talib
Funktionen der Technical Analysis Library (TA-Lib) für DuckDB -- über 100 Indikatoren für die Finanzmarktanalyse
Installation und Laden
INSTALL talib FROM community;LOAD talib;Beispiel
-- Scalar form: operate on a pre-collected listSELECT t_sma([1.0, 2.0, 3.0, 4.0, 5.0], 3);
-- Aggregate/window form: use OVER() for row-by-row SMASELECT date, close, ta_sma(close, 14) OVER (ORDER BY date ROWS BETWEEN 13 PRECEDING AND CURRENT ROW) AS sma_14 FROM ohlc;
-- Multi-output indicators return structs (MACD, Bollinger Bands)SELECT t_macd(list(close ORDER BY date), 12, 26, 9) FROM ohlc;SELECT t_bbands(list(close ORDER BY date), 20, 2.0, 2.0, 0) FROM ohlc;
-- Candlestick pattern recognitionSELECT t_cdldoji(list(open ORDER BY date), list(high ORDER BY date), list(low ORDER BY date), list(close ORDER BY date))FROM ohlc;Über talib
Über 100 TA-Lib-Indikatoren als native DuckDB-Funktionen: Overlap Studies
| Category | Count | Examples |
|---|---|---|
| 🔀 Overlap Studies | 8+ | t_sma, t_ema, t_wma, t_dema, t_tema |
| 🏃 Momentum | 15+ | t_rsi, t_macd, t_willr, t_cci, t_adx |
| 🔊 Volume | 1+ | t_ad |
| 🌊 Volatility | 2+ | t_atr, t_natr |
| 🕯️ Pattern Recognition | 49+ | t_cdldoji, t_cdlhammer, t_cdlengulfing |
| 💰 Price Transform | 2+ | t_avgprice, t_bop |
| 🔄 Cycle Indicators | 4+ | t_ht_dcperiod, t_ht_trendline, t_ht_trendmode |
| 📏 Statistics | 10+ | t_linearreg, t_tsf, t_max, t_min |
| ➗ Math Transform | 15 | t_sin, t_cos, t_ln, t_sqrt |
Jede Funktion ist in zwei Formen registriert:
- Skalar (
t_*): vorausgesammelte Listen übergeben, gibt eine Liste zurück - Aggregat/Fenster (
ta_*): mitOVER()für zeilenweise Ergebnisse verwenden
🏎️ Scalar t_* |
🧑💻 Aggregate ta_* |
|
|---|---|---|
| Performance | ⚡ Fast — one pass over the full series, O(N) | 🐢 Slower — recomputes per window frame, ~O(N × window) |
| Ergonomics | Requires list(col ORDER BY date) + unnest to rejoin rows |
Natural SQL — plugs into OVER (PARTITION BY … ORDER BY …) |
| Best for | Backtests, full-history feature generation, large datasets | Dashboards, ad-hoc queries, mixing indicators with row-level columns |
Hinzugefügte Funktionen
| function_name | function_type | description | comment | examples |
|---|---|---|---|---|
| t_acos | scalar | NULL | NULL | |
| t_ad | scalar | NULL | NULL | |
| t_adx | scalar | NULL | NULL | |
| t_adxr | scalar | NULL | NULL | |
| t_aroon | scalar | NULL | NULL | |
| t_asin | scalar | NULL | NULL | |
| t_atan | scalar | NULL | NULL | |
| t_atr | scalar | NULL | NULL | |
| t_avgprice | scalar | NULL | NULL | |
| t_bbands | scalar | NULL | NULL | |
| t_bop | scalar | NULL | NULL | |
| t_cci | scalar | NULL | NULL | |
| t_cdl2crows | scalar | NULL | NULL | |
| t_cdl3blackcrows | scalar | NULL | NULL | |
| t_cdl3inside | scalar | NULL | NULL | |
| t_cdl3linestrike | scalar | NULL | NULL | |
| t_cdl3outside | scalar | NULL | NULL | |
| t_cdl3starsinsouth | scalar | NULL | NULL | |
| t_cdl3whitesoldiers | scalar | NULL | NULL | |
| t_cdladvanceblock | scalar | NULL | NULL | |
| t_cdlbelthold | scalar | NULL | NULL | |
| t_cdlbreakaway | scalar | NULL | NULL | |
| t_cdlclosingmarubozu | scalar | NULL | NULL | |
| t_cdlconcealbabyswall | scalar | NULL | NULL | |
| t_cdlcounterattack | scalar | NULL | NULL | |
| t_cdldoji | scalar | NULL | NULL | |
| t_cdldojistar | scalar | NULL | NULL | |
