Open-source alternatives to Ta Lib Python

QuantAxis is a quantitative trading platform and algorithmic trading framework. It provides a comprehensive local environment for backtesting strategies, managing financial market data, and executing trades across stocks, futures, and options markets. The system distinguishes itself through a distributed task scheduler that spreads asynchronous computations and heavy mathematical workloads across a network of remote agents. It incorporates a multi-account trading interface to standardize the monitoring of positions and the execution of orders across various brokerage accounts. The platform c

Hikyuu is a quantitative trading framework designed for developing, backtesting, and executing systematic trading strategies. It functions as a high-speed system that combines a financial time-series library, a multi-factor analysis tool, and a quantitative backtesting engine to support comprehensive trading research. The framework is distinguished by its high-speed computing core, which utilizes multi-threaded execution to process large volumes of market data for technical indicator generation. It supports a modular strategy composition model where signal, risk, and fund management component

This project is a software library and programmatic interface designed to fetch, wrap, and analyze financial market data and technical indicators from the Alpha Vantage API. It functions as a client for retrieving stock, cryptocurrency, and foreign exchange data. The library includes a technical analysis toolset for calculating financial metrics and indicators, such as Bollinger Bands, and utilizes an asynchronous market data fetcher to execute concurrent requests across multiple assets to reduce total wait time. It covers data retrieval for stock time series, foreign exchange rates, and cry

Zenbot is an automated cryptocurrency trading bot designed to execute trades on exchanges based on technical analysis and predefined risk parameters. It functions as a technical analysis engine that processes market data through mathematical indicators to generate actionable trade signals. The system includes a genetic algorithm strategy optimizer to automatically discover the most profitable parameter configurations. It provides multiple simulation environments, including a trading strategy backtester for replaying historical data and a paper trading simulator for testing strategies against

pybroker is a Python algorithmic trading framework and quantitative technical analysis library designed for developing, testing, and optimizing trading strategies using historical market data. It functions as a trading strategy backtester and a financial performance evaluator, providing a structured environment to simulate trading rules and analyze their statistical reliability. The framework distinguishes itself through a market data integration layer that handles the fetching and caching of historical price data from external providers. It incorporates an event-driven backtesting engine and

This project is an automated cryptocurrency trading platform for the Binance exchange. It functions as a technical analysis trading tool and grid trader, executing strategies and managing assets without manual intervention. The platform is distinguished by its multi-service containerized architecture, which orchestrates a listener, cache, and database. It utilizes a secure web dashboard for monitoring active trades and adjusting bot parameters, protected by password and token-based authentication. The system covers a broad range of trading capabilities, including grid and trailing order auto

FinanceDatabase is a system of data repositories and interfaces providing a corporate fundamental database, a financial market data API, and an SEC filings aggregator. It functions as a financial valuation engine and a macroeconomic indicator feed, offering a programmatic way to access market quotes, corporate fundamentals, and official regulatory disclosures. The project distinguishes itself through an institutional ownership tracker that monitors fund holdings, insider trading activity, and political financial disclosures. It also includes a dedicated tool for extracting and analyzing offic

The FinanceToolkit is an open-source Python library for quantitative finance that provides a unified framework for financial analysis, asset valuation, and risk management. It serves as a comprehensive platform for computing over 200 financial metrics and ratios, with capabilities spanning financial ratio analysis, fixed income analytics, macroeconomic data aggregation, options pricing, and portfolio risk management. The toolkit distinguishes itself through a modular architecture that separates data retrieval from computation, with stateless engines for financial models like Black-Scholes, GA

Quantaxis is a quantitative trading framework designed for building, backtesting, and executing automated strategies across global equities, futures, and cryptocurrencies. It integrates an event-driven backtesting engine, a multi-market execution gateway for order routing, and a quantitative data pipeline for ingesting and storing multi-asset market data. The system features a Rust-accelerated financial library that utilizes Apache Arrow for high-performance technical indicator calculation and zero-copy data processing. It provides a containerized infrastructure model designed for orchestrati

