osx compile from source (high sierra 10.13.2, python 3.6)

[trentbrooks]

Hi,

Thanks for such a great tool. It works perfectly via the pip install, but I need to compile from source to address the floating point precision mentioned here: #151. Hoping you can point me in the right direction as I'm getting an error during make.

Following instructions here:
$ ./configure --prefix=/usr
$ make
$ sudo make install

But it fails at the first 'make' for me with the following error:
libtool: link: (cd .libs/libta_lib.lax/libta_abstract.a && ar x "/Users/trentbrooks/Downloads/ta-lib 3/src/ta_abstract/.libs/libta_abstract.a")
../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

Full logs here:
configure: https://www.dropbox.com/s/dspkcmltxbp7v1p/talib-configure-result.txt
make: https://www.dropbox.com/s/2h5tft7xpw3r9i3/talb-make-result.txt

I'm running osx high sierra 10.13.2, python 3.6.

[mrjbq7]

On a mac laptop running macOS 10.13.3:

1. downloaded ta-lib-0.4.0-src.tar.gz
2. tar xvfz ta-lib-0.4.0-src.tar.gz
3. applied the two-line patch bollinger bands are the same for upper, middle and lower #151 (comment)
4. then ran make
5. aside from a couple of warnings it completed just fine.

gcc -DHAVE_CONFIG_H -I. -I../../../include  -I../../ta_common   -g -O2 -MT gen_code-gen_code.o -MD -MP -MF .deps/gen_code-gen_code.Tpo -c -o gen_code-gen_code.o `test -f 'gen_code.c' || echo './'`gen_code.c
gen_code.c:3456:18: warning: format string is not a string literal (potentially insecure) [-Wformat-security]
   fprintf( out, prefix );
                 ^~~~~~
gen_code.c:3456:18: note: treat the string as an argument to avoid this
   fprintf( out, prefix );
                 ^
                 "%s", 
1 warning generated.

I wasn't sure why you got that error? But, was thinking...

Some older programs don't like directories with spaces in it (yours looks like ~/Downloads/ta-lib 3). I tried again by putting it in a directory with a space and ... it broke the same way.

So, make sure it's not in a directory hierarchy with spaces in the directory names and you should be good to go.

[trentbrooks]

Thankyou - I can confirm this removed the above error.

I'm now getting much further down in the compile but getting this error:
Making all in ta_regtest
gcc -DHAVE_CONFIG_H -I. -I../../../include -I../../ta_func -I../../ta_common/trio -I../../ta_common/mt -I../../ta_common -I../../ta_abstract -g -O2 -MT ta_regtest-ta_regtest.o -MD -MP -MF .deps/ta_regtest-ta_regtest.Tpo -c -o ta_regtest-ta_regtest.o test -f 'ta_regtest.c' || echo './'ta_regtest.c
ta_regtest.c:138:21: warning: implicit declaration of function 'time' is invalid in C99 [-Wimplicit-function-declaration]
srand( (unsigned)time( NULL ) );
^
ta_regtest.c:178:25: error: use of undeclared identifier 'CLOCKS_PER_SEC'
freq = (double)CLOCKS_PER_SEC;

I checked ta_regtest.c, and can see #include <time.h> is there, so not sure how my compiler is not seeing it.

[mrjbq7]

Hmm, not sure!

For what it's worth, I was using clang.

$ gcc --version
Configured with: --prefix=/Applications/Xcode.app/Contents/Developer/usr --with-gxx-include-dir=/usr/include/c++/4.2.1
Apple LLVM version 9.0.0 (clang-900.0.39.2)
Target: x86_64-apple-darwin17.4.0
Thread model: posix
InstalledDir: /Applications/Xcode.app/Contents/Developer/Toolchains/XcodeDefault.xctoolchain/usr/bin

[dsilletti]

Procedure successfully tested on MacOS High Sierra 10.13.3 + Homebrew

build ta-lib from sources:

brew install --build-from-source ta-lib

uninstall ta-lib (sources will not be removed):

brew uninstall ta-lib

you will find the sources in the path:

cd ~/Library/Caches/Homebrew

edit ta_utility.h

replace:

#define TA_IS_ZERO(v) (((-0.00000001)<v)&&(v<0.00000001))
#define TA_IS_ZERO_OR_NEG(v) (v<0.00000001)

with:

#define TA_IS_ZERO(v) (((-0.000000000000000001)<v)&&(v<0.000000000000000001))
#define TA_IS_ZERO_OR_NEG(v) (v<0.000000000000000001)

configure, make, make install, create link:

./configure --prefix=/usr/local/Cellar/ta-lib/0.4.0 && make && make install && brew link ta-lib

Enjoy

[trentbrooks]

Thanks for advice @dsilletti and @mrjbq7 - can confirm this works. Process is not great for installing on multiple machines / cross compilation, but ok for prototypes I guess. For now I'm sticking with custom numpy/panda versions of bollinger bands and standard deviation functions until the floating point precision is increased in the default installer.

[dsilletti]

You are welcome @trentbrooks, the problem is that TA-Lib is discontinued since 2007 https://www.ta-lib.org/hdr_dw.html Version: 0.4 (September 2007) and probably this change will never be implemented (in that time was not needed the precision we need for the cryptocurrencies now)

[mfenner1]

@trentbrooks If you are still looking at this, you could consider:

1. Download the source tar.gz from https://ta-lib.org/hdr_dw.html
2. Edit the files with the changes listed above and/or create a true diff patch file for it.
3. Use the patched version and/or pull the tar.gz and the diff file to local machines.
4. Run the build process.

That could all be automated by scripts and/or you could make a package management tool recipe for it (brew, ports, etc.).