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  • python安装使用talib

    安装主要在http://www.lfd.uci.edu/~gohlke/pythonlibs/这个网站找到

    按照需要的python版本和平台位数下载,然后直接用pip install 进行安装

    包含的主要指标如下所示:

    Indicator Groups

    • Overlap Studies
    • Momentum Indicators
    • Volume Indicators
    • Volatility Indicators
    • Price Transform
    • Cycle Indicators
    • Pattern Recognition

    Overlap Studies

    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
    

    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
    

    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
    

    Price Transform

    AVGPRICE             Average Price
    MEDPRICE             Median Price
    TYPPRICE             Typical Price
    WCLPRICE             Weighted Close Price
    

    Volatility Indicators

    ATR                  Average True Range
    NATR                 Normalized Average True Range
    TRANGE               True Range
    

    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
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  • 原文地址:https://www.cnblogs.com/hushaojun/p/6255296.html
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