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https://github.com/mrjbq7/ta-lib

Python wrapper for TA-Lib (http://ta-lib.org/).
https://github.com/mrjbq7/ta-lib

finance pattern-recognition python quantitative-finance ta-lib technical-analysis

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Python wrapper for TA-Lib (http://ta-lib.org/).

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README 

        
# TA-Lib



![Tests](https://github.com/ta-lib/ta-lib-python/actions/workflows/tests.yml/badge.svg)



This is a Python wrapper for [TA-LIB](http://ta-lib.org) based on Cython

instead of SWIG. From the homepage:



> TA-Lib is widely used by trading software developers requiring to perform

> technical analysis of financial market data.

>

> * Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger

>   Bands, etc.

> * Candlestick pattern recognition

> * Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET



The original Python bindings included with TA-Lib use

[SWIG](http://swig.org) which unfortunately are difficult to install and

aren't as efficient as they could be. Therefore this project uses

[Cython](https://cython.org) and [Numpy](https://numpy.org) to efficiently

and cleanly bind to TA-Lib -- producing results 2-4 times faster than the

SWIG interface.



In addition, this project also supports the use of the

[Polars](https://www.pola.rs) and [Pandas](https://pandas.pydata.org)

libraries.



## Installation



You can install from PyPI:



```

$ python -m pip install TA-Lib

```



Or checkout the sources and run ``setup.py`` yourself:



```

$ python setup.py install

```



It also appears possible to install via 

[Conda Forge](https://anaconda.org/conda-forge/ta-lib):



```

$ conda install -c conda-forge ta-lib

```



### Dependencies



To use TA-Lib for python, you need to have the

[TA-Lib](http://ta-lib.org/hdr_dw.html) already installed. You should

probably follow their installation directions for your platform, but some

suggestions are included below for reference.



> Some Conda Forge users have reported success installing the underlying TA-Lib C

> library using [the libta-lib package](https://anaconda.org/conda-forge/libta-lib):

>

> ``$ conda install -c conda-forge libta-lib``



##### Mac OS X



You can simply install using Homebrew:



```

$ brew install ta-lib

```



If you are using Apple Silicon, such as the M1 processors, and building mixed

architecture Homebrew projects, you might want to make sure it's being built

for your architecture:



```

$ arch -arm64 brew install ta-lib

```



And perhaps you can set these before installing with ``pip``:



```

$ export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"

$ export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"

```



You might also find this helpful, particularly if you have tried several

different installations without success:



```

$ your-arm64-python -m pip install --no-cache-dir ta-lib

```



##### Windows



Download [ta-lib-0.4.0-msvc.zip](https://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-msvc.zip/download)

and unzip to ``C:\ta-lib``.



> This is a 32-bit binary release.  If you want to use 64-bit Python, you will

> need to build a 64-bit version of the library. Some unofficial instructions

> for building on 64-bit Windows 10 or Windows 11, here for reference:

>

> 1. Download and Unzip ``ta-lib-0.4.0-msvc.zip``

> 2. Move the Unzipped Folder ``ta-lib`` to ``C:\``

> 3. Download and Install Visual Studio Community (2015 or later)

>    * Remember to Select ``[Visual C++]`` Feature

> 4. Build TA-Lib Library

>    * From Windows Start Menu, Start ``[VS2015 x64 Native Tools Command

>      Prompt]``

>    * Move to ``C:\ta-lib\c\make\cdr\win32\msvc``

>    * Build the Library ``nmake``



You might also try these unofficial windows binary wheels for both 32-bit

and 64-bit:



https://github.com/cgohlke/talib-build/



##### Linux



Download

[ta-lib-0.4.0-src.tar.gz](https://sourceforge.net/projects/ta-lib/files/ta-lib/0.4.0/ta-lib-0.4.0-src.tar.gz/download)

and:



```

$ tar -xzf ta-lib-0.4.0-src.tar.gz

$ cd ta-lib/

$ ./configure --prefix=/usr

$ make

$ sudo make install

```



> If you build ``TA-Lib`` using ``make -jX`` it will fail but that's OK!

