TA-Lib-0.4.26.tar.gz

# TA-Lib  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: ``` $ python3 -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](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-msvc.zip) 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 (**and > unsupported**) instructions for building on 64-bit Windows 10, 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 binaries for both 32-bit and 64-bit: https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib ##### Linux Download [ta-lib-0.4.0-src.tar.gz](http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz) 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 <bits/libc-header-start.h> ^~~~~~~~~~~~~~~~~~~~~~~~~~ ``` 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,