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I an looking for a TA indicator library in python, that offers indicators you can update with ticks, in contrast to indicators that perform calculations on an entire data set.

For example, an RSI indicator would allow something like this:

rsi_ind = RSI(period=14)

# add a tick
rsi_ind.feed_tick(tick)
# add several ticks as list
rsi_ind.feed_ticks(ticks)

# we get the current value
value = rsi_ind.get_value()

# add another tick
rsi_ind.feed_tick(tick)
# we get new current value
value = rsi_ind.get_value()

Is such a library existing and recommendable? Thanks!

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Have you tried TA-lib? It supports RSI.

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  • $\begingroup$ Thanks, I am now checkin git out. I have tried for several hours to understand how to feed ticks to it efficiently, it seems to only receive a list and calculate in bulk. Can't find any documentation that would explain how to update it with individual ticks.. $\endgroup$ – Ilans Mar 4 at 23:58
  • $\begingroup$ TA-Lib needs the entire array, what if my close values come from a websocket? the OP is asking for a generator version of TA-Lib $\endgroup$ – PirateApp Apr 20 at 12:11

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