| t_cdldragonflydoji | scalar | NULL | NULL | |
| t_cdlengulfing | scalar | NULL | NULL | |
| t_cdlgapsidesidewhite | scalar | NULL | NULL | |
| t_cdlgravestonedoji | scalar | NULL | NULL | |
| t_cdlhammer | scalar | NULL | NULL | |
| t_cdlhangingman | scalar | NULL | NULL | |
| t_cdlharami | scalar | NULL | NULL | |
| t_cdlharamicross | scalar | NULL | NULL | |
| t_cdlhighwave | scalar | NULL | NULL | |
| t_cdlhikkake | scalar | NULL | NULL | |
| t_cdlhikkakemod | scalar | NULL | NULL | |
| t_cdlhomingpigeon | scalar | NULL | NULL | |
| t_cdlidentical3crows | scalar | NULL | NULL | |
| t_cdlinneck | scalar | NULL | NULL | |
| t_cdlinvertedhammer | scalar | NULL | NULL | |
| t_cdlkicking | scalar | NULL | NULL | |
| t_cdlkickingbylength | scalar | NULL | NULL | |
| t_cdlladderbottom | scalar | NULL | NULL | |
| t_cdllongleggeddoji | scalar | NULL | NULL | |
| t_cdllongline | scalar | NULL | NULL | |
| t_cdlmarubozu | scalar | NULL | NULL | |
| t_cdlmatchinglow | scalar | NULL | NULL | |
| t_cdlonneck | scalar | NULL | NULL | |
| t_cdlpiercing | scalar | NULL | NULL | |
| t_cdlrickshawman | scalar | NULL | NULL | |
| t_cdlrisefall3methods | scalar | NULL | NULL | |
| t_cdlseparatinglines | scalar | NULL | NULL | |
| t_cdlshootingstar | scalar | NULL | NULL | |
| t_cdlshortline | scalar | NULL | NULL | |
| t_cdlspinningtop | scalar | NULL | NULL | |
| t_cdlstalledpattern | scalar | NULL | NULL | |
| t_cdlsticksandwich | scalar | NULL | NULL | |
| t_cdltakuri | scalar | NULL | NULL | |
| t_cdltasukigap | scalar | NULL | NULL | |
| t_cdlthrusting | scalar | NULL | NULL | |
| t_cdltristar | scalar | NULL | NULL | |
| t_cdlunique3river | scalar | NULL | NULL | |
| t_cdlupsidegap2crows | scalar | NULL | NULL | |
| t_cdlxsidegap3methods | scalar | NULL | NULL | |
| t_ceil | scalar | NULL | NULL | |
| t_cmo | scalar | NULL | NULL | |
| t_cos | scalar | NULL | NULL | |
| t_cosh | scalar | NULL | NULL | |
| t_dema | scalar | NULL | NULL | |
| t_dx | scalar | NULL | NULL | |
| t_ema | scalar | NULL | NULL | |
| t_exp | scalar | NULL | NULL | |
| t_floor | scalar | NULL | NULL | |
| t_ht_dcperiod | scalar | NULL | NULL | |
| t_ht_dcphase | scalar | NULL | NULL | |
| t_ht_phasor | scalar | NULL | NULL | |
| t_ht_sine | scalar | NULL | NULL | |
| t_ht_trendline | scalar | NULL | NULL | |
| t_ht_trendmode | scalar | NULL | NULL | |
| t_kama | scalar | NULL | NULL | |
| t_linearreg | scalar | NULL | NULL | |
| t_linearreg_angle | scalar | NULL | NULL | |
| t_linearreg_intercept | scalar | NULL | NULL | |
| t_linearreg_slope | scalar | NULL | NULL | |
| t_ln | scalar | NULL | NULL | |
| t_log10 | scalar | NULL | NULL | |
| t_macd | scalar | NULL | NULL | |
| t_mama | scalar | NULL | NULL | |
| t_max | scalar | NULL | NULL | |
| t_maxindex | scalar | NULL | NULL | |
| t_medprice | scalar | NULL | NULL | |
| t_midpoint | scalar | NULL | NULL | |
| t_midprice | scalar | NULL | NULL | |
| t_min | scalar | NULL | NULL | |
| t_minindex | scalar | NULL | NULL | |
| t_minmax | scalar | NULL | NULL | |
| t_minus_di | scalar | NULL | NULL | |
| t_minus_dm | scalar | NULL | NULL | |
| t_mom | scalar | NULL | NULL | |
| t_natr | scalar | NULL | NULL | |
| t_plus_di | scalar | NULL | NULL | |
| t_plus_dm | scalar | NULL | NULL | |
| t_roc | scalar | NULL | NULL | |
| t_rocp | scalar | NULL | NULL | |
