talib函数功能一览表

# 取个数据验证一下
set_token('')
data = history(symbol = 'SHSE.600519',frequency = '1d',start_time = '2015-01-01',end_time = '2019-12-31',fields = 'open, high, low, close,amount,volume,eob',df = True)# 一、重叠研究（overlap studies）
# 1.简单移动平均指标SMA
# 参数说明：talib.SMA(a,b)
# a:要计算平均数的序列；b:计算平均线的周期。表示计算a的b日移动平均
close = data['close'].values
SMA = talib.SMA(close,5)# 2.布林线BBANDS
# 参数说明：talib.BBANDS(close, timeperiod, matype)
# close:收盘价；timeperiod:周期；matype:平均方法(bolling线的middle线 = MA，用于设定哪种类型的MA)
# MA_Type: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)
upper, middle, lower = talib.BBANDS(close,5,matype = talib.MA_Type.EMA)# 3. DEMA 双移动平均线:DEMA = 2*EMA-EMA(EMA)
# 参数说明：talib.DEMA(close, timeperiod = 30)
DEMA = talib.DEMA(close, timeperiod = 30)# 4. MA
# 参数说明：MA(close, timeperiod = 30, matype=0)
# close:收盘价；timeperiod:周期；matype:计算平均线方法
MA = talib.MA(close, timeperiod = 30, matype = 0)# 5. EMA
# 参数说明：EMA = talib.EMA(np.array(close), timeperiod=6)
# close:收盘价；timeperiod:周期；matype:计算平均线方法
EMA = talib.EMA(np.array(close), timeperiod = 6)# 6.KAMA：考夫曼的自适应移动平均线
# 参数说明：KAMA = talib.KAMA(close, timeperiod = 30)
KAMA = talib.KAMA(close, timeperiod = 30)# 7. MIDPRICE：阶段中点价格
# talib.MIDPOINT(close, timeperiod)
# 参数说明：close:收盘价；timeperiod:周期；
MIDPOINT = talib.MIDPOINT(close, timeperiod=14)# 8.SAR：抛物线指标
# SAR(high, low, acceleration=0, maximum=0)
# 参数说明：high：最高价；low:最低价；acceleration：加速因子；maximum：极点价
SAR = talib.SAR(data['high'].values, data['low'].values, acceleration=0, maximum=0)# 9.MIDPRICE：阶段中点价格（Midpoint Price over period）
# talib.MIDPOINT(close, timeperiod=14)
# 参数说明：close:收盘价；timeperiod:周期；
MIDPOINT = talib.MIDPOINT(close, timeperiod=14)# 10. T3:三重移动平均线
# talib.T3(close, timeperiod=5, vfactor=0)
# 参数说明：close:收盘价；timeperiod:周期；vfactor: va 系数，当va=0时，T3就是三重移动平均线；va=1时，就是DEMA
T3 = talib.T3(close, timeperiod = 5, vfactor = 0)# 11.TEMA：三重指数移动平均线
# talib.TEMA(close, timeperiod = 30)
# 参数说明：close:收盘价；timeperiod:周期；
TEMA = talib.TEMA(close, timeperiod=30)# 12.SAREXT:SAR的抛物面扩展
# talib.SAREXT(high_p, low_p, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
SAREXT = talib.SAREXT(data['high'].values, data['low'].values, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)# 13.WMA：移动加权平均法
# talib.WMA(close, timeperiod = 30)
# 参数说明：close:收盘价；timeperiod:周期；
WMA = talib.WMA(close, timeperiod = 30)# 二、 波动量指标
# 1.ATR：真实波动幅度均值
# ATR(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close:收盘价,timeperiod:周期
ATR = talib.ATR(data['high'].values, data['low'].values, close, timeperiod=14)# 2.NATR:归一化波动幅度均值
# NATR(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close:收盘价,timeperiod:周期
NATR = talib.NATR(data['high'].values, data['low'].values, close, timeperiod=14)# 3.TRANGE：真正的范围
# TRANGE(high, low, close)
# 参数说明：high:最高价；low:最低价；close:收盘价
TRANGE = talib.TRANGE(data['high'].values, data['low'].values, close)# 三、 量价指标
# 1. AD:量价指标
# AD(high, low, close, volume)
# 参数说明：high:最高价；low:最低价；close:收盘价,volume:成交量
AD = talib.AD(data['high'], data['low'], close,data['volume'])# 2.ADOSC:震荡指标
# ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
# 参数说明：high:最高价；low:最低价；close:收盘价,volume:成交量; fastperiod:快周期； slowperiod：慢周期
ADOSC = talib.ADOSC(data['high'], data['low'], close,data['volume'], fastperiod=3, slowperiod=10)# 3.OBV：能量潮
# OBV(close, volume)
# 参数说明：close:收盘价,volume:成交量
OBV = talib.OBV(close, data['volume'])# 三、 周期指标
# 1.HT_DCPERIOD：希尔伯特变换-主导周期
# HT_DCPERIOD(close)
# 参数说明：close:收盘价
HT_DCPERIOD = talib.HT_DCPERIOD(close)# 2.HT_DCPHASE：希尔伯特变换-主导循环阶段
# HT_DCPHASE(close)
# 参数说明：close:收盘价
HT_DCPHASE = talib.HT_DCPHASE(close)# 3.HT_PHASOR：希尔伯特变换-希尔伯特变换相量分量
