Realtime TA-Lib

Fast & Lightweight library that calculates and updates TA-Lib Technical Indicators live, but also provides historical Technical Indicator data in the form of Pandas Dataframes.

Really useful tool for algotrading or just tracking technical indicators in real-time.

Best performance when used with concurrency libraries like asyncio. Here's where I started.

Also, check out my concurrency tool (abstracts 90% of complexity away) for Python 3.

Most Recent Update(7/24/2017):

• Rewrote entire library for use in Trinitum Architecture
• Far faster and simpler than the previous version

Installation

pip3 install realtime_talib

Documentation

Example:

from realtime_talib import Indicator

OHLCV = .... (pandas dataframe with stock data)
rt_BBANDS = Indicator(OHLCV, "BBANDS", 2, 2, 5, 3)
rt_MA = Indicator(OHLCV, "AROON", 2, 1)
	
print(rt_MA.getHistorical(lag=1))
tickData = (2800, 2700, 2600, 2900, 9394) # format of OHLCV
print(rt_BBANDS.getRealtime(tickData, lag=2))
print(rt_BBANDS.getRealtime(tickData, lag=2))

...

 Terminal Outputs:
 [2320.1911391450003, 2322.398211915, ..., 2809.4632536955473]
 (2829.4632537420202, 2809.4632536955473, 2789.4632536490744)
 (2829.4632537420202, 2809.4632536955473, 2789.4632536490744)
	

TODO

• PyPI support (pip install...)
• Add support for 40+ TA-Lib indicators