TA-Lib 0.8.3

TA-Lib for .NET

TA-Lib, the widely used technical-analysis library, as a pure managed .NET library: 200+ indicators covering moving averages, momentum oscillators (RSI, MACD, Stochastic), volatility (Bollinger Bands, ATR), volume, Hilbert Transform cycle analysis, statistics, price transforms and candlestick patterns.

Every function is generated from the same canonical definitions as the C library and is bit-identical to the C reference implementation over the same inputs, except where a calculation calls a transcendental math function such as exp or log: .NET's math library can round that result differently from the C library in the last bit, which is beyond TA-Lib's control, and the difference can grow through the rest of the calculation. No native binaries, no P/Invoke, no dependencies.

Install

dotnet add package TA-Lib

The package is TA-Lib; the namespace is TALib. It targets net10.0.

Quick start

using TALib;

var core = Core.Default;

double[] close = [ /* ...your closing prices... */ ];
var outReal = new double[close.Length];

OutRange r = core.Sma(0, close.Length - 1, close, 30, outReal);

// outReal[0 .. r.Count - 1] holds the SMA; outReal[i] is input bar r.BegIdx + i.
for (int i = 0; i < r.Count; i++)
    Console.WriteLine($"bar {r.BegIdx + i} = {outReal[i]}");

Every indicator is a method on Core with the same calling pattern: a startIdx/endIdx range, input spans, parameters, caller-provided output spans, and an OutRange saying where the values start and how many there are. A range that ends inside the lookback is a success with no values, not an error. Invalid arguments throw.

Configuration

Core is immutable. The value-affecting settings, the unstable period and the candlestick thresholds, are chosen up front and then frozen, so one Core can be shared across threads:

Core tuned = Core.Builder()
    .UnstablePeriod(FuncUnstId.EMA, 10)
    .Build();

Live data

For a feed that arrives one bar at a time, each indicator also has a streaming form: open it on the history you already have, then each closed bar in gives that bar's value out, bit-identical to the batch call.

Core.SmaStream s = core.SmaOpen(close, 30);

double v = s.Update(newClose);            // a closed bar: commits it
double provisional = s.Peek(formingClose); // the forming bar: commits nothing

Documentation

• C# guide: https://ta-lib.org/api/csharp/, and the streaming tier: https://ta-lib.org/api/csharp/stream/
• Per-function reference (formulas, notes, sources): https://ta-lib.org/functions/
• Source: https://github.com/TA-Lib/ta-lib

License

BSD-3-Clause, see LICENSE.