> Simply rerun ``make -jX`` followed by ``[sudo] make install``.



Note: if your directory path includes spaces, the installation will probably

fail with ``No such file or directory`` errors.



### Troubleshooting



If you get a warning that looks like this:



```

setup.py:79: UserWarning: Cannot find ta-lib library, installation may fail.

warnings.warn('Cannot find ta-lib library, installation may fail.')

```



This typically means ``setup.py`` can't find the underlying ``TA-Lib``

library, a dependency which needs to be installed.



---



If you installed the underlying ``TA-Lib`` library with a custom prefix

(e.g., with ``./configure --prefix=$PREFIX``), then when you go to install

this python wrapper you can specify additional search paths to find the

library and include files for the underlying ``TA-Lib`` library using the

``TA_LIBRARY_PATH`` and ``TA_INCLUDE_PATH`` environment variables:



```sh

$ export TA_LIBRARY_PATH=$PREFIX/lib

$ export TA_INCLUDE_PATH=$PREFIX/include

$ python setup.py install # or pip install ta-lib

```



---



Sometimes installation will produce build errors like this:



```

talib/_ta_lib.c:601:10: fatal error: ta-lib/ta_defs.h: No such file or directory

  601 | #include "ta-lib/ta_defs.h"

      |          ^~~~~~~~~~~~~~~~~~

compilation terminated.

```



or:



```

common.obj : error LNK2001: unresolved external symbol TA_SetUnstablePeriod

common.obj : error LNK2001: unresolved external symbol TA_Shutdown

common.obj : error LNK2001: unresolved external symbol TA_Initialize

common.obj : error LNK2001: unresolved external symbol TA_GetUnstablePeriod

common.obj : error LNK2001: unresolved external symbol TA_GetVersionString

```



This typically means that it can't find the underlying ``TA-Lib`` library, a

dependency which needs to be installed.  On Windows, this could be caused by

installing the 32-bit binary distribution of the underlying ``TA-Lib`` library,

but trying to use it with 64-bit Python.



---



Sometimes installation will fail with errors like this:



```

talib/common.c:8:22: fatal error: pyconfig.h: No such file or directory

 #include "pyconfig.h"

                      ^

compilation terminated.

error: command 'x86_64-linux-gnu-gcc' failed with exit status 1

```



This typically means that you need the Python headers, and should run

something like:



```

$ sudo apt-get install python3-dev

```



---



Sometimes building the underlying ``TA-Lib`` library has errors running

``make`` that look like this:



```

../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

```



This might mean that the directory path to the underlying ``TA-Lib`` library

has spaces in the directory names.  Try putting it in a path that does not have

any spaces and trying again.



---



Sometimes you might get this error running ``setup.py``:



```

/usr/include/limits.h:26:10: fatal error: bits/libc-header-start.h: No such file or directory

#include 

         ^~~~~~~~~~~~~~~~~~~~~~~~~~

```



This is likely an issue with trying to compile for 32-bit platform but

without the appropriate headers.  You might find some success looking at the

first answer to [this question](https://stackoverflow.com/questions/54082459/fatal-error-bits-libc-header-start-h-no-such-file-or-directory-while-compili).



---



If you get an error on macOS like this:



```

code signature in <141BC883-189B-322C-AE90-CBF6B5206F67>

'python3.9/site-packages/talib/_ta_lib.cpython-39-darwin.so' not valid for

use in process: Trying to load an unsigned library)

```



You might look at [this question](https://stackoverflow.com/questions/69610572/how-can-i-solve-the-below-error-while-importing-nltk-package)

and use ``xcrun codesign`` to fix it.



