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Indicator Library
Devon Kyle
edited

I can't be the first person to ask this - but I'm searching and not finding any references...

Is there a Technical Analysis library avail in the API ? I'm looking at the modules avail for import and don't see anything that looks like what I'm looking for . Granted I'm new to Python.
I'm looking for a number of standard indicators like what is available in R i.e Quantmod, TTR or the indicators at www.ta-lib.org/

I'd hate to have to build all these from scratch in order to develop my algos...Seems very tedious (although probably a great way to get my Python chops up!)

devon kyle

p.s. FOREX data would be wonderful - even if it's only EOD...

5 responses
Audubon Technologies

this will build with python. If you cannot build it I can post zip of mine. I compiled on windows against python 2.7
https://github.com/mrjbq7/ta-lib

Devon Kyle

Thanks but I am aware of this library (I mentioned it in my original post), The issue is - I don't think I can use external libraries not already installed in the API. A little surprised no one from the Quantopian side can respond to my question.

Grant Kiehne

Hello Devon,

You might try the feedback button (upper toolbar). My sense is that the Quantopian guys are enthusiastic about adding modules for import, but they have to evaluate each candidate carefully.

Grant

John Fawcett

Hi Devon,

Firstly, I'm very sorry for the delay in replying. Secondly, we agree that we need to add a signal library and ta-lib is our leading contender. A group has been hashing out how to integrate ta-lib with zipline (our opensource backtester) over on github. You can see their discussion about it here: https://github.com/mrjbq7/ta-lib/issues/10

Once zipline and ta-lib are integrated, we'll be able to make ta-lib available on Quantopian.

thanks again for the feedback,
fawce

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Devon Kyle

That's awesome! Thanks for the info John - appreciate it!

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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.