TA-Lib：修订间差异
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{| class="wikitable sortable" style="width: 100%; | {| class="wikitable sortable" style="width: 100%; | ||
! 函数名 | ! 函数名 | ||
! 描述 | ! 描述 | ||
! 代码 | ! 代码 | ||
|- | |- | ||
| [[MA]] | | '''[[MA]]'''</code> <br \>Moving average | ||
| 移动平均线<br \>按照计算方法可分多种，一般指简单移动平均（SMA）。<br \> 参数：<br \>matype：默认0（简单移动平均），0=SMA，1=EMA，2=WMA，3=DEMA，4=TEMA，5=TRIMA，6=KAMA，7=MAMA，8=T3 | |||
| 移动平均线 | |||
| MA(close, timeperiod=30, matype=0) | | MA(close, timeperiod=30, matype=0) | ||
|- | |- | ||
| SMA | | '''SMA''' <br \>Simple Moving Average | ||
| 简单移动平均 | |||
| 简单移动平均 | |||
| SMA(close, timeperiod=30) | | SMA(close, timeperiod=30) | ||
|- | |- | ||
| [[EMA]] | | '''[[EMA]]''' <br \>Exponential Moving Average | ||
| 指数移动平均<br \>是以指数式递减加权的移动平均。 | |||
| 指数移动平均 | |||
| EMA(close, timeperiod=30) | | EMA(close, timeperiod=30) | ||
|- | |||
| '''WMA''' <br \>Weighted Moving Average | |||
| | |||
|WMA(close, timeperiod=30) | |||
|- | |||
| '''DEMA'''<br \>Double Exponential Moving Average | |||
| | |||
| DEMA(close, timeperiod=30) | |||
|- | |||
| '''TEMA''' <br \>Triple Exponential Moving Average | |||
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| TEMA(close, timeperiod=30) | |||
|- | |||
| '''TRIMA''' <br \>Triangular Moving Average | |||
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| TRIMA(close, timeperiod=30) | |||
|- | |||
| '''KAMA'''<br \>Kaufman Adaptive Moving Average | |||
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| KAMA(close, timeperiod=30) | |||
|- | |||
| '''MAMA'''<br \>MESA Adaptive Moving Average | |||
| | |||
| mama, fama = MAMA(close, fastlimit=0, slowlimit=0) | |||
|- | |||
| '''T3'''<br \>Triple Exponential Moving Average (T3) | |||
| | |||
| T3(close, timeperiod=5, vfactor=0) | |||
|- | |||
| '''BBANDS'''<br \>Bollinger Bands | |||
| | |||
| upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0) | |||
|- | |||
| '''HT_TRENDLINE'''<br \>Hilbert Transform | |||
| | |||
| HT_TRENDLINE(close) | |||
|- | |||
| '''MAVP'''<br \>Moving average with variable period | |||
| | |||
| MAVP(close, periods, minperiod=2, maxperiod=30, matype=0) | |||
|- | |||
| '''MIDPOINT'''<br \>MidPoint over period | |||
| | |||
| MIDPOINT(close, timeperiod=14) | |||
|- | |||
| '''MIDPRICE'''<br \>Midpoint Price over period | |||
| | |||
| MIDPRICE(high, low, timeperiod=14) | |||
|- | |||
| '''[[SAR]]'''<br \>Parabolic SAR | |||
| | |||
| SAR(high, low, acceleration=0, maximum=0) | |||
|- | |||
| '''SAREXT'''<br \>Parabolic SAR | |||
| | |||
| SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0) | |||
|} | |} | ||
{{了解更多 | {{了解更多 | ||
|[https://mrjbq7.github.io/ta-lib/func_groups/overlap_studies.html mrjbq7/ta-lib 文档：Overlap Studies] | |[https://mrjbq7.github.io/ta-lib/func_groups/overlap_studies.html mrjbq7/ta-lib 文档：Overlap Studies] | ||
2021年1月22日 (五) 16:54的版本
TA-Lib（Technical Analysis Library）是一个多平台的技术分析库，多种编程语言的开源API，包括C/C++、Java、Perl、Python版等。包含200多个技术指标，如ADX、MACD、RSI、布林带等，还支持烛台模式识别。Ta-Lib使用BSD许可，允许将它集成到您自己的开源或商业应用程序中。
TA-Lib的Python版本是使用 SWIG 封装C/C++版本的API，难安装，速度稍慢。开源项目mrjbq7/ta-lib使用Cython和Numpy封装TA-Lib的C/C++版，速度比TA-Lib的Python版快，所以在Python中一般使用该版本。
简介
时间轴
安装
使用pip安装
mrjbq7/ta-lib有发布在PyPI上，可以使用pip安装：
pip install TA-Lib
了解更多 >> mrjbq7/ta-lib：安装
故障排除
了解更多 >> mrjbq7/ta-lib：故障排除
函数
Overlap Studies 重叠指标
| 函数名 | 描述 | 代码 |
|---|---|---|
| MA Moving average |
移动平均线 按照计算方法可分多种，一般指简单移动平均（SMA）。 参数： matype：默认0（简单移动平均），0=SMA，1=EMA，2=WMA，3=DEMA，4=TEMA，5=TRIMA，6=KAMA，7=MAMA，8=T3 |
MA(close, timeperiod=30, matype=0) |
| SMA Simple Moving Average |
简单移动平均 | SMA(close, timeperiod=30) |
| EMA Exponential Moving Average |
指数移动平均 是以指数式递减加权的移动平均。 |
EMA(close, timeperiod=30) |
| WMA Weighted Moving Average |
WMA(close, timeperiod=30) | |
| DEMA Double Exponential Moving Average |
DEMA(close, timeperiod=30) | |
| TEMA Triple Exponential Moving Average |
TEMA(close, timeperiod=30) | |
| TRIMA Triangular Moving Average |
TRIMA(close, timeperiod=30) | |
| KAMA Kaufman Adaptive Moving Average |
KAMA(close, timeperiod=30) | |
| MAMA MESA Adaptive Moving Average |
mama, fama = MAMA(close, fastlimit=0, slowlimit=0) | |
| T3 Triple Exponential Moving Average (T3) |
T3(close, timeperiod=5, vfactor=0) | |
| BBANDS Bollinger Bands |
upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0) | |
| HT_TRENDLINE Hilbert Transform |
HT_TRENDLINE(close) | |
| MAVP Moving average with variable period |
MAVP(close, periods, minperiod=2, maxperiod=30, matype=0) | |
| MIDPOINT MidPoint over period |
MIDPOINT(close, timeperiod=14) | |
| MIDPRICE Midpoint Price over period |
MIDPRICE(high, low, timeperiod=14) | |
| SAR Parabolic SAR |
SAR(high, low, acceleration=0, maximum=0) | |
| SAREXT Parabolic SAR |
SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0) |