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TA-Lib / repository
Python wrapper for TA-Lib (http://ta-lib.org/).
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This is a Python wrapper for TA-LIB based on Cython instead of SWIG. From the homepage:
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
The original Python bindings included with TA-Lib use SWIG which unfortunately are difficult to install and aren't as efficient as they could be. Therefore this project uses Cython and Numpy to efficiently and cleanly bind to TA-Lib - producing results 2-4 times faster than the SWIG interface.
In addition, this project also supports the use of the Polars and Pandas libraries.
The upstream TA-Lib C library released version 0.6.1 and changed the library
name to -lta-lib from -lta_lib. After trying to support both via
autodetect and having some issues, we have decided to currently support three
feature branches:
ta-lib-python 0.4.x (supports ta-lib 0.4.x and numpy 1)ta-lib-python 0.5.x (supports ta-lib 0.4.x and numpy 2)ta-lib-python 0.6.x (supports ta-lib 0.6.x and numpy 2)You can install from PyPI:
python -m pip install TA-Lib
Or checkout the sources and run setup.py yourself:
python setup.py install
It also appears possible to install via Conda Forge:
conda install -c conda-forge ta-lib
To use TA-Lib for python, you need to have the TA-Lib already installed. You should probably follow their installation directions for your platform, but some suggestions are included below for reference.
Some Conda Forge users have reported success installing the underlying TA-Lib C library using the libta-lib package:
$ conda install -c conda-forge libta-lib
You can simply install using Homebrew:
brew install ta-lib
If you are using Apple Silicon, such as the M1 processors, and building mixed architecture Homebrew projects, you might want to make sure it's being built for your architecture:
arch -arm64 brew install ta-lib
And perhaps you can set these before installing with pip:
export TA_INCLUDE_PATH="$(brew --prefix ta-lib)/include"
export TA_LIBRARY_PATH="$(brew --prefix ta-lib)/lib"
You might also find this helpful, particularly if you have tried several different installations without success:
your-arm64-python -m pip install --no-cache-dir ta-lib
For 64-bit Windows, the easiest way is to get the executable installer:
msiexec from the command-line.Alternatively, if you prefer to get the libraries without installing, or would like to use the 32-bit version:
Download ta-lib-0.7.1-src.tar.gz and:
tar -xzf ta-lib-0.7.1-src.tar.gz
cd ta-lib-0.7.1/
./configure --prefix=/usr
make
sudo make install
If you build
TA-Libusingmake -jXit will fail but that's OK! Simply rerunmake -jXfollowed by[sudo] make install.
Note: if your directory path includes spaces, the installation will probably
fail with No such file or directory errors.
For convenience, and starting with version 0.6.5, we now build binary wheels for different operating systems, architectures, and Python versions using GitHub Actions which include the underlying TA-Lib C library and are easy to install.
Supported platforms:
Supported Python versions:
In the event that your operating system, architecture, or Python version are not available as a binary wheel, it is fairly easy to install from source using the instructions above.
If you get a warning that looks like this:
setup.py:79: UserWarning: Cannot find ta-lib library, installation may fail.
warnings.warn('Cannot find ta-lib library, installation may fail.')
This typically means setup.py can't find the underlying TA-Lib
library, a dependency which needs to be installed.
If you installed the underlying TA-Lib library with a custom prefix
(e.g., with ./configure --prefix=$PREFIX), then when you go to install
this python wrapper you can specify additional search paths to find the
library and include files for the underlying TA-Lib library using the
TA_LIBRARY_PATH and TA_INCLUDE_PATH environment variables:
export TA_LIBRARY_PATH=$PREFIX/lib
export TA_INCLUDE_PATH=$PREFIX/include
python setup.py install # or pip install ta-lib
Sometimes installation will produce build errors like this:
talib/_ta_lib.c:601:10: fatal error: ta-lib/ta_defs.h: No such file or directory
601 | #include "ta-lib/ta_defs.h"
| ^~~~~~~~~~~~~~~~~~
compilation terminated.
or:
common.obj : error LNK2001: unresolved external symbol TA_SetUnstablePeriod
common.obj : error LNK2001: unresolved external symbol TA_Shutdown
common.obj : error LNK2001: unresolved external symbol TA_Initialize
common.obj : error LNK2001: unresolved external symbol TA_GetUnstablePeriod
common.obj : error LNK2001: unresolved external symbol TA_GetVersionString
This typically means that it can't find the underlying TA-Lib library, a
dependency which needs to be installed. On Windows, this could be caused by
installing the 32-bit binary distribution of the underlying TA-Lib library,
but trying to use it with 64-bit Python.