| t_rocr | scalar | NULL | NULL | |
| t_rocr100 | scalar | NULL | NULL | |
| t_rsi | scalar | NULL | NULL | |
| t_sin | scalar | NULL | NULL | |
| t_sinh | scalar | NULL | NULL | |
| t_sma | scalar | NULL | NULL | |
| t_sqrt | scalar | NULL | NULL | |
| t_stoch | scalar | NULL | NULL | |
| t_sum | scalar | NULL | NULL | |
| t_tan | scalar | NULL | NULL | |
| t_tanh | scalar | NULL | NULL | |
| t_tema | scalar | NULL | NULL | |
| t_trange | scalar | NULL | NULL | |
| t_trima | scalar | NULL | NULL | |
| t_trix | scalar | NULL | NULL | |
| t_tsf | scalar | NULL | NULL | |
| t_typprice | scalar | NULL | NULL | |
| t_wclprice | scalar | NULL | NULL | |
| t_willr | scalar | NULL | NULL | |
| t_wma | scalar | NULL | NULL | |
| ta_acos | aggregate | NULL | NULL | |
| ta_ad | aggregate | NULL | NULL | |
| ta_adx | aggregate | NULL | NULL | |
| ta_adxr | aggregate | NULL | NULL | |
| ta_aroon | aggregate | NULL | NULL | |
| ta_asin | aggregate | NULL | NULL | |
| ta_atan | aggregate | NULL | NULL | |
| ta_atr | aggregate | NULL | NULL | |
| ta_avgprice | aggregate | NULL | NULL | |
| ta_bbands | aggregate | NULL | NULL | |
| ta_bop | aggregate | NULL | NULL | |
| ta_cci | aggregate | NULL | NULL | |
| ta_cdl2crows | aggregate | NULL | NULL | |
| ta_cdl3blackcrows | aggregate | NULL | NULL | |
| ta_cdl3inside | aggregate | NULL | NULL | |
| ta_cdl3linestrike | aggregate | NULL | NULL | |
| ta_cdl3outside | aggregate | NULL | NULL | |
| ta_cdl3starsinsouth | aggregate | NULL | NULL | |
| ta_cdl3whitesoldiers | aggregate | NULL | NULL | |
| ta_cdladvanceblock | aggregate | NULL | NULL | |
| ta_cdlbelthold | aggregate | NULL | NULL | |
| ta_cdlbreakaway | aggregate | NULL | NULL | |
| ta_cdlclosingmarubozu | aggregate | NULL | NULL | |
| ta_cdlconcealbabyswall | aggregate | NULL | NULL | |
| ta_cdlcounterattack | aggregate | NULL | NULL | |
| ta_cdldoji | aggregate | NULL | NULL | |
| ta_cdldojistar | aggregate | NULL | NULL | |
| ta_cdldragonflydoji | aggregate | NULL | NULL | |
| ta_cdlengulfing | aggregate | NULL | NULL | |
| ta_cdlgapsidesidewhite | aggregate | NULL | NULL | |
| ta_cdlgravestonedoji | aggregate | NULL | NULL | |
| ta_cdlhammer | aggregate | NULL | NULL | |
| ta_cdlhangingman | aggregate | NULL | NULL | |
| ta_cdlharami | aggregate | NULL | NULL | |
| ta_cdlharamicross | aggregate | NULL | NULL | |
| ta_cdlhighwave | aggregate | NULL | NULL | |
| ta_cdlhikkake | aggregate | NULL | NULL | |
| ta_cdlhikkakemod | aggregate | NULL | NULL | |
| ta_cdlhomingpigeon | aggregate | NULL | NULL | |
| ta_cdlidentical3crows | aggregate | NULL | NULL | |
| ta_cdlinneck | aggregate | NULL | NULL | |
| ta_cdlinvertedhammer | aggregate | NULL | NULL | |
| ta_cdlkicking | aggregate | NULL | NULL | |
| ta_cdlkickingbylength | aggregate | NULL | NULL | |
| ta_cdlladderbottom | aggregate | NULL | NULL | |
| ta_cdllongleggeddoji | aggregate | NULL | NULL | |
| ta_cdllongline | aggregate | NULL | NULL | |
| ta_cdlmarubozu | aggregate | NULL | NULL | |
| ta_cdlmatchinglow | aggregate | NULL | NULL | |
| ta_cdlonneck | aggregate | NULL | NULL | |
| ta_cdlpiercing | aggregate | NULL | NULL | |
| ta_cdlrickshawman | aggregate | NULL | NULL | |
| ta_cdlrisefall3methods | aggregate | NULL | NULL | |
| ta_cdlseparatinglines | aggregate | NULL | NULL | |
