Built-in Libraries

The FMZ Quant Trading Platform has some commonly used libraries built in. Availability by language:

For the full list of functions and their arguments see TA and Talib in the reference.

TA indicator library

The platform's TA library optimizes the common indicator algorithms (open-source TA library code). Where there are not enough K-lines to compute an indicator, invalid values are returned at those positions.

            javascript
            
            
function main(){
    var records = exchange.GetRecords()
    var macd = TA.MACD(records)
    var atr = TA.ATR(records, 14)

    // print the last set of indicator values
    Log(macd[0][records.length-1], macd[1][records.length-1], macd[2][records.length-1])
    Log(atr[atr.length-1])
}

            rust
            
            
fn main() {
    let r = exchange.GetRecords(None, None, None).unwrap();
    let macd = TA.MACD(&r, None, None, None);
    let atr = TA.ATR(&r, 14);
    Log!(macd[0][r.len() - 1], macd[1][r.len() - 1], macd[2][r.len() - 1]);
    Log!(atr[atr.len() - 1]);
}

talib indicator library

            javascript
            
            
function main() {
    var records = exchange.GetRecords()
    var cci = talib.CCI(records, 14)
    Log(cci)
}

            python
            
            
# Python needs TA-Lib and numpy installed on the docker's machine; without them calling talib raises an error asking to install it
def main():
    records = exchange.GetRecords()
    cci = talib.CCI(records.High, records.Low, records.Close, 14)
    Log(cci)

JavaScript: loading third-party libraries dynamically

Other third-party JavaScript libraries can be downloaded at run time and loaded with eval:

            javascript
            
            
function main() {
    // via. https://cdnjs.com/libraries
    eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/mathjs/13.2.0/math.min.js"))

    Log(math.round(math.e, 3))                // 2.718
    Log(math.atan2(3, -3) / math.pi)          // 0.75
    Log(math.log(10000, 10))                  // 4
    Log(math.sqrt(-4))                        // {"mathjs":"Complex","re":0,"im":2}
}