TA-Lib : Technical Analysis Library

TA.Lib Namespace

Namespace hierarchy

Classes

ClassDescription
FunctionBase Allows to build a function to create and transform variables.
FunctionBase.Input Define an input variable for the function.
FunctionBase.MapToOp Oject allowing to create Input and Output object being map to variable names of timeseries.
FunctionBase.Output Define an output variable for the function.
FunctionBase.Var Allows to have variable for temporary storage while doing iteration.
Timeseries Time series allows to aglomerate variables and keep these synchronize with a common set of timestamps.
Timeseries.AddOp Allows to conveniently add a variable to a time series by calling a built-in function. The input of the function are part of the timeseries.
Timeseries.ApplyOp Allows to conveniently transform the Default variable.
TimeseriesAroon Facilitate access to variables returned by the built-in function Aroon().
TimeseriesMacd Facilitate access to variables returned by the built-in function Macd().
Timestamps Object to provide access to timestamps.
Value Access to information related to the value of a variable at a given point in time.
Values Object to provide access to values.
Variable Variable holds disctinct value for distinct moment in time. A variable ALWAYS belongs to one and only one Timeseries object.
Variable.ApplyOp Allows to conveniently transform a variable.

Enumerations

EnumerationDescription
Interpolation Depending of the synchronization configuration, missing values might be calculated base on one of the "Interpolation" algorithm. Interpolation take place only between two existing values called neighbor.
NaturalPeriod When the TimestampsType is "Wrapped", the natural period can be set as either: 1 year, 1 month, 1 day, 1 hour or 1 minute. The timestamps are accordingly truncated. Example: the user might choose to span a time series over a period of 1 year. In that case, the "year" field is ignored. All values will be synchronized using their month, day, hour, minute and second only.
PeriodConvertionFlags Allows to control the algorithm used on period compression and expansion.
Periodicity Specify the amount of time that are covered by each value.
SyncMode Specify how synchronization is handled. Synchronization can either be performed by the Timeseries::Sync() function or when an out-of-sync variable is added to a time series. On Timeseries::Sync(), Series A and Series B are the two first parameters. On variable addition to a timeseries, Series A designate all the existing variables in the timeseries while Series B is the new variable.
TimestampType The timeseries timestamps can have different representation that are more convenient to the domain of the application. As an example, the study of market data is often done with "Exact" daily timestamps. This allow, among other thing, to align and compare multiple securities, say, Microsoft against the Dow Jones index. In the case that the user would prefer to align and compare the movement over a natural period, say compare the daily 1988 rain precipitation against 1989, the timestamp cannot be "exact" anymore. The alignement shoult use only the month/day field, and the year field should be "mask". The "Wrapped" type allows such timestamps that covers only a natural period. Finally, it is possible to align the data up to a user defined event. As an example, financial contract expiration are not always at a fix moment in time. The timestamps express instead the delta of time until expiration. This is an example of usage of the "Countdown" timestamps.