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Indicator Library

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

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

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.

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

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