Support TA-Lib 0.8.3 C library

.github/workflows/tests.yml

@@ -21,8 +21,8 @@ jobs:
       id: talib_c
       run: |
         set -euo pipefail
-        V=$(sed -n 's/^  TALIB_C_VER: *//p' .github/workflows/wheels.yml)
-        [ -n "$V" ] || { echo "::error::no TALIB_C_VER in wheels.yml"; exit 1; }
+        V=$(sed -n "s/^TALIB_C_VERSION = '\(.*\)'$/\1/p" setup.py)
+        [ -n "$V" ] || { echo "::error::no TALIB_C_VERSION in setup.py"; exit 1; }
         echo "version=$V" >> "$GITHUB_OUTPUT"
 
     - name: Set up TA-Lib

.github/workflows/wheels.yml

@@ -7,7 +7,6 @@ on:
   workflow_dispatch:
 
 env:
-  TALIB_C_VER: 0.8.1
   PIP_NO_VERIFY: 0
   PIP_VERBOSE: 1
   CIBW_BEFORE_BUILD: pip install -U setuptools Cython wheel meson-python ninja && pip install -U numpy
@@ -197,6 +196,7 @@ jobs:
         env:
           CIBW_TEST_COMMAND: >
             cd .. &&
+            python -c "import talib; assert talib._ta_lib._ta_get_runtime_info('vmath.transcendental') == 1, 'TA-Lib C is not using vForce'" &&
             pytest -k "not RSI and not threading" {project}/tests
           CIBW_ARCHS_MACOS: arm64
           CIBW_ENVIRONMENT_MACOS : >

CHANGELOG

@@ -1,7 +1,7 @@
 0.8.3
 =====
 
-- [NEW]: Source builds download and verify TA-Lib C 0.8.1, build it as a
+- [NEW]: Source builds download and verify TA-Lib C 0.8.3, build it as a
   static library and link it into the extension. A compiler, CMake and network
   access are required; a separate TA-Lib C installation is no longer needed.
   Generated C files remain included in source distributions.

README.md

@@ -68,7 +68,7 @@ conda install -c conda-forge ta-lib
 Binary wheels include the [TA-Lib](http://ta-lib.org) C library and do not
 require a compiler or a separate TA-Lib C installation.
 
-Starting with version 0.8.3, source builds download the pinned TA-Lib C 0.8.1
+Starting with version 0.8.3, source builds download the pinned TA-Lib C 0.8.3
 release, verify its checksum, and build and statically link it into the Python
 extension. This requires network access, a C compiler and CMake. On Windows,
 source builds require the Microsoft C++ Build Tools. CMake is installed
@@ -123,24 +123,24 @@ your-arm64-python -m pip install --no-cache-dir ta-lib
 
 For 64-bit Windows, the easiest way is to get the *executable installer*:
 
-1. Download [ta-lib-0.8.1-windows-x86_64.msi](https://github.com/ta-lib/ta-lib/releases/download/v0.8.1/ta-lib-0.8.1-windows-x86_64.msi).
+1. Download [ta-lib-0.8.3-windows-x86_64.msi](https://github.com/ta-lib/ta-lib/releases/download/v0.8.3/ta-lib-0.8.3-windows-x86_64.msi).
 2. Run the Installer or run `msiexec` [from the command-line](https://learn.microsoft.com/en-us/windows/win32/msi/standard-installer-command-line-options).
 
 Alternatively, if you prefer to get the libraries without installing, or
 would like to use the 32-bit version:
 
-* Intel/AMD 64-bit [ta-lib-0.8.1-windows-x86_64.zip](https://github.com/ta-lib/ta-lib/releases/download/v0.8.1/ta-lib-0.8.1-windows-x86_64.zip)
-* Intel/AMD 32-bit [ta-lib-0.8.1-windows-x86_32.zip](https://github.com/ta-lib/ta-lib/releases/download/v0.8.1/ta-lib-0.8.1-windows-x86_32.zip)
+* Intel/AMD 64-bit [ta-lib-0.8.3-windows-x86_64.zip](https://github.com/ta-lib/ta-lib/releases/download/v0.8.3/ta-lib-0.8.3-windows-x86_64.zip)
+* Intel/AMD 32-bit [ta-lib-0.8.3-windows-x86_32.zip](https://github.com/ta-lib/ta-lib/releases/download/v0.8.3/ta-lib-0.8.3-windows-x86_32.zip)
 
