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amittleider / LEAN-Indicators

A technical analysis library similar to TA-Lib, but allowing fast computation for streaming data. Check out the LEAN project by Quantconnect for more info.
MIT License
13 stars 2 forks source link

Integration in QuantConnect? #7

Open JustinGuese opened 4 years ago

JustinGuese commented 4 years ago

Hey, really interesting repos you've got there! Just to clear sth: This project is not being able to integrate into the quantconnect platform? Only into a self-hosted LEAN, right?

amittleider commented 4 years ago

Hi @JustinGuese ,

One of the great features of the LEAN code is that technical indicators are coded in a stream-like fashion, so real-time applications can simply add one new candle to an RSI value, or add the new candle to a bollinger band calculation, without performing all the initialization and computation again.

However, the LEAN indicators are tightly coupled with the rest of the application. This repo was to demonstrate how we might decouple the indicators from the rest of the library. However, it remains incomplete.

The original issue is here: https://github.com/QuantConnect/Lean/issues/2863