---



If you wonder why ``STOCHRSI`` gives you different results than you expect,

probably you want ``STOCH`` applied to ``RSI``, which is a little different

than the ``STOCHRSI`` which is ``STOCHF`` applied to ``RSI``:



```python

>>> import talib

>>> import numpy as np

>>> c = np.random.randn(100)



# this is the library function

>>> k, d = talib.STOCHRSI(c)



# this produces the same result, calling STOCHF

>>> rsi = talib.RSI(c)

>>> k, d = talib.STOCHF(rsi, rsi, rsi)



# you might want this instead, calling STOCH

>>> rsi = talib.RSI(c)

>>> k, d = talib.STOCH(rsi, rsi, rsi)

```



---



If the build appears to hang, you might be running on a VM with not enough

memory -- try 1 GB or 2 GB.



---



If you get "permission denied" errors such as this, you might need to give

your user access to the location where the underlying TA-Lib C library is

installed -- or install it to a user-accessible location.



```

talib/_ta_lib.c:747:28: fatal error: /usr/include/ta-lib/ta_defs.h: Permission denied

 #include "ta-lib/ta-defs.h"

                            ^

compilation terminated

error: command 'gcc' failed with exit status 1

```



## Function API



Similar to TA-Lib, the Function API provides a lightweight wrapper of the

exposed TA-Lib indicators.



Each function returns an output array and have default values for their

parameters, unless specified as keyword arguments. Typically, these functions

will have an initial "lookback" period (a required number of observations

before an output is generated) set to ``NaN``.



For convenience, the Function API supports both ``numpy.ndarray`` and

``pandas.Series`` and ``polars.Series`` inputs.



All of the following examples use the Function API:



```python

import numpy as np

import talib



close = np.random.random(100)

```



Calculate a simple moving average of the close prices:



```python

output = talib.SMA(close)

```



Calculating bollinger bands, with triple exponential moving average:



```python

from talib import MA_Type



upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)

```



Calculating momentum of the close prices, with a time period of 5:



```python

output = talib.MOM(close, timeperiod=5)

```



##### NaN's



The underlying TA-Lib C library handles NaN's in a sometimes surprising manner

by typically propagating NaN's to the end of the output, for example:



```python

>>> c = np.array([1.0, 2.0, 3.0, np.nan, 4.0, 5.0, 6.0])



>>> talib.SMA(c, 3)

array([nan, nan,  2., nan, nan, nan, nan])

```



You can compare that to a Pandas rolling mean, where their approach is to

output NaN until enough "lookback" values are observed to generate new outputs:



```python

>>> c = pandas.Series([1.0, 2.0, 3.0, np.nan, 4.0, 5.0, 6.0])



>>> c.rolling(3).mean()

0    NaN

1    NaN

2    2.0

3    NaN

4    NaN

5    NaN

6    5.0

dtype: float64

```



## Abstract API



If you're already familiar with using the function API, you should feel right

at home using the Abstract API.



Every function takes a collection of named inputs, either a ``dict`` of

``numpy.ndarray`` or ``pandas.Series`` or ``polars.Series``, or a

``pandas.DataFrame`` or ``polars.DataFrame``. If a ``pandas.DataFrame`` or

``polars.DataFrame`` is provided, the output is returned as the same type

with named output columns.



For example, inputs could be provided for the typical "OHLCV" data:



```python

import numpy as np



# note that all ndarrays must be the same length!

inputs = {

    'open': np.random.random(100),

    'high': np.random.random(100),

    'low': np.random.random(100),

    'close': np.random.random(100),

    'volume': np.random.random(100)

}

```



Functions can either be imported directly or instantiated by name:



```python

from talib import abstract



# directly

SMA = abstract.SMA



# or by name

SMA = abstract.Function('sma')

```



From there, calling functions is basically the same as the function API:



```python

from talib.abstract import *



# uses close prices (default)

output = SMA(inputs, timeperiod=25)



# uses open prices

output = SMA(inputs, timeperiod=25, price='open')



# uses close prices (default)

upper, middle, lower = BBANDS(inputs, 20, 2.0, 2.0)



# uses high, low, close (default)

slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0) # uses high, low, close by default



# uses high, low, open instead

slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])

