在miniconda下安装talib

conda install -c quantopian ta-lib=0.4.9
在就可以装上ubuntu64位，python3.5
为避免文章内容过少，写点别的
得出标普500的各个股票的20日均线，开盘时间内会包含当日数据，所以可以考虑开盘前运行

def get_price():
    stocks = read_sp_500code()
    bars = quote_client.get_bars(stocks[0:50],period=BarPeriod.DAY,begin_time=-1, end_time=-1,right=QuoteRight.BR,limit=20)
    df=pd.DataFrame(columns=['symbol','time','open','high','low','close','volume'])
    for i in range(10):
        bars = quote_client.get_bars(stocks[i*50:i*50+50],period=BarPeriod.DAY,begin_time=-1, end_time=-1,right=QuoteRight.BR,limit=20)
        df=df.append(bars,ignore_index=True)
        #print(bars)
    bars = quote_client.get_bars(stocks[500:len(stocks)],period=BarPeriod.DAY,begin_time=-1, end_time=-1,right=QuoteRight.BR,limit=20)
    df=df.append(bars,ignore_index=True)    
    return(df)
def generate_trade_info():
    stocks = read_sp_500code()
    prices=get_price()
    ave=[]
    for i in range(len(stocks)):
        price=prices[i*20:i*20+20]['close'].values
        mai=ta.MA(price,timeperiod=20,matype=0)
        ave.append(mai[-1])
    print(ave)