 #### Linux
 
 Download
-[ta-lib-0.8.1-src.tar.gz](https://github.com/ta-lib/ta-lib/releases/download/v0.8.1/ta-lib-0.8.1-src.tar.gz)
+[ta-lib-0.8.3-src.tar.gz](https://github.com/ta-lib/ta-lib/releases/download/v0.8.3/ta-lib-0.8.3-src.tar.gz)
 and:
 
 ```shell
-tar -xzf ta-lib-0.8.1-src.tar.gz
-cd ta-lib-0.8.1/
+tar -xzf ta-lib-0.8.3-src.tar.gz
+cd ta-lib-0.8.3/
 ./configure --prefix=/usr
 make
 sudo make install
@@ -446,6 +446,13 @@ Functions marked in the docs as having an unstable period start with that
 extra unstable-period setting at `0`. In other words, `get_unstable_period()`
 returns `0` until you explicitly change it with `set_unstable_period()`.
 
+Instead of a count, `set_unstable_period()` also takes an Auto level. With
+`talib.set_unstable_period('ALL', talib.UNSTABLE_AUTO_PREC_4)` each function
+works out how many leading values to discard, so that the first 4 significant
+digits of what it returns no longer depend on where your data starts;
+`UNSTABLE_AUTO_PREC_8` targets 8. `get_unstable_period()` then returns the
+level. See [Unstable Period](https://ta-lib.org/api/unstable-period/#auto).
+
 ### NaN's
 
 The underlying TA-Lib C library handles NaN's in a sometimes surprising manner
@@ -539,7 +546,8 @@ slowk, slowd = STOCH(inputs, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])
 The Streaming API keeps a handle per indicator instead of recomputing from the
 whole array. Opening one costs a pass over the history; every bar after that is
 O(1), and each value it produces is identical to the one the Function API
-reports for that bar.
+reports for that bar. On Apple Silicon macOS, a function using a transcendental
+math function (SIN, EXP, LN, ...) may differ from it in the last bits.
 
 ```python
 import talib

docs/func.md

@@ -35,6 +35,11 @@ from talib import MA_Type
 upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)
 ```
 
+Every `matype` argument (for example `STOCH`'s `slowk_matype` and
+`slowd_matype`) takes an `MA_Type` value. The integer defaults shown in the
+function docs are those values: `0` is `MA_Type.SMA`, and `MA_Type[n]` names
+value `n`.
+
 Calculating momentum of the close prices, with a time period of 5:
 
 ```python
@@ -45,6 +50,13 @@ Functions documented as having an unstable period start with that extra
 unstable-period setting at ``0``. ``get_unstable_period()`` only returns a
 non-zero value after you set one explicitly with ``set_unstable_period()``.
 
+Instead of a count, ``set_unstable_period()`` also takes an Auto level. With
+``talib.set_unstable_period('ALL', talib.UNSTABLE_AUTO_PREC_4)`` each function
+works out how many leading values to discard, so that the first 4 significant
+digits of what it returns no longer depend on where your data starts;
+``UNSTABLE_AUTO_PREC_8`` targets 8. ``get_unstable_period()`` then returns the
+level. See [Unstable Period](https://ta-lib.org/api/unstable-period/#auto).
+
 Documentation for all functions:
 
 * [Overlap Studies](func_groups/overlap_studies.md)

docs/func_groups/cycle_indicators.md

@@ -29,6 +29,24 @@ NOTE: The ``HT_TRENDMODE`` function has an unstable period.
 integer = HT_TRENDMODE(close)
 ```
 
+### SWAK_2PHP - Swiss Army Knife - Two-Pole High-Pass Filter
+NOTE: The ``SWAK_2PHP`` function has an unstable period.  
+```python
+real = SWAK_2PHP(close, timeperiod=20)
+```
+
+### SWAK_BP - Swiss Army Knife - Band-Pass Filter
+NOTE: The ``SWAK_BP`` function has an unstable period.  
+```python
+real = SWAK_BP(close, timeperiod=20, delta=0.1)
+```
+
+### SWAK_HP - Swiss Army Knife - High-Pass Filter
+NOTE: The ``SWAK_HP`` function has an unstable period.  
+```python
+real = SWAK_HP(close, timeperiod=20)
+```
+
 
 [Documentation Index](../doc_index.md)
 [FLOAT_RIGHTAll Function Groups](../funcs.md)

docs/func_groups/momentum_indicators.md

@@ -35,6 +35,11 @@ aroondown, aroonup = AROON(high, low, timeperiod=14)
 real = AROONOSC(high, low, timeperiod=14)
 ```
 
+### ASI - Wilder Accumulative Swing Index
+```python
+real = ASI(open, high, low, close, limitmove=3)
+```
+
 ### BOP - Balance Of Power
 ```python
 real = BOP(open, high, low, close)
@@ -45,6 +50,21 @@ real = BOP(open, high, low, close)
 real = CCI(high, low, close, timeperiod=14)
 ```
 
