TA-Lib

TA-Lib implements the standard technical analysis algorithms used across the industry since 2001, and is often the reference other libraries test their results against.

Features

200+ indicators ADX, MACD, RSI, Stochastic, Bollinger Bands and more, plus candlestick pattern recognition. See the complete list.	Batch and streaming Compute a whole array, or update one bar at a time without recomputing the history. Streaming API.
Native in four languages C/C++, Java, C# and Rust. Wrappers for Python, R, and more.	Made for integration Glue-code friendly. Function metadata drives your UI, parameter range, automation and generated bindings. Abstract API.

• No third-party dependencies.
• All native implementations are generated from one source and tested against the C reference.

Example

A 30-bar simple moving average, over an array and then on a live feed.

C/C++

#include <ta_libc.h>

TA_Initialize();

/* Batch: out[0] is the value at bar outBegIdx. */
int outBegIdx, outNBElement;
TA_SMA( 0, n - 1, close, 30, &outBegIdx, &outNBElement, out );

/* Streaming: open on history, then one call per bar. */
TA_SMA_Stream *s;
double sma;
TA_SMA_Open( &s, close, n, 30, &sma );
TA_SMA_Update( s, newClose, &sma );     /* a bar closed */
TA_SMA_Peek( s, formingClose, &sma );   /* bar still forming; state unchanged */
TA_SMA_Close( s );

API · Streaming

Rust

use ta_lib::Core;

let core = Core::new();

// Batch: out[0] is the value at bar range.beg_idx.
let mut out = vec![0.0; close.len()];
let range = core.sma(0, close.len() - 1, &close, 30, &mut out)?;

// Streaming: open on history, then one call per bar.
let (mut s, last) = core.sma_open(&close, 30)?;
let v = s.update(new_close)?;        // a bar closed
let p = s.peek(forming_close)?;      // bar still forming; state unchanged

API · Streaming

Java

import io.github.talib.Core;
import io.github.talib.OutRange;

Core core = Core.DEFAULT;

// Batch: out[0] is the value at bar r.begIdx().
double[] out = new double[close.length];
OutRange r = core.sma(0, close.length - 1, close, 30, out);

// Streaming: open on history, then one call per bar.
Core.SmaStream s = core.smaOpen(close, 30);
double v = s.update(newClose);       // a bar closed
double p = s.peek(formingClose);     // bar still forming; state unchanged

API · Streaming

C#

using TALib;

var core = Core.Default;

// Batch: outReal[0] is the value at bar r.BegIdx.
var outReal = new double[close.Length];
OutRange r = core.Sma(0, close.Length - 1, close, 30, outReal);

// Streaming: open on history, then one call per bar.
Core.SmaStream s = core.SmaOpen(close, 30);
double v = s.Update(newClose);       // a bar closed
double p = s.Peek(formingClose);     // bar still forming; state unchanged

API · Streaming

Install

Language
C/C++	brew install ta-lib, vcpkg install talib, or installers and packages
Java	Maven Central
C#	Instructions
Rust	Instructions
Python	pip install TA-Lib (ta-lib-python, a wrapper of this library)
Others	R, Go, Ruby, PHP and more

Links

• Website and docs: https://ta-lib.org
• Function list: https://ta-lib.org/functions/
• Request a function: New TA Functions board
• Contribute: CONTRIBUTING.md
• Report a vulnerability: SECURITY.md

License

BSD 3-Clause: free for open-source and commercial use. See LICENSE.

Star Count

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