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https://github.com/femtotrader/TALib.jl

A Julia wrapper for TA-Lib
https://github.com/femtotrader/TALib.jl
julia ta-lib technical-analysis trading wrapper
Last synced: about 2 months ago
JSON representation
A Julia wrapper for TA-Lib
Host: GitHub
URL: https://github.com/femtotrader/TALib.jl
Owner: femtotrader
License: other
Created: 2016-05-06T14:14:02.000Z (over 8 years ago)
Default Branch: master
Last Pushed: 2017-08-22T09:19:04.000Z (about 7 years ago)
Last Synced: 2024-04-29T21:23:31.148Z (5 months ago)
Topics: julia, ta-lib, technical-analysis, trading, wrapper
Language: Julia
Homepage:
Size: 542 KB
Stars: 50
Watchers: 11
Forks: 11
Open Issues: 15
Metadata Files:
- Readme: README.md
- License: LICENSE.md
Awesome Lists containing this project

awesome-quant - TALib.jl - A Julia wrapper for TA-Lib. (Julia / FrameWorks)
awesome-quant - TALib.jl - A Julia wrapper for TA-Lib. (Julia / FrameWorks)
README

        # TA-Lib

[![Build Status](https://travis-ci.org/femtotrader/TALib.jl.svg?branch=master)](https://travis-ci.org/femtotrader/TALib.jl)

[![Build status](https://ci.appveyor.com/api/projects/status/github/femtotrader/TALib.jl?svg=true&branch=master)](https://ci.appveyor.com/project/femtotrader/talib-jl/branch/master)

[![Coverage Status](https://coveralls.io/repos/femtotrader/TALib.jl/badge.svg?branch=master&service=github)](https://coveralls.io/github/femtotrader/TALib.jl?branch=master)

[![codecov.io](http://codecov.io/github/femtotrader/TALib.jl/coverage.svg?branch=master)](http://codecov.io/github/femtotrader/TALib.jl?branch=master)

A [Julia](http://julialang.org/) wrapper for [TA-Lib](http://ta-lib.org/) (Technical Analysis Library)

## Sample / Features

See [sample.jl](https://github.com/femtotrader/TALib.jl/blob/master/sample.jl)

