QuanTAlib 0.1.25

.NET 6.0 .NET Standard 2.1
There is a newer version of this package available.
See the version list below for details.
dotnet add package QuanTAlib --version 0.1.25
NuGet\Install-Package QuanTAlib -Version 0.1.25
This command is intended to be used within the Package Manager Console in Visual Studio, as it uses the NuGet module's version of Install-Package.
<PackageReference Include="QuanTAlib" Version="0.1.25" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add QuanTAlib --version 0.1.25
#r "nuget: QuanTAlib, 0.1.25"
#r directive can be used in F# Interactive and Polyglot Notebooks. Copy this into the interactive tool or source code of the script to reference the package.
// Install QuanTAlib as a Cake Addin
#addin nuget:?package=QuanTAlib&version=0.1.25

// Install QuanTAlib as a Cake Tool
#tool nuget:?package=QuanTAlib&version=0.1.25

QuanTAlib - quantitative technical indicators for Quantower and other C#-based trading platorms

Lines of Code Codacy grade codecov Security Rating CodeFactor

Nuget GitHub last commit Nuget GitHub watchers .NET7.0

Quantitative TA library (QuanTAlib) is a C# library of classess and methods for quantitative technical analysis useful for trading securities with Quantower and other C#-based trading platforms.

QuanTAlib is written with some specific design criteria in mind - some reasons why there is 'yet another C# TA library':

  • Supports both historical data analysis (working on bulk of historical arrays) and real-time streaming analysis (adding one data item at the time without the need to re-calculate the whole history)
  • Calculate early data right - no hiding of incomplete calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
  • Usage of events for communication between indicators - each data series is an event publisher, each indicator can be a subscriber - this allows easy and seamless data flow between indicators

If not obvious, QuanTAlib is intended for developers, and it does not focus on sources of OHLCV quotes. There are some very basic data feeds available to use in the learning process: RND_Feed and GBM_Feed for random data, Yahoo_Feed and Alphavantage_Feed for a quick grab of daily data of US stock market.

See Getting Started .NET interactive notebook to get a feel how library works. Developers can use QuanTAlib in .NET interactive or in console apps, but the best usage of the library is withing C#-enabled trading platforms - see QuanTower_Charts folder for Quantower examples.

Coverage

List of all indicators - current and planned

  • Basic calculations: ADD, DIV, MAX, MIDPOINT, MIDPRICE, MIN, MUL, SUB, SUM, ZL
  • Momentum: CCI
  • Statistics: BIAS, VORR, COVAR, ENTROPY, KURTOSIS, LINREG, MAD, MAPE, MEDIAN, MSE, SDEV, SMAPE, SSDEV, SVAR, VAR, WMAPE, ZSCORE
  • Trends: ALMA, DEMA, DWMA, 3EMA, HEMA, HMA, JMA, KAMA, MACD, MAMA, RMA, SMA, SMMA, T3, TEMA, TRIMA, TRIX, WMA, ZLEMA
  • Volatility: ADL, ADOSC, ATR, ATRP, BBANDS, CMO, RSI
  • Volume: OBV
  • Feeds: GBM, RND, Yahoo, Alphavantage

Validation

QuanTAlib uses validation tests with four other TA libraries to assure accuracy and validity of results:

Product Versions
.NET net5.0 net5.0-windows net6.0 net6.0-android net6.0-ios net6.0-maccatalyst net6.0-macos net6.0-tvos net6.0-windows net7.0 net7.0-android net7.0-ios net7.0-maccatalyst net7.0-macos net7.0-tvos net7.0-windows
.NET Core netcoreapp3.0 netcoreapp3.1
.NET Standard netstandard2.1
MonoAndroid monoandroid
MonoMac monomac
MonoTouch monotouch
Tizen tizen60
Xamarin.iOS xamarinios
Xamarin.Mac xamarinmac
Xamarin.TVOS xamarintvos
Xamarin.WatchOS xamarinwatchos
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NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version Downloads Last updated
0.1.28 0 3/20/2023
0.1.27 152 1/9/2023
0.1.25 134 1/4/2023
0.1.24 154 12/22/2022
0.1.23 160 12/6/2022
0.1.22 181 11/19/2022
0.1.21 174 11/18/2022
0.1.20 180 11/16/2022
0.1.19 37 11/14/2022
0.1.18 200 11/12/2022
0.1.17 196 11/11/2022
0.1.16 200 11/9/2022
0.1.15 61 11/6/2022
0.1.14 340 5/12/2022
0.1.13 294 4/30/2022
0.1.12 282 4/25/2022
0.1.11 295 4/20/2022
0.1.10-beta 82 4/16/2022