TA-Lib：修订间差异

（创建页面，内容为“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、Pytho…”）
 
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==函数==
==函数==
===Overlap Studies 重叠指标===
{| class="wikitable sortable"  style="width: 100%;
! 函数名
! 描述
! 代码
|-
| '''[[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
| MA(close, timeperiod=30, matype=0)
|-
| '''SMA''' <br \>Simple Moving Average
| 简单移动平均
| SMA(close, timeperiod=30)
|-
| '''[[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。
| 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
|
| TEMA(close, timeperiod=30)
|-
| '''TRIMA''' <br \>Triangular Moving Average
|
| TRIMA(close, timeperiod=30)
|-
| '''KAMA'''<br \>Kaufman Adaptive Moving Average
|
| 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
|[https://mrjbq7.github.io/ta-lib/func_groups/overlap_studies.html mrjbq7/ta-lib 文档：Overlap Studies]
|[https://github.com/mrjbq7/ta-lib/blob/master/talib/_common.pxi mrjbq7/ta-lib GitHub： ta-lib/talib/_common.pxi]}}
=== Momentum Indicator 动量指标 ===
{| class="wikitable sortable"  style="width: 100%;"
! 函数名
! 描述
! 代码
|-
| '''ADX'''<br />Average Directional Movement Index
|
| ADX(high, low, close, timeperiod=14)
|-
| '''ADXR'''<br />Average Directional Movement Index Rating
|
| ADXR(high, low, close, timeperiod=14)
|-
| '''APO'''<br />Absolute Price Oscillator
|
| APO(close, fastperiod=12, slowperiod=26, matype=0)
|-
| '''AROON'''<br />Aroon
|
| oondown, aroonup = AROON(high, low, timeperiod=14)
|-
| '''AROONOSC'''<br />Aroon Oscillator
|
| AROONOSC(high, low, timeperiod=14)
|-
| '''BOP'''<br />Balance Of Power
|
| BOP(open, high, low, close)
|-
| '''CCI'''<br />Commodity Channel Index
|
| CCI(high, low, close, timeperiod=14)
|-
| '''CMO'''<br />Chande Momentum Oscillator
|
| CMO(close, timeperiod=14)
|-
| '''DX'''<br />Directional Movement Index
|
| DX(high, low, close, timeperiod=14)
|-
| '''MACD'''<br />Moving Average Convergence/Divergence
|
| macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
|-
| '''MACDEXT'''<br />MACD with controllable MA type
|
| macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
|-
| '''MACDFIX'''<br />Moving Average Convergence/Divergence Fix 12/26
|
| macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
|-
| '''MFI'''<br />Money Flow Index
|
| MFI(high, low, close, volume, timeperiod=14)
|-
| '''MINUS_DI'''<br />Minus Directional Indicator
|
| MINUS_DI(high, low, close, timeperiod=14)
|-
| '''MINUS_DM'''<br />Minus Directional Movement
|
| MINUS_DM(high, low, timeperiod=14)
|-
| '''MOM'''<br />Momentum
|
| MOM(close, timeperiod=10)
|-
| '''PLUS_DI'''<br />Plus Directional Indicator
|
| PLUS_DI(high, low, close, timeperiod=14)
|-
| '''PLUS_DM'''<br />Plus Directional Movement
|
| PLUS_DM(high, low, timeperiod=14)
|-
| '''PPO'''<br />Percentage Price Oscillator
|
| PPO(close, fastperiod=12, slowperiod=26, matype=0)
|-
| '''ROC'''<br />Rate of change : ((price/prevPrice)
|
| ROC(close, timeperiod=10)
|-
| '''ROCP'''<br />Rate of change Percentage: (price
