talib-binding

A synchronous TA-Lib bindings for Node.js & TypeScript.

Install

var yarn:

yarn add talib-binding

var npm:

npm install talib-binding --save

Install on Windows system

Before install this module, you may need to install windows-build-tools by run:

npm install --global --production windows-build-tools

Usage

All the functions are exported, you can call it in the same form to c api, but there are some difference:
- the startIdx and endIdx is placed at the end of the function signature, and is optional.
- the return value is the computed result, if result is one array, will be it, else will be a nested array to contains all output arrays.
- if the ta-lib function returns a error code, will throw a error.
Additionally, you can pass a Record[] to extract its fields rather than input double array such as inHigh, inLow, etc. And if the input field is a implicit field of the records, you need to input a string to specifying which one field will be extract as it.
The types for TypeScript is generated, you can use this it in TypeScript projects.

Example

call in the same form of TA-Lib:

import * as talib from 'talib-binding'

talib.SAR(
    [2, 3, 4, 5], /* inHigh */
    [1, 2, 3, 4], /* inLow */
    0.02, /* optAcceleration_Factor, optional */
    0.2, /* optAF_Maximum, optional */
    0, /* startIdx, optional */
    3 /* endIdx, optional */
)

pass a Record array as the first parameter, the library will extract the field value automatically, if the function contains some implicit parameter name, you need to pass the name string to extract it. The implicit parameter means that the param is not one of High, Low, Open, Close, and Volume, just like inReal, more detailed information could be found in the TypeScript function signatures.

import * as talib from 'talib-binding'

const records = [
  {Time: 0, Open: 1, High: 2, Low: 1, Close: 2, Volume: 1},
  {Time: 0, Open: 2, High: 3, Low: 2, Close: 3, Volume: 1},
  {Time: 0, Open: 3, High: 4, Low: 3, Close: 4, Volume: 1},
  {Time: 0, Open: 4, High: 5, Low: 4, Close: 5, Volume: 1},
]

talib.SAR(records)

// The COS function contains implicit parameter name, you need to call it as follow:
talib.COS(records, 'Volume')

if function return a single array, the return value will be it, else will be a nested array.

import * as talib from 'talib-binding'

const outReal = talib.SAR([2, 3, 4, 5], [1, 2, 3, 4])
console.log(outReal)
// [ 1, 1.04, 1.1584 ]

const [outUp, outMid, outLow] = talib.ACCBANDS([2, 3, 4, 5], [1, 2, 3, 4], [2, 3, 4, 5], 3)
console.log(outUp, outMid, outLow)
// [ 5.45079365079365, 6.302645502645503 ]
// [ 3, 4 ]
// [ 0.4507936507936508, 1.3026455026455028 ]

if TA function returns a error, OR startIdx/endIdx out of range, will throw it:

import * as talib from 'talib-binding'

talib.ACCBANDS([2, 3, 4, 5], [1, 2, 3, 4], [2, 3, 4, 5], 10)
// throw RangeError: `startIdx` or `endIdx` out of range

Notes

Some API need to use TA_MAType, which is exported as MATypes in the binding. For example:

import * as talib from 'talib-binding'

talib.MA([1, 2, 3], void 0, talib.MATypes.SMA)

Contributing

Clone the repo at first:

git clone https://github.com/acrazing/talib-binding-node && cd talib-binding-node

All the files end with generated.* is generated by src/generate.ts. Maybe you need to view it to get detailed information.

License

This project published under MIT License.
The TA-Lib is published under LICENSE.