReal, timeperiod=5, vfactor=0.7) Triple Exponential Moving Average (T3).
TEMA (inReal, timeperiod=30) TEMA indicator.
TRIMA (inReal, timeperiod=30) TRIMA indicator.
WMA (inReal, timeperiod=30) WMA indicator.
ZLEMA (inReal, timeperiod=30) Zero Lag Exponential Moving Average.

Momentum Indicators

Name Signature Description
ADX (inHigh, inLow, inClose, timeperiod=14) ADX indicator.
ADXR (inHigh, inLow, inClose, timeperiod=14) ADXR indicator.
APO (inReal, fastperiod=12, slowperiod=26, matype=0) Absolute Price Oscillator.
AROON (inHigh, inLow, timeperiod=14) Aroon. Returns: (aroondown, aroonup)
AROONOSC (inHigh, inLow, timeperiod=14) AROONOSC indicator.
BOP (inOpen, inHigh, inLow, inClose) Balance Of Power.
CCI (inHigh, inLow, inClose, timeperiod=14) CCI indicator.
CMO (inReal, timeperiod=14) CMO indicator.
DX (inHigh, inLow, inClose, timeperiod=14) DX indicator.
KST (inReal, nROC1=10, nROC2=15, nROC3=20, nROC4=30, nAvg1=10, nAvg2=10, nAvg3=10, nAvg4=15, nSig=9) Know Sure Thing (KST). Returns: (kst, signal)
MACD (inReal, fastperiod=12, slowperiod=26, signalperiod=9) Moving Average Convergence/Divergence. Returns: (macd, signal, hist)
MACDEXT (inReal, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0) MACD with controllable MA type.
MACDFIX (inReal, signalperiod=9) MACD Fix 12/26.
MFI (inHigh, inLow, inClose, inVolume, timeperiod=14) Money Flow Index.
MINUS_DI (inHigh, inLow, inClose, timeperiod=14) MINUS_DI indicator.
MINUS_DM (inHigh, inLow, timeperiod=14) MINUS_DM indicator.
MOM (inReal, timeperiod=10) MOM indicator.
PLUS_DI (inHigh, inLow, inClose, timeperiod=14) PLUS_DI indicator.
PLUS_DM (inHigh, inLow, timeperiod=14) PLUS_DM indicator.
PPO (inReal, fastperiod=12, slowperiod=26, matype=0) Percentage Price Oscillator.
ROC (inReal, timeperiod=10) ROC indicator.
ROCP (inReal, timeperiod=10) ROCP indicator.
ROCR (inReal, timeperiod=10) ROCR indicator.
ROCR100 (inReal, timeperiod=10) ROCR100 indicator.
RSI (inReal, timeperiod=14) RSI indicator.
SMI (inHigh, inLow, inClose, n=13, nFast=2, nSlow=25, nSig=9) Stochastic Momentum Index. Returns: (smi, signal)
STOCH (inHigh, inLow, inClose, fastk_period=5, slowk_period=3, slowk_matype=MAType.SMA, slowd_period=3, slowd_matype=MAType.SMA) Stochastic. Returns: (slowk, slowd)
STOCHF (inHigh, inLow, inClose, fastk_period=5, fastd_period=3, fastd_matype=0) Stochastic Fast.
STOCHRSI (inReal, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0) Stochastic RSI.
TRIX (inReal, timeperiod=30) TRIX indicator.
ULTOSC (inHigh, inLow, inClose, timeperiod1=7, timeperiod2=14, timeperiod3=28) Ultimate Oscillator.
WILLR (inHigh, inLow, inClose, timeperiod=14) WILLR indicator.

Volatility Indicators

Name Signature Description
ATR (inHigh, inLow, inClose, timeperiod=14) ATR indicator.
DonchianChannel (inHigh, inLow, timeperiod=10) Donchian Channel. Returns: (upper, middle, lower)
NATR (inHigh, inLow, inClose, timeperiod=14) NATR indicator.
STDDEV (inReal, timeperiod=5, nbdev=1.0) Standard Deviation.
TRANGE (inHigh, inLow, inClose) True Range.
keltnerChannels (inHigh, inLow, inClose, timeperiod=20, atr_mult=2.0) Keltner Channels. Returns: (upper, middle, lower)

Volume Indicators

Name Signature Description
AD (inHigh, inLow, inClose, inVolume) Chaikin A/D Line.
ADOSC (inHigh, inLow, inClose, inVolume, fastperiod=3, slowperiod=10) Chaikin A/D Oscillator.
CMF (inHigh, inLow, inClose, inVolume, timeperiod=20) Chaikin Money Flow.
EMV (inHigh, inLow, inVolume, timeperiod=9, vol_divisor=10000.0) Arms' Ease of Movement Value. Returns: (emv, smoothed_emv)
OBV (inReal0, inReal1) OBV indicator.