TALib.jl supports both Array and DataFrames thanks to [multiple dispatch](https://en.wikipedia.org/wiki/Multiple_dispatch).

```julia

julia> using TALib

julia> using DataFrames

julia> filename = "test/ford_2012.csv"

julia> dfOHLCV = readtable(filename)

julia> dfOHLCV[:Date] = Date(dfOHLCV[:Date])

julia> dfOHLCV

250x6 DataFrames.DataFrame

│ Row │ Date       │ Open  │ High  │ Low   │ Close │ Volume    │

├─────┼────────────┼───────┼───────┼───────┼───────┼───────────┤

│ 1   │ 2012-01-03 │ 11.0  │ 11.25 │ 10.99 │ 11.13 │ 45709900  │

│ 2   │ 2012-01-04 │ 11.15 │ 11.53 │ 11.07 │ 11.3  │ 79725200  │

│ 3   │ 2012-01-05 │ 11.33 │ 11.63 │ 11.24 │ 11.59 │ 67877500  │

│ 4   │ 2012-01-06 │ 11.74 │ 11.8  │ 11.52 │ 11.71 │ 59840700  │

│ 5   │ 2012-01-09 │ 11.83 │ 11.95 │ 11.7  │ 11.8  │ 53981500  │

│ 6   │ 2012-01-10 │ 12.0  │ 12.05 │ 11.63 │ 11.8  │ 121750600 │

│ 7   │ 2012-01-11 │ 11.74 │ 12.18 │ 11.65 │ 12.07 │ 63806000  │

│ 8   │ 2012-01-12 │ 12.16 │ 12.18 │ 11.89 │ 12.14 │ 48687700  │

│ 9   │ 2012-01-13 │ 12.01 │ 12.08 │ 11.84 │ 12.04 │ 46366700  │

│ 10  │ 2012-01-17 │ 12.2  │ 12.26 │ 11.96 │ 12.02 │ 44398400  │

│ 11  │ 2012-01-18 │ 12.03 │ 12.37 │ 12.0  │ 12.34 │ 47102700  │

│ 12  │ 2012-01-19 │ 12.48 │ 12.72 │ 12.43 │ 12.61 │ 70894200  │

│ 13  │ 2012-01-20 │ 12.55 │ 12.64 │ 12.45 │ 12.59 │ 43705700  │

│ 14  │ 2012-01-23 │ 12.69 │ 12.84 │ 12.55 │ 12.66 │ 49379700  │

│ 15  │ 2012-01-24 │ 12.56 │ 12.86 │ 12.46 │ 12.82 │ 45768400  │

│ 16  │ 2012-01-25 │ 12.8  │ 12.98 │ 12.7  │ 12.93 │ 54021600  │

│ 17  │ 2012-01-26 │ 13.03 │ 13.05 │ 12.66 │ 12.79 │ 75470700  │

│ 18  │ 2012-01-27 │ 11.96 │ 12.53 │ 11.79 │ 12.21 │ 142155300 │

⋮

│ 232 │ 2012-12-04 │ 11.4  │ 11.44 │ 11.23 │ 11.31 │ 37760200  │

│ 233 │ 2012-12-05 │ 11.32 │ 11.4  │ 11.18 │ 11.31 │ 33152400  │

│ 234 │ 2012-12-06 │ 11.26 │ 11.31 │ 11.19 │ 11.24 │ 31065800  │

│ 235 │ 2012-12-07 │ 11.27 │ 11.5  │ 11.26 │ 11.48 │ 38404500  │

│ 236 │ 2012-12-10 │ 11.41 │ 11.53 │ 11.41 │ 11.47 │ 26025200  │

│ 237 │ 2012-12-11 │ 11.51 │ 11.58 │ 11.4  │ 11.49 │ 36326900  │

│ 238 │ 2012-12-12 │ 11.52 │ 11.56 │ 11.43 │ 11.47 │ 31099900  │

│ 239 │ 2012-12-13 │ 11.46 │ 11.5  │ 11.21 │ 11.27 │ 35443200  │

│ 240 │ 2012-12-14 │ 11.27 │ 11.27 │ 11.03 │ 11.1  │ 36933500  │

│ 241 │ 2012-12-17 │ 11.16 │ 11.41 │ 11.14 │ 11.39 │ 46983300  │

│ 242 │ 2012-12-18 │ 11.48 │ 11.68 │ 11.4  │ 11.67 │ 61810400  │

│ 243 │ 2012-12-19 │ 11.79 │ 11.85 │ 11.62 │ 11.73 │ 54884700  │

│ 244 │ 2012-12-20 │ 11.74 │ 11.8  │ 11.58 │ 11.77 │ 47750100  │

│ 245 │ 2012-12-21 │ 11.55 │ 11.86 │ 11.47 │ 11.86 │ 94489300  │

│ 246 │ 2012-12-24 │ 11.67 │ 12.4  │ 11.67 │ 12.4  │ 91734900  │

│ 247 │ 2012-12-26 │ 12.31 │ 12.79 │ 12.31 │ 12.79 │ 140331900 │

│ 248 │ 2012-12-27 │ 12.79 │ 12.81 │ 12.36 │ 12.76 │ 108315100 │

│ 249 │ 2012-12-28 │ 12.55 │ 12.88 │ 12.52 │ 12.87 │ 95668600  │

│ 250 │ 2012-12-31 │ 12.88 │ 13.08 │ 12.76 │ 12.95 │ 106908900 │

```

![OHLC](screenshots/OHLC.png)

### Moving Average

```julia

julia> indic = MA(dfOHLCV, price=:Close)

250x2 DataFrames.DataFrame

│ Row │ Date       │ Value   │

├─────┼────────────┼─────────┤

│ 1   │ 2012-01-03 │ NaN     │

│ 2   │ 2012-01-04 │ NaN     │

│ 3   │ 2012-01-05 │ NaN     │

│ 4   │ 2012-01-06 │ NaN     │

│ 5   │ 2012-01-09 │ NaN     │

│ 6   │ 2012-01-10 │ NaN     │

│ 7   │ 2012-01-11 │ NaN     │

│ 8   │ 2012-01-12 │ NaN     │

│ 9   │ 2012-01-13 │ NaN     │

│ 10  │ 2012-01-17 │ NaN     │

│ 11  │ 2012-01-18 │ NaN     │

│ 12  │ 2012-01-19 │ NaN     │

│ 13  │ 2012-01-20 │ NaN     │

│ 14  │ 2012-01-23 │ NaN     │

│ 15  │ 2012-01-24 │ NaN     │

│ 16  │ 2012-01-25 │ NaN     │

│ 17  │ 2012-01-26 │ NaN     │

│ 18  │ 2012-01-27 │ NaN     │

⋮

│ 232 │ 2012-12-04 │ 10.8993 │

│ 233 │ 2012-12-05 │ 10.937  │

│ 234 │ 2012-12-06 │ 10.9727 │

│ 235 │ 2012-12-07 │ 11.022  │

│ 236 │ 2012-12-10 │ 11.0653 │

│ 237 │ 2012-12-11 │ 11.102  │

│ 238 │ 2012-12-12 │ 11.139  │

│ 239 │ 2012-12-13 │ 11.1427 │

│ 240 │ 2012-12-14 │ 11.1377 │

│ 241 │ 2012-12-17 │ 11.145  │

│ 242 │ 2012-12-18 │ 11.159  │

│ 243 │ 2012-12-19 │ 11.1693 │

│ 244 │ 2012-12-20 │ 11.193  │

│ 245 │ 2012-12-21 │ 11.225  │

│ 246 │ 2012-12-24 │ 11.274  │

│ 247 │ 2012-12-26 │ 11.3347 │

│ 248 │ 2012-12-27 │ 11.3933 │

│ 249 │ 2012-12-28 │ 11.4667 │

│ 250 │ 2012-12-31 │ 11.546  │

julia> using PyPlot

julia> plot(dfOHLCV[:Date], dfOHLCV[:Close], dfOHLCV[:Date], indic)