# inphase, quadrature = HT_PHASOR(close)
# 参数说明：close:收盘价
HT_PHASOR_inphase,HT_PHASOR_quadrature = talib.HT_PHASOR(close)# 4.HT_SINE：希尔伯特变换-正弦波
# sine, leadsine = HT_SINE(close)
# 参数说明：close:收盘价
HT_SINE_sine,HT_SINE_leadsine = talib.HT_SINE(close)# 5.HT_TRENDMODE：希尔伯特变换-趋势与周期模式
# integer = HT_TRENDMODE(close)
# 参数说明：close:收盘价
HT_TRENDMODE = talib.HT_TRENDMODE(close)# 四、价格变化函数
# 1. AVGPRICE：平均价格函数
# real = AVGPRICE(open, high, low, close)
AVGPRICE = talib.AVGPRICE(data['open'].values, data['high'].values, data['low'].values, close)# 2. MEDPRICE:中位数价格
# real = MEDPRICE(high, low)
# 参数说明：high:最高价；low:最低价；
MEDPRICE = talib.MEDPRICE(data['high'].values, data['low'].values)# 3. TYPPRICE ：代表性价格
# real = TYPPRICE(high, low, close)
# 参数说明：high:最高价；low:最低价；close：收盘价
TYPPRICE = talib.TYPPRICE(data['high'].values, data['low'].values, close)# 4. WCLPRICE ：加权收盘价
# real = WCLPRICE(high, low, close)
# 参数说明：high:最高价；low:最低价；close：收盘价
WCLPRICE = talib.WCLPRICE(data['high'].values, data['low'].values, close)# 五、 动量指标
# 1. ADX：平均趋向指数
# real = ADX(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
ADX = talib.ADX(data['high'].values, data['low'].values, close, timeperiod=14)# 2. ADXR：平均趋向指数的趋向指数
# real = ADXR(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
ADXR = talib.ADXR(data['high'].values, data['low'].values, close, timeperiod=14)# 3. APO ：价格震荡指数
# real = APO(close, fastperiod=12, slowperiod=26, matype=0)
# 参数说明：close：收盘价；fastperiod:快周期； slowperiod：慢周期
APO = talib.APO(close, fastperiod=12, slowperiod=26, matype=0)# 4. AROON ：阿隆指标
# aroondown, aroonup = AROON(high, low, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
AROON_aroondown,AROON_aroonup = talib.AROON(data['high'].values, data['low'].values, timeperiod=14)# 5.AROONOSC ：阿隆振荡
# real = AROONOSC(high, low, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
AROONOSC = talib.AROONOSC(data['high'].values, data['low'].values, timeperiod=14)# 6. BOP ：均势指标
# real = BOP(open, high, low, close)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
BOP= talib.BOP(data['open'].values, data['high'].values, data['low'].values, close)# 7. CCI ：顺势指标
# real = CCI(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
CCI = talib.CCI(data['high'].values, data['low'].values,close, timeperiod=14)# 8. CMO ：钱德动量摆动指标
# real = CMO(close, timeperiod=14)
# 参数说明：close：收盘价；timeperiod：时间周期
CMO = talib.CMO(close, timeperiod=14)# 9. DX ：动向指标或趋向指标
# real = DX(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
DX = talib.DX(data['high'].values, data['low'].values, close, timeperiod=14)# 10. MACD:平滑异同移动平均线
# macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
# 参数说明：high:最高价；low:最低价；close：收盘价；fastperiod:快周期； slowperiod：慢周期
MACD_macd,MACD_macdsignal,MACD_macdhist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)# 11. MACDEXT :MACD延伸
# macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MACDEXT_macd,MACDEXT_macdsignal,MACDEXT_macdhist = talib.MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)# 12. MFI ：资金流量指标
# real = MFI(high, low, close, volume, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MFI = talib.MFI(data['high'].values, data['low'].values, close, data['volume'], timeperiod=14)# 13. MINUS_DI：DMI 中的DI指标 负方向指标
# real = MINUS_DI(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MINUS_DI = talib.MINUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)# 14. MINUS_DM：上升动向值
# real = MINUS_DM(high, low, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MINUS_DM = talib.MINUS_DM(data['high'].values, data['low'].values, timeperiod=14)# 六、波动率指标
# 1.MOM： 上升动向值
# real = MOM(close, timeperiod=10)
# 参数说明：close：收盘价；timeperiod：时间周期
MOM = talib.MOM(close, timeperiod=10)# 2.PLUS_DI
