yageek / tulipindicators-swift

:bar_chart: Swift Technical Analysis library around tulip

tulipindicators-swift

This swift package offers a technical analysis function by wrapping the tulipindicators C library

Installation

You can access the documentation here

Swift package manager

import PackageDescription

let package = Package(
    dependencies: [
        .package(url: "https://github.com/yageek/tulipindicators-swift.git", from: "1.0.1"),
    ]
)

Carthage

github "yageek/tulipindicators-swift" ~> 1.0.1

Cocoapods

pod 'tulipindicators-swift' ~> 1.0.1

Usage

import tulipindicators

let inputs: [Double] = [81.59, 81.06, 82.87, 83.00, 83.61, 83.15, 82.84, 83.99, 84.55, 84.36, 85.53, 86.54, 86.89, 87.77, 87.29]
let (beginIdx, outputs) = msw(inputs, period: 5)

print("Relative Input offset: \(beginIdx)")
print("MSW values: \(outputs)")

tulipindicators-swift's Issues

Objc version?

I tried to import the framework in my objc framework but couldn't. Can you provide a sample for objc?

Edit: Never mind, did that by using bridge.

Alongside what other libraries do you use Tulip for Swift?

I'm currently using backtrader, but the Python is noticeable slower than Swift.

Is there an alternative to backtrader for Swift/Xcode?

Average Directional Movement Rating (adxr) implemented as Average Directional Movement Index (adx)

/// Average Directional Movement Index
/// - Parameter inputs: An array of Quotable elements
/// - Parameter period: The period
public func adx<T: Quotable>(_ inputs: [T], period n: Int) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "adx", inputs: HLC(inputs), options: [Double(n)])
}

Remove next.

/// Average Directional Movement Rating
/// - Parameter inputs: An array of Quotable elements
/// - Parameter period: The period
public func adxr<T: Quotable>(_ inputs: [T], period n: Int) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "adx", inputs: HLC(inputs), options: [Double(n)])
}

Replace with

// Average Directional Movement Rating
/// - Parameter inputs: An array of Quotable elements
/// - Parameter period: The period
public func adxr<T: Quotable>(_ inputs: [T], period n: Int) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "adxr", inputs: HLC(inputs), options: [Double(n)])
}

Crash using `stoch` function

Using the stoch indicator leads to one crash.

No such module 'tulipindicators'

I get this error after installing and importing the module; tried with SPM, CocoaPod and Carthage, always getting this error. Running on Xcode 11.6.

Any hint?

Negative Volume index (nvi) implemented as Normalized Average True range (natr)

/// Normalized Average True Range
/// - Parameter inputs: An array of Quotable elements.
public func natr<T: Quotable>(_ inputs: [T], period n: Int) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "natr", inputs: HLC(inputs), options: [Double(n)])
}

Remove next:

/// Normalized Average True Range
/// - Parameter inputs: An array of Quotable elements.
public func nvi<T: Quotable>(_ inputs: [T], period n: Int) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "natr", inputs: CV(inputs), options: [Double(n)])
}

Replace with:

/// Negative Volume Index
/// - Parameter inputs: An array of Quotable elements.
public func nvi<T: Quotable>(_ inputs: [T]) -> (Int, [Double]) {
return Tulip.shared.call_indicator(name: "nvi", inputs: CV(inputs), options: [])
}

ema method returns faulty values

There is no effect of period on ema, it always returns output with same length as of input and begin index is always zero

Cocoapods wrong module name

The cocoapods spec forgot to override the module name until version 1.0.1.

Instead of doing:

import tulipindicators

Use as a workaround:

import tulipindicators_swift

This will be fixed in the next version