Ta-Lib用法介绍 ！
2024-06-01 10:02:03
一、函数索引
重叠研究
BBANDS Bollinger Bands
DEMA Double Exponential Moving Average
EMA Exponential Moving Average
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
KAMA Kaufman Adaptive Moving Average
MA Moving average
MAMA MESA Adaptive Moving Average
MAVP Moving average with variable period
MIDPOINT MidPoint over period
MIDPRICE Midpoint Price over period
SAR Parabolic SAR
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
动能指标
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
体积指标
AD Chaikin A/D Line
ADOSC Chaikin A/D Oscillator
OBV On Balance Volume
周期指标
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
价格︰ 变换
AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price
波动性指标
ATR Average True Range
NATR Normalized Average True Range
TRANGE True Range
模式识别
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
统计函数
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
数学变换
ACOS Vector Trigonometric ACos
ASIN Vector Trigonometric ASin
ATAN Vector Trigonometric ATan
CEIL Vector Ceil
COS Vector Trigonometric Cos
COSH Vector Trigonometric Cosh
EXP Vector Arithmetic Exp
FLOOR Vector Floor
LN Vector Log Natural
LOG10 Vector Log10
SIN Vector Trigonometric Sin
SINH Vector Trigonometric Sinh
SQRT Vector Square Root
TAN Vector Trigonometric Tan
TANH Vector Trigonometric Tanh
数学运算符
ADD Vector Arithmetic Add
DIV Vector Arithmetic Div
MAX Highest value over a specified period
MAXINDEX Index of highest value over a specified period
MIN Lowest value over a specified period
MININDEX Index of lowest value over a specified period
MINMAX Lowest and highest values over a specified period
MINMAXINDEX Indexes of lowest and highest values over a specified period
MULT Vector Arithmetic Mult
SUB Vector Arithmetic Substraction
SUM Summation二、函数用法
以下提供的用法仅作参考最好的方法是在程序内调用帮助程序。
# 导入TA-Lib import talib talib.OBV?
重叠研究功能
BBANDS-布林
upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
德玛-双指数移动平均线
real = DEMA(close, timeperiod=30)
EMA-指数移动平均线
real = EMA(close, timeperiod=30)
HT_TRENDLINE-希尔伯特变换-瞬时趋势线
real = HT_TRENDLINE(close)
卡马-考夫曼自适应移动平均
real = KAMA(close, timeperiod=30)
马-移动平均线
real = MA(close, timeperiod=30, matype=0)
妈妈-斯塔梅萨自适应移动平均
mama, fama = MAMA(close, fastlimit=0, slowlimit=0)
MAVP-移动平均线与可变期间
real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
中点-在期间中点
real = MIDPOINT(close, timeperiod=14)MIDPRICE-中点价格同期
real = MIDPRICE(high, low, timeperiod=14)SAR-抛物型特区
real = SAR(high, low, acceleration=0, maximum=0)SAREXT-抛物型特区-扩展
real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0,
accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
SMA-简单移动平均
real = SMA(close, timeperiod=30)T3-三重指数移动平均 (T3)
real = T3(close, timeperiod=5, vfactor=0)特马-三重指数移动平均
real = TEMA(close, timeperiod=30)当时只好-三角移动平均线
real = TRIMA(close, timeperiod=30)WMA-加权移动平均
real = WMA(close, timeperiod=30)动量指标函数
ADX-平均定向运动指数
real = ADX(high, low, close, timeperiod=14)ADXR-平均定向运动指数评级