Sometimes installation will fail with errors like this:
talib/common.c:8:22: fatal error: pyconfig.h: No such file or directory
#include "pyconfig.h"
^
compilation terminated.
error: command 'x86_64-linux-gnu-gcc' failed with exit status 1
This typically means that you need the Python headers, and should run something like:
sudo apt-get install python3-dev
Sometimes building the underlying TA-Lib library has errors running
make that look like this:
../libtool: line 1717: cd: .libs/libta_lib.lax/libta_abstract.a: No such file or directory
make[2]: *** [libta_lib.la] Error 1
make[1]: *** [all-recursive] Error 1
make: *** [all-recursive] Error 1
This might mean that the directory path to the underlying TA-Lib library
has spaces in the directory names. Try putting it in a path that does not have
any spaces and trying again.
Sometimes you might get this error running setup.py:
/usr/include/limits.h:26:10: fatal error: bits/libc-header-start.h: No such file or directory
#include <bits/libc-header-start.h>
^~~~~~~~~~~~~~~~~~~~~~~~~~
This is likely an issue with trying to compile for 32-bit platform but without the appropriate headers. You might find some success looking at the first answer to this question.
If you get an error on macOS like this:
code signature in <141BC883-189B-322C-AE90-CBF6B5206F67>
'python3.9/site-packages/talib/_ta_lib.cpython-39-darwin.so' not valid for
use in process: Trying to load an unsigned library)
You might look at this question
and use xcrun codesign to fix it.
If you wonder why STOCHRSI gives you different results than you expect,
probably you want STOCH applied to RSI, which is a little different
than the STOCHRSI which is STOCHF applied to RSI:
>>> import talib
>>> import numpy as np
>>> c = np.random.randn(100)
# this is the library function
>>> k, d = talib.STOCHRSI(c)
# this produces the same result, calling STOCHF
>>> rsi = talib.RSI(c)
>>> k, d = talib.STOCHF(rsi, rsi, rsi)
# you might want this instead, calling STOCH
>>> rsi = talib.RSI(c)
>>> k, d = talib.STOCH(rsi, rsi, rsi)
If the build appears to hang, you might be running on a VM with not enough memory - try 1 GB or 2 GB.
It has also been reported that using a swapfile could help, for example:
sudo fallocate -l 1G /swapfile
sudo chmod 600 /swapfile
sudo mkswap /swapfile
sudo swapon /swapfile
If you get "permission denied" errors such as this, you might need to give your user access to the location where the underlying TA-Lib C library is installed -- or install it to a user-accessible location.
talib/_ta_lib.c:747:28: fatal error: /usr/include/ta-lib/ta_defs.h: Permission denied
#include "ta-lib/ta-defs.h"
^
compilation terminated
error: command 'gcc' failed with exit status 1
If you're having trouble compiling the underlying TA-Lib C library on ARM64,
you might need to configure it with an explicit build type before running
make and make install, for example:
./configure --build=aarch64-unknown-linux-gnu
This is caused by old config.guess file, so another way to solve this is
to copy a newer version of config.guess into the underlying TA-Lib C library
sources:
cp /usr/share/automake-1.16/config.guess /path/to/extracted/ta-lib/config.guess
And then re-run configure:
./configure
If you're having trouble using PyInstaller and get an error that looks like this:
...site-packages\PyInstaller\loader\pyimod03_importers.py", line 493, in exec_module
exec(bytecode, module.__dict__)
File "talib\__init__.py", line 72, in <module>
ModuleNotFoundError: No module named 'talib.stream'
Then, perhaps you can use the --hidden-import argument to fix this:
pyinstaller --hidden-import talib.stream "replaceToYourFileName.py"
If you want to use numpy<2, then you should use ta-lib<0.5.
If you want to use numpy>=2, then you should use ta-lib>=0.5.
If you have trouble getting the code autocompletions to work in Visual
Studio Code, a suggestion was made to look for the Python extension
settings, and an option for Language Server, and change it from
Default (which means Pylance if it is installed, Jedi otherwise), to
manually set Jedi and the completions should work. It