Principle:TA Lib Ta lib python Streaming Indicator Computation
| Knowledge Sources | |
|---|---|
| Domains | Real_Time_Processing, Technical_Analysis |
| Last Updated | 2026-02-09 22:00 GMT |
Overview
A computation pattern that returns only the latest (most recent) indicator value as a scalar from a price data buffer, optimized for real-time and event-driven applications.
Description
The Streaming API mirrors the Function API but returns a single scalar value instead of a full array. This is semantically equivalent to computing the full indicator array and taking the last element, but the C implementation is optimized to only compute the final value.
Key properties:
- Scalar output: Returns a single float (or tuple of floats for multi-output indicators)
- Same parameters: Uses the same function names and parameters as the Function API
- NaN for insufficient data: Returns NaN if buffer is shorter than lookback period
- Stateless: Each call is independent — no internal state between invocations
The streaming API exposes all 161 indicators as stream_<FUNC> functions.
Usage
Use this principle in real-time trading systems, event loops, or any scenario where you only need the current indicator value, not the full history.
Theoretical Basis
Streaming computation is mathematically equivalent to:
# Equivalence relationship
stream.SMA(data, timeperiod=N) == talib.SMA(data, timeperiod=N)[-1]
The C library optimizes this by only computing the value at the last index, avoiding the full array allocation and computation.