real = ADXR(high, low, close, timeperiod=14)载脂蛋白-绝对价格振荡器
real = APO(close, fastperiod=12, slowperiod=26, matype=0)阿隆-阿隆
aroondown, aroonup = AROON(high, low, timeperiod=14)AROONOSC-阿隆振荡器
real = AROONOSC(high, low, timeperiod=14)国际收支平衡 — — 平衡的力量
real = BOP(open, high, low, close)CCI-商品通道索引
real = CCI(high, low, close, timeperiod=14)CMO-尚德势头振荡器
real = CMO(close, timeperiod=14)DX-定向运动指数
real = DX(high, low, close, timeperiod=14)MACD-移动平均线
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)MACDEXT-MACD 与可控马类型
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26,
slowmatype=0, signalperiod=9, signalmatype=0)
MACDFIX-移动平均线修复 12/26
macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI 资金流量指标
real = MFI(high, low, close, volume, timeperiod=14)MINUS_DI-减去定向指标
real = MINUS_DI(high, low, close, timeperiod=14)MINUS_DM-减去定向运动
real = MINUS_DM(high, low, timeperiod=14)妈妈-势头
real = MOM(close, timeperiod=10)PLUS_DI-再加上定向指标
real = PLUS_DI(high, low, close, timeperiod=14)PLUS_DM-再加上定向运动
real = PLUS_DM(high, low, timeperiod=14)多酚氧化酶-百分比价格振荡器
real = PPO(close, fastperiod=12, slowperiod=26, matype=0)中华民国-变化率︰ ((price/prevPrice)-1) * 100
real = ROC(close, timeperiod=10)ROCP-变化百分比率: (价格-prevPrice) / prevPrice
real = ROCP(close, timeperiod=10)岩石-率的变化率: (价格/prevPrice)
real = ROCR(close, timeperiod=10)ROCR100-率的变化比例 100: (价格/prevPrice) * 100
real = ROCR100(close, timeperiod=10)相对强弱指标 RSI-
real = RSI(close, timeperiod=14)托-随机
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0,
slowd_period=3, slowd_matype=0)STOCHF-随机快速
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)STOCHRSI-随机相对强弱指数
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)TRIX-1 天的变化率 (ROC) 的三重的光滑 EMA
real = TRIX(close, timeperiod=30)ULTOSC-终极振荡器
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)WILLR-威廉姆斯 %r
real = WILLR(high, low, close, timeperiod=14)音量指示函数
AD-蔡金 A/D 线
real = AD(high, low, close, volume)ADOSC-蔡金 A/D 振荡器
real = ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)OBV-平衡卷上
real = OBV(close, volume)波动性指标函数
ATR-真实波动幅度均值
real = ATR(high, low, close, timeperiod=14)NATR-归一化真实波动幅度均值
real = NATR(high, low, close, timeperiod=14)航天飞机-真实波动幅度
real = TRANGE(high, low, close)价格转变职能
AVGPRICE-平均价格
real = AVGPRICE(open, high, low, close)MEDPRICE-中位价
real = MEDPRICE(high, low)TYPPRICE-典型价格
real = TYPPRICE(high, low, close)WCLPRICE-加权收盘价
real = WCLPRICE(high, low, close)循环指标函数
HT_DCPERIOD-希尔伯特变换-显性循环周期
real = HT_DCPERIOD(close)HT_DCPHASE-希尔伯特变换-主导周期第一阶段
real = HT_DCPHASE(close)HT_PHASOR-希尔伯特变换-相量组件
inphase, quadrature = HT_PHASOR(close)HT_SINE-希尔伯特变换-正弦波
sine, leadsine = HT_SINE(close)HT_TRENDMODE-希尔伯特变换-趋势 vs 周期模式
integer = HT_TRENDMODE(close)模式识别功能
CDL2CROWS-两只乌鸦
integer = CDL2CROWS(open, high, low, close)
CDL3BLACKCROWS-三个黑色的乌鸦
integer = CDL3BLACKCROWS(open, high, low, close)
CDL3INSIDE-三个里面向上/向下
integer = CDL3INSIDE(open, high, low, close)
CDL3LINESTRIKE-三行罢工
integer = CDL3LINESTRIKE(open, high, low, close)
CDL3OUTSIDE-三个外部向上/向下
