talib
Syntax
talib(func, args…)
Arguments
func is a function.
args are the parameters of func.
Please see TA-Lib Functions for the parameters and windowing logic.
Details
Regarding the NULL value handling, the differences between DolphinDB’s built-in moving functions and Python TA-lib lie in:
DolphinDB moving functions: The calculation in the sliding window starts from the first element.
Python TA-lib: Keep the NULL values at the beginning of data in the output. The calculation in the sliding window starts from the first non-NULL value.
To process data starting with consecutive NULL values in the same way as Python TA-Lib, you can call DolphinDB built-in functions with the higher-order function talib
.
Examples
See the differences of function talib
and DolphinDB built-in functions with the following example:
$ msum(NULL 1 2 3 4 5 6 7 8 9, 3)
[,,3,6,9,12,15,18,21,24]
$ talib(msum, NULL 1 2 3 4 5 6 7 8 9, 3)
[,,,6,9,12,15,18,21,24]