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TA-Lib (Core C Library)

Home Page: https://ta-lib.org/

CMake 0.14% Makefile 47.57% Shell 0.01% M4 0.01% C 50.92% QMake 0.03% Perl 0.83% Java 0.09% Prolog 0.37% Raku 0.03%

ta-lib financial series-analysis technical-analysis

ta-lib's Introduction

TA-Lib - Technical Analysis Library

This is now the official home for C/C++ TA-Lib (instead of SourceForge).

More info https://ta-lib.org

ta-lib's People

Contributors

Stargazers

Watchers

Forkers

gnuhub bvanosten dead-beef vbmithr freeaqingme mckelvin sanshuiyu iamideas signalbuilders zyhong gwachter77 liujiantong hmg3 zhuzhenping muriukip scitao milostosic shijuraj guyrish hrdrq sleepcodebed rapmd73 trufanov-nok laazik blazer-org egmejiad hohner2008 stockxiay ilbegonia666 vicros luozhenyu336 786980206 ishaanahuja7 chenkelei efifeng eihabhala shelby07 charles-achilefu ckmuun flav27 ajd3v bai-jian profitmonk bigg-t simonstek pengspear 056d2055c5 ozmuir orca-sj noquant penggk petersalomonsen nbkell rust-iso linx-core useada madbomber 4thlabs kmyface rischkong potgie lrquantum pinop74 osvaldomartini drawson5570 captaintrunky stat-my dirkarnez marcoschaarbr fivelike bukowa davidyj casinohe alphaquant mark-wang2 frederisk bhchen24 minicore2 pps83 limuell okuye sandy4321 pfoltyn bise86 vedsgit freyastreamlit flyingcountry takagama robertomalatesta kehuawangfff lacgit babamiri ylkcy codewaltz1994 yaoyuchu cygnuson dmukuna 596050 daniel-l-liang

ta-lib's Issues

KDJ Indicator

A request was made for the KDJ Indicator

TA-Lib/ta-lib-python#99

Renko for Candlesticks

A request was made for "Renko for Candlesticks"

TA-Lib/ta-lib-python#362

PVT Indicator

A request was made for the PVT indicator, with code example

TA-Lib/ta-lib-python#622

Fix typo

ta-lib/include/ta_func.h

Line 4772 in 400eed5

* TA_SUB - Vector Arithmetic Substraction

Trust issues !!!

With recent incident with XZ utils in Linux, how do we trust the contributing authors? Not questioning the authenticity of the original author. But not sure about the other contributors.

Investigate Sourceforge Tickets

Bugs:

Patches:

Feature Requests:

Error in installing TA-Lib by "Could not build wheels for TA-Lib, which is required to install pyproject.toml-based projects" error

By installing TA_lib by pip instruction as following command:
pip install TA-Lib
the following result and error are produced, how to fix the problem?

Collecting TA-Lib
  Using cached TA-Lib-0.4.26.tar.gz (272 kB)
  Installing build dependencies ... done
  Getting requirements to build wheel ... done
  Installing backend dependencies ... done
  Preparing metadata (pyproject.toml) ... done
Requirement already satisfied: numpy in c:\users\mahdizadeh\appdata\local\programs\python\python311\lib\site-packages (from TA-Lib) (1.24.1)
Building wheels for collected packages: TA-Lib
  Building wheel for TA-Lib (pyproject.toml) ... error
  error: subprocess-exited-with-error

