ta-lib

Provides Python wrapper for TA-Lib C library enabling fast computation of 150+ technical indicators and 61 candlestick patterns.

266|54|Updated Mar 11, 2026
One-click install
npx skills add https://github.com/agiprolabs/claude-trading-skills --skill ta-lib
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: ta-lib
Source: https://github.com/agiprolabs/claude-trading-skills/tree/main/skills/ta-lib
Command: npx skills add https://github.com/agiprolabs/claude-trading-skills --skill ta-lib

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires TA-Lib, numpy, pandas, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill provides access to a highly optimized C library for calculating over 150 technical analysis indicators and 61 candlestick patterns, offering significant speed improvements over pure Python implementations for large datasets.

Core Features & Use Cases

  • 150+ Indicators: Compute standard indicators like RSI, MACD, Bollinger Bands, ATR, etc.
  • 61 Candlestick Patterns: Detect complex chart patterns for trading signals.
  • High Performance: Ideal for backtesting and real-time analysis where speed is critical.
  • Use Case: Quickly calculate the 14-day RSI and MACD for a large historical price dataset to identify potential buy or sell signals.

Quick Start

Use the ta-lib skill to calculate the 14-day RSI for the provided closing prices.

Frequently Asked Questions about ta-lib

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I calculate technical analysis indicators like RSI and MACD for large historical price datasets?

This Skill computes over 150 technical analysis indicators and 61 candlestick patterns using a Python wrapper for the TA-Lib C library, requiring the underlying C library and Python TA-Lib package to be installed first.

How do I detect candlestick patterns in financial time-series data?

You can detect candlestick patterns in financial time-series data using the 61 built-in pattern recognition functions, which identify complex chart formations to generate trading signals.

What's the best way to run fast backtesting with technical indicators in Python?

The best way to run fast backtesting with technical indicators in Python is using C-optimized libraries like TA-Lib, which enable efficient processing of large financial datasets where computational speed is critical.

Do I need to install the underlying C library to use TA-Lib with pandas and numpy?

Yes, you need to install the underlying TA-Lib C library alongside the Python TA-Lib package, as the wrapper depends on it to compute indicators efficiently using numpy and pandas data structures.

Why use a C-optimized library over pure Python for technical analysis?

You should use a C-optimized library over pure Python for technical analysis to achieve significant speed improvements when processing large financial datasets for backtesting and real-time indicator generation.