Price Transform

Name Signature Description
AVGPRICE (inOpen, inHigh, inLow, inClose) Average Price.
MEDPRICE (inReal0, inReal1) MEDPRICE indicator.
TYPPRICE (inHigh, inLow, inClose) Typical Price.
WCLPRICE (inHigh, inLow, inClose) Weighted Close Price.

Cycle Indicators

Name Signature Description
HT_DCPERIOD (inReal) HT_DCPERIOD indicator.
HT_DCPHASE (inReal) HT_DCPHASE indicator.
HT_PHASOR (inReal) Hilbert Transform - Phasor Components.
HT_SINE (inReal) Hilbert Transform - SineWave.
HT_TRENDLINE (inReal) HT_TRENDLINE indicator.
HT_TRENDMODE (inReal) HT_TRENDMODE indicator.

Statistics Functions

Name Signature Description
AVGDEV (inReal, timeperiod=14) AVGDEV indicator.
BETA (inReal0, inReal1, timeperiod=5) BETA indicator.
CORREL (inReal0, inReal1, timeperiod=30) CORREL indicator.
LINEARREG (inReal, timeperiod=14) LINEARREG indicator.
LINEARREG_ANGLE (inReal, timeperiod=14) LINEARREG_ANGLE indicator.
LINEARREG_INTERCEPT (inReal, timeperiod=14) LINEARREG_INTERCEPT indicator.
LINEARREG_SLOPE (inReal, timeperiod=14) LINEARREG_SLOPE indicator.
MAX (inReal, timeperiod=30) MAX indicator.
MIN (inReal, timeperiod=30) MIN indicator.
MINMAX (inReal, timeperiod=30) Lowest and highest values over a specified period.
MINMAXINDEX (inReal, timeperiod=30) Indexes of lowest and highest values over a specified period.
SUM (inReal, timeperiod=30) SUM indicator.
TSF (inReal, timeperiod=14) TSF indicator.
VAR (inReal, timeperiod=5, nbdev=1.0) Variance.

Math Operators & Transforms

Name Signature Description
ACOS (inReal) Vector ACOS.
ADD (inReal0, inReal1) ADD indicator.
ASIN (inReal) Vector ASIN.
ATAN (inReal) Vector ATAN.
CEIL (inReal) Vector CEIL.
COS (inReal) Vector COS.
COSH (inReal) Vector COSH.
DIV (inReal0, inReal1) DIV indicator.
EXP (inReal) Vector EXP.
FLOOR (inReal) Vector FLOOR.
LN (inReal) Vector LN.
LOG10 (inReal) Vector LOG10.
MULT (inReal0, inReal1) MULT indicator.
SIN (inReal) Vector SIN.
SINH (inReal) Vector SINH.
SQRT (inReal) Vector SQRT.
SUB (inReal0, inReal1) SUB indicator.
TAN (inReal) Vector TAN.
TANH (inReal) Vector TANH.

Custom & R-Native

Name Signature Description
DPO (inReal, timeperiod=10) Detrended Price Oscillator.
GMMA (inReal) Guppy Multiple Moving Average. Returns a tuple of 12 EMA series.
SNR (inHigh, inLow, inClose, timeperiod=14) Signal to Noise Ratio.
VHF (inReal, timeperiod=28) Vertical Horizontal Filter.
ZIGZAG (inHigh, inLow, change=10.0, percent=True) ZigZag indicator.