  × Building wheel for TA-Lib (pyproject.toml) did not run successfully.
  │ exit code: 1
  ╰─> [26 lines of output]
      <string>:77: UserWarning: Cannot find ta-lib library, installation may fail.
      running bdist_wheel
      running build
      running build_py
      creating build
      creating build\lib.win-amd64-cpython-311
      creating build\lib.win-amd64-cpython-311\talib
      copying talib\abstract.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\deprecated.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\stream.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_abstract.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_data.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_func.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_pandas.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_polars.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_stream.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\__init__.py -> build\lib.win-amd64-cpython-311\talib
      running build_ext
      building 'talib._ta_lib' extension
      creating build\temp.win-amd64-cpython-311
      creating build\temp.win-amd64-cpython-311\Release
      creating build\temp.win-amd64-cpython-311\Release\talib
      "C:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.29.30133\bin\HostX86\x64\cl.exe" /c /nologo /O2 /W3 /GL /DNDEBUG /MD -Ic:\ta-lib\c\include -IC:\Users\Mahdizadeh\AppData\Local\Temp\pip-build-env-tlw2ytdz\normal\Lib\site-packages\numpy\core\include -IC:\Users\Mahdizadeh\AppData\Local\Programs\Python\Python311\include -IC:\Users\Mahdizadeh\AppData\Local\Programs\Python\Python311\Include "-IC:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.29.30133\include" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\ucrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\shared" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\um" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\winrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\cppwinrt" /Tctalib/_ta_lib.c /Fobuild\temp.win-amd64-cpython-311\Release\talib/_ta_lib.obj
      _ta_lib.c
      talib/_ta_lib.c(745): fatal error C1083: Cannot open include file: 'ta_libc.h': No such file or directory
      error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio\\2019\\BuildTools\\VC\\Tools\\MSVC\\14.29.30133\\bin\\HostX86\\x64\\cl.exe' failed with exit code 2
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
  ERROR: Failed building wheel for TA-Lib
Failed to build TA-Lib
ERROR: Could not build wheels for TA-Lib, which is required to install pyproject.toml-based projects
PS C:\Users\Mahdizadeh> pip install wheel
Requirement already satisfied: wheel in c:\users\mahdizadeh\appdata\local\programs\python\python311\lib\site-packages (0.40.0)
PS C:\Users\Mahdizadeh> pip install TA-Lib==0.4.4   
ERROR: Could not find a version that satisfies the requirement TA-Lib==0.4.4 (from versions: 0.4.9, 0.4.14, 0.4.15, 0.4.16, 0.4.17, 0.4.18, 0.4.19, 0.4.20, 0.4.21, 0.4.22, 0.4.23, 0.4.24, 0.4.25, 0.4.26)
ERROR: No matching distribution found for TA-Lib==0.4.4
PS C:\Users\Mahdizadeh> pip install TA-Lib==0.4.14
Collecting TA-Lib==0.4.14
  Downloading TA-Lib-0.4.14.tar.gz (715 kB)
     ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ 715.5/715.5 kB 922.0 kB/s eta 0:00:00
  Preparing metadata (setup.py) ... done
Requirement already satisfied: numpy in c:\users\mahdizadeh\appdata\local\programs\python\python311\lib\site-packages (from TA-Lib==0.4.14) (1.24.1)
Building wheels for collected packages: TA-Lib
  Building wheel for TA-Lib (setup.py) ... error
  error: subprocess-exited-with-error

  × python setup.py bdist_wheel did not run successfully.
  │ exit code: 1
  ╰─> [26 lines of output]
      C:\Users\Mahdizadeh\AppData\Local\Temp\pip-install-6xg4mhz3\ta-lib_2586b55e37fc4899ba48dc8348592a75\setup.py:82: UserWarning: Cannot find ta-lib library, installation may fail.
        warnings.warn('Cannot find ta-lib library, installation may fail.')
      running bdist_wheel
      running build
      running build_py
      creating build
      creating build\lib.win-amd64-cpython-311
      creating build\lib.win-amd64-cpython-311\talib
      copying talib\abstract.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\deprecated.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\stream.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_abstract.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_data.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_func.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\test_stream.py -> build\lib.win-amd64-cpython-311\talib
      copying talib\__init__.py -> build\lib.win-amd64-cpython-311\talib
      running build_ext
      skipping 'talib\_ta_lib.c' Cython extension (up-to-date)
      building 'talib._ta_lib' extension
      creating build\temp.win-amd64-cpython-311
      creating build\temp.win-amd64-cpython-311\Release
      creating build\temp.win-amd64-cpython-311\Release\talib
      "C:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.29.30133\bin\HostX86\x64\cl.exe" /c /nologo /O2 /W3 /GL /DNDEBUG /MD -IC:\Users\Mahdizadeh\AppData\Local\Programs\Python\Python311\Lib\site-packages\numpy\core\include -Ic:\ta-lib\c\include -IC:\Users\Mahdizadeh\AppData\Local\Programs\Python\Python311\include -IC:\Users\Mahdizadeh\AppData\Local\Programs\Python\Python311\Include "-IC:\Program Files (x86)\Microsoft Visual Studio\2019\BuildTools\VC\Tools\MSVC\14.29.30133\include" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\ucrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\shared" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\um" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\winrt" "-IC:\Program Files (x86)\Windows Kits\10\include\10.0.19041.0\cppwinrt" /Tctalib\_ta_lib.c /Fobuild\temp.win-amd64-cpython-311\Release\talib\_ta_lib.obj
      _ta_lib.c
      talib\_ta_lib.c(181): fatal error C1083: Cannot open include file: 'longintrepr.h': No such file or directory
      error: command 'C:\\Program Files (x86)\\Microsoft Visual Studio\\2019\\BuildTools\\VC\\Tools\\MSVC\\14.29.30133\\bin\\HostX86\\x64\\cl.exe' failed with exit code 2
      [end of output]

  note: This error originates from a subprocess, and is likely not a problem with pip.
  ERROR: Failed building wheel for TA-Lib
  Running setup.py clean for TA-Lib
Failed to build TA-Lib
ERROR: Could not build wheels for TA-Lib, which is required to install pyproject.toml-based projects

ARM support

See this comment

TA-Lib/ta-lib-python#222 (comment)

Koncorde Indicator

A request was made for some "Koncorde" indicators

TA-Lib/ta-lib-python#573

Problem with rate of change ratio (ROCR) and relevant indicators.

This is a snippet of my data

"[
25600
25869.85
26250
2665
2750
]"

When I try to calculate ROCR, -> Correct ratio is comes at index 1, but it continues for the rest of the indexes.

