Financial python library

Question

I'm looking for a python library that provides simple set of financial calculations, such as MACD, EMAs and other indicators. I've been looking around for it, but either all projects that were trying to do it are dead, or non-existent. Is there a library like that in the existence?

Thanks.

A similar question was posted here about a month earlier http://stackoverflow.com/questions/4406481/technical-analysis-in-python — , Nov 14 '11 at 15:53

Senthil Kumaran · Answer 1 · 2011-01-17T07:07:43.753

2

ActiveState has a recommendation for must have python packages when dealing with finance industry related problems. Did you check that and does that contain whatever you are looking for?

edited Jan 17 '11 at 07:07

answered Jan 17 '11 at 06:47

Senthil Kumaran

54,681
14
94
131

Yes, I have, and no, it doesn't. – Alex Jan 17 '11 at 06:52

score 1 · Answer 2 · answered Sep 27 '13 at 05:34

1

Check out TA-Lib. Pandas may have all the tools to build these calculations from scratch, but this library has virtually all the common technical indicators you could ask for already made into simple functions.

answered Sep 27 '13 at 05:34

Jacob Amos

996
11
18

score 0 · Answer 3 · answered Jul 31 '13 at 15:37

pandas has all the tools needed to to these computations. It has methods for moving averages exponential moving averages etc. very easy to do the technical indicators if you already have the time series data in pandas data structures.

can also look at http://matplotlib.org/examples/pylab_examples/finance_work2.html bit of a long example, but it gives a very nicely formatted MACD plot.

Financial python library

3 Answers3