| ta_cdlshootingstar | aggregate | NULL | NULL | |
| ta_cdlshortline | aggregate | NULL | NULL | |
| ta_cdlspinningtop | aggregate | NULL | NULL | |
| ta_cdlstalledpattern | aggregate | NULL | NULL | |
| ta_cdlsticksandwich | aggregate | NULL | NULL | |
| ta_cdltakuri | aggregate | NULL | NULL | |
| ta_cdltasukigap | aggregate | NULL | NULL | |
| ta_cdlthrusting | aggregate | NULL | NULL | |
| ta_cdltristar | aggregate | NULL | NULL | |
| ta_cdlunique3river | aggregate | NULL | NULL | |
| ta_cdlupsidegap2crows | aggregate | NULL | NULL | |
| ta_cdlxsidegap3methods | aggregate | NULL | NULL | |
| ta_ceil | aggregate | NULL | NULL | |
| ta_cmo | aggregate | NULL | NULL | |
| ta_cos | aggregate | NULL | NULL | |
| ta_cosh | aggregate | NULL | NULL | |
| ta_dema | aggregate | NULL | NULL | |
| ta_dx | aggregate | NULL | NULL | |
| ta_ema | aggregate | NULL | NULL | |
| ta_exp | aggregate | NULL | NULL | |
| ta_floor | aggregate | NULL | NULL | |
| ta_ht_dcperiod | aggregate | NULL | NULL | |
| ta_ht_dcphase | aggregate | NULL | NULL | |
| ta_ht_phasor | aggregate | NULL | NULL | |
| ta_ht_sine | aggregate | NULL | NULL | |
| ta_ht_trendline | aggregate | NULL | NULL | |
| ta_ht_trendmode | aggregate | NULL | NULL | |
| ta_kama | aggregate | NULL | NULL | |
| ta_linearreg | aggregate | NULL | NULL | |
| ta_linearreg_angle | aggregate | NULL | NULL | |
| ta_linearreg_intercept | aggregate | NULL | NULL | |
| ta_linearreg_slope | aggregate | NULL | NULL | |
| ta_ln | aggregate | NULL | NULL | |
| ta_log10 | aggregate | NULL | NULL | |
| ta_macd | aggregate | NULL | NULL | |
| ta_mama | aggregate | NULL | NULL | |
| ta_max | aggregate | NULL | NULL | |
| ta_maxindex | aggregate | NULL | NULL | |
| ta_medprice | aggregate | NULL | NULL | |
| ta_midpoint | aggregate | NULL | NULL | |
| ta_midprice | aggregate | NULL | NULL | |
| ta_min | aggregate | NULL | NULL | |
| ta_minindex | aggregate | NULL | NULL | |
| ta_minmax | aggregate | NULL | NULL | |
| ta_minus_di | aggregate | NULL | NULL | |
| ta_minus_dm | aggregate | NULL | NULL | |
| ta_mom | aggregate | NULL | NULL | |
| ta_natr | aggregate | NULL | NULL | |
| ta_plus_di | aggregate | NULL | NULL | |
| ta_plus_dm | aggregate | NULL | NULL | |
| ta_roc | aggregate | NULL | NULL | |
| ta_rocp | aggregate | NULL | NULL | |
| ta_rocr | aggregate | NULL | NULL | |
| ta_rocr100 | aggregate | NULL | NULL | |
| ta_rsi | aggregate | NULL | NULL | |
| ta_sin | aggregate | NULL | NULL | |
| ta_sinh | aggregate | NULL | NULL | |
| ta_sma | aggregate | NULL | NULL | |
| ta_sqrt | aggregate | NULL | NULL | |
| ta_stoch | aggregate | NULL | NULL | |
| ta_sum | aggregate | NULL | NULL | |
| ta_tan | aggregate | NULL | NULL | |
| ta_tanh | aggregate | NULL | NULL | |
| ta_tema | aggregate | NULL | NULL | |
| ta_trange | aggregate | NULL | NULL | |
| ta_trima | aggregate | NULL | NULL | |
| ta_trix | aggregate | NULL | NULL | |
| ta_tsf | aggregate | NULL | NULL | |
| ta_typprice | aggregate | NULL | NULL | |
| ta_wclprice | aggregate | NULL | NULL | |
| ta_willr | aggregate | NULL | NULL | |
| ta_wma | aggregate | NULL | NULL |
Überladene Funktionen
Diese Erweiterung fügt keine Funktionsüberladungen hinzu.
Hinzugefügte Typen
Diese Erweiterung fügt keine Typen hinzu.
Hinzugefügte Einstellungen
Diese Erweiterung fügt keine Einstellungen hinzu.