integer = CDL3OUTSIDE(open, high, low, close)
CDL3STARSINSOUTH-在南部的三颗星
integer = CDL3STARSINSOUTH(open, high, low, close)
CDL3WHITESOLDIERS-三推进白人士兵
integer = CDL3WHITESOLDIERS(open, high, low, close)
CDLABANDONEDBABY-被遗弃的男婴
integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)
CDLADVANCEBLOCK-提前块
integer = CDLADVANCEBLOCK(open, high, low, close)
CDLBELTHOLD-带举行
integer = CDLBELTHOLD(open, high, low, close)
CDLBREAKAWAY-分离
integer = CDLBREAKAWAY(open, high, low, close)
CDLCLOSINGMARUBOZU-关闭 Marubozu
integer = CDLCLOSINGMARUBOZU(open, high, low, close)
CDLCONCEALBABYSWALL-隐瞒婴儿燕子
integer = CDLCONCEALBABYSWALL(open, high, low, close)
CDLCOUNTERATTACK-反击
integer = CDLCOUNTERATTACK(open, high, low, close)
CDLDARKCLOUDCOVER-乌云盖
integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
CDLDOJI-十字星
integer = CDLDOJI(open, high, low, close)
CDLDOJISTAR-十字星明星
integer = CDLDOJISTAR(open, high, low, close)
CDLDRAGONFLYDOJI-蜻蜓十字星
integer = CDLDRAGONFLYDOJI(open, high, low, close)
CDLENGULFING-吞噬模式
integer = CDLENGULFING(open, high, low, close)
CDLEVENINGDOJISTAR-十字星明星晚报
integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
CDLEVENINGSTAR-晚星
integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)
CDLGAPSIDESIDEWHITE-向上/向下-差距肩并肩白线
integer = CDLGAPSIDESIDEWHITE(open, high, low, close)
CDLGRAVESTONEDOJI-墓碑十字星
integer = CDLGRAVESTONEDOJI(open, high, low, close)
CDLHAMMER-锤
integer = CDLHAMMER(open, high, low, close)
CDLHANGINGMAN-挂的人
integer = CDLHANGINGMAN(open, high, low, close)
CDLHARAMI-孕育形态
integer = CDLHARAMI(open, high, low, close)
CDLHARAMICROSS-哈拉米跨模式
integer = CDLHARAMICROSS(open, high, low, close)
CDLHIGHWAVE-高波蜡烛
integer = CDLHIGHWAVE(open, high, low, close)
CDLHIKKAKE-Hikkake 模式
integer = CDLHIKKAKE(open, high, low, close)
CDLHIKKAKEMOD-修改 Hikkake 模式
integer = CDLHIKKAKEMOD(open, high, low, close)
CDLHOMINGPIGEON-信鸽
integer = CDLHOMINGPIGEON(open, high, low, close)
CDLIDENTICAL3CROWS-相同的三个乌鸦
integer = CDLIDENTICAL3CROWS(open, high, low, close)
CDLINNECK-在颈部模式
integer = CDLINNECK(open, high, low, close)
CDLINVERTEDHAMMER-倒转锤头
integer = CDLINVERTEDHAMMER(open, high, low, close)
CDLKICKING-踢
integer = CDLKICKING(open, high, low, close)
CDLKICKINGBYLENGTH-踢-牛熊由长 marubozu
integer = CDLKICKINGBYLENGTH(open, high, low, close)
CDLLADDERBOTTOM-梯子底部
integer = CDLLADDERBOTTOM(open, high, low, close)
CDLLONGLEGGEDDOJI-长腿十字星
integer = CDLLONGLEGGEDDOJI(open, high, low, close)
CDLLONGLINE-长线蜡烛
integer = CDLLONGLINE(open, high, low, close)
CDLMARUBOZU-Marubozu
integer = CDLMARUBOZU(open, high, low, close)
CDLMATCHINGLOW-匹配低
integer = CDLMATCHINGLOW(open, high, low, close)
CDLMATHOLD-垫举行
integer = CDLMATHOLD(open, high, low, close, penetration=0)
CDLMORNINGDOJISTAR-十字星晨星
integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
CDLMORNINGSTAR-晨星
integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)
CDLONNECK-脖子上模式
integer = CDLONNECK(open, high, low, close)
CDLPIERCING-穿孔模式