```

![MA](screenshots/MA.png)

### Bollinger Bands

```julia

julia> indic = BBANDS(dfOHLCV, price=:Close)

250x4 DataFrames.DataFrame

│ Row │ Date       │ UpperBand │ MiddleBand │ LowerBand │

├─────┼────────────┼───────────┼────────────┼───────────┤

│ 1   │ 2012-01-03 │ NaN       │ NaN        │ NaN       │

│ 2   │ 2012-01-04 │ NaN       │ NaN        │ NaN       │

│ 3   │ 2012-01-05 │ NaN       │ NaN        │ NaN       │

│ 4   │ 2012-01-06 │ NaN       │ NaN        │ NaN       │

│ 5   │ 2012-01-09 │ NaN       │ NaN        │ NaN       │

│ 6   │ 2012-01-10 │ NaN       │ NaN        │ NaN       │

│ 7   │ 2012-01-11 │ NaN       │ NaN        │ NaN       │

│ 8   │ 2012-01-12 │ NaN       │ NaN        │ NaN       │

│ 9   │ 2012-01-13 │ NaN       │ NaN        │ NaN       │

│ 10  │ 2012-01-17 │ NaN       │ NaN        │ NaN       │

│ 11  │ 2012-01-18 │ NaN       │ NaN        │ NaN       │

│ 12  │ 2012-01-19 │ NaN       │ NaN        │ NaN       │

│ 13  │ 2012-01-20 │ NaN       │ NaN        │ NaN       │

│ 14  │ 2012-01-23 │ NaN       │ NaN        │ NaN       │

│ 15  │ 2012-01-24 │ NaN       │ NaN        │ NaN       │

│ 16  │ 2012-01-25 │ NaN       │ NaN        │ NaN       │

│ 17  │ 2012-01-26 │ NaN       │ NaN        │ NaN       │

│ 18  │ 2012-01-27 │ NaN       │ NaN        │ NaN       │

⋮

│ 232 │ 2012-12-04 │ 11.7437   │ 10.8993    │ 10.055    │

│ 233 │ 2012-12-05 │ 11.7499   │ 10.937     │ 10.1241   │

│ 234 │ 2012-12-06 │ 11.7404   │ 10.9727    │ 10.2049   │

│ 235 │ 2012-12-07 │ 11.7205   │ 11.022     │ 10.3235   │

│ 236 │ 2012-12-10 │ 11.7059   │ 11.0653    │ 10.4247   │

│ 237 │ 2012-12-11 │ 11.7088   │ 11.102     │ 10.4952   │

│ 238 │ 2012-12-12 │ 11.6934   │ 11.139     │ 10.5846   │

│ 239 │ 2012-12-13 │ 11.6991   │ 11.1427    │ 10.5863   │

│ 240 │ 2012-12-14 │ 11.6928   │ 11.1377    │ 10.5825   │

│ 241 │ 2012-12-17 │ 11.7074   │ 11.145     │ 10.5826   │

│ 242 │ 2012-12-18 │ 11.7513   │ 11.159     │ 10.5667   │

│ 243 │ 2012-12-19 │ 11.7896   │ 11.1693    │ 10.549    │

│ 244 │ 2012-12-20 │ 11.848    │ 11.193     │ 10.538    │

│ 245 │ 2012-12-21 │ 11.9126   │ 11.225     │ 10.5374   │

│ 246 │ 2012-12-24 │ 12.0713   │ 11.274     │ 10.4767   │

│ 247 │ 2012-12-26 │ 12.2913   │ 11.3347    │ 10.3781   │

│ 248 │ 2012-12-27 │ 12.4691   │ 11.3933    │ 10.3176   │

│ 249 │ 2012-12-28 │ 12.6315   │ 11.4667    │ 10.3019   │

│ 250 │ 2012-12-31 │ 12.778    │ 11.546     │ 10.314    │

julia> plot(

    dfOHLCV[:Date], dfOHLCV[:Close],

    dfOHLCV[:Date], indic[:UpperBand],

    dfOHLCV[:Date], indic[:MiddleBand],

    dfOHLCV[:Date], indic[:LowerBand],

)

