banta is an event-based technical analysis framework. It updates and caches indicators on each K-line, and the indicator calculation results are reused globally. It aims to provide a high degree of freedom, high performance, simple and easy-to-use indicator framework.
Traditional technical analysis libraries such as ta-lib and pandas-ta are very popular and have undergone a lot of performance optimization. They are very fast when calculating hundreds or thousands of candlesticks at a time.
However, when using these libraries in your robot's real-time trading, you need to pass the data of the previous hundreds of candlesticks at the same time when you receive a new candlestick. If you are running more symbols or if you are running on 1m or even 1s, the calculation delay will be too large to be tolerated.
Many people have used TradingView. The PineScript it uses is an event-based technical analysis engine. It does not re-run the previous candlesticks when receiving a new candlestick, but uses the cached results from the previous candlesticks.
This is also the design concept of BanTA, based on events, running once for each candlestick, and using the cached results from the previous candlesticks.
In BanTA, Series sequence is the key type. Basically, all return values are sequences. The Series has the Data []float64 field, which records the values of the current indicator for each candlestick.
The most commonly used e.Close is the closing price sequence. e.Close.Get(0) is the current closing price of type float64;
Calculating the average is also simple: ma5 := ta.SMA(e.Close, 5), the returned ma5 is also a sequence;
Some indicators such as KDJ generally return two fields k and d kdjRes := ta.KDJ(e.High, e.Low, e.Close, 9, 3, 3).Cols, you can get an array of two sequences from Cols.
| banta | MyTT | TA-lib Class | TA-lib Metastock | Pandas-TA | TradingView |
|---|---|---|---|---|---|
| AvgPrice | ✔ | ✔ | ✔ | ✔ | ✔ |
| Sum | ✔ | ✔ | ✔ | ✔ | ✔ |
| SMA | T1 | ✔ | ✔ | ✔ | ✔ |
| EMA | T1 | T1 | ✔ | ✔ | T2 |
| EMABy1 | ✔ | T1 | T2 | T2 | T3 |
| RMA | -- | -- | -- | T1 | -- |
| VWMA | -- | -- | -- | ✔ | ✔ |
| WMA | ✔ | ✔ | ✔ | ✔ | ✔ |
| HMA | -- | -- | -- | ✔ | ✔ |
| TR | -- | ✔ | ✔ | ✔ | -- |
| ATR | T1 | ✔ | ✔ | T2 | T3 |
| MACD | T1 | T2 | T1 | ✔ | T3 |
| RSI | T1 | ✔ | ✔ | T2 | T3 |
| KDJ | T1 | T2 | T1 | T3 | ✔ |
| Stoch | -- | ✔ | ✔ | -- | ✔ |
| BBANDS | ✔ | ✔ | ✔ | ✔ | ✔ |
| Aroon | -- | ✔ | ✔ | ✔ | T1 |
| ADX | -- | ✔ | ✔ | T1 | T2 |
| ADXBy1 | -- | T1 | T1 | T2 | ✔ |
| PluMinDI | -- | ✔ | ✔ | -- | -- |
| PluMinDM | -- | ✔ | ✔ | -- | -- |
| ROC | ✔ | ✔ | ✔ | -- | ✔ |
| TNR/ER | -- | -- | -- | -- | -- |
| CCI | ✔ | ✔ | ✔ | ✔ | ✔ |
| CMF | -- | -- | -- | ✔ | ✔ |
| KAMA | -- | ✔~ | ✔~ | T1 | ✔~ |
| WillR | -- | ✔ | ✔ | ✔ | ✔ |
| StochRSI | -- | ✔ | ✔ | ✔ | ✔~ |
| MFI | ✔ | ✔ | ✔ | ✔ | ✔ |
| RMI | -- | -- | -- | -- | ✔~ |
| CTI | -- | -- | -- | ✔ | T1 |
| LinReg | -- | -- | -- | ✔ | ? |
| CMO | -- | ✔ | ✔ | ✔ | T1 |
| CMOBy1 | -- | T1 | T1 | T1 | ✔ |
| CHOP | -- | -- | -- | ✔ | T1 |
| ALMA | -- | -- | -- | ✔ | T1 |
| Stiffness | -- | -- | -- | -- | ✔ |
| PercentRank | -- | -- | -- | -- | ✔~ |
| CRSI | -- | -- | -- | -- | ✔~ |
| CRSIBy1 | -- | community | -- | -- | -- |
| DV | -- | -- | -- | -- | -- |
| UTBot | -- | -- | -- | -- | ✔ |
| STC | -- | -- | -- | -- | ✔ |
-- This platform does not have this indicator
✔ The calculation results are consistent with this platform
✔~ The calculation results are basically consistent with this platform (with some deviation)
Ti The calculation results are inconsistent with this platform
package main
import (
"fmt"
ta "github.com/banbox/banta"
)
var envMap = make(map[string]*ta.BarEnv)
func OnBar(symbol string, timeframe string, bar *ta.Kline) {
envKey := fmt.Sprintf("%s_%s", symbol, timeframe)
e, ok := envMap[envKey]
if !ok {
e = &ta.BarEnv{
TimeFrame: timeframe,
BarNum: 1,
}
envMap[envKey] = e
}
e.OnBar(bar)
ma5 := ta.SMA(e.Close, 5)
ma30 := ta.SMA(e.Close, 30)
atr := ta.ATR(e.High, e.Low, e.Close, 14).Get(0)
xnum := ta.Cross(ma5, ma30)
if xnum == 1 {
// ma5 cross up ma30
curPrice := e.Close.Get(0) // or bar.Close
stopLoss := curPrice - atr
fmt.Printf("open long at %f, stoploss: %f", curPrice, stopLoss)
} else if xnum == -1 {
// ma5 cross down ma30
curPrice := e.Close.Get(0)
fmt.Printf("close long at %f", curPrice)
}
kdjRes := ta.KDJ(e.High, e.Low, e.Close, 9, 3, 3).Cols
k, d := kdjRes[0], kdjRes[1]
}