This project is a comprehensive platform for quantitative investment research, machine learning, and algorithmic trading. It provides an end-to-end environment for developing, testing, and executing financial strategies, supporting the entire lifecycle from data ingestion and feature engineering to model training and backtesting. The system is distinguished by its configuration-driven workflow orchestration, which allows researchers to automate complex pipelines and manage experiments through declarative files. It features a high-performance data infrastructure that utilizes custom binary for

pybind11 is a header-only C++ binding library that exposes C++ functions and classes as Python modules. It serves as a language bridge, mapping native types, inheritance hierarchies, and lambda functions into compatible Python objects to enable high-performance native code execution. The library includes specialized integration for NumPy arrays, utilizing buffer protocols to bind native C++ data without copying memory. It provides a toolkit for mapping C++ standard library data structures and smart pointers into the Python environment while maintaining cross-language memory management. The p

BlocksKit is a low-level utility library for Apple platform development, specifically designed for managing the execution flow and memory of blocks within macOS and iOS applications. It provides a collection of helper functions to simplify the use of blocks in Objective-C and C, reducing boilerplate code and addressing inherent technical limitations. The library focuses on bridging Objective-C blocks with legacy C-based APIs by providing compatible wrapper structures and function-pointer emulation. It enables the passing of blocks through system interfaces that require strict C-style callback

GnuCash is a double-entry accounting software designed for personal and small-business financial management. It tracks assets, liabilities, income, and expenses using a bookkeeping system that ensures financial accuracy. The platform functions as a multi-currency bookkeeping system and a SQL-based financial ledger, persisting accounting data in relational databases or XML files. The system is distinguished by its extensibility as a Python-scriptable accounting tool, providing Python bindings and a REPL for automating tasks and creating custom reports. It also serves as an investment portfolio

Fluvio is a distributed event streaming platform and cloud-native streaming engine designed for collecting, persisting, and replicating real-time data streams across a distributed cluster. It functions as a real-time data pipeline for building stateful workflows that ingest, enrich, and export data between external sources and sinks. The platform is distinguished by its use of WebAssembly to execute compiled modules for in-line data transformations and filtering. This allows for the execution of custom business logic to reshape information in motion without requiring a restart of the cluster.

This is a pandas-based technical analysis library and financial feature engineering tool. It serves as a vectorized indicator calculator that transforms raw price and volume data into derived metrics for time series analysis. The library uses a NumPy-based engine to perform mathematical operations across entire arrays, avoiding iterative loops to maintain high performance. It organizes technical indicators into a modular class hierarchy with a consistent interface, allowing for bulk feature generation and the direct appending of results as new columns to a pandas DataFrame. The system covers

RisingWave is a cloud-native streaming database and real-time analytics engine that uses standard SQL to process continuous data streams. It functions as a streaming data lakehouse, combining the capabilities of a streaming SQL database with a platform that integrates streaming ingestion with open table formats. The system is distinguished by its use of the PostgreSQL wire protocol, allowing it to integrate with existing SQL tools and drivers. It employs a decoupled compute and storage architecture, persisting streaming state and materialized views in cloud object storage to enable independen

This project is a cross-language quantitative trading framework designed to implement and execute trading strategies consistently across Python, JavaScript, C++, and PineScript. It functions as a polyglot trading strategy translator and a multi-language algorithmic trading engine that maps high-level scripting and block-based logic to executable binaries. The system features a financial domain-specific language parser that translates specialized trading syntax and visual programming blocks into a standardized internal representation. It includes a technical analysis pattern library providing

FinceptTerminal is a quantitative finance platform and financial engineering library designed for asset valuation, risk management, and fixed-income analytics. It provides a comprehensive suite for algorithmic trading and investment strategy automation, integrating specialized language model agents and node-based workflows to automate market research and alpha generation. The project distinguishes itself with a dedicated game theory analysis engine for calculating Nash equilibria and simulating strategic interactions in competitive markets. It also features a specialized credit risk modeling