Connors RSI

A request as made for a Connors RSI indicator, and code example provided

TA-Lib/ta-lib-python#450

Outdate CMakeLists

Could anyone update the CMakeLists? This file is outdate,and can't build anymore. Such as it doesn't have cmake_minimum_required() and project()

Broken for directory paths with spaces

Build errors like this:

libtool: link: (cd .libs/libta_lib.lax/libta_abstract.a && ar x "/Users/trentbrooks/Downloads/ta-lib 3/src/ta_abstract/.libs/libta_abstract.a")
../libtool: line 1717: cd: .libs/libta_lib.lax/libta_abstract.a: No such file or directory
make[2]: *** [libta_lib.la] Error 1
make[1]: *** [all-recursive] Error 1
make: *** [all-recursive] Error 1

If make run in a path that includes spaces.

TA-Lib/ta-lib-python#190

Maybe it's worth starting to fix more of these build problems and forking from SF... dunno.

Investigate sourceforge bugs

Including this one:

https://sourceforge.net/p/ta-lib/bugs/107/

About rust lib

About rust lib:
I had seen Contact mario4tier on github if interested.
i wonder the progression about it.

tks a lot

Unable to build v.0.5.0 with configure

https://github.com/TA-Lib/ta-lib/archive/refs/tags/v0.5.0.tar.gz

unable to build above release. With same way that how we compiled v.0.4.0
./configure --prefix=/usr

and how explicitly force to compile with g++ instead gcc ?

kindly add readme

SAREXT is broken?

at line 372 of ta_SAREXT.c:

/* This function is the same as TA_SAR, except that the caller has

greater control on the SAR dynamic and initial state.
In additon, the TA_SAREXT returns negative values when the position
is short. This allow to distinguish when the SAR do actually reverse.
*/

So, the first part implies that I can use SAREXT and with some parameters I would get the same results as TA_SAR

But, in the second part it say that no, it will not be the case

Shouldn't the function be fixed?

RVI indicator

A request was made for the "Relative Volatility Index Indicator"

TA-Lib/ta-lib-python#631

Release v0.5 (or v0.4.1) with the small values fix

4d0f271

This fix is in the code since 2009. I see a lot of people (including my team) stumbling into issues when using indicators for small numbers. This issue has a long list of other issues about the same problem, for example.

test_imi failed

ta_regtest V0.6.0-dev (Dec 26 2023 08:25:05) - Regression Tests of TA-Lib code

Testing utility functions
Testing Abstract interface
Testing the TA functions
MATH,VECTOR,DCPERIOD/PHASE,TRENDLINE/MODE: Testing...done.
All Moving Averages: Testing...done.
AROON,CORREL,BETA: Testing...done.
CCI,WILLR,ULTOSC,NATR: Testing...done.
BOP,AVGPRICE: Testing...done.
RSI,CMO: Testing...done.
IMI: Testing...
Fail: Value out of tolerance range (0.429738,0.00458716)
Fail: doRangeTestFixSize diff data for idx=0 (4.418833e+01,7.748777e+01)
Fail: doRangeTestFixSize (232,232,232,1,1)
Fail: doRangeTestFixSize refOutBeg,refOutNbElement (4,248)
Fail: Diff 75.358 %
Fail: Using unstable period 208
Failed: For output #1 of 1
D:\WorkCopy\ta-lib\src\tools\ta_regtest\ta_test_func\test_imi.c Failed Test #0 (Code=161)

Please conside making a release

RC was started in 2016 and the release never came.

Awesome Oscillator

A request was made for the Awesome Oscillator

TA-Lib/ta-lib-python#394

doc error: MFI function should not has an unstable period

TA-Lib/ta-lib-python#435

https://github.com/mrjbq7/ta-lib/blob/master/docs/func_groups/momentum_indicators.md

MFI - Money Flow Index

NOTE: The MFI function has an unstable period.

real = MFI(high, low, close, volume, timeperiod=14)

however, if we check the DESCRIPTION of TA_SetUnstablePeriod(https://ta-lib.org/d_api/ta_setunstableperiod.html).

and then how the MFI is calculated:

https://www.investopedia.com/terms/m/mfi.asp

How to Calculate the Money Flow Index

There are several steps for calculating the Money Flow Index. If doing it by hand, using a spreadsheet is recommended.

Calculate the Typical Price for each of the last 14 periods.
For each period, mark whether the typical price was higher or lower than the prior period. This will tell you whether Raw Money Flow is positive or negative.
Calculate Raw Money Flow by multiplying the Typical Price by Volume for that period. Use negative or positive numbers depending on whether the period was up or down (see step above).
Calculate the Money Flow Ratio by adding up all the positive money flows over the last 14 periods and dividing it by the negative money flows for the last 14 periods.
Calculate the Money Flow Index (MFI) using the ratio found in step four.
Continue doing the calculations as each new period ends, using only the last 14 periods of data.

It's more like SMA, having look back period of 1 (compare 1st typical price is up/down with the prev typical price), rather than EMA (which will "remember" all the price effect on the current ema value all the way back to the very start).

I think this is a doc error: The MFI function has no unstable period.