skills/ta-lib/SKILL.md
C-optimized technical analysis with 150+ functions and 61 candlestick pattern recognition functions via TA-Lib
npx skillsauth add agiprolabs/claude-trading-skills ta-libInstall this skill globally with one command. Works with Claude Code, Cursor, and Windsurf.
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TA-Lib (Technical Analysis Library) is a C library with a Python wrapper providing 150+ technical analysis functions and 61 candlestick pattern recognition functions. It is the industry standard for performance-critical indicator computation, used in production trading systems where pandas-ta or pure-Python alternatives are too slow.
TA-Lib was originally written in C for financial market data analysis. The Python wrapper (TA-Lib on PyPI, imported as talib) provides:
TA-Lib requires the underlying C library to be installed first:
# macOS
brew install ta-lib
uv pip install TA-Lib numpy pandas
# Ubuntu/Debian
sudo apt-get install -y ta-lib
uv pip install TA-Lib numpy pandas
# From source (any platform)
wget https://github.com/ta-lib/ta-lib/releases/download/v0.6.4/ta-lib-0.6.4-src.tar.gz
tar -xzf ta-lib-0.6.4-src.tar.gz
cd ta-lib-0.6.4
./configure --prefix=/usr/local
make && sudo make install
uv pip install TA-Lib numpy pandas
If the C library is not installed, import talib will fail with an ImportError. The scripts in this skill include fallback logic for environments without TA-Lib installed.
| Criterion | TA-Lib | pandas-ta |
|---|---|---|
| Speed | C-optimized, 10-100x faster | Pure Python, slower on large data |
| Candlestick patterns | 61 built-in patterns | Limited pattern support |
| Installation | Requires C library | pip install only |
| API style | NumPy arrays | DataFrame .ta accessor |
| Indicator count | 150+ | 130+ |
| Streaming | Single-value update possible | Recompute entire series |
| Dependencies | C lib + numpy | pandas only |
Use TA-Lib when:
Use pandas-ta when:
import numpy as np
import talib
# Create sample data
close = np.random.randn(100).cumsum() + 50
high = close + np.abs(np.random.randn(100))
low = close - np.abs(np.random.randn(100))
open_ = close + np.random.randn(100) * 0.5
volume = np.random.randint(1000, 10000, 100).astype(float)
# Function API — pass arrays directly
rsi = talib.RSI(close, timeperiod=14)
macd, signal, hist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
upper, middle, lower = talib.BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2)
atr = talib.ATR(high, low, close, timeperiod=14)
# Candlestick patterns — return +100 (bullish), -100 (bearish), or 0
doji = talib.CDLDOJI(open_, high, low, close)
hammer = talib.CDLHAMMER(open_, high, low, close)
engulfing = talib.CDLENGULFING(open_, high, low, close)
Call functions directly with NumPy arrays:
import talib
rsi = talib.RSI(close, timeperiod=14)
sma = talib.SMA(close, timeperiod=20)
upper, mid, lower = talib.BBANDS(close)
Pass a dictionary of arrays and get results by name:
from talib import abstract
inputs = {"open": open_, "high": high, "low": low, "close": close, "volume": volume}
# Call by function name
rsi = abstract.RSI(inputs, timeperiod=14)
macd = abstract.MACD(inputs) # returns (macd, signal, hist)
The abstract API is useful for dynamic indicator selection (e.g., looping over a list of indicator names).
TA-Lib organizes functions into these groups:
Moving averages and envelope indicators that overlay price charts.
sma = talib.SMA(close, timeperiod=20)
ema = talib.EMA(close, timeperiod=12)
upper, mid, lower = talib.BBANDS(close, timeperiod=20, nbdevup=2, nbdevdn=2)
sar = talib.SAR(high, low, acceleration=0.02, maximum=0.2)
mama, fama = talib.MAMA(close, fastlimit=0.5, slowlimit=0.05)
Oscillators and trend-strength measures.
rsi = talib.RSI(close, timeperiod=14)
macd, signal, hist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
slowk, slowd = talib.STOCH(high, low, close)
cci = talib.CCI(high, low, close, timeperiod=14)
willr = talib.WILLR(high, low, close, timeperiod=14)
adx = talib.ADX(high, low, close, timeperiod=14)
mfi = talib.MFI(high, low, close, volume, timeperiod=14)
Volume-based analysis functions.
obv = talib.OBV(close, volume)
ad = talib.AD(high, low, close, volume)
adosc = talib.ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
Measures of price variability.
atr = talib.ATR(high, low, close, timeperiod=14)
natr = talib.NATR(high, low, close, timeperiod=14)
trange = talib.TRANGE(high, low, close)
61 functions that detect candlestick patterns. All return integer arrays:
+100 = bullish pattern detected-100 = bearish pattern detected0 = no pattern# Single patterns
doji = talib.CDLDOJI(open_, high, low, close)
hammer = talib.CDLHAMMER(open_, high, low, close)
engulfing = talib.CDLENGULFING(open_, high, low, close)
# Scan all 61 patterns at once
candle_names = talib.get_function_groups()["Pattern Recognition"]
for name in candle_names:
func = getattr(talib, name)
result = func(open_, high, low, close)
hits = np.nonzero(result)[0]
if len(hits) > 0:
print(f"{name}: {len(hits)} detections")
See references/candlestick_patterns.md for the full list of 61 patterns with reliability ratings and crypto relevance.
Mathematical functions (sin, cos, ln, etc.) and operators (add, sub, mult, div) on arrays. Rarely used directly but available.
TA-Lib returns NaN for the initial lookback period of each indicator. Always account for this:
rsi = talib.RSI(close, timeperiod=14)
# First 14 values will be NaN
valid_rsi = rsi[~np.isnan(rsi)]
When using TA-Lib with Solana token OHLCV data:
float64 dtype — TA-Lib requires this# Convert to float64 for TA-Lib compatibility
close = df["close"].values.astype(np.float64)
high = df["high"].values.astype(np.float64)
low = df["low"].values.astype(np.float64)
pandas-ta can use TA-Lib as a backend when installed, getting C-speed through the pandas-ta API:
import pandas_ta as ta
# pandas-ta auto-detects TA-Lib and uses it for supported indicators
# Set explicitly:
ta.Imports["talib"] = True # Force TA-Lib backend
df.ta.rsi(length=14) # Uses TA-Lib under the hood if available
vectorbt integrates with TA-Lib for fast backtesting:
import vectorbt as vbt
# Use TA-Lib indicators in vectorbt
rsi = vbt.talib("RSI").run(close, timeperiod=14)
entries = rsi.real_crossed_below(30)
exits = rsi.real_crossed_above(70)
Fetch OHLCV data from API skills, then process with TA-Lib:
# After fetching OHLCV from birdeye-api or dexscreener-api
close = np.array(ohlcv_data["close"], dtype=np.float64)
rsi = talib.RSI(close, timeperiod=14)
import talib
# All function groups
groups = talib.get_function_groups()
for group, funcs in groups.items():
print(f"{group}: {len(funcs)} functions")
# All function names
all_funcs = talib.get_functions()
print(f"Total: {len(all_funcs)} functions")
# Info about a specific function
info = talib.abstract.Function("RSI").info
print(info["display_name"], info["group"])
| File | Description |
|---|---|
| references/function_reference.md | Most useful functions by category with syntax and parameters |
| references/candlestick_patterns.md | All 61 candlestick patterns grouped by type with reliability ratings |
| scripts/compute_indicators.py | Computes common indicators with TA-Lib/fallback comparison |
| scripts/pattern_scanner.py | Scans OHLCV data for all 61 candlestick patterns |
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