Valuecell is an artificial intelligence financial trading platform and market analysis engine. It functions as a multi-exchange trading bot and financial data orchestrator, designed to analyze market data and execute automated trades across global financial exchanges. The system utilizes a modular agent plugin framework that allows for the integration of third-party tools and agents through a shared community registry. It incorporates a retrieval-augmented generation approach to analyze fundamental financial documents and historical patterns, grounding AI responses in factual data. The platf

Panda Factor is a quantitative trading infrastructure and alpha factor framework. It serves as a backend system for building, calculating, and managing mathematical signals designed to predict the price movements of financial assets. The project functions as a technical indicator engine that generates quantitative metrics from price and volume data. It utilizes a financial data pipeline to automate the synchronization of market data from multiple providers on a nightly schedule. The system provides capabilities for quantitative alpha generation and the construction of financial indicators us

Jesse is a Python algorithmic trading framework used for developing, backtesting, and executing quantitative trading strategies. It functions as a trading strategy backtester and a machine learning trading platform, providing an environment to train predictive models on historical market data and deploy them into live strategies. The framework features a standardized crypto exchange connectivity layer that allows for the execution of automated spot and futures trades across multiple cryptocurrency exchanges via an exchange-agnostic interface. It includes a quantitative risk analysis toolset t

Pytesseract is a Python library that wraps Google's Tesseract OCR engine to extract text from images. It provides a straightforward interface for optical character recognition, supporting multiple languages and a variety of output formats. The library distinguishes itself by offering fine-grained control over the OCR process through custom Tesseract configuration options, including engine mode and page segmentation settings. It can detect image orientation and script type, recognize text in multiple languages, and return detailed metadata such as per-character confidence scores and bounding b

This project is an algorithmic trading engine designed for the automated execution of cryptocurrency strategies. It provides a modular execution core that connects to multiple centralized and decentralized exchanges, allowing users to deploy rule-based trading logic across various spot and futures markets. The platform serves as a comprehensive environment for the entire trading lifecycle, from initial strategy development to live market operations. What distinguishes this platform is its integrated suite for quantitative analysis and predictive modeling. It features a robust backtesting engi

Storm is a distributed stream processing framework designed to execute unbounded computations across a cluster to process real-time data streams. It functions as a data pipeline orchestrator that allows users to define and deploy declarative data flow graphs connecting streaming sources to processing components. The system operates as a multi-tenant distributed compute engine that isolates workloads and limits resource usage across shared clusters using dedicated pools and access control. It is also a secure distributed processing engine that employs encrypted node communication and SSL-secur

Apache Storm is a distributed stream processing framework and real-time data processing engine. It functions as a fault-tolerant distributed computing system designed to analyze data in motion across a cluster of machines for continuous stream computation. The system enables the creation of fault-tolerant data pipelines and scalable event processing by distributing workloads across a network of computing nodes. This architecture ensures low latency and high throughput for live data while allowing the system to recover automatically from individual node failures. The framework provides capabi

VectorBT is a vectorized trading strategy backtesting framework that simulates thousands of strategy configurations in a single pass over historical price data. It operates as a parameter optimization engine, a portfolio performance analyzer, a technical indicator calculator, and a financial data fetcher, all built around a DataFrame-centric data model that uses NumPy broadcasting for signal alignment and compiled code acceleration for performance. The framework distinguishes itself through its ability to run large-scale parameter sweeps by constructing every combination of strategy parameter

tqsdk-python is a quantitative trading SDK and framework designed for developing automated strategies for futures, options, and stocks using Python. It functions as an algorithmic trading engine and financial market data API, providing the tools necessary to backtest strategies, analyze historical data, and execute live trades across multiple brokerage accounts. The project distinguishes itself through a specialized option analytics library that calculates Greeks, implied volatility, and volatility surfaces using the Black-Scholes model. It further supports complex order execution patterns, s