talib介绍
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
Supported Indicators 支持指标
- Overlap Studies 重叠的研究
- Momentum Indicators 动量指标
- Volume Indicators 量指标
- Volatility Indicators 波动性指标
- Price Transform 价格指标
- Cycle Indicators 循环指标
- Pattern Recognition 模式识别
- Statistic Functions 统计功能
- Math Transform 数学变换
- Math Operators 数学运算符
Overlap Studies
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
Momentum Indicators
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
Volume Indicators
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume
Volatility Indicators
ATR Average True Range
NATR Normalized Average True Range
TRANGE True Range
Price Transform
AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price
Cycle Indicators
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
Pattern Recognition
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
Statistic Functions
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
安装
使用pip安装 PyPI:
pip install TA-Lib
如果安装发生错误
func.c:256:28: fatal error: ta-lib/ta_libc.h: No such file or directory compilation terminated.
如果你遇到这样的编译错误，它通常意味着它找不到底层的库，需要安装：
Dependencies 依赖库文件
使用Python的TA库，你需要有安装底层库文件：下载TA-Lib底层库文件
安装底层库文件方法
Mac OS X
brew install ta-lib
Windows
Download ta-lib-0.4.0-msvc.zip
and unzip to C: a-lib
Linux
Download ta-lib-0.4.0-src.tar.gz and:
$ untar and cd $ ./configure --prefix=/usr $ make $ sudo make install
If you build TA-Lib using make -jX it will fail but that's OK!
Simply rerun make -jX followed by [sudo] make install.