RTTA: Real Time Technical Analysis

RTTA is a new project. At this point we only have a small number of technical analysis in our code base, but that is rapidly changing. Our project goals are:

  1. To eventually have the most complete technical analysis library. We're not there yet, but we're growing at the rate of about one analysis per day.
  2. To have the highest performance technical analysis
  3. To support incremental updates for all of our operations, and do so efficiently.

We only have a small number of operations but our performance numbers are promising. Our goal is to add one technical analysis per day and to ensure that this analysis is correct, matches existing libraries in its output and outperforms other libraries.

So far we're off to a good start. Our exponential moving average (EMA) processes 10k items in 14us on a 5995WX compared to ta-lib's 20us. For incremental updates, well most libraries don't perform incremental computations. talipp does, but does so 12 times slower than RTTA for the case of an EMA.

If you are looking to help accelerate RTTA's development feel free to share a pull request.