Support TA-Lib C 0.8.3

.github/workflows/wheels.yml

@@ -196,6 +196,7 @@ jobs:
         env:
           CIBW_TEST_COMMAND: >
             cd .. &&
+            python -c "import talib; assert talib._ta_lib._ta_get_runtime_info('vmath.transcendental') == 1, 'TA-Lib C is not using vForce'" &&
             pytest -k "not RSI and not threading" {project}/tests
           CIBW_ARCHS_MACOS: arm64
           CIBW_ENVIRONMENT_MACOS : >

README.md

@@ -446,6 +446,13 @@ Functions marked in the docs as having an unstable period start with that
 extra unstable-period setting at `0`. In other words, `get_unstable_period()`
 returns `0` until you explicitly change it with `set_unstable_period()`.
 
+Instead of a count, `set_unstable_period()` also takes an Auto level. With
+`talib.set_unstable_period('ALL', talib.UNSTABLE_AUTO_PREC_4)` each function
+works out how many leading values to discard, so that the first 4 significant
+digits of what it returns no longer depend on where your data starts;
+`UNSTABLE_AUTO_PREC_8` targets 8. `get_unstable_period()` then returns the
+level. See [Unstable Period](https://ta-lib.org/api/unstable-period/#auto).
+
 ### NaN's
 
 The underlying TA-Lib C library handles NaN's in a sometimes surprising manner
@@ -539,7 +546,8 @@ slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])
 The Streaming API keeps a handle per indicator instead of recomputing from the
 whole array. Opening one costs a pass over the history; every bar after that is
 O(1), and each value it produces is identical to the one the Function API
-reports for that bar.
+reports for that bar. On Apple Silicon macOS, a function using a transcendental
+math function (SIN, EXP, LN, ...) may differ from it in the last bits.
 
 ```python
 import talib

docs/func.md

@@ -50,6 +50,13 @@ Functions documented as having an unstable period start with that extra
 unstable-period setting at ``0``. ``get_unstable_period()`` only returns a
 non-zero value after you set one explicitly with ``set_unstable_period()``.
 
+Instead of a count, ``set_unstable_period()`` also takes an Auto level. With
+``talib.set_unstable_period('ALL', talib.UNSTABLE_AUTO_PREC_4)`` each function
+works out how many leading values to discard, so that the first 4 significant
+digits of what it returns no longer depend on where your data starts;
+``UNSTABLE_AUTO_PREC_8`` targets 8. ``get_unstable_period()`` then returns the
+level. See [Unstable Period](https://ta-lib.org/api/unstable-period/#auto).
+
 Documentation for all functions:
 
 * [Overlap Studies](func_groups/overlap_studies.md)

docs/func_groups/cycle_indicators.md

@@ -29,6 +29,24 @@ NOTE: The ``HT_TRENDMODE`` function has an unstable period.
 integer = HT_TRENDMODE(close)
 ```
 
+### SWAK_2PHP - Swiss Army Knife - Two-Pole High-Pass Filter
+NOTE: The ``SWAK_2PHP`` function has an unstable period.  
+```python
+real = SWAK_2PHP(close, timeperiod=20)
+```
+
+### SWAK_BP - Swiss Army Knife - Band-Pass Filter
+NOTE: The ``SWAK_BP`` function has an unstable period.  
+```python
+real = SWAK_BP(close, timeperiod=20, delta=0.1)
+```
+
+### SWAK_HP - Swiss Army Knife - High-Pass Filter
+NOTE: The ``SWAK_HP`` function has an unstable period.  
+```python
+real = SWAK_HP(close, timeperiod=20)
+```
+
 
