【手把手教你】股市技术分析利器之TA-Lib

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TA-Lib，全称“Technical Analysis Library”, 即技术分析库，是Python金融量化的高级库，涵盖了150多种指标，包括股票、期货交易软件中常用的技术分析指标，如MACD、RSI、KDJ、动量指标、布林带等等。

TA-Lib可分为10个子板块：Overlap Studies(重叠指标)，Momentum Indicators(动量指标)，Volume Indicators(交易量指标)，Cycle Indicators(周期指标)，Price Transform(价格变换)，Volatility Indicators(波动率指标)，Pattern Recognition(模式识别)，Statistic Functions(统计函数)，Math Transform(数学变换)和Math Operators(数学运算)，见下图。本文将以系列的形式详细介绍talib技术指标的实现和应用，而本文作为开篇，主要介绍Overlap Studies内容。

下面是各个指标全称列表

重叠研究

BBANDS               Bollinger BandsDEMA                 Double Exponential Moving AverageEMA                  Exponential Moving AverageHT_TRENDLINE         Hilbert Transform - Instantaneous TrendlineKAMA                 Kaufman Adaptive Moving AverageMA                   Moving averageMAMA                 MESA Adaptive Moving AverageMAVP                 Moving average with variable periodMIDPOINT             MidPoint over periodMIDPRICE             Midpoint Price over periodSAR                  Parabolic SARSAREXT               Parabolic SAR - ExtendedSMA                  Simple Moving AverageT3                   Triple Exponential Moving Average (T3)TEMA                 Triple Exponential Moving AverageTRIMA                Triangular Moving Average
WMA                  Weighted Moving Average

动量指标

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

成交量指标

AD                   Chaikin A/D Line
ADOSC                Chaikin A/D Oscillator
OBV                  On Balance Volume

周期指标

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

价格转换

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

波动率指标

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

模式识别

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

统计函数

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

二、TaLib安装

注：TaLib是一个pyhon库，故在安装TaLib前需要安装Python。

1. pip安装

（官方安装教程文档：mrjbq7.github.io/ta-lib ）

• 在命令行下输入命令（在线安装）：

pip install Ta-Lib

• （注意：使用pip安装可能会出现这个问题：
  error: Microsoft Visual C++ 14.0 is required. Get it with “Microsoft Visual C++ Build Tools”: visualstudio.microsoft.com
  ****TA-Lib**编写是基于 Cython，因此安装时候需要Microsoft Visual C++ 14.0。**此时就需要手动安装。这个问题在安装其他python第三方包时也可能出现，解决方法与此相同）

2. 手动安装

A. 找到并下载自己需要的对应版本的whl格式文件。
（如：若本机安装是32位的python3.6，则选TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl下载；
若本机安装的是64位的python2.7，则选择TA_Lib‑0.4.17‑cp27‑cp27m‑win_amd64.whl，其他同理）

下载地址在：
lfd.uci.edu/~gohlke/pyt

B. 在命令行中（命令行的打开方式在文章最后的Tips里），进入此whl文件所在的目录，执行命令：

pip install 下载的whl文件名
如：pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl

C. 或不进入所在目录，直接执行命令：

pip install 文件所在的绝对路径+文件名
如：pip install D:\my_packages\ TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl

3. 检测安装成功

在包安装成功后，命令行界面会有“ Successfully installed TA-Lib ”的提示。

也可通过在命令行输入命令“ pip install ta-lib ”进行检测，如果出现“ Requirement already satisfied: ta-lib in …”（”…“为安装此文件的目录），即表示安装成功。

TA-Lib金融量化分析技术分析库（Technical Analysis Library）, 简介和安装指南就为大家介绍到这里，欢迎各位同学报名《呆瓜半小时入门python数据分析》，学习更多相关知识