```

![BBANDS](screenshots/BBANDS.png)

## Indicators

An `Array` containing `Symbol`s of available TA-Lib indicators can be displayed using:

```julia

julia> INDICATORS

158-element Array{Symbol,1}:

 :ACOS

 :AD

 :ADD

 :ADOSC

 :ADX

 :ADXR

 :APO

 :AROON

 :AROONOSC

 :ASIN

 :ATAN

 :ATR

 :AVGPRICE

 :BBANDS

 :BETA

 :BOP

 :CCI

 :CDL2CROWS

 :CDL3BLACKCROWS

 ⋮

 :STOCH

 :STOCHF

 :STOCHRSI

 :SUB

 :SUM

 :T3

 :TAN

 :TANH

 :TEMA

 :TRANGE

 :TRIMA

 :TRIX

 :TSF

 :TYPPRICE

 :ULTOSC

 :VAR

 :WCLPRICE

 :WILLR

 :WMA

```

An `OrderedDict` containing properties (required parameters, optional parameters, default values...)

of available TA-Lib indicators can be displayed using:

```julia

julia> D_INDICATORS

DataStructures.OrderedDict{Symbol,Any} with 158 entries:

  :ACOS                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Acos","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…

  :AD                  => Dict{AbstractString,Any}("GroupId"=>"Volume Indicators","CamelCaseName"=>"Ad","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line…

  :ADD                 => Dict{AbstractString,Any}("GroupId"=>"Math Operators","CamelCaseName"=>"Add","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line")…

  :ADOSC               => Dict{AbstractString,Any}("GroupId"=>"Volume Indicators","CamelCaseName"=>"AdOsc","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…

  :ADX                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Adx","OutputArguments"=>[Dict{Abs…

  :ADXR                => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Adxr","OutputArguments"=>[Dict{Ab…

  :APO                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Apo","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…

  :AROON               => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Aroon","OutputArguments"=>Any[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag…

  :AROONOSC            => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"AroonOsc","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag…

  :ASIN                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Asin","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…

  :ATAN                => Dict{AbstractString,Any}("GroupId"=>"Math Transform","CamelCaseName"=>"Atan","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"Line"…

  :ATR                 => Dict{AbstractString,Any}("GroupId"=>"Volatility Indicators","Flags"=>Dict{AbstractString,Any}("Flag"=>"Unstable Period"),"CamelCaseName"=>"Atr","OutputArguments"=>[Dict{A…

  :AVGPRICE            => Dict{AbstractString,Any}("GroupId"=>"Price Transform","Flags"=>Dict{AbstractString,Any}("Flag"=>"Overlap"),"CamelCaseName"=>"AvgPrice","OutputArguments"=>[Dict{AbstractSt…

  :BBANDS              => Dict{AbstractString,Any}("GroupId"=>"Overlap Studies","Flags"=>Dict{AbstractString,Any}("Flag"=>"Overlap"),"CamelCaseName"=>"Bbands","OutputArguments"=>Any[Dict{AbstractS…

  :BETA                => Dict{AbstractString,Any}("GroupId"=>"Statistic Functions","CamelCaseName"=>"Beta","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"…

  :BOP                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Bop","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…

  :CCI                 => Dict{AbstractString,Any}("GroupId"=>"Momentum Indicators","CamelCaseName"=>"Cci","OutputArguments"=>[Dict{AbstractString,Any}("Flags"=>Dict{AbstractString,Any}("Flag"=>"L…

  :CDL2CROWS           => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl2Crows","OutputArguments"=>[Dict{A…

  :CDL3BLACKCROWS      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3BlackCrows","OutputArguments"=>[D…

  :CDL3INSIDE          => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3Inside","OutputArguments"=>[Dict{…

  :CDL3LINESTRIKE      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3LineStrike","OutputArguments"=>[D…

  :CDL3OUTSIDE         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3Outside","OutputArguments"=>[Dict…

  :CDL3STARSINSOUTH    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3StarsInSouth","OutputArguments"=>…

  :CDL3WHITESOLDIERS   => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"Cdl3WhiteSoldiers","OutputArguments"=…

  :CDLABANDONEDBABY    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlAbandonedBaby","OutputArguments"=>…

  :CDLADVANCEBLOCK     => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlAdvanceBlock","OutputArguments"=>[…

  :CDLBELTHOLD         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlBeltHold","OutputArguments"=>[Dict…

  :CDLBREAKAWAY        => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlBreakaway","OutputArguments"=>[Dic…

  :CDLCLOSINGMARUBOZU  => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlClosingMarubozu","OutputArguments"…

  :CDLCONCEALBABYSWALL => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlConcealBabysWall","OutputArguments…

  :CDLCOUNTERATTACK    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlCounterAttack","OutputArguments"=>…

  :CDLDARKCLOUDCOVER   => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDarkCloudCover","OutputArguments"=…

  :CDLDOJI             => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDoji","OutputArguments"=>[Dict{Abs…

  :CDLDOJISTAR         => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDojiStar","OutputArguments"=>[Dict…

  :CDLDRAGONFLYDOJI    => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlDragonflyDoji","OutputArguments"=>…

  :CDLENGULFING        => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEngulfing","OutputArguments"=>[Dic…

  :CDLEVENINGDOJISTAR  => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEveningDojiStar","OutputArguments"…

  :CDLEVENINGSTAR      => Dict{AbstractString,Any}("GroupId"=>"Pattern Recognition","Flags"=>Dict{AbstractString,Any}("Flag"=>"Candlestick"),"CamelCaseName"=>"CdlEveningStar","OutputArguments"=>[D…

  ⋮                    => ⋮