|
| ROCP(close, timeperiod=10)
|-
| '''ROCR'''<br />Rate of change ratio: (price/prevPrice)
|
| ROCR(close, timeperiod=10)
|-
| '''ROCR100'''<br />Rate of change ratio 100 scale: (price/prevPrice)*100
|
| ROCR100(close, timeperiod=10)
|-
| '''RSI'''<br />Relative Strength Index
|
| RSI(close, timeperiod=14)
|-
| '''STOCH'''<br />Stochastic
|
| slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
|-
| '''STOCHF'''<br />Stochastic Fast
|
| fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
|-
| '''STOCHRSI'''<br />Stochastic Relative Strength Index
|
| fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
|-
| '''TRIX'''<br />1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
|
| TRIX(close, timeperiod=30)
|-
| '''ULTOSC'''<br />Ultimate Oscillator
|
| ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
|-
| '''WILLR'''<br />Williams' %R
|
| WILLR(high, low, close, timeperiod=14)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/momentum_indicators.html mrjbq7/ta-lib 文档：Momentum Indicator Functions]}}
===Volume Indicators===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''AD'''<br />Chaikin A/D Line
|
| AD(high, low, close, volume)
|-
| '''ADOSC'''<br />Chaikin A/D Oscillator
|
| ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
|-
| '''OBV'''<br />On Balance Volume
|
| OBV(close, volume)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/volume_indicators.html mrjbq7/ta-lib 文档：Volume Indicators]}}
===Volatility Indicators===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''ATR'''<br />Average True Range
|
| ATR(high, low, close, timeperiod=14)
|-
| '''NATR'''<br />Normalized Average True Range
|
| NATR(high, low, close, timeperiod=14)
|-
| '''TRANGE'''<br />True Range
|
| TRANGE(high, low, close)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/volatility_indicators.html mrjbq7/ta-lib 文档：Volatility Indicators]}}
===Price Transform===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''AVGPRICE'''<br />Average Price
|
| AVGPRICE(open, high, low, close)
|-
| '''MEDPRICE'''<br />Median Price
|
| MEDPRICE(high, low)
|-
| '''TYPPRICE'''<br />Typical Price
|
| TYPPRICE(high, low, close)
|-
| '''WCLPRICE'''<br />Weighted Close Price
|
| WCLPRICE(high, low, close)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/price_transform.html mrjbq7/ta-lib 文档：Price Transform]}}
===Cycle Indicators===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''HT_DCPERIOD'''<br />Hilbert Transform - Dominant Cycle Period
|
| HT_DCPERIOD(close)
|-
| '''HT_DCPHASE'''<br />Hilbert Transform - Dominant Cycle Phase
|
| HT_DCPHASE(close)
|-
| '''HT_PHASOR'''<br />Hilbert Transform - Phasor Components
|
| inphase, quadrature = HT_PHASOR(close)
|-
| '''HT_SINE'''<br />Hilbert Transform - SineWave
|
| sine, leadsine = HT_SINE(close)
|-
| '''HT_TRENDMODE'''<br />Hilbert Transform - Trend vs Cycle Mode
|
|HT_TRENDMODE(close)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/cycle_indicators.html mrjbq7/ta-lib 文档：Cycle Indicators]}}
