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A pure Python implementation for TA-LIB based on Cython (Progress: 92/158 Indicators)

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# TA-Box

This is a Python implementation for [TA-LIB](http://ta-lib.org) based on Cython.

> TA-Lib is widely used by trading software developers requiring to perform
> technical analysis of financial market data.

> * Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger
>   Bands, etc.
> * Candlestick pattern recognition
> * Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

Because TA-Box is written in pure Python, you do not have to install the TA-Lib.
TA-Box also supports Cython compilation.
With the support of cython, the speed of TA-Box is comparable to TA-LIB.

## Installation

You can install from PyPI:

```
$ python3 -m pip install TA-Box
```

Or install from git repository:

```
$ pip install git+https://github.com/quantmew/ta-box.git
```

Or checkout the sources and run ``setup.py`` yourself:

```
$ python setup.py install
```

## How to use

```python
import tabox as ta
import numpy as np

close = np.array([23.42, 23.11, 23.01, 23.15, 23.33, 23.10, 23.21, 23.00, 23.04, 22.85, 22.90, 22.77, 22.80, 22.69, 22.73, 22.80, 22.99])

ema = ta.EMA(close, timeperiod=14)

print(ema)

```

## Function List

- Cycle Indicators
  
  - HT_DCPERIOD
  
  - HT_DCPHASE
  
  - HT_PHASOR
  
  - HT_SINE
  
  - HT_TRENDMODE

- Math Operators
  
  - ADD✓
  
  - DIV✓
  
  - MAX✓
  
  - MAXINDEX✓
  
  - MIN✓
  
  - MININDEX✓
  
  - MINMAX✓
  
  - MINMAXINDEX✓
  
  - MULT✓
  
  - SUB✓
  
  - SUM✓

- Math Transform
  
  - ACOS✓
  
  - ASIN✓
  
  - ATAN✓
  
  - CEIL✓
  
  - COS✓
  
  - COSH✓
  
  - EXP✓
  
  - FLOOR✓
  
  - LN✓
  
  - LOG10✓
  
  - SIN✓
  
  - SINH✓
  
  - SQRT✓
  
  - TAN✓
  
  - TANH✓

- Momentum Indicators
  
  - ADX✓
  
  - ADXR✓
  
  - APO✓
  
  - AROON✓
  
  - AROONOSC✓
  
  - BOP✓
  
  - CCI✓
  
  - CMO✓
  
  - DX✓
  
  - MACD✓
  
  - MACDEXT✓
  
  - MACDFIX✓
  
  - MFI✓
  
  - MINUS_DI✓
  
  - MINUS_DM✓
  
  - MOM✓
  
  - PLUS_DI✓
  
  - PLUS_DM✓
  
  - PPO✓
  
  - ROC✓
  
  - ROCP✓
  
  - ROCR✓
  
  - ROCR100✓
  
  - RSI✓
  
  - STOCH✓
  
  - STOCHF✓
  
  - STOCHRSI✓
  
  - TRIX✓
  
  - ULTOSC✓
  
  - WILLR✓

- Overlap Studies
  
  - BBANDS✓
  
  - DEMA✓
  
  - EMA✓
  
  - HT_TRENDLINE✓
  
  - KAMA✓
  
  - MA✓
  
  - MAMA✓
  
  - MAVP✓
  
  - MIDPOINT✓
  
  - MIDPRICE✓
  
  - SAR✓
  
  - SAREXT✓
  
  - SMA✓
  
  - T3✓
  
  - TEMA✓
  
  - TRIMA✓
  
  - WMA✓

- Pattern Recognition
  
  - CDL2CROWS
  
  - CDL3BLACKCROWS
  
  - CDL3INSIDE
  
  - CDL3LINESTRIKE
  
  - CDL3OUTSIDE
  
  - CDL3STARSINSOUTH
  
  - CDL3WHITESOLDIERS
  
  - CDLABANDONEDBABY
  
  - CDLADVANCEBLOCK
  
  - CDLBELTHOLD
  
  - CDLBREAKAWAY
  
  - CDLCLOSINGMARUBOZU
  
  - CDLCONCEALBABYSWALL
  
  - CDLCOUNTERATTACK
  
  - CDLDARKCLOUDCOVER
  
  - CDLDOJI
  
  - CDLDOJISTAR
  
  - CDLDRAGONFLYDOJI
  
  - CDLENGULFING
  
  - CDLEVENINGDOJISTAR
  
  - CDLEVENINGSTAR
  
  - CDLGAPSIDESIDEWHITE
  
  - CDLGRAVESTONEDOJI
  
  - CDLHAMMER
  
  - CDLHANGINGMAN
  
  - CDLHARAMI
  
  - CDLHARAMICROSS
  
  - CDLHIGHWAVE
  
  - CDLHIKKAKE
  
  - CDLHIKKAKEMOD
  
  - CDLHOMINGPIGEON
  
  - CDLIDENTICAL3CROWS
  
  - CDLINNECK
  
  - CDLINVERTEDHAMMER
  
  - CDLKICKING
  
  - CDLKICKINGBYLENGTH
  
  - CDLLADDERBOTTOM
  
  - CDLLONGLEGGEDDOJI
  
  - CDLLONGLINE
  
  - CDLMARUBOZU
  
  - CDLMATCHINGLOW
  
  - CDLMATHOLD
  
  - CDLMORNINGDOJISTAR
  
  - CDLMORNINGSTAR
  
  - CDLONNECK
  
  - CDLPIERCING
  
  - CDLRICKSHAWMAN
  
  - CDLRISEFALL3METHODS
  
  - CDLSEPARATINGLINES
  
  - CDLSHOOTINGSTAR
  
  - CDLSHORTLINE
  
  - CDLSPINNINGTOP
  
  - CDLSTALLEDPATTERN
  
  - CDLSTICKSANDWICH
  
  - CDLTAKURI
  
  - CDLTASUKIGAP
  
  - CDLTHRUSTING
  
  - CDLTRISTAR
  
  - CDLUNIQUE3RIVER
  
  - CDLUPSIDEGAP2CROWS
  
  - CDLXSIDEGAP3METHODS

- Price Transform
  
  - AVGPRICE✓
  
  - MEDPRICE✓
  
  - TYPPRICE✓
  
  - WCLPRICE✓

- Statistic Functions
  
  - BETA✓
  
  - CORREL✓
  
  - LINEARREG✓
  
  - LINEARREG_ANGLE✓
  
  - LINEARREG_INTERCEPT✓
  
  - LINEARREG_SLOPE✓
  
  - STDDEV✓
  
  - TSF✓
  
  - VAR✓

- Volatility Indicators
  
  - ATR✓
  
  - NATR✓
  
  - TRANGE✓

- Volume Indicators
  
  - AD✓
  
  - ADOSC✓
  
  - OBV✓

ta-box

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