algorithmic trading - Python TA-Lib abstract API usage -


i've had @ module documentation ta-lib abstract-specific guide, yet still unclear abstract api can me (and how). specifically, see python code example instantiates custom indicator maintains indicator value state , periodically calculates, say, rsi individual input value, opposed array of input values.

what envision ability pass values indicator sequentially (as become available), example, instead of maintaining numpy array of 700 items calculate rsi on 5 minute candles - every 5 minutes - wonder if possible pass abstract indicator function candle close price, once every 5 minutes, , output 14-period rsi value calculated state. better suited application keeps track of 9 different indicator values 5 different timeframes indefinitely , around clock.

whilst numpy arrays convenient generating once-off indicator value arrays, live system ongoing indicator calculations more maintained , more memory efficient ta-lib object maintain indicator state somehow. abstract api can do?

if not, see alternative in having rotating deque (of 14 items - rsi period) can serve input abstract indicator. code example of custom data type implementation via ta-lib abstract appreciated.

if interested, answer example code provided @ github


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