===Pattern Recognition===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''CDL2CROWS'''<br />Two Crows
|
|CDL2CROWS(open, high, low, close)
|-
| '''CDL3BLACKCROWS'''<br />Three Black Crows
|
|CDL3BLACKCROWS(open, high, low, close)
|-
| '''CDL3INSIDE'''<br />Three Inside Up/Down
|
|CDL3INSIDE(open, high, low, close)
|-
| '''CDL3LINESTRIKE'''<br />Three-Line Strike
|
|CDL3LINESTRIKE(open, high, low, close)
|-
| '''CDL3OUTSIDE'''<br />Three Outside Up/Down
|
|CDL3OUTSIDE(open, high, low, close)
|-
| '''CDL3STARSINSOUTH'''<br />Three Stars In The South
|
|CDL3STARSINSOUTH(open, high, low, close)
|-
| '''CDL3WHITESOLDIERS'''<br />Three Advancing White Soldiers
|
|CDL3WHITESOLDIERS(open, high, low, close)
|-
| '''CDLABANDONEDBABY'''<br />Abandoned Baby
|
|CDLABANDONEDBABY(open, high, low, close, penetration=0)
|-
| '''CDLADVANCEBLOCK'''<br />Advance Block
|
|CDLADVANCEBLOCK(open, high, low, close)
|-
| '''CDLBELTHOLD'''<br />Belt-hold
|
|CDLBELTHOLD(open, high, low, close)
|-
| '''CDLBREAKAWAY'''<br />Breakaway
|
|CDLBREAKAWAY(open, high, low, close)
|-
| '''CDLCLOSINGMARUBOZU'''<br />Closing Marubozu
|
|CDLCLOSINGMARUBOZU(open, high, low, close)
|-
| '''CDLCONCEALBABYSWALL'''<br />Concealing Baby Swallow
|
|CDLCONCEALBABYSWALL(open, high, low, close)
|-
| '''CDLCOUNTERATTACK'''<br />Counterattack
|
|CDLCOUNTERATTACK(open, high, low, close)
|-
| '''CDLDARKCLOUDCOVER'''<br />Dark Cloud Cover
|
|CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
|-
| '''CDLDOJI'''<br />Doji
|
|CDLDOJI(open, high, low, close)
|-
| '''CDLDOJISTAR'''<br />Doji Star
|
|CDLDOJISTAR(open, high, low, close)
|-
| '''CDLDRAGONFLYDOJI'''<br />Dragonfly Doji
|
|CDLDRAGONFLYDOJI(open, high, low, close)
|-
| '''CDLENGULFING'''<br />Engulfing Pattern
|
|CDLENGULFING(open, high, low, close)
|-
| '''CDLEVENINGDOJISTAR'''<br />Evening Doji Star
|
|CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
|-
| '''CDLEVENINGSTAR'''<br />Evening Star
|
|CDLEVENINGSTAR(open, high, low, close, penetration=0)
|-
| '''CDLGAPSIDESIDEWHITE'''<br />Up/Down-gap side-by-side white lines
|
|CDLGAPSIDESIDEWHITE(open, high, low, close)
|-
| '''CDLGRAVESTONEDOJI'''<br />Gravestone Doji
|
|CDLGRAVESTONEDOJI(open, high, low, close)
|-
| '''CDLHAMMER'''<br />Hammer
|
|CDLHAMMER(open, high, low, close)
|-
| '''CDLHANGINGMAN'''<br />Hanging Man
|
|CDLHANGINGMAN(open, high, low, close)
|-
| '''CDLHARAMI'''<br />Harami Pattern
|
|CDLHARAMI(open, high, low, close)
|-
| '''CDLHARAMICROSS'''<br />Harami Cross Pattern
|
|CDLHARAMICROSS(open, high, low, close)
|-
| '''CDLHIGHWAVE'''<br />High-Wave Candle
|
|CDLHIGHWAVE(open, high, low, close)
|-
| '''CDLHIKKAKE'''<br />Hikkake Pattern
|
|CDLHIKKAKE(open, high, low, close)
|-
| '''CDLHIKKAKEMOD'''<br />Modified Hikkake Pattern
|
|CDLHIKKAKEMOD(open, high, low, close)
|-
| '''CDLHOMINGPIGEON'''<br />Homing Pigeon
|
|CDLHOMINGPIGEON(open, high, low, close)
|-
| '''CDLIDENTICAL3CROWS'''<br />Identical Three Crows
|
|CDLIDENTICAL3CROWS(open, high, low, close)
