beejay
5dcbd4a1cf
Complete the TA-Lib candlestick pattern recognition coverage by adding the second half of the Cdl* function family. New functions in pattern_recognitions.go (all return []int32, OHLC inputs): CdlLadderBottom, CdlLongLeggedDoji, CdlLongLine, CdlMarubozu, CdlMatchingLow, CdlMatHold(penetration), CdlMorningDojiStar(penetration), CdlMorningStar(penetration), CdlOnNeck, CdlPiercing, CdlRickshawMan, CdlRiseFall3Methods, CdlSeparatingLines, CdlShootingStar, CdlShortLine, CdlSpinningTop, CdlStalledPattern, CdlStickSandwich, CdlTakuri, CdlTasukiGap, CdlThrusting, CdlTristar, CdlUnique3River, CdlUpsideGap2Crows, CdlXSideGap3Methods Supporting changes: - functions.go: add 25 C function pointer declarations (TA_CDL* signatures) - loader.go: register all 25 new symbols via purego.RegisterLibFunc in Load() - cli/main.go: extend smoke harness to exercise all new wrappers - README.md: document all new patterns in the Pattern Recognition section
114 lines
3.9 KiB
Markdown
114 lines
3.9 KiB
Markdown
# talib
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Go wrapper for all [TA-Lib](https://ta-lib.org/) functions using [`purego`](https://github.com/ebitengine/purego) to dynamically load the native TA-Lib shared library at runtime.
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This package exposes the complete TA-Lib function set across these categories:
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- **Cycle Indicators**: Hilbert Transform (`HT_*`)
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- **Math Operators**: Vector operations (Add, Sub, Mult, Div, Max, Min, Sum, etc.)
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- **Math Transforms**: Trigonometric, hyperbolic, exponential, and rounding functions
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- **Momentum Indicators**: ADX, MACD, RSI, Stoch, Aroon, oscillators, ROC, directional movement
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- **Overlap Studies**: Moving averages and bands (EMA, SMA, BBands, KAMA, MAMA, SAR, etc.)
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- **Price Transforms**: Per-bar price composites (AvgPrice, TypPrice, WCLPrice, etc.)
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- **Statistic Functions**: Regression, correlation, and dispersion (Beta, Correl, LinearReg*, StdDev, Var)
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- **Volatility Indicators**: ATR, NATR, TRANGE
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- **Volume Indicators**: AD, ADOsc, CMF, OBV, PVI, PVO
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- **Pattern Recognition**: 61 candlestick patterns (`Cdl*`)
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For a complete function reference with descriptions, see [TA-Lib's official function list](https://ta-lib.org/functions/).
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## Requirements
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- Go `1.26`
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- A native TA-Lib shared library installed on the host system
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This package does **not** bundle TA-Lib itself. You must install the native library separately.
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## How library loading works
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Call `talib.Load()` once before using any indicator function. After loading, you can call `talib.Version()` to read the native TA-Lib version string. The loader looks for the platform-specific library name:
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- macOS: `libta-lib.dylib`
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- Linux: `libta-lib.so`
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- Windows: `libta-lib.dll`
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Lookup order:
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1. `$TA_LIB_PATH/<library file>`
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2. `./<library file>`
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3. `/usr/local/lib/<library file>`
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4. `/usr/lib/<library file>`
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## Installing TA-Lib
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### macOS
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If you use Homebrew:
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```bash
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brew install ta-lib
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```
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If the library is installed outside the default lookup paths, set:
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```bash
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export TA_LIB_PATH=/path/to/lib
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```
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### Linux
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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`.
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### Windows
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Install the TA-Lib DLL and make sure `libta-lib.dll` is reachable through `TA_LIB_PATH` or from the current working directory.
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## Usage
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```go
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package main
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import (
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"fmt"
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"log"
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"math"
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"beejay.kim/lib/talib"
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)
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func main() {
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if _, err := talib.Load(); err != nil {
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log.Fatal(err)
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}
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fmt.Println("TA-Lib version:", talib.Version())
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var series []float64
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for i := 0; i < 100; i++ {
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series = append(series, math.Sin(float64(i)/7)*4.5+math.Cos(float64(i)/19)*1.75)
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}
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period := talib.HT_DCPERIOD(series)
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fmt.Println(period)
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sum := talib.Add(series, series)
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fmt.Println(sum)
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rollingMax := talib.Max(series, 14)
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fmt.Println(rollingMax)
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}
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```
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## API notes
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- Indicator functions return `nil` when the underlying TA-Lib call fails.
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- `Version()` returns the TA-Lib version string exposed by `TA_GetVersionString` (call after `Load()`).
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- Native TA-Lib functions are exposed with Go-style exported names such as `Add`, `Div`, `Max`, and `Sum`.
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- Functions accepting a moving-average type use the `MAType` constant (`MA_SMA`, `MA_EMA`, `MA_WMA`, `MA_DEMA`, `MA_TEMA`, `MA_TRIMA`, `MA_KAMA`, `MA_MAMA`, `MA_T3`).
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- Functions returning multiple outputs (e.g. `Aroon`, `MACD`, `Stoch`) return multiple slices; all are `nil` on failure.
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- Pattern-recognition functions (`Cdl*`) return `[]int32` signals; typical values are `-100` (bearish), `0` (no pattern), and `100` (bullish).
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## Project status
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This wrapper provides **complete coverage** of the TA-Lib function library. All ~100 indicators across 10 function categories are exposed with Go-idiomatic APIs. New versions of TA-Lib may introduce additional functions; updating this wrapper requires adding function pointer declarations in `functions.go`, registering them in `loader.go`, and exposing Go wrappers in the appropriate `*_indicators.go` file.
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