TA-Lib中⽂⽂档（⼀）：快速开始TA-Lib
简介：
这是⼀个Python ⾦融指数处理库，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(close, timeperiod=5)
Abstract API Quick Start
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：
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：
from talib import abstract
sma = abstract.SMA
sma = abstract.Function('sma')
调⽤函数基本上与函数API相同：
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 .
Supported Indicators ⽀持指标
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
import talib
_functions()
_function_groups()
Function Groups
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
SMA Simple Moving Average
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRIMA Triangular Moving Average
WMA Weighted Moving Average
ADX Average Directional Movement Index
transform中文翻译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
AD Chaikin A/D Line
ADOSC Chaikin A/D Oscillator
OBV On Balance Volume
ATR Average True Range
NATR Normalized Average True Range
TRANGE True Range
AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price
HT_DCPERIOD Hilbert Transform - Dominant Cycle Period
HT_DCPHASE Hilbert Transform - Dominant Cycle Phase
HT_PHASOR Hilbert Transform - Phasor Components
HT_SINE Hilbert Transform - SineWave
HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
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 Doji Star
CDLEVENINGSTAR Evening Star
CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines CDLGRAVESTONEDOJI Gravestone Doji
CDLHAMMER Hammer
CDLHANGINGMAN Hanging Man
CDLHARAMI Harami Pattern
CDLHARAMICROSS Harami Cross Pattern
CDLHIGHWAVE High-Wave Candle
CDLHIKKAKE Hikkake Pattern
CDLHIKKAKEMOD Modified Hikkake Pattern
CDLHOMINGPIGEON Homing Pigeon
CDLIDENTICAL3CROWS Identical Three Crows
CDLINNECK In-Neck Pattern
CDLINVERTEDHAMMER Inverted Hammer
CDLKICKING Kicking
CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu CDLLADDERBOTTOM Ladder Bottom
CDLLONGLEGGEDDOJI Long Legged Doji
CDLLONGLINE Long Line Candle
CDLMARUBOZU Marubozu
CDLMATCHINGLOW Matching Low
CDLMATHOLD Mat Hold
CDLMORNINGDOJISTAR Morning Doji Star CDLMORNINGSTAR Morning Star
CDLONNECK On-Neck Pattern
CDLPIERCING Piercing Pattern
CDLRICKSHAWMAN Rickshaw Man
CDLRISEFALL3METHODS Rising/Falling Three Methods CDLSEPARATINGLINES Separating Lines CDLSHOOTINGSTAR Shooting Star
CDLSHORTLINE Short Line Candle
CDLSPINNINGTOP Spinning Top CDLSTALLEDPATTERN Stalled Pattern CDLSTICKSANDWICH Stick Sandwich
CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow) CDLTASUKIGAP Tasuki Gap
CDLTHRUSTING Thrusting Pattern
CDLTRISTAR Tristar Pattern
CDLUNIQUE3RIVER Unique 3 River
CDLUPSIDEGAP2CROWS Upside Gap Two Crows CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods BETA Beta
CORREL Pearson's Correlation Coefficient (r) LINEARREG Linear Regression
LINEARREG_ANGLE Linear Regression Angle
LINEARREG_INTERCEPT Linear Regression Intercept LINEARREG_SLOPE Linear Regression Slope
STDDEV Standard Deviation
TSF Time Series Forecast
VAR Variance
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