|-
| '''CDLINNECK'''<br />In-Neck Pattern
|
|CDLINNECK(open, high, low, close)
|-
| '''CDLINVERTEDHAMMER'''<br />Inverted Hammer
|
|CDLINVERTEDHAMMER(open, high, low, close)
|-
| '''CDLKICKING'''<br />Kicking
|
|CDLKICKING(open, high, low, close)
|-
| '''CDLKICKINGBYLENGTH'''<br />Kicking - bull/bear determined by the longer marubozu
|
|CDLKICKINGBYLENGTH(open, high, low, close)
|-
| '''CDLLADDERBOTTOM'''<br />Ladder Bottom
|
|CDLLADDERBOTTOM(open, high, low, close)
|-
| '''CDLLONGLEGGEDDOJI'''<br />Long Legged Doji
|
|CDLLONGLEGGEDDOJI(open, high, low, close)
|-
| '''CDLLONGLINE'''<br />Long Line Candle
|
|CDLLONGLINE(open, high, low, close)
|-
| '''CDLMARUBOZU'''<br />Marubozu
|
|CDLMARUBOZU(open, high, low, close)
|-
| '''CDLMATCHINGLOW'''<br />Matching Low
|
|CDLMATCHINGLOW(open, high, low, close)
|-
| '''CDLMATHOLD'''<br />Mat Hold
|
|CDLMATHOLD(open, high, low, close, penetration=0)
|-
| '''CDLMORNINGDOJISTAR'''<br />Morning Doji Star
|
|CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
|-
| '''CDLMORNINGSTAR'''<br />Morning Star
|
|CDLMORNINGSTAR(open, high, low, close, penetration=0)
|-
| '''CDLONNECK'''<br />On-Neck Pattern
|
|CDLONNECK(open, high, low, close)
|-
| '''CDLPIERCING'''<br />Piercing Pattern
|
|CDLPIERCING(open, high, low, close)
|-
| '''CDLRICKSHAWMAN'''<br />Rickshaw Man
|
|CDLRICKSHAWMAN(open, high, low, close)
|-
| '''CDLRISEFALL3METHODS'''<br />Rising/Falling Three Methods
|
|CDLRISEFALL3METHODS(open, high, low, close)
|-
| '''CDLSEPARATINGLINES'''<br />Separating Lines
|
|CDLSEPARATINGLINES(open, high, low, close)
|-
| '''CDLSHOOTINGSTAR'''<br />Shooting Star
|
|CDLSHOOTINGSTAR(open, high, low, close)
|-
| '''CDLSHORTLINE'''<br />Short Line Candle
|
|CDLSHORTLINE(open, high, low, close)
|-
| '''CDLSPINNINGTOP'''<br />Spinning Top
|
|CDLSPINNINGTOP(open, high, low, close)
|-
| '''CDLSTALLEDPATTERN'''<br />Stalled Pattern
|
|CDLSTALLEDPATTERN(open, high, low, close)
|-
| '''CDLSTICKSANDWICH'''<br />Stick Sandwich
|
|CDLSTICKSANDWICH(open, high, low, close)
|-
| '''CDLTAKURI'''<br />Takuri (Dragonfly Doji with very long lower shadow)
|
|CDLTAKURI(open, high, low, close)
|-
| '''CDLTASUKIGAP'''<br />Tasuki Gap
|
|CDLTASUKIGAP(open, high, low, close)
|-
| '''CDLTHRUSTING'''<br />Thrusting Pattern
|
|CDLTHRUSTING(open, high, low, close)
|-
| '''CDLTRISTAR'''<br />Tristar Pattern
|
|CDLTRISTAR(open, high, low, close)
|-
| '''CDLUNIQUE3RIVER'''<br />Unique 3 River
|
|CDLUNIQUE3RIVER(open, high, low, close)
|-
| '''CDLUPSIDEGAP2CROWS'''<br />Upside Gap Two Crows
|
|CDLUPSIDEGAP2CROWS(open, high, low, close)
|-
| '''CDLXSIDEGAP3METHODS'''<br />Upside/Downside Gap Three Methods
|
|CDLXSIDEGAP3METHODS(open, high, low, close)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/pattern_recognition.html mrjbq7/ta-lib 文档：Pattern Recognition]}}
===Statistic Functions===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''BETA'''<br />Beta
|
| BETA(high, low, timeperiod=5)
|-
| '''CORREL'''<br />Pearson's Correlation Coefficient (r)
