talib

package module

v0.0.0-...-ec55a20 Latest Latest Go to latest Published: Jan 14, 2025 License: MIT Imports: 1 Imported by: 209

Details

Valid go.mod file
Redistributable license
Tagged version
Stable version
Learn more about best practices

Repository

github.com/markcheno/go-talib

README ¶

go-talib

A pure Go port of TA-Lib

Install

Install the package with:

go get github.com/markcheno/go-talib

Import it with:

import "github.com/markcheno/go-talib"

and use talib as the package name inside the code.

Example

package main

import (
	"fmt"
	"github.com/markcheno/go-quote"
	"github.com/markcheno/go-talib"
)

func main() {
	spy, _ := quote.NewQuoteFromTiingo("spy", "2016-01-01", "2016-04-01", quote.Daily, true)
	fmt.Print(spy.CSV())
	rsi2 := talib.Rsi(spy.Close, 2)
	fmt.Println(rsi2)
}

License

MIT License - see LICENSE for more details

Contributors

Markcheno

Documentation ¶

Overview ¶

Package talib is a pure Go port of TA-Lib (http://ta-lib.org) Technical Analysis Library

Index ¶

func Acos(inReal []float64) []float64
func Ad(inHigh []float64, inLow []float64, inClose []float64, inVolume []float64) []float64
func AdOsc(inHigh []float64, inLow []float64, inClose []float64, inVolume []float64, ...) []float64
func Add(inReal0 []float64, inReal1 []float64) []float64
func Adx(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func AdxR(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func Apo(inReal []float64, inFastPeriod int, inSlowPeriod int, inMAType MaType) []float64
func Aroon(inHigh []float64, inLow []float64, inTimePeriod int) ([]float64, []float64)
func AroonOsc(inHigh []float64, inLow []float64, inTimePeriod int) []float64
func Asin(inReal []float64) []float64
func Atan(inReal []float64) []float64
func Atr(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func AvgPrice(inOpen []float64, inHigh []float64, inLow []float64, inClose []float64) []float64
func BBands(inReal []float64, inTimePeriod int, inNbDevUp float64, inNbDevDn float64, ...) ([]float64, []float64, []float64)
func Beta(inReal0 []float64, inReal1 []float64, inTimePeriod int) []float64
func Bop(inOpen []float64, inHigh []float64, inLow []float64, inClose []float64) []float64
func Cci(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func Ceil(inReal []float64) []float64
func Cmo(inReal []float64, inTimePeriod int) []float64
func Correl(inReal0 []float64, inReal1 []float64, inTimePeriod int) []float64
func Cos(inReal []float64) []float64
func Cosh(inReal []float64) []float64
func Dema(inReal []float64, inTimePeriod int) []float64
func Div(inReal0 []float64, inReal1 []float64) []float64
func Dx(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func Ema(inReal []float64, inTimePeriod int) []float64
func Exp(inReal []float64) []float64
func Floor(inReal []float64) []float64
func HtDcPeriod(inReal []float64) []float64
func HtDcPhase(inReal []float64) []float64
func HtPhasor(inReal []float64) ([]float64, []float64)
func HtSine(inReal []float64) ([]float64, []float64)
func HtTrendMode(inReal []float64) []float64
func HtTrendline(inReal []float64) []float64
func Kama(inReal []float64, inTimePeriod int) []float64
func LinearReg(inReal []float64, inTimePeriod int) []float64
func LinearRegAngle(inReal []float64, inTimePeriod int) []float64
func LinearRegIntercept(inReal []float64, inTimePeriod int) []float64
func LinearRegSlope(inReal []float64, inTimePeriod int) []float64
func Ln(inReal []float64) []float64
func Log10(inReal []float64) []float64
func Ma(inReal []float64, inTimePeriod int, inMAType MaType) []float64
func MaVp(inReal []float64, inPeriods []float64, inMinPeriod int, inMaxPeriod int, ...) []float64
func Macd(inReal []float64, inFastPeriod int, inSlowPeriod int, inSignalPeriod int) ([]float64, []float64, []float64)
