D wrapper for https://ta-lib.org/
pre-req:
ta-lib https://ta-lib.org/
download, and build
https://ta-lib.org/hdr_dw.html
http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
- build talib Linux Static Libraries
- please check https://github.com/mingwugmail/talibd/blob/master/lib/Makefile
$ git submodule update --init --recursive
$ cd lib && make
DPP
NOTE: source/talib.d has been manually modified due to: atilaneves/dpp#272
Design:
- the output and the input data are of the same length, and are end-aligned!
- the output is front-padded with 0 instead of NaN, i.e the lookback area
Demo:
https://github.com/mw66/talibd/blob/master/source/app.d
just type make to run it:
$ make
...
Run some tests
prices.length=755
test TA_MA
prices[$-1]=334.06 sma10[9]=236.502 sma10[$-1]=343.91 sma20[$-1]=342.521
test TA_RSI
prices[$-1]=334.06 rsi14[14]=80.4548 rsi14[$-1]=45.0602
test TA_MACD
prices[$-1]=334.06 macd[$-1]=1.86243 macdSignal[$-1]=4.30537 macdHist[$-1]=-2.44294