leedstyh / ta

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go.oneofone.dev/ta

Documentation Testing status Coverage Status License Go Report Card stability-experimental

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

References

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

License

BSD-3-Clause

About

License:BSD 3-Clause "New" or "Revised" License


Languages

Language:Go 100.0%