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A pure Python implementation for TA-LIB based on Cython

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TA-Box

This is a Python implementation for TA-LIB based on Cython.

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

Because TA-Box is written in pure Python, you do not have to install the TA-Lib. TA-Box also supports Cython compilation. With the support of cython, the speed of TA-Box is comparable to TA-LIB.

Installation

You can install from PyPI:

$ python3 -m pip install TA-Box

Or install from git repository:

$ pip install git+https://github.com/quantmew/ta-box.git

Or checkout the sources and run setup.py yourself:

$ python setup.py install

Function List

  • Cycle Indicators

    • HT_DCPERIOD

    • HT_DCPHASE

    • HT_PHASOR

    • HT_SINE

    • HT_TRENDMODE

  • Math Operators

    • ADD✓

    • DIV✓

    • MAX✓

    • MAXINDEX

    • MIN✓

    • MININDEX

    • MINMAX

    • MINMAXINDEX

    • MULT✓

    • SUB✓

    • SUM✓

  • Math Transform

    • ACOS✓

    • ASIN✓

    • ATAN✓

    • CEIL

    • COS

    • COSH

    • EXP

    • FLOOR

    • LN

    • LOG10

    • SIN✓

    • SINH

    • SQRT✓

    • TAN✓

    • TANH

  • Momentum Indicators

    • ADX

    • ADXR

    • APO

    • AROON

    • AROONOSC

    • BOP

    • CCI

    • CMO

    • DX

    • MACD

    • MACDEXT

    • MACDFIX

    • MFI

    • MINUS_DI

    • MINUS_DM

    • MOM

    • PLUS_DI

    • PLUS_DM

    • PPO

    • ROC

    • ROCP

    • ROCR

    • ROCR100

    • RSI

    • STOCH

    • STOCHF

    • STOCHRSI

    • TRIX

    • ULTOSC

    • WILLR

  • Overlap Studies

    • BBANDS

    • DEMA

    • EMA✓

    • HT_TRENDLINE

    • KAMA✓

    • MA✓

    • MAMA✓

    • MAVP

    • MIDPOINT

    • MIDPRICE

    • SAR

    • SAREXT

    • SMA✓

    • T3

    • TEMA

    • TRIMA

    • WMA✓

  • Pattern Recognition

    • CDL2CROWS

    • CDL3BLACKCROWS

    • CDL3INSIDE

    • CDL3LINESTRIKE

    • CDL3OUTSIDE

    • CDL3STARSINSOUTH

    • CDL3WHITESOLDIERS

    • CDLABANDONEDBABY

    • CDLADVANCEBLOCK

    • CDLBELTHOLD

    • CDLBREAKAWAY

    • CDLCLOSINGMARUBOZU

    • CDLCONCEALBABYSWALL

    • CDLCOUNTERATTACK

    • CDLDARKCLOUDCOVER

    • CDLDOJI

    • CDLDOJISTAR

    • CDLDRAGONFLYDOJI

    • CDLENGULFING

    • CDLEVENINGDOJISTAR

    • CDLEVENINGSTAR

    • CDLGAPSIDESIDEWHITE

    • CDLGRAVESTONEDOJI

    • CDLHAMMER

    • CDLHANGINGMAN

    • CDLHARAMI

    • CDLHARAMICROSS

    • CDLHIGHWAVE

    • CDLHIKKAKE

    • CDLHIKKAKEMOD

    • CDLHOMINGPIGEON

    • CDLIDENTICAL3CROWS

    • CDLINNECK

    • CDLINVERTEDHAMMER

    • CDLKICKING

    • CDLKICKINGBYLENGTH

    • CDLLADDERBOTTOM

    • CDLLONGLEGGEDDOJI

    • CDLLONGLINE

    • CDLMARUBOZU

    • CDLMATCHINGLOW

    • CDLMATHOLD

    • CDLMORNINGDOJISTAR

    • CDLMORNINGSTAR

    • CDLONNECK

    • CDLPIERCING

    • CDLRICKSHAWMAN

    • CDLRISEFALL3METHODS

    • CDLSEPARATINGLINES

    • CDLSHOOTINGSTAR

    • CDLSHORTLINE

    • CDLSPINNINGTOP

    • CDLSTALLEDPATTERN

    • CDLSTICKSANDWICH

    • CDLTAKURI

    • CDLTASUKIGAP

    • CDLTHRUSTING

    • CDLTRISTAR

    • CDLUNIQUE3RIVER

    • CDLUPSIDEGAP2CROWS

    • CDLXSIDEGAP3METHODS

  • Price Transform

    • AVGPRICE

    • MEDPRICE

    • TYPPRICE

    • WCLPRICE

  • Statistic Functions

    • BETA

    • CORREL

    • LINEARREG

    • LINEARREG_ANGLE

    • LINEARREG_INTERCEPT

    • LINEARREG_SLOPE

    • STDDEV

    • TSF

    • VAR

  • Volatility Indicators

    • ATR

    • NATR

    • TRANGE✓

  • Volume Indicators

    • AD

    • ADOSC

    • OBV

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