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Principle:TA Lib Ta lib python Streaming Indicator Computation

From Leeroopedia


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.

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