TA-Lib-0.4.23.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: ``` $ 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. ##### Mac OS X ``` $ brew install ta-lib ``` If you are using a M1 laptop and Homebrew, then you can set these before installing: ``` $ export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include" $ export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib" $ arch -arm64 brew install ta-lib ``` You might also find this helpful on M1, 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 > * 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``. ### 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 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 >>> c = numpy.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, d = talib.STOCHF(rsi, rsi, rsi) # you might want this instead, calling STOCH >>> rsi = talib.RSI(c) >>> k, d = talib.STOCH(rsi, rsi, rsi) ``` ## Function API Similar to TA-Lib, the Function API provides a lightweight wrapper of the exposed TA-Lib indicators. Each function returns an output array and have default values for their parameters, unless specified as keyword arguments. Typically, these functions will have an initial "lookback" period (a required number of observations before an output is generated) set to ``NaN``. For convenience, the Function API supports both ``numpy.ndarray`` and ``pandas.Series`` and ``polars.Series`` inputs. All of the following examples use the Function API: ```python import numpy import talib close = numpy.random.random(100) ``` Calculate a simple moving average of the close prices: ```python output = talib.SMA(close) ``` Calculating bollinger bands, with triple exponential moving average: ```python from talib import MA_Type upper, middle, lower = talib.BBANDS(c