NuGet\Install-Package QuantLib -Version 1.0.9
dotnet add package QuantLib --version 1.0.9
<PackageReference Include="QuantLib" Version="1.0.9" />
paket add QuantLib --version 1.0.9
#r "nuget: QuantLib, 1.0.9"
// Install QuantLib as a Cake Addin #addin nuget:?package=QuantLib&version=1.0.9 // Install QuantLib as a Cake Tool #tool nuget:?package=QuantLib&version=1.0.9
QuantLib - quantitative technical indicators for Quantower and other C#-based trading platorms
Quantitative Library (QuantLib) is an easy-to-use C# library for quantitative technical analysis with base algorithms, charts, signals and strategies useful for trading securities with Quantower, MultiCharts.NET and other C#-based trading platforms.
QuantLib is written with some specific design criteria in mind - this is a list of reasons why there is 'yet another C# TA library':
- Written in native C# - no code conversion from TA-LIB or other imported/converted TA libraries
- No usage of Decimal datatypes, LINQ, interface abstractions, or static classes (all for performance reasons)
- Supports both historical data analysis (working on bulk of historical arrays) and real-time analysis (adding one data item at the time without the need to re-calculate the whole history)
- Separation of calculations (algos) and visualizations (charts)
- Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
- Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see MACD example to understand how events allow chaining of indicators)
QuantLib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess available (RND_Feed for random OHLCV, YAHOO_Feed for Yahoo Finance daily stock data)
See Getting Started .NET interactive notebook to get a feel how library works. Developers can use QuantLib 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.
List of available and planned indicators. So. Much. To. Do...
|.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|
|.NET Core||netcoreapp3.0 netcoreapp3.1|
This package is not used by any NuGet packages.
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