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Card](https://goreportcard.com/badge/github.com/iamjinlei/go-tart)](https://goreportcard.com/report/github.com/iamjinlei/go-tart)\n[![License: MIT](https://img.shields.io/badge/License-MIT-yellow.svg)](https://opensource.org/licenses/MIT)\n[![Go Reference](https://pkg.go.dev/badge/github.com/iamjinlei/go-tart.svg)](https://pkg.go.dev/github.com/iamjinlei/go-tart)\n\n## Intro\n\n[go-talib](https://github.com/markcheno/go-talib) project provides a nice port of the C-implementation [TA-Lib](http://ta-lib.org/).\nHowever, its code is very verbose and hard to read due to the straight translation from the \"C\" code of [TA-Lib](http://ta-lib.org/).\nMore often, streaming incremental updates to indicators is desirable.\nWe don't want to recalculate the full result if the sliding window only moves forward a single value while history values are not changed at all.\nRecalculation of the history for every new value is expensive.\nWith those in mind, [go-tart](https://github.com/iamjinlei/go-tart) intends to support streaming updates of new values with a concise implementation.\nMost of the indicators from [go-talib](https://github.com/markcheno/go-talib) are realized except a few trivial ones and those involves *Hilbert Transform*.\nResults are verified using [TA-Lib](http://ta-lib.org/)'s output.\nMACD's \"stability\" issue from [go-talib](https://github.com/markcheno/go-talib) is fixed.\n\n## Performance\n\nA benchmark is written to compare the performance for the set of indicators from both [go-talib](https://github.com/markcheno/go-talib) and [go-talib](https://github.com/markcheno/go-talib).\nThis is not a scientific evaluation but gives a sense of how they perform in case of a full recalculation.\nAs shown below, [go-tart](https://github.com/iamjinlei/go-tart) is about 3X slower in full recalculation, which is due to function call to *Update* in each iteration.\n[go-talib](https://github.com/markcheno/go-talib) holds advantage because its code is inlined.\n```bash\ngotest -run ^$ -bench=.\nBenchmarkTart-4             2019            496703 ns/op\nBenchmarkTalib-4            7944            150311 ns/op\n```\nAfter the initial full calculation, [go-tart](https://github.com/iamjinlei/go-tart) should perform better as it only needs a single iteration cost to compute a new update.\n\n## Install\n\nInstall the package with:\n\n```bash\ngo get github.com/iamjinlei/go-tart\n```\n\nImport it with:\n\n```go\nimport \"github.com/iamjinlei/go-tart\"\n```\n\nand use `tart` as the package name\n\n## Exmaple\n\n```go\npackage main\n\nimport (\n\t\"fmt\"\n\n\t\"github.com/iamjinlei/go-tart\"\n)\n\nfunc main() {\n\tsma := tart.NewSma(5)\n\tfor i := 0; i \u003c 20; i++ {\n\t\tfmt.Printf(\"sma[%v] = %.4f\\n\", i, sma.Update(float64(i%7)))\n\t}\n}\n```\n","project_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fiamjinlei%2Fgo-tart","html_url":"https://awesome.ecosyste.ms/projects/github.com%2Fiamjinlei%2Fgo-tart","lists_url":"https://awesome.ecosyste.ms/api/v1/projects/github.com%2Fiamjinlei%2Fgo-tart/lists"}