股票、期货、数字货币技术指标库TA-Lib

1. 安装

TA-Lib依赖numpy包，推荐提前安装wheel包。

MacOS
pip安装

brew install ta-lib # 必须用brew安装ta-lib运行库

pip install wheel
pip install matplotlib
pip install numpy
pip install pandas
pip install pymysql
pip install TA-Lib

运行结果：

username$ brew install ta-lib
HOMEBREW_BREW_GIT_REMOTE set: using https://mirrors.ustc.edu.cn/brew.git for Homebrew/brew Git remote.
HOMEBREW_CORE_GIT_REMOTE set: using https://mirrors.ustc.edu.cn/homebrew-core.git for Homebrew/brew Git remote.
Updating Homebrew...
==> Downloading https://mirrors.ustc.edu.cn/homebrew-bottles/bottles/ta-lib-0.4.0.big_sur.bottle.1.tar.gz
######################################################################## 100.0%
==> Pouring ta-lib-0.4.0.big_sur.bottle.1.tar.gz
🍺  /usr/local/Cellar/ta-lib/0.4.0: 15 files, 2.4MB

username$ pip install numpy
Looking in indexes: https://mirrors.ustc.edu.cn/pypi/web/simple
Collecting numpy
  Using cached https://mirrors.bfsu.edu.cn/pypi/web/packages/e1/c5/65b2f257a154c7fabc1895b435e7863a1f0bb1769d3c28f1500976e090ee/numpy-1.19.5-cp39-cp39-macosx_10_9_x86_64.whl (15.6 MB)
Installing collected packages: numpy
Successfully installed numpy-1.19.5

username$ pip install wheel
Looking in indexes: https://mirrors.ustc.edu.cn/pypi/web/simple
Requirement already satisfied: wheel in /Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages (0.36.2)

username$ pip install TA-Lib
Looking in indexes: https://mirrors.ustc.edu.cn/pypi/web/simple
Collecting TA-Lib
  Using cached TA_Lib-0.4.19-cp39-cp39-macosx_10_9_universal2.whl
Requirement already satisfied: numpy in /Library/Frameworks/Python.framework/Versions/3.9/lib/python3.9/site-packages (from TA-Lib) (1.19.5)
Installing collected packages: TA-Lib
Successfully installed TA-Lib-0.4.19

username$ pip freeze
numpy==1.19.5
TA-Lib==0.4.19

conda安装
不用brew安装ta-lib运行库。

conda install -c conda-forge TA-Lib

2. 使用

2.1 导入库

import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import pymysql as pms
import talib as tl

2.2 函数列表(字母顺序排列)

Function	Description
AD	Chaikin A/D Line
ADOSC	Chaikin A/D Oscillator
ADX	Average Directional Movement Index
ADXR	Average Directional Movement Index Rating
APO	Absolute Price Oscillator
AROON	Aroon
AROONOSC	Aroon Oscillator
ATR	Average True Range
AVGPRICE	Average Price
BBANDS	Bollinger Bands
BETA	Beta
BOP	Balance Of Power
CCI	Commodity Channel Index
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