Similar to TA-Lib, the function interface provides a lightweight wrapper of the exposed TA-Lib indicators.
Each function returns an output array and have default values for their
parameters, unless specified as keyword arguments. Typically, these functions
will have an initial "lookback" period (a required number of observations
before an output is generated) set to NaN.
The lookback is function-specific and may be larger than the timeperiod
parameter. For example, RSI(timeperiod=14) needs 15 price observations,
because the first RSI value is derived from 14 consecutive price changes.
All of the following examples use the function API:
import numpy
import talib
close = numpy.random.random(100)Calculate a simple moving average of the close prices:
output = talib.SMA(close)Calculating bollinger bands, with triple exponential moving average:
from talib import MA_Type
upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)Calculating momentum of the close prices, with a time period of 5:
output = talib.MOM(close, timeperiod=5)Functions documented as having an unstable period start with that extra
unstable-period setting at 0. get_unstable_period() only returns a
non-zero value after you set one explicitly with set_unstable_period().
Documentation for all functions: