lukaszraczylo/ta

go.oneofone.dev/ta

A Go Technical Analysis library, mostly inspired by python's TA-Lib and the port by markcheno. It Can be used for backtesting or eventually creating strategies for live trading.

Features

• Tries to be compatible with the python version for testing, however all the functions supports partial updates to help working with live data.
• Going for a healthy mix of speed and accuracy.
• Includes option related functions.

Install

go get -u go.oneofone.dev/ta

Status: PRE ALPHA

• the API is not stable at all
• Missing a lot of indicators compared to the python version or markcheno's port

TODO

• Port more functions
• More testing / benchmarks
• Stablize the API
• Documentation

Example

package main

import (
	"fmt"
	"github.com/markcheno/go-quote"
	"go.oneofone.dev/ta"
)

func main() {
	spy, _ := quote.NewQuoteFromYahoo("spy", "2016-01-01", "2016-04-01", quote.Daily, true)
	fmt.Print(spy.CSV())
	dema, _ := ta.New(spy.Close).DEMA(10)
	fmt.Println(dema)
}

• all the *_test.go files should have more examples.

Dependencies

• gonum/gonum (BSD-3-Clause)

References

Without those libraries and their documentation, this wouldn't have been possible.

• mrjbq7/ta-lib (MIT?)
• markcheno/go-talib (MIT)
• TulipCharts/tulipindicators (LGPL v3.0)
• greyblake/ta-rs (MIT)
• MattL922/black-scholes (MIT)
• MattL922/implied-volatility (MIT)

License

BSD-3-Clause