 [Documentation Index](../doc_index.md)
 [FLOAT_RIGHTAll Function Groups](../funcs.md)

docs/func_groups/momentum_indicators.md

@@ -35,6 +35,11 @@ aroondown, aroonup = AROON(high, low, timeperiod=14)
 real = AROONOSC(high, low, timeperiod=14)
 ```
 
+### ASI - Wilder Accumulative Swing Index
+```python
+real = ASI(open, high, low, close, limitmove=3)
+```
+
 ### BOP - Balance Of Power
 ```python
 real = BOP(open, high, low, close)
@@ -45,6 +50,21 @@ real = BOP(open, high, low, close)
 real = CCI(high, low, close, timeperiod=14)
 ```
 
+### CG - Center of Gravity Oscillator
+```python
+real = CG(close, timeperiod=10)
+```
+
+### CHOP - Choppiness Index
+```python
+real = CHOP(high, low, close, timeperiod=14)
+```
+
+### CHOPTR - Choppiness Index (True Range Box)
+```python
+real = CHOPTR(high, low, close, timeperiod=14)
+```
+
 ### CMO - Chande Momentum Oscillator
 NOTE: The ``CMO`` function has an unstable period.  
 ```python
@@ -61,6 +81,21 @@ real = CMOU(close, timeperiod=14)
 real = COPPOCK(close, wmaperiod=10, roc1period=11, roc2period=14)
 ```
 
+### CRSI - Connors Relative Strength Index
+```python
+real = CRSI(close, timeperiod=3, streakperiod=2, rankperiod=100)
+```
+
+### CTI - Correlation Trend Indicator
+```python
+real = CTI(close, timeperiod=20)
+```
+
+### DOSC - Derivative Oscillator
+```python
+real = DOSC(close, timeperiod=14, firstperiod=5, secondperiod=3, signalperiod=9)
+```
+
 ### DPO - Detrended Price Oscillator
 ```python
 real = DPO(close, timeperiod=20)
@@ -82,6 +117,12 @@ real = ER(close, timeperiod=10)
 bullpower, bearpower = ERI(high, low, close, timeperiod=13)
 ```
 
+### FISHER - Fisher Transform
+NOTE: The ``FISHER`` function has an unstable period.  
+```python
+fisher, trigger = FISHER(high, low, timeperiod=10)
+```
+
 ### FOSC - Forecast Oscillator
 ```python
 real = FOSC(close, timeperiod=5)
@@ -92,6 +133,11 @@ real = FOSC(close, timeperiod=5)
 swinghigh, swinglow = FRACTAL(high, low, leftbars=2, rightbars=2)
 ```
 
+### IBS - Internal Bar Strength
+```python
+real = IBS(high, low, close)
+```
+
 ### IMI - Intraday Momentum Index
 ```python
 real = IMI(open, close, timeperiod=14)
@@ -102,6 +148,16 @@ real = IMI(open, close, timeperiod=14)
 k, d, j = KDJ(high, low, close, fastk_period=9, slowk_period=3, slowk_matype=13, slowd_period=3, slowd_matype=13)
 ```
 
+### KST - Know Sure Thing (Pring)
+```python
+kst, kstsignal = KST(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, sma1period=10, sma2period=10, sma3period=10, sma4period=15, signalperiod=9)
+```
+
+### KSTEXT - Know Sure Thing with controllable MA type
+```python
+kst, kstsignal = KSTEXT(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, ma1period=10, ma2period=10, ma3period=10, ma4period=15, signalperiod=9, rocmatype=0, signalmatype=0)
+```
+
 ### MACD - Moving Average Convergence/Divergence
 ```python
 macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
@@ -156,6 +212,11 @@ real = PLUS_DM(high, low, timeperiod=14)
 real = PPO(close, fastperiod=12, slowperiod=26, matype=1)
 ```
 
+### PSO - Premier Stochastic Oscillator
+```python
+real = PSO(high, low, close, fastk_period=8, emaperiod=5)
+```
+
 ### QSTICK - Qstick
 ```python
 real = QSTICK(open, close, timeperiod=10)
@@ -187,11 +248,27 @@ NOTE: The ``RSI`` function has an unstable period.
 real = RSI(close, timeperiod=14)
 ```
 
+### SI - Wilder Swing Index
+```python
+real = SI(open, high, low, close, limitmove=3)
+```
+
 ### SMI - Stochastic Momentum Index
 ```python
 smi, smisignal = SMI(high, low, close, timeperiod=13, fastperiod=2, slowperiod=25, signalperiod=9)
 ```
 
+### SQZMOM - Squeeze Momentum and Level
+```python
+momentum, squeeze = SQZMOM(high, low, close, bbperiod=20, nbdev=2, kcperiod=20, factorwide=2, factornormal=1.5, factornarrow=1)
+```
+
+### STC - Schaff Trend Cycle
+NOTE: The ``STC`` function has an unstable period.  
+```python
+real = STC(close, fastperiod=23, slowperiod=50, cycleperiod=10)
+```
+
 ### STOCH - Stochastic
 NOTE: `slowk_matype` and `slowd_matype` take an `MA_Type` value. See [STOCH](https://ta-lib.org/functions/stoch) for the formula.
 ```python
@@ -238,6 +315,11 @@ plusvi, minusvi = VORTEX(high, low, close, timeperiod=14)
 real = WAD(high, low, close)
 ```
 
+### WAVETREND - WaveTrend Oscillator
+```python
+wt1, wt2 = WAVETREND(high, low, close, channelperiod=10, averageperiod=21, signalperiod=4)
+```
+
 ### WILLR - Williams' %R
 ```python
 real = WILLR(high, low, close, timeperiod=14)

