TA-Lib

简介：

这是一个Python 金融指数处理库TA-LIB，他是基于 Cython

而不是 SWIG。

TA-Lib is widely used by trading software developers requiring to perform

technical analysis of financial market data.

TA-Lib广泛应用与交易软件，和金融市场数据进行技术分析。

Includes 150+ indicators such as ADX, MACD, RSI, Stochastic, Bollinger

Bands, etc.

Candlestick pattern recognition

Open-source API for C/C++, Java, Perl, Python and 100% Managed .NET

包含了炒股150+的数据指标：ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.

K线趋势识别

完全开源，支持 C/C++, Java, Perl, Python and 100% Managed .NET

安装TA-Lib

案例(快速开始)

Similar to TA-Lib, the function interface provides a lightweight wrapper of

the exposed TA-Lib indicators.

类似于TA库，对函数接口进行了一个轻量级的封装，用于公开的ta-lib的指标。

Each function returns an output array and have default values for their

parameters, unless specified as keyword arguments. Typically, these functions

will have an initial “lookback” period (a required number of observations

before an output is generated) set to NaN.

每个函数都默认需要输入数组，并为它们提供默认值。

参数，除非指定为关键字参数。通常，这些函数

会有一个初步的“lookback”时期(观测所需数量

在生成一个输出之前)，设置为“NaN”。

All of the following examples use the function API:

所有的API函数的使用，都需引入库文件：

import numpy

import talib

close = numpy.random.random(100)

计算收盘价的一个简单移动平均数SMA:

output = talib.SMA(close)

计算布林线，三指数移动平均：

from talib import MA_Type

upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)

计算收盘价的动量，时间为5：

output = talib.MOM(close, timeperiod=5)

Abstract API Quick Start

If you’re already familiar with using the function API, you should feel right

at home using the abstract API. Every function takes the same input, passed

as a dictionary of Numpy arrays:

如果您已经熟悉使用函数API，那么您就应该精通使用抽象API。

每个函数有相同的输入，作为一个字典通过NumPy数组：

import numpy as np

# note that all ndarrays must be the same length!

inputs = {

'open': np.random.random(100),

'high': np.random.random(100),

'low': np.random.random(100),

'close': np.random.random(100),

'volume': np.random.random(100)

}

函数可以直接导入，也可以用名称实例化：

from talib import abstract

sma = abstract.SMA

sma = abstract.Function('sma')

调用函数基本上与函数API相同：

from talib.abstract import *

output = SMA(input_arrays, timeperiod=25) # SMA均线价格计算收盘价

output = SMA(input_arrays, timeperiod=25, price='open') # SMA均线价格计算收盘价

upper, middle, lower = BBANDS(input_arrays, 20, 2, 2)

slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0) # uses high, low, close by default

slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])

了解更多高级使用TA库 here.

Supported Indicators 支持指标

We can show all the TA functions supported by TA-Lib, either as a list or

as a dict sorted by group (e.g. “Overlap Studies”, “Momentum Indicators”,

etc):

我们可以显示Ta lib的所有TA函数,返回一个 list 或者 dict

import talib

print talib.get_functions()

print talib.get_function_groups()

Function Groups

BBANDS Bollinger Bands #布林带

DEMA Double Exponential Moving Average #双指数移动平均线

EMA Exponential Moving Average #指数滑动平均

HT_TRENDLINE Hilbert Transform - Instantaneous Trendline #希尔伯特变换瞬时趋势

KAMA Kaufman Adaptive Moving Average #卡玛考夫曼自适应移动平均

MA Moving average #均线

MAMA MESA Adaptive Moving Average #自适应移动平均

MAVP Moving average with variable period #变周期移动平均

MIDPOINT MidPoint over period #在周期的中点

MIDPRICE Midpoint Price over period #中间时段价格

SAR Parabolic SAR #抛物线转向指标

SAREXT Parabolic SAR - Extended

SMA Simple Moving Average

T3 Triple Exponential Moving Average (T3)

TEMA Triple Exponential Moving Average

TRIMA Triangular Moving Average

WMA Weighted Moving Average

ADX Average Directional Movement Index

ADXR Average Directional Movement Index Rating

APO Absolute Price Oscillator

AROON Aroon

AROONOSC Aroon Oscillator

BOP Balance Of Power

CCI Commodity Channel Index

CMO Chande Momentum Oscillator

DX Directional Movement Index

MACD Moving Average Convergence/Divergence

MACDEXT MACD with controllable MA type

MACDFIX Moving Average Convergence/Divergence Fix 12/26

MFI Money Flow Index

MINUS_DI Minus Directional Indicator

MINUS_DM Minus Directional Movement

MOM Momentum

PLUS_DI Plus Directional Indicator

PLUS_DM Plus Directional Movement

PPO Percentage Price Oscillator

ROC Rate of change : ((price/prevPrice)-1)*100

ROCP Rate of change Percentage: (price-prevPrice)/prevPrice

ROCR Rate of change ratio: (price/prevPrice)

ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100

RSI Relative Strength Index

STOCH Stochastic

STOCHF Stochastic Fast

STOCHRSI Stochastic Relative Strength Index

TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA

ULTOSC Ultimate Oscillator

WILLR Williams' %R

AD Chaikin A/D Line

ADOSC Chaikin A/D Oscillator

OBV On Balance Volume

ATR Average True Range

NATR Normalized Average True Range

TRANGE True Range

AVGPRICE Average Price

MEDPRICE Median Price

TYPPRICE Typical Price

WCLPRICE Weighted Close Price

HT_DCPERIOD Hilbert Transform - Dominant Cycle Period

HT_DCPHASE Hilbert Transform - Dominant Cycle Phase

HT_PHASOR Hilbert Transform - Phasor Components

HT_SINE Hilbert Transform - SineWave

HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode

CDL2CROWS Two Crows

CDL3BLACKCROWS Three Black Crows

CDL3INSIDE Three Inside Up/Down

CDL3LINESTRIKE Three-Line Strike

CDL3OUTSIDE Three Outside Up/Down

CDL3STARSINSOUTH Three Stars In The South

CDL3WHITESOLDIERS Three Advancing White Soldiers

CDLABANDONEDBABY Abandoned Baby

CDLADVANCEBLOCK Advance Block

CDLBELTHOLD Belt-hold

CDLBREAKAWAY Breakaway

CDLCLOSINGMARUBOZU Closing Marubozu

CDLCONCEALBABYSWALL Concealing Baby Swallow

CDLCOUNTERATTACK Counterattack

CDLDARKCLOUDCOVER Dark Cloud Cover

CDLDOJI Doji

CDLDOJISTAR Doji Star

CDLDRAGONFLYDOJI Dragonfly Doji

CDLENGULFING Engulfing Pattern

CDLEVENINGDOJISTAR Evening Doji Star

CDLEVENINGSTAR Evening Star

CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines

CDLGRAVESTONEDOJI Gravestone Doji

CDLHAMMER Hammer

CDLHANGINGMAN Hanging Man

CDLHARAMI Harami Pattern

CDLHARAMICROSS Harami Cross Pattern

CDLHIGHWAVE High-Wave Candle

CDLHIKKAKE Hikkake Pattern

CDLHIKKAKEMOD Modified Hikkake Pattern

CDLHOMINGPIGEON Homing Pigeon

CDLIDENTICAL3CROWS Identical Three Crows

CDLINNECK In-Neck Pattern

CDLINVERTEDHAMMER Inverted Hammer

CDLKICKING Kicking

CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu

CDLLADDERBOTTOM Ladder Bottom

CDLLONGLEGGEDDOJI Long Legged Doji

CDLLONGLINE Long Line Candle

CDLMARUBOZU Marubozu

CDLMATCHINGLOW Matching Low

CDLMATHOLD Mat Hold

CDLMORNINGDOJISTAR Morning Doji Star

CDLMORNINGSTAR Morning Star

CDLONNECK On-Neck Pattern

CDLPIERCING Piercing Pattern

CDLRICKSHAWMAN Rickshaw Man

CDLRISEFALL3METHODS Rising/Falling Three Methods

CDLSEPARATINGLINES Separating Lines

CDLSHOOTINGSTAR Shooting Star

CDLSHORTLINE Short Line Candle

CDLSPINNINGTOP Spinning Top

CDLSTALLEDPATTERN Stalled Pattern

CDLSTICKSANDWICH Stick Sandwich

CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)

CDLTASUKIGAP Tasuki Gap

CDLTHRUSTING Thrusting Pattern

CDLTRISTAR Tristar Pattern

CDLUNIQUE3RIVER Unique 3 River

CDLUPSIDEGAP2CROWS Upside Gap Two Crows

CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods

BETA Beta

CORREL Pearson's Correlation Coefficient (r)

LINEARREG Linear Regression

LINEARREG_ANGLE Linear Regression Angle

LINEARREG_INTERCEPT Linear Regression Intercept

LINEARREG_SLOPE Linear Regression Slope

STDDEV Standard Deviation

TSF Time Series Forecast

VAR Variance

我想成为一名依靠乞讨的程序员。

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