+### CG - Center of Gravity Oscillator
+```python
+real = CG(close, timeperiod=10)
+```
+
+### CHOP - Choppiness Index
+```python
+real = CHOP(high, low, close, timeperiod=14)
+```
+
+### CHOPTR - Choppiness Index (True Range Box)
+```python
+real = CHOPTR(high, low, close, timeperiod=14)
+```
+
 ### CMO - Chande Momentum Oscillator
 NOTE: The ``CMO`` function has an unstable period.  
 ```python
@@ -61,6 +81,21 @@ real = CMOU(close, timeperiod=14)
 real = COPPOCK(close, wmaperiod=10, roc1period=11, roc2period=14)
 ```
 
+### CRSI - Connors Relative Strength Index
+```python
+real = CRSI(close, timeperiod=3, streakperiod=2, rankperiod=100)
+```
+
+### CTI - Correlation Trend Indicator
+```python
+real = CTI(close, timeperiod=20)
+```
+
+### DOSC - Derivative Oscillator
+```python
+real = DOSC(close, timeperiod=14, firstperiod=5, secondperiod=3, signalperiod=9)
+```
+
 ### DPO - Detrended Price Oscillator
 ```python
 real = DPO(close, timeperiod=20)
@@ -82,6 +117,12 @@ real = ER(close, timeperiod=10)
 bullpower, bearpower = ERI(high, low, close, timeperiod=13)
 ```
 
+### FISHER - Fisher Transform
+NOTE: The ``FISHER`` function has an unstable period.  
+```python
+fisher, trigger = FISHER(high, low, timeperiod=10)
+```
+
 ### FOSC - Forecast Oscillator
 ```python
 real = FOSC(close, timeperiod=5)
@@ -92,6 +133,11 @@ real = FOSC(close, timeperiod=5)
 swinghigh, swinglow = FRACTAL(high, low, leftbars=2, rightbars=2)
 ```
 
+### IBS - Internal Bar Strength
+```python
+real = IBS(high, low, close)
+```
+
 ### IMI - Intraday Momentum Index
 ```python
 real = IMI(open, close, timeperiod=14)
@@ -102,6 +148,16 @@ real = IMI(open, close, timeperiod=14)
 k, d, j = KDJ(high, low, close, fastk_period=9, slowk_period=3, slowk_matype=13, slowd_period=3, slowd_matype=13)
 ```
 
+### KST - Know Sure Thing (Pring)
+```python
+kst, kstsignal = KST(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, sma1period=10, sma2period=10, sma3period=10, sma4period=15, signalperiod=9)
+```
+
+### KSTEXT - Know Sure Thing with controllable MA type
+```python
+kst, kstsignal = KSTEXT(close, roc1period=10, roc2period=15, roc3period=20, roc4period=30, ma1period=10, ma2period=10, ma3period=10, ma4period=15, signalperiod=9, rocmatype=0, signalmatype=0)
+```
+
 ### MACD - Moving Average Convergence/Divergence
 ```python
 macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
@@ -156,6 +212,11 @@ real = PLUS_DM(high, low, timeperiod=14)
 real = PPO(close, fastperiod=12, slowperiod=26, matype=1)
 ```
 
+### PSO - Premier Stochastic Oscillator
+```python
+real = PSO(high, low, close, fastk_period=8, emaperiod=5)
+```
+
 ### QSTICK - Qstick
 ```python
 real = QSTICK(open, close, timeperiod=10)
@@ -187,12 +248,29 @@ NOTE: The ``RSI`` function has an unstable period.
 real = RSI(close, timeperiod=14)
 ```
 
+### SI - Wilder Swing Index
+```python
+real = SI(open, high, low, close, limitmove=3)
+```
+
 ### SMI - Stochastic Momentum Index
 ```python
 smi, smisignal = SMI(high, low, close, timeperiod=13, fastperiod=2, slowperiod=25, signalperiod=9)
 ```
 
+### SQZMOM - Squeeze Momentum and Level
+```python
+momentum, squeeze = SQZMOM(high, low, close, bbperiod=20, nbdev=2, kcperiod=20, factorwide=2, factornormal=1.5, factornarrow=1)
+```
+
+### STC - Schaff Trend Cycle
+NOTE: The ``STC`` function has an unstable period.  
+```python
+real = STC(close, fastperiod=23, slowperiod=50, cycleperiod=10)
+```
+
 ### STOCH - Stochastic
+NOTE: `slowk_matype` and `slowd_matype` take an `MA_Type` value. See [STOCH](https://ta-lib.org/functions/stoch) for the formula.
 ```python
 slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
 ```
@@ -237,6 +315,11 @@ plusvi, minusvi = VORTEX(high, low, close, timeperiod=14)
 real = WAD(high, low, close)
 ```
 
+### WAVETREND - WaveTrend Oscillator
+```python
+wt1, wt2 = WAVETREND(high, low, close, channelperiod=10, averageperiod=21, signalperiod=4)
+```
+
 ### WILLR - Williams' %R
 ```python
 real = WILLR(high, low, close, timeperiod=14)