docs/func_groups/overlap_studies.md

@@ -4,11 +4,21 @@
 upperband, middleband, lowerband = ACCBANDS(high, low, close, timeperiod=20)
 ```
 
+### ALMA - Arnaud Legoux Moving Average
+```python
+real = ALMA(close, timeperiod=9, sigma=6, offset=0.85)
+```
+
 ### BBANDS - Bollinger Bands
 ```python
 upperband, middleband, lowerband = BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
 ```
 
+### CKSP - Chande Kroll Stop
+```python
+highstop, lowstop = CKSP(high, low, close, timeperiod=10, multiplier=1, stopperiod=9)
+```
+
 ### DEMA - Double Exponential Moving Average
 ```python
 real = DEMA(close, timeperiod=30)
@@ -25,6 +35,12 @@ NOTE: The ``EMA`` function has an unstable period.
 real = EMA(close, timeperiod=30)
 ```
 
+### FRAMA - Fractal Adaptive Moving Average
+NOTE: The ``FRAMA`` function has an unstable period.  
+```python
+real = FRAMA(high, low, timeperiod=16)
+```
+
 ### HMA - Hull Moving Average
 ```python
 real = HMA(close, timeperiod=20)
@@ -36,6 +52,11 @@ NOTE: The ``HT_TRENDLINE`` function has an unstable period.
 real = HT_TRENDLINE(close)
 ```
 
+### ICHIMOKU - Ichimoku Kinko Hyo
+```python
+tenkansen, kijunsen, senkouspana, senkouspanb = ICHIMOKU(high, low, tenkanperiod=9, kijunperiod=26, senkoubperiod=52)
+```
+
 ### KAMA - Kaufman Adaptive Moving Average
 NOTE: The ``KAMA`` function has an unstable period.  
 ```python
@@ -63,6 +84,12 @@ mama, fama = MAMA(close, fastlimit=0, slowlimit=0)
 real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
 ```
 
+### MCGD - McGinley Dynamic
+NOTE: The ``MCGD`` function has an unstable period.  
+```python
+real = MCGD(close, timeperiod=14)
+```
+
 ### MIDPOINT - MidPoint over period
 ```python
 real = MIDPOINT(close, timeperiod=14)
@@ -99,6 +126,18 @@ real = SMA(close, timeperiod=30)
 supertrend, trend = SUPERTREND(high, low, close, timeperiod=10, multiplier=3)
 ```
 
+### SWAK_BUTTER - Swiss Army Knife - Butterworth Filter
+NOTE: The ``SWAK_BUTTER`` function has an unstable period.  
+```python
+real = SWAK_BUTTER(close, timeperiod=20)
+```
+
+### SWAK_GAUSS - Swiss Army Knife - Gaussian Filter
+NOTE: The ``SWAK_GAUSS`` function has an unstable period.  
+```python
+real = SWAK_GAUSS(close, timeperiod=20)
+```
+
 ### T3 - Triple Exponential Moving Average (T3)
 NOTE: The ``T3`` function has an unstable period.  
 ```python
@@ -115,6 +154,12 @@ real = TEMA(close, timeperiod=30)
 real = TRIMA(close, timeperiod=30)
 ```
 
+### VIDYA - Variable Index Dynamic Average
+NOTE: The ``VIDYA`` function has an unstable period.  
+```python
+real = VIDYA(close, timeperiod=12, cmoperiod=9)
+```
+
 ### VWMA - Volume Weighted Moving Average
 ```python
 real = VWMA(close, volume, timeperiod=30)
@@ -125,6 +170,11 @@ real = VWMA(close, volume, timeperiod=30)
 real = WMA(close, timeperiod=30)
 ```
 
+### ZIGZAG - Zig Zag
+```python
+zigzag, trend, pivotidx = ZIGZAG(high, low, sensitivity=5, mintrendlength=1)
+```
+
 ### ZLEMA - Zero-Lag Exponential Moving Average
 ```python
 real = ZLEMA(close, timeperiod=30)