integer = CDLPIERCING(open, high, low, close)
CDLRICKSHAWMAN-车夫
integer = CDLRICKSHAWMAN(open, high, low, close)
CDLRISEFALL3METHODS-上升/下降的三种方法
integer = CDLRISEFALL3METHODS(open, high, low, close)
CDLSEPARATINGLINES-分隔线
integer = CDLSEPARATINGLINES(open, high, low, close)
CDLSHOOTINGSTAR-流星
integer = CDLSHOOTINGSTAR(open, high, low, close)
CDLSHORTLINE-短线蜡烛
integer = CDLSHORTLINE(open, high, low, close)
CDLSPINNINGTOP-陀螺
integer = CDLSPINNINGTOP(open, high, low, close)
CDLSTALLEDPATTERN-停滞模式
integer = CDLSTALLEDPATTERN(open, high, low, close)
CDLSTICKSANDWICH-棍子三明治
integer = CDLSTICKSANDWICH(open, high, low, close)
CDLTAKURI-田栗 （蜻蜓与很长下影线的十字星）
integer = CDLTAKURI(open, high, low, close)
CDLTASUKIGAP-Tasuki 差距
integer = CDLTASUKIGAP(open, high, low, close)
CDLTHRUSTING-逆冲模式
integer = CDLTHRUSTING(open, high, low, close)
CDLTRISTAR-三星模式
integer = CDLTRISTAR(open, high, low, close)
CDLUNIQUE3RIVER-独特 3 河
integer = CDLUNIQUE3RIVER(open, high, low, close)
CDLUPSIDEGAP2CROWS-颠倒差距两乌鸦
integer = CDLUPSIDEGAP2CROWS(open, high, low, close)
CDLXSIDEGAP3METHODS-上行 / 下行差距三种方法
integer = CDLXSIDEGAP3METHODS(open, high, low, close)统计函数
Β-β
real = BETA(high, low, timeperiod=5)CORREL-皮尔逊的 Correlation Coefficient (r)
real = CORREL(high, low, timeperiod=30)LINEARREG-线性回归
real = LINEARREG(close, timeperiod=14)LINEARREG_ANGLE-线性回归角
real = LINEARREG_ANGLE(close, timeperiod=14)LINEARREG_INTERCEPT-线性回归截距
real = LINEARREG_INTERCEPT(close, timeperiod=14)LINEARREG_SLOPE-线性回归斜率
real = LINEARREG_SLOPE(close, timeperiod=14)标准偏差-标准偏差
real = STDDEV(close, timeperiod=5, nbdev=1)TSF-时间系列预测
real = TSF(close, timeperiod=14)VAR-方差
real = VAR(close, timeperiod=5, nbdev=1)数学变换函数
ACOS-矢量三角 ACos
real = ACOS(close)
阿信-矢量三角阿信
real = ASIN(close)
很小的时辰-矢量三角小的时辰
real = ATAN(close)
细胞-细胞向量
real = CEIL(close)
COS-矢量三角 Cos
real = COS(close)
吸烟与健康委员会-矢量三角余弦
real = COSH(close)
EXP-矢量运算 Exp
real = EXP(close)
矢量楼
real = FLOOR(close)
LN-矢量登录自然
real = LN(close)
LOG10-矢量 Log10
real = LOG10(close)
罪 — — 矢量三角罪
real = SIN(close)
SINH-矢量三角 Sinh
real = SINH(close)
SQRT-矢量平方根
real = SQRT(close)
谭-矢量三角滩
real = TAN(close)
TANH-矢量三角 Tanh
real = TANH(close)数学运算符函数
添加-矢量算法添加
real = ADD(high, low)
DIV-向量算术 Div
real = DIV(high, low)
最大-在指定的期间的最高值
real = MAX(close, timeperiod=30)
MAXINDEX-在指定的期间的最高值的索引
integer = MAXINDEX(close, timeperiod=30)
MIN - Lowest value over a specified period
real = MIN(close, timeperiod=30)
MININDEX - Index of lowest value over a specified period
integer = MININDEX(close, timeperiod=30)
MINMAX - Lowest and highest values over a specified period
min, max = MINMAX(close, timeperiod=30)
MINMAXINDEX - Indexes of lowest and highest values over a specified period
minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
MULT - Vector Arithmetic Mult
real = MULT(high, low)
SUB - Vector Arithmetic Substraction
real = SUB(high, low)
SUM - Summation
real = SUM(close, timeperiod=30)Ta-Lib用法介绍 ！相关推荐
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