gavindiaz/QuanTAlib
1
0
Fork 0
mirror of https://github.com/mihakralj/QuanTAlib.git synced 2026-08-08 22:17:44 +00:00
Code Issues Packages Projects Releases Wiki Activity

Update readme.md

Browse Source
This commit is contained in:
Miha Kralj
2022-05-10 20:04:59 -07:00
committed by GitHub
parent e7b7752747
commit ea9e8beb52
1 changed files with 1 additions and 1 deletions
Download Patch File Download Diff File Expand all files Collapse all files
docs/readme.md
+1 -1
View File
@@ -22,7 +22,7 @@ Quantitative TA Library (**QuanTAlib**) is an easy-to-use C# library for quantit
- Separation of calculations (**algos**) and visualizations (**charts**)
- Handle early data right - no hiding of poor calculations with NaN values (unless explicitly requested), data is as valid as mathematically possible from the first value
- Preservation of time-value integrity of each data throughout the calculation chain (each data point has a timestamp)
- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see [MACD example](https://github.com/mihakralj/QuanTAlib/blob/main/Docs/macd_example.ipynb) to understand how events allow chaining of indicators)
- Usage of events - each data series is an event publisher, each indicator is a subscriber - this allows seamless data flow between indicators without the need of plumbing (see [MACD example](https://github.com/mihakralj/QuanTAlib/blob/main/docs/macd_example.ipynb) to understand how events allow chaining of indicators)
QuanTAlib does not provide OHLCV quotes - but it can easily connect to any data feeds. There are some data feed classess
available (**RND_Feed** for random OHLCV, **YAHOO_Feed** for Yahoo Finance daily stock data)