|
| CORREL(high, low, timeperiod=30)
|-
| '''LINEARREG'''<br />Linear Regression
|
| LINEARREG(close, timeperiod=14)
|-
| '''LINEARREG_ANGLE'''<br />Linear Regression Angle
|
| LINEARREG_ANGLE(close, timeperiod=14)
|-
| '''LINEARREG_INTERCEPT'''<br />Linear Regression Intercept
|
| LINEARREG_INTERCEPT(close, timeperiod=14)
|-
| '''LINEARREG_SLOPE'''<br />Linear Regression Slope
|
| LINEARREG_SLOPE(close, timeperiod=14)
|-
| '''STDDEV'''<br />Standard Deviation
|
| STDDEV(close, timeperiod=5, nbdev=1)
|-
| '''TSF'''<br />Time Series Forecast
|
| TSF(close, timeperiod=14)
|-
| '''VAR'''<br />Variance
|
| VAR(close, timeperiod=5, nbdev=1)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/statistic_functions.html mrjbq7/ta-lib 文档：Statistic Functions]}}
===Math Transform===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''ACOS'''<br />Vector Trigonometric ACos
|
| ACOS(close)
|-
| '''ASIN'''<br />Vector Trigonometric ASin
|
| ASIN(close)
|-
| '''ATAN'''<br />Vector Trigonometric ATan
|
| ATAN(close)
|-
| '''CEIL'''<br />Vector Ceil
|
| CEIL(close)
|-
| '''COS'''<br />Vector Trigonometric Cos
|
| COS(close)
|-
| '''COSH'''<br />Vector Trigonometric Cosh
|
| COSH(close)
|-
| '''EXP'''<br />Vector Arithmetic Exp
|
| EXP(close)
|-
| '''FLOOR'''<br />Vector Floor
|
| FLOOR(close)
|-
| '''LN'''<br />Vector Log Natural
|
| LN(close)
|-
| '''LOG10'''<br />Vector Log10
|
| LOG10(close)
|-
| '''SIN'''<br />Vector Trigonometric Sin
|
| SIN(close)
|-
| '''SINH'''<br />Vector Trigonometric Sinh
|
| SINH(close)
|-
| '''SQRT'''<br />Vector Square Root
|
| SQRT(close)
|-
| '''TAN'''<br />Vector Trigonometric Tan
|
| TAN(close)
|-
| '''TANH'''<br />Vector Trigonometric Tanh
|
| TANH(close)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/math_transform.html mrjbq7/ta-lib 文档：Math Transform]}}
===Math Operators===
{| class="wikitable sortable"  style="width: 100%;
!函数名
!描述
!代码
|-
| '''ADD'''<br />Vector Arithmetic Add
|
| ADD(high, low)
|-
| '''DIV'''<br />Vector Arithmetic Div
|
| DIV(high, low)
|-
| '''MAX'''<br />Highest value over a specified period
|
| MAX(close, timeperiod=30)
|-
| '''MAXINDEX'''<br />Index of highest value over a specified period
|
|MAXINDEX(close, timeperiod=30)
|-
| '''MIN'''<br />Lowest value over a specified period
|
| MIN(close, timeperiod=30)
|-
| '''MININDEX'''<br />Index of lowest value over a specified period
|
|MININDEX(close, timeperiod=30)
|-
| '''MINMAX'''<br />Lowest and highest values over a specified period
|
| min, max = MINMAX(close, timeperiod=30)
|-
| '''MINMAXINDEX'''<br />Indexes of lowest and highest values over a specified period
|
| minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
|-
| '''MULT'''<br />Vector Arithmetic Mult
|
| MULT(high, low)
|-
| '''SUB'''<br />Vector Arithmetic Substraction
|
| SUB(high, low)
|-
| '''SUM'''<br />Summation
|
| SUM(close, timeperiod=30)
|}
{{了解更多
|[https://mrjbq7.github.io/ta-lib/func_groups/math_operators.html mrjbq7/ta-lib 文档：Math Operators]}}