```



## Streaming API



An experimental Streaming API was added that allows users to compute the latest

value of an indicator.  This can be faster than using the Function API, for

example in an application that receives streaming data, and wants to know just

the most recent updated indicator value.



```python

import talib

from talib import stream



close = np.random.random(100)



# the Function API

output = talib.SMA(close)



# the Streaming API

latest = stream.SMA(close)



# the latest value is the same as the last output value

assert (output[-1] - latest) < 0.00001

```



## Supported Indicators and Functions



We can show all the TA functions supported by TA-Lib, either as a ``list`` or

as a ``dict`` sorted by group (e.g. "Overlap Studies", "Momentum Indicators",

etc):



```python

import talib



# list of functions

for name in talib.get_functions():

    print(name)



# dict of functions by group

for group, names in talib.get_function_groups():

    print(group)

    for name in names:

        print(name)

```



### Indicator Groups



* Overlap Studies

* Momentum Indicators

* Volume Indicators

* Volatility Indicators

* Price Transform

* Cycle Indicators

* Pattern Recognition



##### Overlap Studies

```

BBANDS               Bollinger Bands

DEMA                 Double Exponential Moving Average

EMA                  Exponential Moving Average

HT_TRENDLINE         Hilbert Transform - Instantaneous Trendline

KAMA                 Kaufman Adaptive Moving Average

MA                   Moving average

MAMA                 MESA Adaptive Moving Average

MAVP                 Moving average with variable period

MIDPOINT             MidPoint over period

MIDPRICE             Midpoint Price over period

SAR                  Parabolic SAR

SAREXT               Parabolic SAR - Extended

SMA                  Simple Moving Average

T3                   Triple Exponential Moving Average (T3)

TEMA                 Triple Exponential Moving Average

TRIMA                Triangular Moving Average

WMA                  Weighted Moving Average

```



##### Momentum Indicators

```

ADX                  Average Directional Movement Index

ADXR                 Average Directional Movement Index Rating

APO                  Absolute Price Oscillator

AROON                Aroon

AROONOSC             Aroon Oscillator

BOP                  Balance Of Power

CCI                  Commodity Channel Index

CMO                  Chande Momentum Oscillator

DX                   Directional Movement Index

MACD                 Moving Average Convergence/Divergence

MACDEXT              MACD with controllable MA type

MACDFIX              Moving Average Convergence/Divergence Fix 12/26

MFI                  Money Flow Index

MINUS_DI             Minus Directional Indicator

MINUS_DM             Minus Directional Movement

MOM                  Momentum

PLUS_DI              Plus Directional Indicator

PLUS_DM              Plus Directional Movement

PPO                  Percentage Price Oscillator

ROC                  Rate of change : ((price/prevPrice)-1)*100

ROCP                 Rate of change Percentage: (price-prevPrice)/prevPrice

ROCR                 Rate of change ratio: (price/prevPrice)

ROCR100              Rate of change ratio 100 scale: (price/prevPrice)*100

RSI                  Relative Strength Index

STOCH                Stochastic

STOCHF               Stochastic Fast

STOCHRSI             Stochastic Relative Strength Index

TRIX                 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

ULTOSC               Ultimate Oscillator

WILLR                Williams' %R

```



##### Volume Indicators

```

AD                   Chaikin A/D Line

ADOSC                Chaikin A/D Oscillator

OBV                  On Balance Volume

```



##### Cycle Indicators

```

HT_DCPERIOD          Hilbert Transform - Dominant Cycle Period

HT_DCPHASE           Hilbert Transform - Dominant Cycle Phase

HT_PHASOR            Hilbert Transform - Phasor Components

HT_SINE              Hilbert Transform - SineWave

HT_TRENDMODE         Hilbert Transform - Trend vs Cycle Mode

```



##### Price Transform

```

AVGPRICE             Average Price

MEDPRICE             Median Price

TYPPRICE             Typical Price

WCLPRICE             Weighted Close Price

