TA-Lib Wrappers¶

The analysis engine includes a wrapper for talib. This wrapper imports with:

import analysis_engine.ae_talib as ae_talib

Use this wrapper if you want to run unittests that need to access talib functions. This approach is required because not all testing platforms support installing talib. If import talib fails, then import analysis_engine.mocks.mock_talib as talib module is loaded instead. This wrapper provides lightweight functions that are compatible with python mocks and replicate the functionality of talib.

TA-Lib wrappers

analysis_engine.ae_talib.BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0, verbose=False)[source]¶

Wrapper for ta.BBANDS for running unittests on ci/cd tools that do not provide talib

(upperband,
 middleband,
 lowerband) = BBANDS(
    close,
    timeperiod=5,
    nbdevup=2,
    nbdevdn=2,
    matype=0)

Returns:	upperband, middleband, lowerband
Parameters:	close – close prices timeperiod – number of values (default is `5`) nbdevup – float - standard deviation to set the upper band (default is `2`) nbdevdn – float - standard deviation to set the lower band (default is `2`) matype – moving average type (default is `0` simple moving average) verbose – show logs

analysis_engine.ae_talib.EMA(close, timeperiod=30, verbose=False)[source]¶

Wrapper for ta.EMA for running unittests on ci/cd tools that do not provide talib

real = EMA(
    close,
    timeperiod=30)

Returns:	float
Parameters:	close – close prices timeperiod – number of values (default is `5`) verbose – show logs

analysis_engine.ae_talib.WMA(close, timeperiod=30, verbose=False)[source]¶

Wrapper for ta.WMA for running unittests on ci/cd tools that do not provide talib

real = WMA(
    close,
    timeperiod=30)

Returns:	float
Parameters:	close – close prices timeperiod – number of values (default is `5`) verbose – show logs

analysis_engine.ae_talib.ADX(high=None, low=None, close=None, timeperiod=14, verbose=False)[source]¶

Wrapper for ta.ADX for running unittests on ci/cd tools that do not provide talib

real = ADX(
    high,
    low,
    close,
    timeperiod=14)

Parameters:	high – high list low – low list close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.MACD(close=None, fast_period=12, slow_period=26, signal_period=9, verbose=False)[source]¶

Wrapper for ta.MACD for running unittests on ci/cd tools that do not provide talib

(macd,
 macdsignal,
 macdhist) = MACD(
    close,
    fastperiod=12,
    slowperiod=26,
    signalperiod=9)

Parameters:	value – list of values (default `closes`) fast_period – integer fast line slow_period – integer slow line signal_period – integer signal line verbose – show logs

analysis_engine.ae_talib.MFI(high=None, low=None, close=None, volume=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.MFI for running unittests on ci/cd tools that do not provide talib

real = MFI(
    high,
    low,
    close,
    volume,
    timeperiod=14)

Parameters:	high – high list low – low list close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.MOM(close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.MOM for running unittests on ci/cd tools that do not provide talib

real = MOM(
    close,
    timeperiod=10)

Parameters:	high – high list low – low list close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.ROC(close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.ROC for running unittests on ci/cd tools that do not provide talib

real = ROC(
    close,
    timeperiod=10)

Parameters:	close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.RSI(close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.RSI for running unittests on ci/cd tools that do not provide talib

real = RSI(
    close,
    timeperiod=14)

Parameters:	close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.STOCH(high=None, low=None, close=None, fastk_period=None, slowk_period=None, slowk_matype=None, slowd_period=None, slowd_matype=0, verbose=False)[source]¶

Wrapper for ta.STOCH for running unittests on ci/cd tools that do not provide talib

slowk, slowd = STOCH(
    high,
    low,
    close,
    fastk_period=5,
    slowk_period=3,
    slowk_matype=0,
    slowd_period=3,
    slowd_matype=0)

Parameters:

high – list of high values
low – list of low values
close – list of close values
fastk_period – integer num of fast k sticks
slowk_period – integer num of slow k sticks
slowk_matype – integer moving average (default is 0)
slowd_period – integer num of slow d sticks
slowd_matype – integer moving average (default is 0)
timeperiod – number of values in high, low and close
verbose – show logs

analysis_engine.ae_talib.STOCHF(high=None, low=None, close=None, fastk_period=None, fastd_period=None, fastd_matype=0, verbose=False)[source]¶

Wrapper for ta.STOCHF for running unittests on ci/cd tools that do not provide talib

fastk, fastd = STOCHF(
    high,
    low,
    close,
    fastk_period=5,
    fastd_period=3,
    fastd_matype=0)

Parameters:	high – list of high values low – list of low values close – list of close values fastk_period – integer num of fast k sticks fastd_period – integer num of fast d sticks fastd_matype – integer moving average (default is `0`) timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.WILLR(high=None, low=None, close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.WILLR for running unittests on ci/cd tools that do not provide talib

real = WILLR(
    high,
    low,
    close,
    timeperiod=14)

Parameters:	high – high list low – low list close – close list timeperiod – number of values in `high`, `low` and `close` verbose – show logs

analysis_engine.ae_talib.Chaikin(high=None, low=None, close=None, volume=None, verbose=False)[source]¶

Wrapper for ta.AD for running unittests on ci/cd tools that do not provide talib

real = AD(
    high,
    low,
    close,
    volume)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs

analysis_engine.ae_talib.ChaikinADOSC(high=None, low=None, close=None, volume=None, fast_period=3, slow_period=10, verbose=False)[source]¶

Wrapper for ta.ADOSC for running unittests on ci/cd tools that do not provide talib

real = ADOSC(
    high,
    low,
    close,
    volume,
    fastperiod=3,
    slowperiod=10)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs

analysis_engine.ae_talib.OBV(value=None, volume=None, verbose=False)[source]¶

Wrapper for ta.OBV for running unittests on ci/cd tools that do not provide talib

real = OBV(
    close,
    volume)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs

analysis_engine.ae_talib.ATR(high=None, low=None, close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.ATR for running unittests on ci/cd tools that do not provide talib

real = ATR(
    high,
    low,
    close,
    timeperiod=14)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs

analysis_engine.ae_talib.NATR(high=None, low=None, close=None, timeperiod=None, verbose=False)[source]¶

Wrapper for ta.NATR for running unittests on ci/cd tools that do not provide talib

real = NATR(
    high,
    low,
    close,
    timeperiod=14)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs

analysis_engine.ae_talib.TRANGE(high=None, low=None, close=None, verbose=False)[source]¶

Wrapper for ta.TRANGE for running unittests on ci/cd tools that do not provide talib

real = TRANGE(
    high,
    low,
    close)

Parameters:	value – list of values (default should be `close`) volume – list of volume values verbose – show logs