talib介紹
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
Supported Indicators 支持指標
- Overlap Studies 重疊的研究
- Momentum Indicators 動量指標
- Volume Indicators 量指標
- Volatility Indicators 波動性指標
- Price Transform 價格指標
- Cycle Indicators 循環指標
- Pattern Recognition 模式識別
- Statistic Functions 統計功能
- Math Transform 數學變換
- Math Operators 數學運算符
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
安裝
使用pip安裝 PyPI:
pip install TA-Lib
如果安裝發生錯誤
func.c:256:28: fatal error: ta-lib/ta_libc.h: No such file or directory compilation terminated.
如果你遇到這樣的編譯錯誤，它通常意味着它找不到底層的庫，需要安裝：
Dependencies 依賴庫文件
使用Python的TA庫，你需要有安裝底層庫文件：下載TA-Lib底層庫文件
安裝底層庫文件方法
Mac OS X
brew install ta-lib
Windows
Download ta-lib-0.4.0-msvc.zip
and unzip to C:\ta-lib
Linux
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.