TA-Lib
TA-Lib implements the standard technical analysis algorithms used across the industry, and is often the reference other libraries test their results against.
200+ indicators
ADX, MACD, RSI, Stochastic, Bollinger Bands and more, plus candlestick pattern recognition. See the complete list.
Batch and streaming
Compute a whole array, or update one bar at a time without recomputing the history. Streaming API.
Made for integration
Glue-code friendly. Function metadata drives your UI, parameter range, automation and generated bindings. Abstract API.
A 30-bar simple moving average, over an array and then on a live feed:
C/C++
#include <ta_libc.h>
TA_Initialize();
/* Batch: out[0] is the value at bar outBegIdx. */
int outBegIdx, outNBElement;
TA_SMA( 0, n - 1, close, 30, &outBegIdx, &outNBElement, out );
/* Streaming: open on history, then one call per bar. */
TA_SMA_Stream *s;
double sma;
TA_SMA_Open( &s, close, n, 30, &sma );
TA_SMA_Update( s, newClose, &sma ); /* a bar closed */
TA_SMA_Peek( s, formingClose, &sma ); /* bar still forming; state unchanged */
TA_SMA_Close( s );Rust
use ta_lib::Core;
let core = Core::new();
// Batch: out[0] is the value at bar range.beg_idx.
let mut out = vec![0.0; close.len()];
let range = core.sma(0, close.len() - 1, &close, 30, &mut out)?;
// Streaming: open on history, then one call per bar.
let (mut s, last) = core.sma_open(&close, 30)?;
let v = s.update(new_close)?; // a bar closed
let p = s.peek(forming_close)?; // bar still forming; state unchangedJava
import io.github.talib.Core;
import io.github.talib.OutRange;
Core core = Core.DEFAULT;
// Batch: out[0] is the value at bar r.begIdx().
double[] out = new double[close.length];
OutRange r = core.sma(0, close.length - 1, close, 30, out);
// Streaming: open on history, then one call per bar.
Core.SmaStream s = core.smaOpen(close, 30);
double v = s.update(newClose); // a bar closed
double p = s.peek(formingClose); // bar still forming; state unchangedC#
using TALib;
var core = Core.Default;
// Batch: outReal[0] is the value at bar r.BegIdx.
var outReal = new double[close.Length];
OutRange r = core.Sma(0, close.Length - 1, close, 30, outReal);
// Streaming: open on history, then one call per bar.
Core.SmaStream s = core.SmaOpen(close, 30);
double v = s.Update(newClose); // a bar closed
double p = s.Peek(formingClose); // bar still forming; state unchangedOpen-Source (BSD License). Can be freely integrated in your own open-source or commercial applications.