talib

package module

v0.0.0-...-cd53a92 Latest Latest Go to latest Published: Mar 7, 2019 License: MIT Imports: 2 Imported by: 182

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Repository

github.com/markcheno/go-talib

Links

Open Source Insights

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.NewQuoteFromYahoo("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

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 Crossover(series1 []float64, series2 []float64) bool
func Crossunder(series1 []float64, series2 []float64) bool
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 GroupCandles(highs []float64, opens []float64, closes []float64, lows []float64, ...) ([]float64, []float64, []float64, []float64, error)
func HeikinashiCandles(highs []float64, opens []float64, closes []float64, lows []float64) ([]float64, []float64, []float64, []float64)
func Hlc3(highs []float64, lows []float64, closes []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 Crossover ¶

func Crossover(series1 []float64, series2 []float64) bool

Crossover returns true if series1 is crossing over series2.

NOTE: Usually this is used with Media Average Series to check if it crosses for buy signals.
      It assumes first values are the most recent.
      The crossover function does not use most recent value, since usually it's not a complete candle.
      The second recent values and the previous are used, instead.

func Crossunder ¶

func Crossunder(series1 []float64, series2 []float64) bool

Crossunder returns true if series1 is crossing under series2.

NOTE: Usually this is used with Media Average Series to check if it crosses for sell signals.

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 GroupCandles ¶

func GroupCandles(highs []float64, opens []float64, closes []float64, lows []float64, groupingFactor int) ([]float64, []float64, []float64, []float64, error)

GroupCandles groups a set of candles in another set of candles, basing on a grouping factor.

This is pretty useful if you want to transform, for example, 15min candles into 1h candles using same data.

This avoid calling multiple times the exchange for multiple contexts.

Example:

To transform 15 minute candles in 30 minutes candles you have a grouping factor = 2

To transform 15 minute candles in 1 hour candles you have a grouping factor = 4

To transform 30 minute candles in 1 hour candles you have a grouping factor = 2

func HeikinashiCandles ¶

func HeikinashiCandles(highs []float64, opens []float64, closes []float64, lows []float64) ([]float64, []float64, []float64, []float64)

HeikinashiCandles - from candle values extracts heikinashi candle values.

Returns highs, opens, closes and lows of the heikinashi candles (in this order).

NOTE: The number of Heikin-Ashi candles will always be one less than the number of provided candles, due to the fact
      that a previous candle is necessary to calculate the Heikin-Ashi candle, therefore the first provided candle is not considered
      as "current candle" in the algorithm, but only as "previous candle".

func Hlc3 ¶

func Hlc3(highs []float64, lows []float64, closes []float64) []float64

Hlc3 returns the Hlc3 values

NOTE: Every Hlc item is defined as follows : (high + low + close) / 3
      It is used as AvgPrice candle.

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 ¶

View all Source files

talib.go

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