# real = PLUS_DI(high, low, close, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
PLUS_DI = talib.PLUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)# 3.PLUS_DM
# real = PLUS_DM(high, low, timeperiod=14)
# 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
PLUS_DM = talib.PLUS_DM(data['high'].values, data['low'].values, timeperiod=14)# 4. PPO： 价格震荡百分比指数
# real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
# 参数说明：close：收盘价；timeperiod：时间周期，fastperiod:快周期； slowperiod：慢周期
PPO = talib.PPO(close, fastperiod=12, slowperiod=26, matype=0)# 5.ROC：变动率指标
# real = ROC(close, timeperiod=10)
# 参数说明：close：收盘价；timeperiod：时间周期
ROC = talib.ROC(close, timeperiod=10)# 6. ROCP：变动百分比
# real = ROCP(close, timeperiod=10)
# 参数说明：close：收盘价；timeperiod：时间周期
ROCP = talib.ROCP(close, timeperiod=10)# 7.ROCR ：变动百分率
# real = ROCR(close, timeperiod=10)
# 参数说明：close：收盘价；timeperiod：时间周期
ROCR = talib.ROCR(close, timeperiod=10)# 8. ROCR100 ：变动百分率（*100）
# real = ROCR100(close, timeperiod=10)
# 参数说明：close：收盘价；timeperiod：时间周期
ROCR100 = talib.ROCR100(close, timeperiod=10)# 9. RSI：相对强弱指数
# real = RSI(close, timeperiod=14)
# 参数说明：close：收盘价；timeperiod：时间周期
RSI = talib.RSI(close, timeperiod=14)# 10.STOCH ：随机指标,俗称KD
# slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
# 参数说明：high:最高价；low:最低价；close：收盘价；fastk_period：N参数, slowk_period：M1参数, slowk_matype：M1类型, slowd_period:M2参数, slowd_matype：M2类型
STOCH_slowk,STOCH_slowd = talib.STOCH(data['high'].values, data['low'].values, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)# 11. STOCHF ：快速随机指标
# fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHF_fastk,STOCHF_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period=5, fastd_period=3, fastd_matype=0)# 12.STOCHRSI：随机相对强弱指数
# fastk, fastd = STOCHRSI(high, low, close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI_fastk,STOCHRSI_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period = 5, fastd_period = 3, fastd_matype = 0)# 13.TRIX：1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
# real = TRIX(close, timeperiod=30)
TRIX = talib.TRIX(close, timeperiod=30)# 14.ULTOSC：终极波动指标
# real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
ULTOSC = talib.ULTOSC(data['high'].values, data['low'].values, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)# 15.WILLR ：威廉指标
# real = WILLR(high, low, close, timeperiod=14)
WILLR = talib.WILLR(data['high'].values, data['low'].values, close, timeperiod = 14)# 七、Statistic Functions 统计学指标
# 1. BETA：β系数也称为贝塔系数
# real = BETA(high, low, timeperiod=5)
BETA = talib.BETA(data['high'].values, data['low'].values, timeperiod = 5)# 2. CORREL ：皮尔逊相关系数
# real = CORREL(high, low, timeperiod=30)
CORREL = talib.CORREL(data['high'].values, data['low'].values, timeperiod = 30)# 3.LINEARREG ：线性回归
# real = LINEARREG(close, timeperiod=14)
LINEARREG = talib.LINEARREG(close, timeperiod=14)# 4.LINEARREG_ANGLE ：线性回归的角度
# real = LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_ANGLE = talib.LINEARREG_ANGLE(close, timeperiod=14)# 5. LINEARREG_INTERCEPT ：线性回归截距
# real = LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_INTERCEPT = talib.LINEARREG_INTERCEPT(close, timeperiod=14)# 6.LINEARREG_SLOPE：线性回归斜率指标
# real = LINEARREG_SLOPE(close, timeperiod=14)
LINEARREG_SLOPE = talib.LINEARREG_SLOPE(close, timeperiod=14)# 7.STDDEV ：标准偏差
# real = STDDEV(close, timeperiod=5, nbdev=1)
STDDEV = talib.STDDEV(close, timeperiod=5, nbdev=1)# 8.TSF：时间序列预测
# real = TSF(close, timeperiod=14)
TSF = talib.TSF(close, timeperiod=14)# 9. VAR：方差
# real = VAR(close, timeperiod=5, nbdev=1)
VAR = talib.VAR(close, timeperiod=5, nbdev=1)