func MacdExt(inReal []float64, inFastPeriod int, inFastMAType MaType, inSlowPeriod int, ...) ([]float64, []float64, []float64)
func MacdFix(inReal []float64, inSignalPeriod int) ([]float64, []float64, []float64)
func Mama(inReal []float64, inFastLimit float64, inSlowLimit float64) ([]float64, []float64)
func Max(inReal []float64, inTimePeriod int) []float64
func MaxIndex(inReal []float64, inTimePeriod int) []float64
func MedPrice(inHigh []float64, inLow []float64) []float64
func Mfi(inHigh []float64, inLow []float64, inClose []float64, inVolume []float64, ...) []float64
func MidPoint(inReal []float64, inTimePeriod int) []float64
func MidPrice(inHigh []float64, inLow []float64, inTimePeriod int) []float64
func Min(inReal []float64, inTimePeriod int) []float64
func MinIndex(inReal []float64, inTimePeriod int) []float64
func MinMax(inReal []float64, inTimePeriod int) ([]float64, []float64)
func MinMaxIndex(inReal []float64, inTimePeriod int) ([]float64, []float64)
func MinusDI(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func MinusDM(inHigh []float64, inLow []float64, inTimePeriod int) []float64
func Mom(inReal []float64, inTimePeriod int) []float64
func Mult(inReal0 []float64, inReal1 []float64) []float64
func Natr(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func Obv(inReal []float64, inVolume []float64) []float64
func PlusDI(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func PlusDM(inHigh []float64, inLow []float64, inTimePeriod int) []float64
func Ppo(inReal []float64, inFastPeriod int, inSlowPeriod int, inMAType MaType) []float64
func Roc(inReal []float64, inTimePeriod int) []float64
func Rocp(inReal []float64, inTimePeriod int) []float64
func Rocr(inReal []float64, inTimePeriod int) []float64
func Rocr100(inReal []float64, inTimePeriod int) []float64
func Rsi(inReal []float64, inTimePeriod int) []float64
func Sar(inHigh []float64, inLow []float64, inAcceleration float64, inMaximum float64) []float64
func SarExt(inHigh []float64, inLow []float64, inStartValue float64, ...) []float64
func Sin(inReal []float64) []float64
func Sinh(inReal []float64) []float64
func Sma(inReal []float64, inTimePeriod int) []float64
func Sqrt(inReal []float64) []float64
func StdDev(inReal []float64, inTimePeriod int, inNbDev float64) []float64
func Stoch(inHigh []float64, inLow []float64, inClose []float64, inFastKPeriod int, ...) ([]float64, []float64)
func StochF(inHigh []float64, inLow []float64, inClose []float64, inFastKPeriod int, ...) ([]float64, []float64)
func StochRsi(inReal []float64, inTimePeriod int, inFastKPeriod int, inFastDPeriod int, ...) ([]float64, []float64)
func Sub(inReal0 []float64, inReal1 []float64) []float64
func Sum(inReal []float64, inTimePeriod int) []float64
func T3(inReal []float64, inTimePeriod int, inVFactor float64) []float64
func TRange(inHigh []float64, inLow []float64, inClose []float64) []float64
func Tan(inReal []float64) []float64
func Tanh(inReal []float64) []float64
func Tema(inReal []float64, inTimePeriod int) []float64
func Trima(inReal []float64, inTimePeriod int) []float64
func Trix(inReal []float64, inTimePeriod int) []float64
func Tsf(inReal []float64, inTimePeriod int) []float64
func TypPrice(inHigh []float64, inLow []float64, inClose []float64) []float64
func UltOsc(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod1 int, ...) []float64
func Var(inReal []float64, inTimePeriod int) []float64
func WclPrice(inHigh []float64, inLow []float64, inClose []float64) []float64
func WillR(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64
func Wma(inReal []float64, inTimePeriod int) []float64
type MaType

Constants ¶

This section is empty.

Variables ¶

This section is empty.

