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 12/26MFI 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)*100ROCP Rate of change Percentage: (price-prevPrice)/prevPrice

ROCR Rate of change ratio: (price/prevPrice)

ROCR100 Rate of change ratio100 scale: (price/prevPrice)*100RSI Relative Strength Index

STOCH Stochastic

STOCHF Stochastic Fast

STOCHRSI Stochastic Relative Strength Index

TRIX1-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 verylonglower shadow)

CDLTASUKIGAP Tasuki Gap

CDLTHRUSTING Thrusting Pattern

CDLTRISTAR Tristar Pattern

CDLUNIQUE3RIVER Unique3River

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:\ta-lib

Linux

$ 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.