Technical Analysis Calculator (TA-Lib)

This Actor calculates technical indicators on OHLCV (Open, High, Low, Close, Volume) data using the TA-Lib library. It is designed to be used as a utility calculator within larger workflows or for data enrichment.

Features

• Dynamic Indicators: Supports calculation of standard TA-Lib indicators (SMA, RSI, MACD, Bollinger Bands, etc.).
• Python Powered: Built with Python and ta-lib-python.
• Flexible Input: Accepts JSON data arrays.

Input Usage

The Actor accepts a JSON object with two main fields:

• data: An object containing arrays for open, high, low, close, and optionally volume. All arrays must be of the same length.
• indicators: A list of objects defining which indicators to calculate and their parameters.

Example Input

{
    "data": {
        "open": [1.1, 1.2, 1.3, 1.2, 1.4],
        "high": [1.5, 1.6, 1.7, 1.6, 1.8],
        "low": [1.0, 1.1, 1.2, 1.1, 1.3],
        "close": [1.2, 1.5, 1.4, 1.6, 1.7],
        "volume": [100, 200, 150, 300, 250]
    },
    "indicators": [
        {
            "name": "SMA",
            "params": {
                "timeperiod": 3
            }
        },
        {
            "name": "RSI",
            "params": {
                "timeperiod": 3
            }
        },
        {
            "name": "BBANDS",
            "params": {
                "timeperiod": 3,
                "nbdevup": 2,
                "nbdevdn": 2,
                "matype": 0
            }
        }
    ]
}

Output

The Actor outputs the original data enriched with the calculated indicators. The output is stored in the default dataset.

Example Output Item

{
    "open": 1.4,
    "high": 1.8,
    "low": 1.3,
    "close": 1.7,
    "volume": 250,
    "SMA": 1.566,
    "RSI": 75.5,
    "BBANDS_upperband": 1.8,
    "BBANDS_middleband": 1.566,
    "BBANDS_lowerband": 1.33
}

Supported Indicators

This Actor supports functions available in the talib.abstract API. Common indicators include:

• Overlap Studies: SMA, EMA, WMA, BBANDS, SAR
• Momentum: RSI, MACD, STOCH, ADX, MOM
• Volume: AD, OBV
• Volatility: ATR, NATR
• Pattern Recognition: CDLDOJI, CDLHAMMER, etc.

Ensure that the name field in your input matches the TA-Lib function name (case-insensitive usually, but uppercase recommended).