TA-Lib
简介:
这是一个Python 金融指数处理库TA-LIB,他是基于 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广泛应用与交易软件,和金融市场数据进行技术分析。
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+的数据指标:ADX, MACD, RSI, Stochastic, Bollinger Bands, etc.
K线趋势识别
完全开源,支持 C/C++, Java, Perl, Python and 100% Managed .NET
安装TA-Lib
案例(快速开始)
Similar to TA-Lib, the function interface provides a lightweight wrapper of
the exposed TA-Lib indicators.
类似于TA库,对函数接口进行了一个轻量级的封装,用于公开的ta-lib的指标。
Each function returns an output array and have default values for their
parameters, unless specified as keyword arguments. Typically, these functions
will have an initial “lookback” period (a required number of observations
before an output is generated) set to NaN.
每个函数都默认需要输入数组,并为它们提供默认值。
参数,除非指定为关键字参数。通常,这些函数
会有一个初步的“lookback”时期(观测所需数量
在生成一个输出之前),设置为“NaN”。
All of the following examples use the function API:
所有的API函数的使用,都需引入库文件:
import numpy
import talib
close = numpy.random.random(100)
计算收盘价的一个简单移动平均数SMA:
output = talib.SMA(close)
计算布林线,三指数移动平均:
from talib import MA_Type
upper, middle, lower = talib.BBANDS(close, matype=MA_Type.T3)
计算收盘价的动量,时间为5:
output = talib.MOM