Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
https://github.com/iamjinlei/go-tart
Technical indicators with streaming update support
https://github.com/iamjinlei/go-tart
ta-lib talib technical-analysis technical-indicators
Last synced: 9 days ago
JSON representation
Technical indicators with streaming update support
- Host: GitHub
- URL: https://github.com/iamjinlei/go-tart
- Owner: iamjinlei
- License: mit
- Created: 2021-06-11T04:45:56.000Z (over 3 years ago)
- Default Branch: master
- Last Pushed: 2021-06-23T08:39:58.000Z (over 3 years ago)
- Last Synced: 2024-08-01T18:30:47.707Z (3 months ago)
- Topics: ta-lib, talib, technical-analysis, technical-indicators
- Language: Go
- Homepage:
- Size: 192 KB
- Stars: 56
- Watchers: 4
- Forks: 16
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- License: LICENSE
Awesome Lists containing this project
- awesome-systematic-trading - go-tart - lib]((https://github.com/mrjbq7/ta-lib) with streaming update support |  |  | (Analytics / Indicators)
README
go-tart (go-TA RealTime)
[](https://travis-ci.com/iamjinlei/go-tart)
[](https://goreportcard.com/report/github.com/iamjinlei/go-tart)
[](https://opensource.org/licenses/MIT)
[](https://pkg.go.dev/github.com/iamjinlei/go-tart)
## Intro
[go-talib](https://github.com/markcheno/go-talib) project provides a nice port of the C-implementation [TA-Lib](http://ta-lib.org/).
However, 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/).
More often, streaming incremental updates to indicators is desirable.
We 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.
Recalculation of the history for every new value is expensive.
With those in mind, [go-tart](https://github.com/iamjinlei/go-tart) intends to support streaming updates of new values with a concise implementation.
Most of the indicators from [go-talib](https://github.com/markcheno/go-talib) are realized except a few trivial ones and those involves *Hilbert Transform*.
Results are verified using [TA-Lib](http://ta-lib.org/)'s output.
MACD's "stability" issue from [go-talib](https://github.com/markcheno/go-talib) is fixed.
## Performance
A 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).
This is not a scientific evaluation but gives a sense of how they perform in case of a full recalculation.
As 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.
[go-talib](https://github.com/markcheno/go-talib) holds advantage because its code is inlined.
```bash
gotest -run ^$ -bench=.
BenchmarkTart-4 2019 496703 ns/op
BenchmarkTalib-4 7944 150311 ns/op
```
After 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.
## Install
Install the package with:
```bash
go get github.com/iamjinlei/go-tart
```
Import it with:
```go
import "github.com/iamjinlei/go-tart"
```
and use `tart` as the package name
## Exmaple
```go
package main
import (
"fmt"
"github.com/iamjinlei/go-tart"
)
func main() {
sma := tart.NewSma(5)
for i := 0; i < 20; i++ {
fmt.Printf("sma[%v] = %.4f\n", i, sma.Update(float64(i%7)))
}
}
```