talib函数功能一览表相关推荐

函数功能MATLAB
近期一直在查找函数功能之类的题问,现在正好有机会和大家享共一下. 百科名片录目简介开展程历要主功能新特性版本分析特色优势开展简介开展程历要主功能新特性版本分析特色优势 ...
R语言计算dataframe数据列中各分类的计数（类似pandas value_counts函数功能）
R语言计算dataframe数据列中各分类的计数(类似pandas value_counts函数功能) 目录 R语言计算dataframe数据列中各分类的计数(类似pandas value
setsockopt()函数功能介绍
setsockopt()函数功能介绍功能描述:获取或者设置与某个套接字关联的选项.选项可能存在于多层协议中,它们总会出现在最上面的套接字层. 用法: #include <sys/types.h ...
Jmeter内置函数功能(五)
在企业微信接口创建会议室时. {"name":"18F-会议室","capacity":10,"city":" ...
tf.pad函数功能介绍
tf.pad()函数主要是对张量在各个维度上进行填充,该函数的参数如下所示: pad(tensor,paddings,mode='CONSTANT',name=None ) 其中: tensor是待填 ...
fread和fwrite函数功能
fread和fwrite函数功能用来读写一个数据块. 一般调用形式 fread(buffer,size,count,fp); fwrite(buffer,size,count,fp); ...
Delphi Format函数功能及用法详解
DELPHI中Format函数功能及用法详解 DELPHI中Format函数功能及用法详解function Format(const Format: string; const Args: array ...
Unity3D-相关函数功能
函数功能 1.每隔固定时间执行一次,时间间隔固定(0.02s),时间间隔可以修改. 适用性:适合对物体作移动,旋转等物理操作. 函数执行不受渲染影响. private void FixedUpdate ...
32 引脚_函数功能：定时器T0的中断服务子程序，使P3.7引脚输出音频方波
void Time0_serve(void ) interrupt 1 using 1 { TH0=(8192-C)/32; //可证明这是13位计数器TH0高8位的赋初值方法 TL0=(81 ...
php excel 函数,php实现excel中rank函数功能的方法
php实现excel中rank函数功能的方法发布于 2015-10-28 18:54:25 | 77 次阅读 | 评论: 0 | 来源: 网友投递 PHP开源脚本语言PHP(外文名: Hyperte ...

talib函数功能一览表

talib函数功能一览表相关推荐

最新文章

热门文章