blackthorn77/talib-ruby

talib-ruby

Ruby Wrapper for ta-lib

This project has been started by Timur Adigamov on Rubyforge,
but since it didn’t build on my machine and wasn’t complete i modified it slightly, et voila.

Install and build instructions

Install ta-lib:

Install ta-lib from MacPorts:

sudo port install ta-lib

Or install ta-lib from Homebrew:

sudo brew install ta-lib

If you want to compile ta-lib from the sources (ta-lib.org) you have to use the following statements (thanks to rmldj):

./configure LDFLAGS="-lm"
make
sudo make install

Install the ruby wrapper talib_ruby:

sudo env ARCHFLAGS="-arch PLATFORM" gem install talib_ruby -- --with-talib-include=ABSOLUTE_PATH_TO_TALIB_HEADERS  --with-talib-lib=ABSOLUTE_PATH_TO_TALIB_LIBS

PLATFORM = [i386 | x86_64 | …]
ABSOLUTE_PATH_TO_TALIB_HEADERS = The path to the ta-lib header files
- e.g. for Port: /opt/local/var/macports/software/ta-lib/0.4.0_0/opt/local/include
- e.g. for Homebrew: /usr/local/Cellar/ta-lib/0.4.0/include
ABSOLUTE_PATH_TO_TALIB_LIBS = The path to the ta-lib lib files
- e.g. fo Port: /opt/local/var/macports/software/ta-lib/0.4.0_0/opt/local/lib
- e.g. fo Homebrew: /usr/local/Cellar/ta-lib/0.4.0/lib

Now ta-lib can be used by using require ‘talib_ruby’
Needs at least Mac OSX 10.5. Has not been tested on Windows, but works there too what i’ve heard.
Tested with Ruby 1.8.7, 1.9.3 and 2.0.0.

Example

Calculation of Moving Average (MA):

require 'rubygems'
require 'talib_ruby'

# init input data
a = Array.new
10.times { |i| a.push i.to_f }

10.times do |k|
    b = Array.new(10)
    l = TaLib::Function.new("MA")
    # setup input parameter
    l.in_real(0,a)
    # setup optional parameter
    l.opt_int(0,k+2)
    # setup output parameter
    l.out_real(0,b)
    lookback = l.lookback
    l.call(0,9)
    p "k=#{k+2}"
    p b
end

Useful links

TA-Lib Forum
XML explanation of all supported Functions
C/C++ API Documentation

Donate

If you think this library is useful i would be grateful for a donation.

License

THE SOFTWARE IS PROVIDED “AS IS”, WITHOUT WARRANTY OF ANY KIND, EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE.

blackthorn77 / talib-ruby