Comments (4)
Kudos for testing this out!
Being able to run talib from within njited code would fit perfectly to the idea of vectorbt, but as you see it seems to require just too much of effort. Although the current implementation in vectorbt uses an ugly pythonic loop to run talib on each column and some other tricks, it can match or sometimes overtake a comparable indicator written in pure numba, so the performance is already pretty solid. Where it could truly shine is building complex things like indicators on top of other indicators, so that's definitely a direction I'd love to move in. I have opened an issue in TA-Lib and there are tips to make it compatible, right now I'm a bit too busy with other features though.
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@untoreh great work. Have you maybe managed to get none-null elements/outputs eventually? Thank you.
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@untoreh ... were you ever able to figure out how to get talib to work with numba?
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@polakowo have you ever figured out how to build indicators on top of other indicators?
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Related Issues (20)
- tp_stop with accumulate gives wrong result
- Data mismatch
- Incorrect Position Size Allocation Across Multiple Assets HOT 3
- For the same precision data, there is an accuracy error in the results.
- Issues with combining multiple plots into subplots in 1 figure HOT 1
- Plotting Error: Subplot 'trade_pnl' raised an exception HOT 1
- Getting Daily PNL Portfolio Change
- What is the difference in the documentation of vectorbt PRO vs the open source vectorbt?
- What is the benchmark plotted in pf.plot().show()?
- How to use run_combs in combination with other signals?
- Questions about backtesting
- StopLoss group_by
- Plots missing "close" curve
- Import Errors HOT 5
- Plotting with custom benchmark_rets got error (VectorBT used undefined attribute 'obj')
- Datetime support with from_order_func HOT 1
- Dockerfile changes to run /apps/candlestick-patterns app
- Multiprocessing Error When Creating Portofiolio
- Pandas MultiIndex on axis 0 HOT 1
- Closing all positions at the end of the day
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