```



##### Volatility Indicators

```

ATR                  Average True Range

NATR                 Normalized Average True Range

TRANGE               True Range

```



##### Pattern Recognition

```

CDL2CROWS            Two Crows

CDL3BLACKCROWS       Three Black Crows

CDL3INSIDE           Three Inside Up/Down

CDL3LINESTRIKE       Three-Line Strike

CDL3OUTSIDE          Three Outside Up/Down

CDL3STARSINSOUTH     Three Stars In The South

CDL3WHITESOLDIERS    Three Advancing White Soldiers

CDLABANDONEDBABY     Abandoned Baby

CDLADVANCEBLOCK      Advance Block

CDLBELTHOLD          Belt-hold

CDLBREAKAWAY         Breakaway

CDLCLOSINGMARUBOZU   Closing Marubozu

CDLCONCEALBABYSWALL  Concealing Baby Swallow

CDLCOUNTERATTACK     Counterattack

CDLDARKCLOUDCOVER    Dark Cloud Cover

CDLDOJI              Doji

CDLDOJISTAR          Doji Star

CDLDRAGONFLYDOJI     Dragonfly Doji

CDLENGULFING         Engulfing Pattern

CDLEVENINGDOJISTAR   Evening Doji Star

CDLEVENINGSTAR       Evening Star

CDLGAPSIDESIDEWHITE  Up/Down-gap side-by-side white lines

CDLGRAVESTONEDOJI    Gravestone Doji

CDLHAMMER            Hammer

CDLHANGINGMAN        Hanging Man

CDLHARAMI            Harami Pattern

CDLHARAMICROSS       Harami Cross Pattern

CDLHIGHWAVE          High-Wave Candle

CDLHIKKAKE           Hikkake Pattern

CDLHIKKAKEMOD        Modified Hikkake Pattern

CDLHOMINGPIGEON      Homing Pigeon

CDLIDENTICAL3CROWS   Identical Three Crows

CDLINNECK            In-Neck Pattern

CDLINVERTEDHAMMER    Inverted Hammer

CDLKICKING           Kicking

CDLKICKINGBYLENGTH   Kicking - bull/bear determined by the longer marubozu

CDLLADDERBOTTOM      Ladder Bottom

CDLLONGLEGGEDDOJI    Long Legged Doji

CDLLONGLINE          Long Line Candle

CDLMARUBOZU          Marubozu

CDLMATCHINGLOW       Matching Low

CDLMATHOLD           Mat Hold

CDLMORNINGDOJISTAR   Morning Doji Star

CDLMORNINGSTAR       Morning Star

CDLONNECK            On-Neck Pattern

CDLPIERCING          Piercing Pattern

CDLRICKSHAWMAN       Rickshaw Man

CDLRISEFALL3METHODS  Rising/Falling Three Methods

CDLSEPARATINGLINES   Separating Lines

CDLSHOOTINGSTAR      Shooting Star

CDLSHORTLINE         Short Line Candle

CDLSPINNINGTOP       Spinning Top

CDLSTALLEDPATTERN    Stalled Pattern

CDLSTICKSANDWICH     Stick Sandwich

CDLTAKURI            Takuri (Dragonfly Doji with very long lower shadow)

CDLTASUKIGAP         Tasuki Gap

CDLTHRUSTING         Thrusting Pattern

CDLTRISTAR           Tristar Pattern

CDLUNIQUE3RIVER      Unique 3 River

CDLUPSIDEGAP2CROWS   Upside Gap Two Crows

CDLXSIDEGAP3METHODS  Upside/Downside Gap Three Methods

```



##### Statistic Functions

```

BETA                 Beta

CORREL               Pearson's Correlation Coefficient (r)

LINEARREG            Linear Regression

LINEARREG_ANGLE      Linear Regression Angle

LINEARREG_INTERCEPT  Linear Regression Intercept

LINEARREG_SLOPE      Linear Regression Slope

STDDEV               Standard Deviation

TSF                  Time Series Forecast

VAR                  Variance

```