```

A `Dict` of functions by group is available using:

```julia

julia> D_GROUPS

Dict{ASCIIString,Array{Symbol,1}} with 10 entries:

  "Price Transform"       => [:AVGPRICE,:MEDPRICE,:TYPPRICE,:WCLPRICE]

  "Momentum Indicators"   => [:ADX,:ADXR,:APO,:AROON,:AROONOSC,:BOP,:CCI,:CMO,:DX,:MACD  …  :ROCP,:ROCR,:ROCR100,:RSI,:STOCH,:STOCHF,:STOCHRSI,:TRIX,:ULTOSC,:WILLR]

  "Statistic Functions"   => [:BETA,:CORREL,:LINEARREG,:LINEARREG_ANGLE,:LINEARREG_INTERCEPT,:LINEARREG_SLOPE,:STDDEV,:TSF,:VAR]

  "Volatility Indicators" => [:ATR,:NATR,:TRANGE]

  "Overlap Studies"       => [:BBANDS,:DEMA,:EMA,:HT_TRENDLINE,:KAMA,:MA,:MAMA,:MAVP,:MIDPOINT,:MIDPRICE,:SAR,:SAREXT,:SMA,:T3,:TEMA,:TRIMA,:WMA]

  "Math Transform"        => [:ACOS,:ASIN,:ATAN,:CEIL,:COS,:COSH,:EXP,:FLOOR,:LN,:LOG10,:SIN,:SINH,:SQRT,:TAN,:TANH]

  "Cycle Indicators"      => [:HT_DCPERIOD,:HT_DCPHASE,:HT_PHASOR,:HT_SINE,:HT_TRENDMODE]

  "Pattern Recognition"   => [:CDL2CROWS,:CDL3BLACKCROWS,:CDL3INSIDE,:CDL3LINESTRIKE,:CDL3OUTSIDE,:CDL3STARSINSOUTH,:CDL3WHITESOLDIERS,:CDLABANDONEDBABY,:CDLADVANCEBLOCK,:CDLBELTHOLD  …  :CDLSPINN…

  "Volume Indicators"     => [:AD,:ADOSC,:OBV]

  "Math Operators"        => [:ADD,:DIV,:MAX,:MAXINDEX,:MIN,:MININDEX,:MINMAX,:MINMAXINDEX,:MULT,:SUB,:SUM]

```

Description of all indicators

```julia

for (func, info) in D_INDICATORS

    descr = info["ShortDescription"]

    println("|$func|$descr|")

end

