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