talib-wasm

An emscripten wrapper around TA-LIB, that allows you to use technical analysis library from ta-lib.org with webpack or inside node.js.

Supports typescript types.

Installation

To install the most recent release from npm, run:

npm install talib-wasm --save

Examples

Simple usage

require('talib-wasm')
    .then((funcs) => {
        const totalLength = 50;
        const inputArray1 = new Array(totalLength);
        const inputArray2 = new Array(totalLength);

        for (let i = 0; i < totalLength; i++) {
            inputArray1[i] = Math.random() * 100;
            inputArray2[i] = Math.random() * 100;
        }

        const result = funcs.CORREL({
            startIdx: 0,
            begIdx: totalLength - 1,
            inReal0: inputArray1,
            inReal1: inputArray2,
            optInTimePeriod: 5
        });

        console.log(
            result        
        );
    });

Output:

{ 
    outReal: Float64Array [
        -0.6928388933464642,
        -0.5839394251640864,
        -0.14373076952669628,
        0.6790200559640114,
        0.8465738940590309,
        0.28576183066199495,
        ...
    ],
    returnCode: 0,
    returnCodeName: 'TA_SUCCESS'
}

Get all function definitions

require('talib-wasm')
    .then((funcs) => {
        console.log(
            JSON.stringify(funcs.describeFunctions(), null, 2)
        )
    });

Output:

{
  "ACOS": {
    "RequiredInputArguments": [
      {
        "name": "inReal",
        "defaultValue": null
      }
    ],
    "OptionalInputArguments": [],
    "OutputArguments": [
      {
        "name": "outReal"
      }
    ]
  },
  "AD": {
    "RequiredInputArguments": [
      {
        "name": "High",
        "defaultValue": null
      },
      {
        "name": "Low",
        "defaultValue": null
      },
      {
        "name": "Close",
        "defaultValue": null
      },
      {
        "name": "Volume",
        "defaultValue": null
      }
    ],
    "OptionalInputArguments": [],
    "OutputArguments": [
      {
        "name": "outReal"
      }
    ]
  },
  "ADD": {
    "RequiredInputArguments": [
      {
        "name": "inReal0",
        "defaultValue": null
      },
      {
        "name": "inReal1",
        "defaultValue": null
      }
    ],
    "OptionalInputArguments": [],
    "OutputArguments": [
      {
        "name": "outReal"
      }
    ]
  },
  ...
}

MA Types

Some indicators require or accept a optInMAType property:

SMA   = 0
EMA   = 1
WMA   = 2
DEMA  = 3
TEMA  = 4
TRIMA = 5
KAMA  = 6
MAMA  = 7
T3    = 8

Local build

You need manually install emscripten to build this package.

npm run build

Modules versions

Version 3.0.1

• Bugfix with nested C-functions (ffi) + tests

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 2.0.14
clang version 12.0.0
node (EMSDK_NODE) version - 15.10.0
python (EMSDK_PYTHON) version - 3.9.2

Version 3.0.0

• Result arrays now not contain blank fields at the end. Length of result array in version 2.x can be different with version 3.x
• Result arrays now are not Float64Array.
• Fixed memory leaks on functions calls.
• Added lookback functions to get lookback info. Very useful to get difference between input and output arrays lengths.
• Talib C++ sources from ta-lib.org now in project.
• Added tests (uses jest).

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 2.0.10
clang version 12.0.0 (/opt/s/w/ir/cache/git/chromium.googlesource.com-external-github.com-llvm-llvm--project 445289aa63e1b82b9eea6497fb2d0443813a9d4e)
node (EMSDK_NODE) version - 15.3.0
python (EMSDK_PYTHON) version - 3.8.5

Versions 2.0.1 - 2.0.6

Added main.d.ts file for typescript typings support.

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 2.0.0
clang version 12.0.0
talib version - 1.1.3
node (EMSDK_NODE) version - 14.8.0
python (EMSDK_PYTHON) version - 3.8.5

Version 2.0.0

Switch to emscripten v2.0.0

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 2.0.0
clang version 12.0.0
talib version - 1.1.3
node (EMSDK_NODE) version - 14.8.0
python (EMSDK_PYTHON) version - 3.8.5

Version 1.1.3

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 1.40.1
talib - 1.1.3
node - 14.7.0

Version 1.1.2

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 1.39.18
talib - 1.1.3
node - 14.5.0

Version 1.1.1

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 1.39.14
talib - 1.1.3
node - 14.2.0

Version 1.1.0

emcc (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 1.39.13
talib - 1.1.3
node - 14.0.0

Version 1.0.6

emcc - (Emscripten gcc/clang-like replacement + linker emulating GNU ld) 1.39.6
talib - 1.1.3
node - 13.7.0

Version 1.0.5

emcc - (Emscripten gcc/clang-like replacement) 1.39.3
talib - 1.1.3
node - 13.2.0

Version 1.0.4

emcc - (Emscripten gcc/clang-like replacement) 1.39.1
talib - 1.1.3
node - 13.0.1

Version 1.0.3

emcc - (Emscripten gcc/clang-like replacement) 1.38.44
talib - 1.1.2
node - 12.10.0
binaryen - 89