==资源==
==资源==

2021年1月22日 (五) 18:23的最新版本

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)

了解更多 >> mrjbq7/ta-lib 文档：Overlap Studies mrjbq7/ta-lib GitHub： ta-lib/talib/_common.pxi


Momentum Indicator 动量指标

函数名 描述 代码
ADX
Average Directional Movement Index 		ADX(high, low, close, timeperiod=14)
ADXR
Average Directional Movement Index Rating 		ADXR(high, low, close, timeperiod=14)
APO
Absolute Price Oscillator 		APO(close, fastperiod=12, slowperiod=26, matype=0)
AROON
Aroon 		oondown, aroonup = AROON(high, low, timeperiod=14)
AROONOSC
Aroon Oscillator 		AROONOSC(high, low, timeperiod=14)
BOP
Balance Of Power 		BOP(open, high, low, close)
CCI
Commodity Channel Index 		CCI(high, low, close, timeperiod=14)
CMO
Chande Momentum Oscillator 		CMO(close, timeperiod=14)
DX
Directional Movement Index 		DX(high, low, close, timeperiod=14)
MACD
Moving Average Convergence/Divergence 		macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
MACDEXT
MACD with controllable MA type 		macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
MACDFIX
Moving Average Convergence/Divergence Fix 12/26 		macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI
Money Flow Index 		MFI(high, low, close, volume, timeperiod=14)
MINUS_DI
Minus Directional Indicator 		MINUS_DI(high, low, close, timeperiod=14)
MINUS_DM
Minus Directional Movement 		MINUS_DM(high, low, timeperiod=14)
MOM
Momentum 		MOM(close, timeperiod=10)
PLUS_DI
Plus Directional Indicator 		PLUS_DI(high, low, close, timeperiod=14)
PLUS_DM
Plus Directional Movement 		PLUS_DM(high, low, timeperiod=14)
PPO
Percentage Price Oscillator 		PPO(close, fastperiod=12, slowperiod=26, matype=0)
ROC
Rate of change : ((price/prevPrice) 		ROC(close, timeperiod=10)
ROCP
Rate of change Percentage: (price 		ROCP(close, timeperiod=10)
ROCR
Rate of change ratio: (price/prevPrice) 		ROCR(close, timeperiod=10)
ROCR100
Rate of change ratio 100 scale: (price/prevPrice)*100 		ROCR100(close, timeperiod=10)
RSI
Relative Strength Index 		RSI(close, timeperiod=14)
STOCH
Stochastic 		slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
STOCHF
Stochastic Fast 		fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI
Stochastic Relative Strength Index 		fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
TRIX
1-day Rate-Of-Change (ROC) of a Triple Smooth EMA 		TRIX(close, timeperiod=30)
ULTOSC
Ultimate Oscillator 		ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
WILLR
Williams' %R 		WILLR(high, low, close, timeperiod=14)

了解更多 >> mrjbq7/ta-lib 文档：Momentum Indicator Functions


Volume Indicators

函数名 描述 代码
AD
Chaikin A/D Line 		AD(high, low, close, volume)
ADOSC
Chaikin A/D Oscillator 		ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
OBV
On Balance Volume 		OBV(close, volume)

了解更多 >> mrjbq7/ta-lib 文档：Volume Indicators



Volatility Indicators

函数名 描述 代码
ATR
Average True Range 		ATR(high, low, close, timeperiod=14)
NATR
Normalized Average True Range 		NATR(high, low, close, timeperiod=14)
TRANGE
True Range 		TRANGE(high, low, close)

了解更多 >> mrjbq7/ta-lib 文档：Volatility Indicators



Price Transform

函数名 描述 代码
AVGPRICE
Average Price 		AVGPRICE(open, high, low, close)
MEDPRICE
Median Price 		MEDPRICE(high, low)
TYPPRICE
Typical Price 		TYPPRICE(high, low, close)
WCLPRICE
Weighted Close Price 		WCLPRICE(high, low, close)

