Python technical analysis library with streaming support

Question

There are good technical analysis libraries for Python like pandas_ta or ta-lib. However, I could not find a way how I can analyze streaming data.

Let me explain what I mean. For example, I have an array of 120 intraday (one minute timespan) close price values. I calculated RSI based on this data. However, in one minute the data is updated because I get another close price value for another minute. With custom RSI implementation, I can easily calculate next RSA value based on previously calculated values. However, if I use TA libraries I mentioned above, I need to recalculate the whole data from the beginning (or maybe I miss something).

Is there a way to calculate indicators using streamed data when new calculation is based on previously calculated values?

I appreciate any help.

Answer 1

There is a TA-Lib RT, a fork of TA-Lib with some fixes and changes. And the biggest innovation in it is a support of such streaming calculations. Unfortunately its wrapper for python is experimental. There is a discussion of it and its alternatives.