Functions ¶

func Ad ¶

func Ad(inHigh []float64, inLow []float64, inClose []float64, inVolume []float64) []float64

Ad - Chaikin A/D Line

func Add ¶

func Add(inReal0 []float64, inReal1 []float64) []float64

Add - Vector arithmetic addition

func Adx ¶

func Adx(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

Adx - Average Directional Movement Index

func AdxR ¶

func AdxR(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

AdxR - Average Directional Movement Index Rating

func Apo ¶

func Apo(inReal []float64, inFastPeriod int, inSlowPeriod int, inMAType MaType) []float64

Apo - Absolute Price Oscillator

func Aroon ¶

func Aroon(inHigh []float64, inLow []float64, inTimePeriod int) ([]float64, []float64)

Aroon - Aroon aroondown, aroonup = AROON(high, low, timeperiod=14)

func Atr ¶

func Atr(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

Atr - Average True Range

func BBands ¶

func BBands(inReal []float64, inTimePeriod int, inNbDevUp float64, inNbDevDn float64, inMAType MaType) ([]float64, []float64, []float64)

BBands - Bollinger Bands upperband, middleband, lowerband = BBands(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)

func Bop ¶

func Bop(inOpen []float64, inHigh []float64, inLow []float64, inClose []float64) []float64

Bop - Balance Of Power

func Cci ¶

func Cci(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

Cci - Commodity Channel Index

func Cmo ¶

func Cmo(inReal []float64, inTimePeriod int) []float64

Cmo - Chande Momentum Oscillator

func Correl ¶

func Correl(inReal0 []float64, inReal1 []float64, inTimePeriod int) []float64

Correl - Pearson's Correlation Coefficient (r)

func Cos ¶

func Cos(inReal []float64) []float64

Cos - Vector Trigonometric COS

func Div ¶

func Div(inReal0 []float64, inReal1 []float64) []float64

Div - Vector arithmetic division

func Dx ¶

func Dx(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

Dx - Directional Movement Index

func Ema ¶

func Ema(inReal []float64, inTimePeriod int) []float64

Ema - Exponential Moving Average

func Exp ¶

func Exp(inReal []float64) []float64

Exp - Vector atrithmetic EXP

func HtDcPeriod ¶

func HtDcPeriod(inReal []float64) []float64

HtDcPeriod - Hilbert Transform - Dominant Cycle Period (lookback=32)

func HtDcPhase ¶

func HtDcPhase(inReal []float64) []float64

HtDcPhase - Hilbert Transform - Dominant Cycle Phase (lookback=63)

func HtPhasor ¶

func HtPhasor(inReal []float64) ([]float64, []float64)

HtPhasor - Hibert Transform - Phasor Components (lookback=32)

func HtSine ¶

func HtSine(inReal []float64) ([]float64, []float64)

HtSine - Hilbert Transform - SineWave (lookback=63)

func HtTrendMode ¶

func HtTrendMode(inReal []float64) []float64

HtTrendMode - Hilbert Transform - Trend vs Cycle Mode (lookback=63)

func HtTrendline ¶

func HtTrendline(inReal []float64) []float64

HtTrendline - Hilbert Transform - Instantaneous Trendline (lookback=63)

func LinearRegIntercept ¶

func LinearRegIntercept(inReal []float64, inTimePeriod int) []float64

LinearRegIntercept - Linear Regression Intercept

func Ln ¶

func Ln(inReal []float64) []float64

Ln - Vector natural log LN

func Ma ¶

func Ma(inReal []float64, inTimePeriod int, inMAType MaType) []float64

Ma - Moving average

func MaVp ¶

func MaVp(inReal []float64, inPeriods []float64, inMinPeriod int, inMaxPeriod int, inMAType MaType) []float64

MaVp - Moving average with variable period

func Macd ¶

func Macd(inReal []float64, inFastPeriod int, inSlowPeriod int, inSignalPeriod int) ([]float64, []float64, []float64)

Macd - Moving Average Convergence/Divergence unstable period ~= 100

func MacdExt ¶

func MacdExt(inReal []float64, inFastPeriod int, inFastMAType MaType, inSlowPeriod int, inSlowMAType MaType, inSignalPeriod int, inSignalMAType MaType) ([]float64, []float64, []float64)

MacdExt - MACD with controllable MA type unstable period ~= 100

func MacdFix ¶

func MacdFix(inReal []float64, inSignalPeriod int) ([]float64, []float64, []float64)

MacdFix - MACD Fix 12/26 unstable period ~= 100

func Mama ¶

func Mama(inReal []float64, inFastLimit float64, inSlowLimit float64) ([]float64, []float64)

