Quantopian's community platform is shutting down. Please read this post for more information and download your code.
Back to Community
Help Needed: TA-Lib
Peter Cawthron
edited Sep 11, 2013

Can I use the TA-Lib library on my own data i.e. data accumultated upto a certain point in a backtest? I was thinking that TA-Lib would use a DataFrame as input and in my algo I accumulate closing price data in this form:

print context.df_close.head()

                            2          24  
2013-01-02 00:00:00+00:00 8.9700 548.7100  
2013-01-03 00:00:00+00:00 9.0700 542.3800  
2013-01-04 00:00:00+00:00 9.2500 527.0100  
2013-01-07 00:00:00+00:00 9.1000 523.9701  
2013-01-08 00:00:00+00:00 9.0988 525.1900

but does it actually need a DataPanel?

P.

2 responses
Peter Cawthron
Sep 11, 2013

To answer my own question in part it seems I can use TA-Lib by importing zipline i.e.

import zipline  
.
.
a = zipline.transforms.ta.talib.MA(context.df_close[context.stock[0]], timeperiod=timeperiod)

I can't work out how to import just the part of zipline I need.

(I'm not sure what my goal is here but it involves indicators in multiple timeframes. Initially I want to use daily indicators in a minutely backtest. The attached algo has got as far as generating a TA-Lib indicator from data I have accumulated in the backtest.)

P.

Peter Cawthron
Sep 11, 2013

Re. the zipline import this is as succint as I can get. Any suggestions are welcome:

import zipline.transforms.ta as ztt  
.
.
    a = ztt.talib.MA(context.df_close[context.stock[0]], timeperiod=timeperiod)

P.

About Quantopian
Careers
Community
Events
Documentation
Academia
Lectures
Status
Facebook
Twitter
LinkedIn
YouTube
Terms of Use
Privacy Policy

The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by Quantopian.

In addition, the material offers no opinion with respect to the suitability of any security or specific investment. No information contained herein should be regarded as a suggestion to engage in or refrain from any investment-related course of action as none of Quantopian nor any of its affiliates is undertaking to provide investment advice, act as an adviser to any plan or entity subject to the Employee Retirement Income Security Act of 1974, as amended, individual retirement account or individual retirement annuity, or give advice in a fiduciary capacity with respect to the materials presented herein. If you are an individual retirement or other investor, contact your financial advisor or other fiduciary unrelated to Quantopian about whether any given investment idea, strategy, product or service described herein may be appropriate for your circumstances. All investments involve risk, including loss of principal. Quantopian makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances.