lib/talib

Files

T

beejay 4b07e7c741 feat: add momentum indicators and expand function coverage

Add a full Momentum Indicators category (momentum_indicators.go) with
26 new wrapped functions:

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

- Register all new native symbols in Load() (loader.go)
- Declare corresponding native function variables in functions.go
- Add MAType enum (ta_ma_type.go) for MA-type parameters (SMA, EMA,
  WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3)
- Add taResult constants (ta_result.go) mirroring TA-Lib return codes
- Each wrapper includes a doc comment with formula, interpretation, and
  known behavioral edge-case notes

2026-07-24 13:37:34 +09:00

3.2 KiB

Raw Blame History

talib

Go wrapper for selected TA-Lib functions using purego to dynamically load the native TA-Lib shared library at runtime.

This project currently exposes a small subset of TA-Lib functions:

Cycle Indicators (Hilbert Transform)

HT_DCPERIOD
HT_DCPHASE
HT_PHASOR
HT_SINE
HT_TRENDMODE

Math Operators

Add, Sub, Mult, Div
Max, MaxIndex, Min, MinIndex
MinMax, MinMaxIndex
Sum

Math Transforms

Trigonometric: Cos, Sin, Tan, ACos, ASin, ATan
Hyperbolic: CosH, SinH, TanH
Exponential/Logarithmic: Exp, Ln, Log10
Rounding: Ceil, Floor, Sqrt

Momentum Indicators

Directional Movement: ADX, ADXR, DX, MINUS_DI, MINUS_DM, PLUS_DI, PLUS_DM
Oscillators: APO, AROON, AROONOSC, BOP, CCI, CMO, IMI, MFI, MOM, PPO, RSI, TRIX, WILLR, ULTOSC
Rate of Change: ROC, ROCP, ROCR, ROCR100
MACD family: MACD, MACDEXT, MACDFIX
Stochastic family: STOCH, STOCHF, STOCHRSI

Requirements

Go 1.26
A native TA-Lib shared library installed on the host system

This package does not bundle TA-Lib itself. You must install the native library separately.

How library loading works

Call talib.Load() once before using any indicator function. The loader looks for the platform-specific library name:

macOS: libta-lib.dylib
Linux: libta-lib.so
Windows: libta-lib.dll

Lookup order:

$TA_LIB_PATH/<library file>
./<library file>
/usr/local/lib/<library file>
/usr/lib/<library file>

Installing TA-Lib

macOS

If you use Homebrew:

brew install ta-lib

If the library is installed outside the default lookup paths, set:

export TA_LIB_PATH=/path/to/lib

Linux

Install TA-Lib with your package manager if available, or build it from source and place the shared library in a standard library directory such as /usr/local/lib.

Windows

Install the TA-Lib DLL and make sure libta-lib.dll is reachable through TA_LIB_PATH or from the current working directory.

Usage

package main

import (
	"fmt"
	"log"
	"math"

	"beejay.kim/lib/talib"
)

func main() {
	if _, err := talib.Load(); err != nil {
		log.Fatal(err)
	}

	var series []float64
	for i := 0; i < 100; i++ {
        series = append(series, math.Sin(float64(i)/7)*4.5+math.Cos(float64(i)/19)*1.75)
    }

	period := talib.HT_DCPERIOD(series)
	fmt.Println(period)

	sum := talib.Add(series, series)
	fmt.Println(sum)

	rollingMax := talib.Max(series, 14)
	fmt.Println(rollingMax)
}

API notes

Indicator functions return nil when the underlying TA-Lib call fails.
Native TA-Lib functions are exposed with Go-style exported names such as Add, Div, Max, and Sum.
Functions accepting a moving-average type use the MAType constant (SMA, EMA, WMA, DEMA, TEMA, TRIMA, KAMA, MAMA, T3).
Functions returning two outputs (e.g. AROON, MACD, STOCH) return multiple slices; all are nil on failure.

Project status

This is currently a focused wrapper around a limited subset of TA-Lib. Additional indicators can be added by registering more native functions in Load() and exposing Go wrappers for them.

3.2 KiB Raw Blame History