Mama - MESA Adaptive Moving Average (lookback=32)

func Max ¶

func Max(inReal []float64, inTimePeriod int) []float64

Max - Highest value over a period

func MaxIndex ¶

func MaxIndex(inReal []float64, inTimePeriod int) []float64

MaxIndex - Index of highest value over a specified period

func Mfi ¶

func Mfi(inHigh []float64, inLow []float64, inClose []float64, inVolume []float64, inTimePeriod int) []float64

Mfi - Money Flow Index

func Min ¶

func Min(inReal []float64, inTimePeriod int) []float64

Min - Lowest value over a period

func MinIndex ¶

func MinIndex(inReal []float64, inTimePeriod int) []float64

MinIndex - Index of lowest value over a specified period

func MinMax ¶

func MinMax(inReal []float64, inTimePeriod int) ([]float64, []float64)

MinMax - Lowest and highest values over a specified period

func MinMaxIndex ¶

func MinMaxIndex(inReal []float64, inTimePeriod int) ([]float64, []float64)

MinMaxIndex - Indexes of lowest and highest values over a specified period

func Mom ¶

func Mom(inReal []float64, inTimePeriod int) []float64

Mom - Momentum

func Obv ¶

func Obv(inReal []float64, inVolume []float64) []float64

Obv - On Balance Volume

func Ppo ¶

func Ppo(inReal []float64, inFastPeriod int, inSlowPeriod int, inMAType MaType) []float64

Ppo - Percentage Price Oscillator

func Roc ¶

func Roc(inReal []float64, inTimePeriod int) []float64

Roc - Rate of change : ((price/prevPrice)-1)*100

func Rocp ¶

func Rocp(inReal []float64, inTimePeriod int) []float64

Rocp - Rate of change Percentage: (price-prevPrice)/prevPrice

func Rocr ¶

func Rocr(inReal []float64, inTimePeriod int) []float64

Rocr - Rate of change ratio: (price/prevPrice)

func Rocr100 ¶

func Rocr100(inReal []float64, inTimePeriod int) []float64

Rocr100 - Rate of change ratio 100 scale: (price/prevPrice)*100

func Rsi ¶

func Rsi(inReal []float64, inTimePeriod int) []float64

Rsi - Relative strength index

func Sar ¶

func Sar(inHigh []float64, inLow []float64, inAcceleration float64, inMaximum float64) []float64

Sar - Parabolic SAR real = Sar(high, low, acceleration=0, maximum=0)

func SarExt ¶

func SarExt(inHigh []float64, inLow []float64,
	inStartValue float64,
	inOffsetOnReverse float64,
	inAccelerationInitLong float64,
	inAccelerationLong float64,
	inAccelerationMaxLong float64,
	inAccelerationInitShort float64,
	inAccelerationShort float64,
	inAccelerationMaxShort float64) []float64

SarExt - Parabolic SAR - Extended real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)

func Sin ¶

func Sin(inReal []float64) []float64

Sin - Vector Trigonometric SIN

func Sinh ¶

func Sinh(inReal []float64) []float64

Sinh - Vector Trigonometric SINH

func Sma ¶

func Sma(inReal []float64, inTimePeriod int) []float64

Sma - Simple Moving Average

func Sqrt ¶

func Sqrt(inReal []float64) []float64

Sqrt - Vector SQRT

func StdDev ¶

func StdDev(inReal []float64, inTimePeriod int, inNbDev float64) []float64

StdDev - Standard Deviation

func Stoch ¶

func Stoch(inHigh []float64, inLow []float64, inClose []float64, inFastKPeriod int, inSlowKPeriod int, inSlowKMAType MaType, inSlowDPeriod int, inSlowDMAType MaType) ([]float64, []float64)

Stoch - Stochastic

func StochF ¶

func StochF(inHigh []float64, inLow []float64, inClose []float64, inFastKPeriod int, inFastDPeriod int, inFastDMAType MaType) ([]float64, []float64)

StochF - Stochastic Fast

func StochRsi ¶

func StochRsi(inReal []float64, inTimePeriod int, inFastKPeriod int, inFastDPeriod int, inFastDMAType MaType) ([]float64, []float64)

