Real-time data and indicators with python

[Ben3211]

Hi every one,

I have no problems to get histocial and real-time data.
Now I would like to calculate indicators using historical data in real time, as twap and moving average.

I’m wondering if I need to stock some historical data in a variable, with a loop to add the last value (depend on the timeframe), Then create a method which calculation and display.

Does someone have a good way or advice to do that?

Thanks!
Ben

 

[autarkist]

Use the TA-lib python wrapper. Has methods for calculating almost all indicators. Best alternative to calculating it yourself. Feel free to ask any questions, I've been using TA-lib for a while now.

http://mrjbq7.github.io/ta-lib/

 

[mikesimens]

Thanks for this information!