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HUGE DISCLAIMER!!!

Do not under any circumstances use this in anything remotely close to a production environment. Do not for a second think that this is, in any way, stable code. It is a pet project, experimental, a prototype and/or a proof of concept for calling functions from TA-Lib. I barely got it working during the winter holidays of 2013.

pg_ta

See test.sql for an example. Only function implemented at the moment is MA/SMA (and with a hard coded order of 5). I am aiming for something in the lines of what the python wrapper for TA-Lib is doing for all functions applicable within the context of a postgres function(s).

To build it, just do this:

make && sudo make install

I build/test it with:

make clean; make && make installcheck && make install && \
 (clear; psql -U postgres -f test.sql)

Dependencies

You need to have TA-Lib compiled and installed where the compiler will find it.

Copyright and License

Copyright (c) 2014, Magnus Persson All rights reserved.

Redistribution and use in source and binary forms, with or without modification, are permitted provided that the following conditions are met:

  • Redistributions of source code must retain the above copyright notice, this list of conditions and the following disclaimer.

  • Redistributions in binary form must reproduce the above copyright notice, this list of conditions and the following disclaimer in the documentation and/or other materials provided with the distribution.

THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

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(Partial) Wrapper of TA-Lib as a postgres extension

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