docs/func_groups/statistic_functions.md

@@ -9,6 +9,11 @@ real = BETA(high, low, timeperiod=5)
 real = CORREL(high, low, timeperiod=30)
 ```
 
+### KURTOSIS - Rolling Excess Kurtosis
+```python
+real = KURTOSIS(close, timeperiod=30)
+```
+
 ### LINEARREG - Linear Regression
 ```python
 real = LINEARREG(close, timeperiod=14)
@@ -29,9 +34,14 @@ real = LINEARREG_INTERCEPT(close, timeperiod=14)
 real = LINEARREG_SLOPE(close, timeperiod=14)
 ```
 
+### MEDIAN - Rolling Median
+```python
+real = MEDIAN(close, timeperiod=30)
+```
+
 ### PERCENTILE - Percentile (nearest rank)
 ```python
-real = PERCENTILE(close, timeperiod=30, percentile=50)
+real = PERCENTILE(close, timeperiod=100, percentile=50)
 ```
 
 ### PERCENTRANK - Percent Rank

docs/func_groups/volatility_indicators.md

@@ -10,6 +10,11 @@ NOTE: The ``ATR`` function has an unstable period.
 real = ATR(high, low, close, timeperiod=14)
 ```
 
+### BBW - Bollinger BandWidth
+```python
+real = BBW(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
+```
+
 ### CVI - Chaikin's Volatility
 ```python
 real = CVI(high, low, timeperiod=10, rocperiod=10)
@@ -26,12 +31,27 @@ NOTE: The ``NATR`` function has an unstable period.
 real = NATR(high, low, close, timeperiod=14)
 ```
 
+### PERCENTB - Bollinger Bands %B
+```python
+real = PERCENTB(close, timeperiod=20, nbdevup=2, nbdevdn=2, matype=0)
+```
+
+### ROGERSSATCHELL - Rogers-Satchell Volatility
+```python
+real = ROGERSSATCHELL(open, high, low, close, timeperiod=10, annualization=252)
+```
+
 ### RVI - Relative Volatility Index
 NOTE: The ``RVI`` function has an unstable period.  
 ```python
 real = RVI(close, timeperiod=14, stddevperiod=10)
 ```
 
+### RVIR - Relative Volatility Index, refined high/low form
+```python
+real = RVIR(high, low, timeperiod=14, stddevperiod=10)
+```
+
 ### TRANGE - True Range
 ```python
 real = TRANGE(high, low, close)