QuantLib 1.0.9

.NET 6.0 .NET Core 3.1 .NET Standard 2.1 .NET Framework 4.8
Suggested Alternatives

QuanTAlib

Additional Details

Rebranding of the library name from QuantLib to QuanTAlib to avoid confusion with QuantLib https://www.quantlib.org/

NuGet\Install-Package QuantLib -Version 1.0.9
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.
dotnet add package QuantLib --version 1.0.9
<PackageReference Include="QuantLib" Version="1.0.9" />
For projects that support PackageReference, copy this XML node into the project file to reference the package.
paket add QuantLib --version 1.0.9
#r "nuget: QuantLib, 1.0.9"
#r directive can be used in F# Interactive, C# scripting and .NET Interactive. Copy this into the interactive tool or source code of the script to reference the package.
// 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

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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...

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
.NET Core netcoreapp3.0 netcoreapp3.1
.NET Standard netstandard2.1
.NET Framework net48
MonoAndroid monoandroid
MonoMac monomac
MonoTouch monotouch
Tizen tizen60
Xamarin.iOS xamarinios
Xamarin.Mac xamarinmac
Xamarin.TVOS xamarintvos
Xamarin.WatchOS xamarinwatchos
Compatible target framework(s)
Additional computed target framework(s)
Learn more about Target Frameworks and .NET Standard.

NuGet packages

This package is not used by any NuGet packages.

GitHub repositories

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Version Downloads Last updated
1.0.9 146 4/14/2022
1.0.8.1 138 4/8/2022
1.0.8 127 4/8/2022
1.0.7 120 4/5/2022
1.0.6 120 3/31/2022
1.0.5 139 3/28/2022
1.0.4 149 3/27/2022
1.0.3 127 3/26/2022
1.0.0 123 3/23/2022