https://github.com/cristian-bicheru/fast-ta

Python Technical Analysis Library For Big Data
https://github.com/cristian-bicheru/fast-ta

c finance numpy python3 technical-analysis technical-analysis-library

Last synced: about 2 months ago
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Python Technical Analysis Library For Big Data

• Host: GitHub
• URL: https://github.com/cristian-bicheru/fast-ta
• Owner: cristian-bicheru
• License: mit
• Created: 2020-04-09T09:54:37.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2021-07-09T05:15:09.000Z (over 3 years ago)
• Last Synced: 2024-10-15T02:05:02.089Z (2 months ago)
• Topics: c, finance, numpy, python3, technical-analysis, technical-analysis-library
• Language: C
• Homepage: https://fast-ta.readthedocs.io/en/latest/index.html
• Size: 5.18 MB
• Stars: 10
• Watchers: 4
• Forks: 4
• Open Issues: 9
• Metadata Files:
  • Readme: README.md
  • Contributing: .github/CONTRIBUTING.md
  • License: LICENSE.md
  • Code of conduct: .github/CODE_OF_CONDUCT.md

Awesome Lists containing this project

README

        
[![Build Status](https://travis-ci.com/cristian-bicheru/fast-ta.svg?branch=master)](https://travis-ci.com/cristian-bicheru/fast-ta)

[![codecov](https://codecov.io/gh/cristian-bicheru/fast-ta/branch/master/graph/badge.svg)](https://codecov.io/gh/cristian-bicheru/fast-ta)

# Cloning Source Code:

```bash

git clone https://github.com/cristian-bicheru/fast-ta.git && cd fast-ta && git submodule update --init

```

# Building:

```bash

python3.x setup.py build_ext --inplace

```

OR using CMake

```bash

mkdir test_build && cd test_build

cmake -D=1 ..

make -j

``

For debugging purposes, you can use `cmake -DCMAKE_BUILD_TYPE=Debug -D=1 ..` (where `` is either SSE2, SSE41, AVX, AVX2, or AVX512, or you can omit the `-D=1` entirely for a SIMD-free build.) 

NOTE: without `-DCMAKE_BUILD_TYPE=Debug` the compiler may introduce SIMD optimizations.

Building with MSVC:

```bash

mkdir test_build && cd test_build

cmake ..

msbuild fast-ta.sln

```

NOTE: This requires msbuild to be in PATH, also make sure the selected Python distribution was installed with debug binaries. If not, re-run the installer and tick the option.

# Testing:

To run CI tests:

```bash

./test.sh

```

All of these must pass for any code to be added to the repo.

For general, eyeball testing you can generate plots of the indicators with

this script.

```bash

python3.x tests/tests.py --show-plots --save-plots

```

# Benchmarks:

**REQUIRES:** ta

```bash

python3.x benchmarks/.py

```

**OUTPUTS:** SVG plotting times speedup

# Useful Resources:

https://docs.python.org/3/c-api/index.html

https://docs.scipy.org/doc/numpy/reference/c-api.html

https://db.in.tum.de/~finis/x86-intrin-cheatsheet-v2.1.pdf

# TODO:

 - Aggregate code coverage data in CI.