StochRsi - Stochastic Relative Strength Index

func Sub ¶

func Sub(inReal0 []float64, inReal1 []float64) []float64

Sub - Vector arithmetic subtraction

func Sum ¶

func Sum(inReal []float64, inTimePeriod int) []float64

Sum - Vector summation

func T3 ¶

func T3(inReal []float64, inTimePeriod int, inVFactor float64) []float64

T3 - Triple Exponential Moving Average (T3) (lookback=6*inTimePeriod)

func TRange ¶

func TRange(inHigh []float64, inLow []float64, inClose []float64) []float64

TRange - True Range

func Tan ¶

func Tan(inReal []float64) []float64

Tan - Vector Trigonometric TAN

func Tanh ¶

func Tanh(inReal []float64) []float64

Tanh - Vector Trigonometric TANH

func Tema ¶

func Tema(inReal []float64, inTimePeriod int) []float64

Tema - Triple Exponential Moving Average

func Trima ¶

func Trima(inReal []float64, inTimePeriod int) []float64

Trima - Triangular Moving Average

func Trix ¶

func Trix(inReal []float64, inTimePeriod int) []float64

Trix - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

func Tsf ¶

func Tsf(inReal []float64, inTimePeriod int) []float64

Tsf - Time Series Forecast

func TypPrice ¶

func TypPrice(inHigh []float64, inLow []float64, inClose []float64) []float64

TypPrice - Typical Price (h+l+c)/3

func UltOsc ¶

func UltOsc(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod1 int, inTimePeriod2 int, inTimePeriod3 int) []float64

UltOsc - Ultimate Oscillator

func Var ¶

func Var(inReal []float64, inTimePeriod int) []float64

Var - Variance

func WclPrice ¶

func WclPrice(inHigh []float64, inLow []float64, inClose []float64) []float64

WclPrice - Weighted Close Price

func WillR ¶

func WillR(inHigh []float64, inLow []float64, inClose []float64, inTimePeriod int) []float64

WillR - Williams' %R

func Wma ¶

func Wma(inReal []float64, inTimePeriod int) []float64

Wma - Weighted Moving Average

Types ¶

type MaType ¶

type MaType int

MaType - Moving average type

const (
	SMA MaType = iota
	EMA
	WMA
	DEMA
	TEMA
	TRIMA
	KAMA
	MAMA
	T3MA
)

Kinds of moving averages

Source Files ¶

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talib.go

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README ¶

go-talib

Install

Example

License

Contributors

Documentation ¶

Overview ¶

Index ¶

Constants ¶

Variables ¶

Functions ¶

func Acos ¶

func Ad ¶

func AdOsc ¶

func Add ¶

func Adx ¶

func AdxR ¶

func Apo ¶

func Aroon ¶

func AroonOsc ¶

func Asin ¶

func Atan ¶

func Atr ¶

func AvgPrice ¶

func BBands ¶

func Beta ¶

func Bop ¶

func Cci ¶

func Ceil ¶

func Cmo ¶

func Correl ¶

func Cos ¶

func Cosh ¶

func Dema ¶

func Div ¶

func Dx ¶

func Ema ¶

func Exp ¶

func Floor ¶

func HtDcPeriod ¶

func HtDcPhase ¶

func HtPhasor ¶

func HtSine ¶

func HtTrendMode ¶

func HtTrendline ¶

func Kama ¶

func LinearReg ¶

func LinearRegAngle ¶

func LinearRegIntercept ¶

func LinearRegSlope ¶

func Ln ¶

func Log10 ¶

func Ma ¶

func MaVp ¶

func Macd ¶

func MacdExt ¶

func MacdFix ¶

func Mama ¶

func Max ¶

func MaxIndex ¶

func MedPrice ¶

func Mfi ¶

func MidPoint ¶

func MidPrice ¶

func Min ¶

func MinIndex ¶

func MinMax ¶

func MinMaxIndex ¶

func MinusDI ¶

func MinusDM ¶

func Mom ¶

func Mult ¶

func Natr ¶

func Obv ¶

func PlusDI ¶

func PlusDM ¶

func Ppo ¶

func Roc ¶

func Rocp ¶