TA-Lib学习研究笔记（一）

TA-Lib学习研究笔记（一）

1.介绍

TA-Lib，英文全称“Technical Analysis Library”,是一个用于金融量化的第三方库，涵盖了150多种交易软件中常用的技术分析指标，如RSI,KDJ,MACD, MACDEXT, MACDFIX, SAR, SAREXT, MA,SMA, T3, TEMA, TRIMA等 。
TA-Lib可分为10个函数组：

1. Overlap Studies(重叠研究)
2. Momentum Indicators(动量指标)
3. Volume Indicators(交易量指标)
4. Cycle Indicators(周期指标)
5. Price Transform(价格变换)
6. Volatility Indicators(波动率指标)
7. Pattern Recognition(模式识别)
8. Statistic Functions(统计函数)
9. Math Transform(数学变换)
10. Math Operators(数学运算)

2.指标介绍

每个函数组下都是多个指标，可以查询：

import talib as tlb
print('Version:',tlb.__version__)
print(tlb.get_function_groups())

执行结果如下：
Version: 0.4.18
{‘Cycle Indicators’: [‘HT_DCPERIOD’, ‘HT_DCPHASE’, ‘HT_PHASOR’, ‘HT_SINE’, ‘HT_TRENDMODE’], ‘Math Operators’: [‘ADD’, ‘DIV’, ‘MAX’, ‘MAXINDEX’, ‘MIN’, ‘MININDEX’, ‘MINMAX’, ‘MINMAXINDEX’, ‘MULT’, ‘SUB’, ‘SUM’], ‘Math Transform’: [‘ACOS’, ‘ASIN’, ‘ATAN’, ‘CEIL’, ‘COS’, ‘COSH’, ‘EXP’, ‘FLOOR’, ‘LN’, ‘LOG10’, ‘SIN’, ‘SINH’, ‘SQRT’, ‘TAN’, ‘TANH’], ‘Momentum Indicators’: [‘ADX’, ‘ADXR’, ‘APO’, ‘AROON’, ‘AROONOSC’, ‘BOP’, ‘CCI’, ‘CMO’, ‘DX’, ‘MACD’, ‘MACDEXT’, ‘MACDFIX’, ‘MFI’, ‘MINUS_DI’, ‘MINUS_DM’, ‘MOM’, ‘PLUS_DI’, ‘PLUS_DM’, ‘PPO’, ‘ROC’, ‘ROCP’, ‘ROCR’, ‘ROCR100’, ‘RSI’, ‘STOCH’, ‘STOCHF’, ‘STOCHRSI’, ‘TRIX’, ‘ULTOSC’, ‘WILLR’], ‘Overlap Studies’: [‘BBANDS’, ‘DEMA’, ‘EMA’, ‘HT_TRENDLINE’, ‘KAMA’, ‘MA’, ‘MAMA’, ‘MAVP’, ‘MIDPOINT’, ‘MIDPRICE’, ‘SAR’, ‘SAREXT’, ‘SMA’, ‘T3’, ‘TEMA’, ‘TRIMA’, ‘WMA’], ‘Pattern Recognition’: [‘CDL2CROWS’, ‘CDL3BLACKCROWS’, ‘CDL3INSIDE’, ‘CDL3LINESTRIKE’, ‘CDL3OUTSIDE’, ‘CDL3STARSINSOUTH’, ‘CDL3WHITESOLDIERS’, ‘CDLABANDONEDBABY’, ‘CDLADVANCEBLOCK’, ‘CDLBELTHOLD’, ‘CDLBREAKAWAY’, ‘CDLCLOSINGMARUBOZU’, ‘CDLCONCEALBABYSWALL’, ‘CDLCOUNTERATTACK’, ‘CDLDARKCLOUDCOVER’, ‘CDLDOJI’, ‘CDLDOJISTAR’, ‘CDLDRAGONFLYDOJI’, ‘CDLENGULFING’, ‘CDLEVENINGDOJISTAR’, ‘CDLEVENINGSTAR’, ‘CDLGAPSIDESIDEWHITE’, ‘CDLGRAVESTONEDOJI’, ‘CDLHAMMER’, ‘CDLHANGINGMAN’, ‘CDLHARAMI’, ‘CDLHARAMICROSS’, ‘CDLHIGHWAVE’, ‘CDLHIKKAKE’, ‘CDLHIKKAKEMOD’, ‘CDLHOMINGPIGEON’, ‘CDLIDENTICAL3CROWS’, ‘CDLINNECK’, ‘CDLINVERTEDHAMMER’, ‘CDLKICKING’, ‘CDLKICKINGBYLENGTH’, ‘CDLLADDERBOTTOM’, ‘CDLLONGLEGGEDDOJI’, ‘CDLLONGLINE’, ‘CDLMARUBOZU’, ‘CDLMATCHINGLOW’, ‘CDLMATHOLD’, ‘CDLMORNINGDOJISTAR’, ‘CDLMORNINGSTAR’, ‘CDLONNECK’, ‘CDLPIERCING’, ‘CDLRICKSHAWMAN’, ‘CDLRISEFALL3METHODS’, ‘CDLSEPARATINGLINES’, ‘CDLSHOOTINGSTAR’, ‘CDLSHORTLINE’, ‘CDLSPINNINGTOP’, ‘CDLSTALLEDPATTERN’, ‘CDLSTICKSANDWICH’, ‘CDLTAKURI’, ‘CDLTASUKIGAP’, ‘CDLTHRUSTING’, ‘CDLTRISTAR’, ‘CDLUNIQUE3RIVER’, ‘CDLUPSIDEGAP2CROWS’, ‘CDLXSIDEGAP3METHODS’], ‘Price Transform’: [‘AVGPRICE’, ‘MEDPRICE’, ‘TYPPRICE’, ‘WCLPRICE’], ‘Statistic Functions’: [‘BETA’, ‘CORREL’, ‘LINEARREG’, ‘LINEARREG_ANGLE’, ‘LINEARREG_INTERCEPT’, ‘LINEARREG_SLOPE’, ‘STDDEV’, ‘TSF’, ‘VAR’], ‘Volatility Indicators’: [‘ATR’, ‘NATR’, ‘TRANGE’], ‘Volume Indicators’: [‘AD’, ‘ADOSC’, ‘OBV’]}

3.关于版本

官网地址
可以看到3周前还在更新，当前最新的版本是0.4.29 。
测试的是用的0.4.18 ，未升级到最新版本。