https://github.com/kkristof200/pretty-ta-lib

TA-Lib prettyfied
https://github.com/kkristof200/pretty-ta-lib

Last synced: 10 days ago
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TA-Lib prettyfied

• Host: GitHub
• URL: https://github.com/kkristof200/pretty-ta-lib
• Owner: kkristof200
• License: mit
• Created: 2020-06-12T09:59:40.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2020-11-26T11:45:27.000Z (almost 4 years ago)
• Last Synced: 2024-03-22T20:22:13.691Z (8 months ago)
• Language: Python
• Homepage:
• Size: 104 KB
• Stars: 2
• Watchers: 2
• Forks: 0
• Open Issues: 0
• Metadata Files:
  • Readme: README.md
  • License: LICENSE

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README

        
# pretty_talib

![python_version](https://img.shields.io/static/v1?label=Python&message=3.5%20|%203.6%20|%203.7&color=blue) [![PyPI downloads/month](https://img.shields.io/pypi/dm/pretty_talib?logo=pypi&logoColor=white)](https://pypi.python.org/pypi/pretty_talib)

## Description

Prettified interface for [TA-Lib](https://github.com/mrjbq7/ta-lib)

## Install

1. Install TA-Lib dependency

    - For Mac it's easy as that

      ~~~~shell

      brew install ta-lib

      ~~~~

    - For other platforms, or troubleshooting please check the installation guide for [TA-Lib](https://github.com/mrjbq7/ta-lib)

2. Install pretty_talib

~~~~bash

pip install pretty_talib

# or

pip3 install pretty_talib

~~~~

## Important Note

THE TYPE OF 'data' AND THE VALUES OF 'use_builtin_types' AND 'use_objects' HIGHLY AFFECTS EFFICIENCY.

SEE BENCHMARK BELOW (Ran 250 times)

~~~~

--------------------------------------------------------------------------------------------------

| rank |                                setup                               |  duration  |  perc |

--------------------------------------------------------------------------------------------------

|    1 | data: Dict,             use_builtin_types=False, use_objects=False | 0.00626893 |       |

|    2 | data: Dict,             use_builtin_types=True,  use_objects=False | 0.02440002 | 3.89x | -> ~5.4x slower

|    3 | data: Dict,             use_builtin_types=True,  use_objects=True  | 0.03171391 | 5.05x | -> ~5.9x slower

|    4 | data: pandas.DataFrame, use_builtin_types=False, use_objects=False | 0.03171391 | 5.05x | -> ~6.1x slower

--------------------------------------------------------------------------------------------------

~~~~

## Usage

~~~~python

# System

import json

# Pip

import numpy

# Local

from pretty_talib import get_stats, ALL, FunctionName

l=50

timeperiod = 5

data = {

    'open': numpy.random.random(l),

    'high': numpy.random.random(l),

    'low': numpy.random.random(l),

    'close': numpy.random.random(l),

    'volume': numpy.random.random(l)

}

stats = get_stats(data, timeperiod=timeperiod, use_builtin_types=False)

with open('stats.json', 'w') as file:

    json.dump(stats, file, indent=4)

# BENCHMARKS

# from funcmeasure import measure

# def use_objects_false_use_builtin_types_false():

#     get_stats(data, types=ALL, timeperiod=timeperiod)

# def use_objects_false_builtin_types_true():

#     get_stats(data, types=ALL, timeperiod=timeperiod, use_builtin_types=True)

# def use_objects_true_use_builtin_types_true():

#     get_stats(data, types=ALL, timeperiod=timeperiod, use_objects=True)

# measure(

#     [

#         use_objects_false_use_builtin_types_false,

#         use_objects_false_builtin_types_true,

#         use_objects_true_use_builtin_types_true

#     ],

#     times=100

# )

~~~~

## Credits

[TA-Lib](https://github.com/mrjbq7/ta-lib) by [mrjbq7](https://github.com/mrjbq7)