python 股市指标模块
I’m always working with stock market data and stock market indicators. During this work, there’s times that I need to calculate things like Relative Strength Index (RSI), Average True Range (ATR), Commodity Channel Index (CCI) and other various indicators and stats.
我一直在处理股市数据和股市指标。 在这项工作中,有时我需要计算相对强度指数(RSI),平均真实范围(ATR),商品渠道指数(CCI)和其他各种指标和统计数据。
My go-to for this type of work is TA-Lib and the python wrapper for TA-Lib but there’s times when I can’t install and configure TA-Lib on a computer. When this occurs, I then have to go find the various algorithms to calculate the various indicators / stats that I need. When this happens, I usually end up making mistakes and/or taking longer than I really should to get these algo’s built to use in a project. Of course I re-use what I can when I can but many times I’ve forgotten that I built an RSI function in the past and recreate.
对于这类工作,我最喜欢的是TA-Lib和