TA-Lib

簡介：

這是一個Python 金融指數處理庫TA-LIB，他是基於 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廣泛應用與交易軟件，和金融市場數據進行技術分析。

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+的數據指標：ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.

K線趨勢識別

完全開源，支持 C/C++, Java, Perl, Python and 100% Managed .NET

安裝TA-Lib

案例（快速開始）

Similar to TA-Lib, the function interface provides a lightweight wrapper of
the exposed TA-Lib indicators.
類似於TA庫，對函數接口進行了一個輕量級的封裝，用於公開的ta-lib的指標。

Each function returns an output array and have default values for their
parameters, unless specified as keyword arguments. Typically, these functions
will have an initial "lookback" period (a required number of observations
before an output is generated) set to NaN.
每個函數都默認需要輸入數組，並為它們提供默認值。
參數，除非指定為關鍵字參數。通常，這些函數
會有一個初步的“lookback”時期（觀測所需數量
在生成一個輸出之前），設置為“NaN”。

All of the following examples use the function API:
所有的API函數的使用，都需引入庫文件：

import numpy import talib close = numpy.random.random(100)

計算收盤價的一個簡單移動平均數SMA:

output = talib.SMA(close)

計算布林線，三指數移動平均：

from talib import MA_Type upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)

計算收盤價的動量，時間為5：

output = talib.MOM(close, timeperiod=5)

Abstract API Quick Start

If you're already familiar with using the function API, you should feel right
at home using the abstract API. Every function takes the same input, passed
as a dictionary of Numpy arrays:
如果您已經熟悉使用函數API，那么您就應該精通使用抽象API。
每個函數有相同的輸入，作為一個字典通過NumPy數組：

import numpy as np # note that all ndarrays must be the same length! inputs = { 'open': np.random.random(100), 'high': np.random.random(100), 'low': np.random.random(100), 'close': np.random.random(100), 'volume': np.random.random(100) }

函數可以直接導入，也可以用名稱實例化：

from talib import abstract sma = abstract.SMA sma = abstract.Function('sma')

調用函數基本上與函數API相同：

from talib.abstract import * output = SMA(input_arrays, timeperiod=25) # SMA均線價格計算收盤價 output = SMA(input_arrays, timeperiod=25, price='open') # SMA均線價格計算收盤價 upper, middle, lower = BBANDS(input_arrays, 20, 2, 2) slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0) # uses high, low, close by default slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0, prices=['high', 'low', 'open'])

了解更多高級使用TA庫 here.

Supported Indicators 支持指標

We can show all the TA functions supported by TA-Lib, either as a list or
as a dict sorted by group (e.g. "Overlap Studies", "Momentum Indicators",
etc):
我們可以顯示Ta lib的所有TA函數,返回一個 list 或者 dict

import talib print talib.get_functions() print talib.get_function_groups()

Function Groups

Overlap Studies

BBANDS               Bollinger Bands #布林帶 DEMA Double Exponential Moving Average #雙指數移動平均線 EMA Exponential Moving Average #指數滑動平均 HT_TRENDLINE Hilbert Transform - Instantaneous Trendline #希爾伯特變換瞬時趨勢 KAMA Kaufman Adaptive Moving Average #卡瑪考夫曼自適應移動平均 MA Moving average #均線 MAMA MESA Adaptive Moving Average #自適應移動平均 MAVP Moving average with variable period #變周期移動平均 MIDPOINT MidPoint over period #在周期的中點 MIDPRICE Midpoint Price over period #中間時段價格 SAR Parabolic SAR #拋物線轉向指標 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

TA-Lib中文文檔（一）：快速開始