```

should display

|Name    |Short description|

|--------|-----------------|

|ACOS|Vector Trigonometric ACos|

|AD|Chaikin A/D Line|

|ADD|Vector Arithmetic Add|

|ADOSC|Chaikin A/D Oscillator|

|ADX|Average Directional Movement Index|

|ADXR|Average Directional Movement Index Rating|

|APO|Absolute Price Oscillator|

|AROON|Aroon|

|AROONOSC|Aroon Oscillator|

|ASIN|Vector Trigonometric ASin|

|ATAN|Vector Trigonometric ATan|

|ATR|Average True Range|

|AVGPRICE|Average Price|

|BBANDS|Bollinger Bands|

|BETA|Beta|

|BOP|Balance Of Power|

|CCI|Commodity Channel Index|

|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|

|CEIL|Vector Ceil|

|CMO|Chande Momentum Oscillator|

|CORREL|Pearson's Correlation Coefficient (r)|

|COS|Vector Trigonometric Cos|

|COSH|Vector Trigonometric Cosh|

|DEMA|Double Exponential Moving Average|

|DIV|Vector Arithmetic Div|

|DX|Directional Movement Index|

|EMA|Exponential Moving Average|

|EXP|Vector Arithmetic Exp|

|FLOOR|Vector Floor|

|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_TRENDLINE|Hilbert Transform - Instantaneous Trendline|

|HT_TRENDMODE|Hilbert Transform - Trend vs Cycle Mode|

|KAMA|Kaufman Adaptive Moving Average|

|LINEARREG|Linear Regression|

|LINEARREG_ANGLE|Linear Regression Angle|

|LINEARREG_INTERCEPT|Linear Regression Intercept|

|LINEARREG_SLOPE|Linear Regression Slope|

|LN|Vector Log Natural|

|LOG10|Vector Log10|

|MA|Moving average|

|MACD|Moving Average Convergence/Divergence|

|MACDEXT|MACD with controllable MA type|

|MACDFIX|Moving Average Convergence/Divergence Fix 12/26|

|MAMA|MESA Adaptive Moving Average|

|MAVP|Moving average with variable period|

|MAX|Highest value over a specified period|

|MAXINDEX|Index of highest value over a specified period|

|MEDPRICE|Median Price|

|MFI|Money Flow Index|

|MIDPOINT|MidPoint over period|

|MIDPRICE|Midpoint Price over period|

|MIN|Lowest value over a specified period|

|MININDEX|Index of lowest value over a specified period|

|MINMAX|Lowest and highest values over a specified period|

|MINMAXINDEX|Indexes of lowest and highest values over a specified period|

|MINUS_DI|Minus Directional Indicator|

|MINUS_DM|Minus Directional Movement|

|MOM|Momentum|

|MULT|Vector Arithmetic Mult|

|NATR|Normalized Average True Range|

|OBV|On Balance Volume|

|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|

|SAR|Parabolic SAR|

|SAREXT|Parabolic SAR - Extended|

|SIN|Vector Trigonometric Sin|

|SINH|Vector Trigonometric Sinh|

|SMA|Simple Moving Average|

|SQRT|Vector Square Root|

|STDDEV|Standard Deviation|

|STOCH|Stochastic|

|STOCHF|Stochastic Fast|

|STOCHRSI|Stochastic Relative Strength Index|

|SUB|Vector Arithmetic Substraction|

|SUM|Summation|

|T3|Triple Exponential Moving Average (T3)|

|TAN|Vector Trigonometric Tan|

|TANH|Vector Trigonometric Tanh|

|TEMA|Triple Exponential Moving Average|

|TRANGE|True Range|

|TRIMA|Triangular Moving Average|

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

|TSF|Time Series Forecast|

|TYPPRICE|Typical Price|

|ULTOSC|Ultimate Oscillator|

|VAR|Variance|

|WCLPRICE|Weighted Close Price|

|WILLR|Williams' %R|

|WMA|Weighted Moving Average|

## Development

See discussion and roadmap here:

- https://github.com/femtotrader/TALib.jl/issues/1

- There is 3 levels of functions

  - level 0: raw C TA-Lib function calls

  - level 1: function with Julia `Array`s as inputs / outputs

  - level 2: more high level functions with

    - `DataFrame` (from [DataFrames.jl](http://dataframesjl.readthedocs.io/)) as inputs / outputs

    - `TimeArray` (from [TimeSeries.jl](http://timeseriesjl.readthedocs.io/)) as inputs / outputs