beejay
fc504d0c01
- add native TA-Lib bindings in functions.go for beta, correl, linear regression, stddev, tsf, and variance - register the new TA-Lib symbols in loader.go - add public wrappers in statistic_functions.go for Beta, Correl, LinearReg, LinearRegAngle, LinearRegIntercept, LinearRegSlope, StdDev, TSF, and Var - update README.md to document Price Transforms and Statistic Functions
132 lines
3.7 KiB
Markdown
132 lines
3.7 KiB
Markdown
# talib
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Go wrapper for selected [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 project currently exposes a focused subset of TA-Lib functions:
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**Cycle Indicators (Hilbert Transform)**
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- `HT_DCPERIOD`
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- `HT_DCPHASE`
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- `HT_PHASOR`
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- `HT_SINE`
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- `HT_TRENDMODE`
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**Math Operators**
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- `Add`, `Sub`, `Mult`, `Div`
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- `Max`, `MaxIndex`, `Min`, `MinIndex`
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- `MinMax`, `MinMaxIndex`
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- `Sum`
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**Math Transforms**
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- Trigonometric: `Cos`, `Sin`, `Tan`, `ACos`, `ASin`, `ATan`
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- Hyperbolic: `CosH`, `SinH`, `TanH`
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- Exponential/Logarithmic: `Exp`, `Ln`, `Log10`
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- Rounding: `Ceil`, `Floor`, `Sqrt`
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**Momentum Indicators**
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- Directional Movement: `ADX`, `ADXR`, `DX`, `MinusDI`, `MinusDM`, `PlusDI`, `PlusDM`
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- Oscillators: `APO`, `Aroon`, `AroonOsc`, `BOP`, `CCI`, `CMO`, `IMI`, `MFI`, `MOM`, `PPO`, `RSI`, `Trix`, `WillR`, `UltOsc`
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- Rate of Change: `ROC`, `ROCP`, `ROCR`, `ROCR100`
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- MACD family: `MACD`, `MACDExt`, `MACDFix`
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- Stochastic family: `Stoch`, `StochF`, `StochRSI`
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**Overlap Studies**
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- `AccBands`, `BBands`, `DEMA`, `EMA`, `HT_TRENDLINE`, `KAMA`, `MA`, `MAMA`, `MAVP`, `MidPoint`, `MidPrice`, `SAR`, `SARExt`, `SMA`, `T3`, `TEMA`, `TRIMA`, `WMA`
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**Price Transforms**
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- `AvgPrice`, `MedPrice`, `TypPrice`, `WCLPrice`
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**Statistic Functions**
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- `AvgDev`, `Beta`, `Correl`, `LinearReg`, `LinearRegAngle`, `LinearRegIntercept`, `LinearRegSlope`, `StdDev`, `TSF`, `Var`
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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. 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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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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- 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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## Project status
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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.
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