Candlestick Patterns

Name Signature Description
CDL2CROWS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL2CROWS
CDL3BLACKCROWS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3BLACKCROWS
CDL3INSIDE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3INSIDE
CDL3LINESTRIKE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3LINESTRIKE
CDL3OUTSIDE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3OUTSIDE
CDL3STARSINSOUTH (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3STARSINSOUTH
CDL3WHITESOLDIERS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDL3WHITESOLDIERS
CDLABANDONEDBABY (inOpen, inHigh, inLow, inClose, penetration=0.3) Candlestick Pattern: CDLABANDONEDBABY
CDLADVANCEBLOCK (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLADVANCEBLOCK
CDLBELTHOLD (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLBELTHOLD
CDLBREAKAWAY (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLBREAKAWAY
CDLCLOSINGMARUBOZU (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLCLOSINGMARUBOZU
CDLCONCEALBABYSWALL (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLCONCEALBABYSWALL
CDLCOUNTERATTACK (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLCOUNTERATTACK
CDLDARKCLOUDCOVER (inOpen, inHigh, inLow, inClose, penetration=0.5) Candlestick Pattern: CDLDARKCLOUDCOVER
CDLDOJI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLDOJI
CDLDOJISTAR (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLDOJISTAR
CDLDRAGONFLYDOJI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLDRAGONFLYDOJI
CDLENGULFING (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLENGULFING
CDLEVENINGDOJISTAR (inOpen, inHigh, inLow, inClose, penetration=0.3) Candlestick Pattern: CDLEVENINGDOJISTAR
CDLEVENINGSTAR (inOpen, inHigh, inLow, inClose, penetration=0.3) Candlestick Pattern: CDLEVENINGSTAR
CDLGAPSIDESIDEWHITE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLGAPSIDESIDEWHITE
CDLGRAVESTONEDOJI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLGRAVESTONEDOJI
CDLHAMMER (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHAMMER
CDLHANGINGMAN (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHANGINGMAN
CDLHARAMI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHARAMI
CDLHARAMICROSS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHARAMICROSS
CDLHIGHWAVE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHIGHWAVE
CDLHIKKAKE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHIKKAKE
CDLHIKKAKEMOD (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHIKKAKEMOD
CDLHOMINGPIGEON (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLHOMINGPIGEON
CDLIDENTICAL3CROWS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLIDENTICAL3CROWS
CDLINNECK (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLINNECK
CDLINVERTEDHAMMER (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLINVERTEDHAMMER
CDLKICKING (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLKICKING
CDLKICKINGBYLENGTH (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLKICKINGBYLENGTH
CDLLADDERBOTTOM (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLLADDERBOTTOM
CDLLONGLEGGEDDOJI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLLONGLEGGEDDOJI
CDLLONGLINE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLLONGLINE
CDLMARUBOZU (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLMARUBOZU
CDLMATCHINGLOW (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLMATCHINGLOW
CDLMATHOLD (inOpen, inHigh, inLow, inClose, penetration=0.5) Candlestick Pattern: CDLMATHOLD
CDLMORNINGDOJISTAR (inOpen, inHigh, inLow, inClose, penetration=0.3) Candlestick Pattern: CDLMORNINGDOJISTAR
CDLMORNINGSTAR (inOpen, inHigh, inLow, inClose, penetration=0.3) Candlestick Pattern: CDLMORNINGSTAR
CDLONNECK (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLONNECK
CDLPIERCING (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLPIERCING
CDLRICKSHAWMAN (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLRICKSHAWMAN
CDLRISEFALL3METHODS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLRISEFALL3METHODS
CDLSEPARATINGLINES (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSEPARATINGLINES
CDLSHOOTINGSTAR (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSHOOTINGSTAR
CDLSHORTLINE (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSHORTLINE
CDLSPINNINGTOP (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSPINNINGTOP
CDLSTALLEDPATTERN (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSTALLEDPATTERN
CDLSTICKSANDWICH (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLSTICKSANDWICH
CDLTAKURI (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLTAKURI
CDLTASUKIGAP (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLTASUKIGAP
CDLTHRUSTING (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLTHRUSTING
CDLTRISTAR (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLTRISTAR
CDLUNIQUE3RIVER (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLUNIQUE3RIVER
CDLUPSIDEGAP2CROWS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLUPSIDEGAP2CROWS
CDLXSIDEGAP3METHODS (inOpen, inHigh, inLow, inClose) Candlestick Pattern: CDLXSIDEGAP3METHODS

Performance

pytafast achieves superior throughput via C++ GIL release. Scalability is near-linear with CPU cores.

Multi-threaded (4 Threads) Official Wrapper pytafast Speedup
SMA Concurrency 20.1 ms 6.3 ms 3.15x
MACD Concurrency 75.0 ms 20.7 ms 3.62x

Cross-Verification

We maintain a rigorous cross-verification suite against R TTR. You can run the numerical alignment report locally:

# Compare 150+ indicators against R TTR results
./scripts/run_comparison.sh data/berkshire_1y.csv

Detailed results are documented in docs/comparison_report.md.

License

MIT License. Includes statically linked TA-Lib (BSD). Copyright (c) 1999-2026, Curry Tang & Mario Fortier.

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  • License: MIT License (MIT)
  • Author: curry tang
  • Tags ta-lib , trading , technical analysis , finance , nanobind , pandas , numpy
  • Requires: Python >=3.11
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