TA-Lib : Technical Analysis Library

# TA-Lib # 简介： Talib一直缺乏有效的中文文档，自己又有空闲时间，且在研究量化对冲系统，就发点时间，做一下翻译。 原文地址： [TA-LIB document](https://mrjbq7.github.io/ta-lib/) 翻译地址： 这是一个Python 金融指数处理库[TA-LIB](http://ta-lib.org)，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150多个指标,包括：ADX, MACD, RSI, Stochastic, Bollinger Bands, 等. > * K线形态识别 > * 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-Lib，函数接口提供了一个暴露TA-Lib指标的轻量级封装。 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： ```python 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: ```python output = talib.SMA(close) ``` 计算布林线，三指数移动平均： ```python 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： ```python output = talib.MOM(close, timeperiod=5) ``` ## Abstract API Quick Start 抽象 API 快速入门 If you're already familiar with using the function API, you should feel right at home using the abstract API. Every function takes the same input, passed as a dictionary of Numpy arrays: 如果您已经熟悉使用函数API，那么您就应该精通使用抽象API。 每个函数有相同的输入，作为一个字典通过NumPy数组： ```python import numpy as np # note that all ndarrays must be the same length! inputs = { 'open': np.random.random(100), 'high': np.random.random(100), 'low': np.random.random(100), 'close': np.random.random(100), 'volume': np.random.random(100) } ``` 函数可以直接导入，也可以用名称实例化： ```python from talib import abstract sma = abstract.SMA sma = abstract.Function('sma') ``` 调用函数基本上与函数API相同： ```python from talib.abstract import * output = SMA(input_arrays, timeperiod=25) # SMA均线价格计算收盘价 output = SMA(input_arrays, timeperiod=25, price='open') # SMA均线价格计算收盘价 upper, middle, lower = BBANDS(input_arrays, 20, 2, 2) slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0) # uses high, low, close by default slowk, slowd = STOCH(input_arrays, 5, 3, 0, 3, 0, prices=['high', 'low', 'open']) ``` 了解更多高级使用TA库 [here](). ## Supported Indicators 支持的指标 We can show all the TA functions supported by TA-Lib, either as a ``list`` or as a ``dict`` sorted by group (e.g. "Overlap Studies", "Momentum Indicators", etc): 我们可以显示Ta lib的所有TA函数,返回一个 ``list`` 或者 ``dict`` ```python import talib print talib.get_functions() print talib.get_function_groups() ``` ### Function Groups * [Overlap Studies 重叠研究](func_groups/overlap_studies.md) * [Momentum Indicators 动量指标](func_groups/momentum_indicators.md) * [Volume Indicators 成交量指标](func_groups/volume_indicators.md) * [Volatility Indicators 波动性指标](func_groups/volatility_indicators.md) * [Price Transform 价格指标](func_groups/price_transform.md) * [Cycle Indicators 周期指标](func_groups/cycle_indicators.md) * [Pattern Recognition 形态识别](func_groups/pattern_recognition.md) * [Statistic Functions 统计函数](func_groups/statistic_functions.md) * [Math Transform 数学变换](func_groups/math_transform.md) * [Math Operators 数学运算符](func_groups/math_operators.md) #### [Overlap Studies](func_groups/overlap_studies.md) ``` BBANDS Bollinger Bands #布林带 DEMA Double Exponential Moving Average #双指数移动平均线 EMA Exponential Moving Average #指数滑动平均 HT_TRENDLINE Hilbert Transform - Instantaneous Trendline #希尔伯特变换瞬时趋势 KAMA Kaufman Adaptive Moving Average #卡玛考夫曼自适应移动平均 MA Moving average #均线 MAMA MESA Adaptive Moving Average #自适应移动平均 MAVP Moving average with variable period #变周期移动平均 MIDPOINT MidPoint over period #在周期的中点 MIDPRICE Midpoint Price over period #中间时段价格 SAR Parabolic SAR #抛物线转向指标 SAREXT Parabolic SAR - Extended #抛物线转向指标 - 扩展 SMA Simple Moving Average# 简单移动平均线 T3 Triple Exponential Moving Average (T3) TEMA Triple Exponential Moving Average#三次指数移动平均 TRIMA Triangular Moving Average# 三角形移动平均 WMA Weighted Moving Average#加权移动平均线 ``` #### [Momentum Indicators](func_groups/momentum_indicators.md) ``` 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 ``` #### [Volume Indicators](func_groups/volume_indicators.html) ``` AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume ``` #### [Volatility Indicators](func_groups/volatility_indicators.html) ``` ATR Average True Range NATR Normalized Average True Range TRANGE True Range ``` #### [Price Transform](func_groups/price_transform.html) ``` AVGPRICE Average Price MEDPRICE