了解更多 >> mrjbq7/ta-lib 文档：Price Transform



Cycle Indicators

函数名 描述 代码
HT_DCPERIOD
Hilbert Transform - Dominant Cycle Period 		HT_DCPERIOD(close)
HT_DCPHASE
Hilbert Transform - Dominant Cycle Phase 		HT_DCPHASE(close)
HT_PHASOR
Hilbert Transform - Phasor Components 		inphase, quadrature = HT_PHASOR(close)
HT_SINE
Hilbert Transform - SineWave 		sine, leadsine = HT_SINE(close)
HT_TRENDMODE
Hilbert Transform - Trend vs Cycle Mode 		HT_TRENDMODE(close)

了解更多 >> mrjbq7/ta-lib 文档：Cycle Indicators



Pattern Recognition

函数名 描述 代码
CDL2CROWS
Two Crows 		CDL2CROWS(open, high, low, close)
CDL3BLACKCROWS
Three Black Crows 		CDL3BLACKCROWS(open, high, low, close)
CDL3INSIDE
Three Inside Up/Down 		CDL3INSIDE(open, high, low, close)
CDL3LINESTRIKE
Three-Line Strike 		CDL3LINESTRIKE(open, high, low, close)
CDL3OUTSIDE
Three Outside Up/Down 		CDL3OUTSIDE(open, high, low, close)
CDL3STARSINSOUTH
Three Stars In The South 		CDL3STARSINSOUTH(open, high, low, close)
CDL3WHITESOLDIERS
Three Advancing White Soldiers 		CDL3WHITESOLDIERS(open, high, low, close)
CDLABANDONEDBABY
Abandoned Baby 		CDLABANDONEDBABY(open, high, low, close, penetration=0)
CDLADVANCEBLOCK
Advance Block 		CDLADVANCEBLOCK(open, high, low, close)
CDLBELTHOLD
Belt-hold 		CDLBELTHOLD(open, high, low, close)
CDLBREAKAWAY
Breakaway 		CDLBREAKAWAY(open, high, low, close)
CDLCLOSINGMARUBOZU
Closing Marubozu 		CDLCLOSINGMARUBOZU(open, high, low, close)
CDLCONCEALBABYSWALL
Concealing Baby Swallow 		CDLCONCEALBABYSWALL(open, high, low, close)
CDLCOUNTERATTACK
Counterattack 		CDLCOUNTERATTACK(open, high, low, close)
CDLDARKCLOUDCOVER
Dark Cloud Cover 		CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
CDLDOJI
Doji 		CDLDOJI(open, high, low, close)
CDLDOJISTAR
Doji Star 		CDLDOJISTAR(open, high, low, close)
CDLDRAGONFLYDOJI
Dragonfly Doji 		CDLDRAGONFLYDOJI(open, high, low, close)
CDLENGULFING
Engulfing Pattern 		CDLENGULFING(open, high, low, close)
CDLEVENINGDOJISTAR
Evening Doji Star 		CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
CDLEVENINGSTAR
Evening Star 		CDLEVENINGSTAR(open, high, low, close, penetration=0)
CDLGAPSIDESIDEWHITE
Up/Down-gap side-by-side white lines 		CDLGAPSIDESIDEWHITE(open, high, low, close)
CDLGRAVESTONEDOJI
Gravestone Doji 		CDLGRAVESTONEDOJI(open, high, low, close)
CDLHAMMER
Hammer 		CDLHAMMER(open, high, low, close)
CDLHANGINGMAN
Hanging Man 		CDLHANGINGMAN(open, high, low, close)
CDLHARAMI
Harami Pattern 		CDLHARAMI(open, high, low, close)
CDLHARAMICROSS
Harami Cross Pattern 		CDLHARAMICROSS(open, high, low, close)
CDLHIGHWAVE
High-Wave Candle 		CDLHIGHWAVE(open, high, low, close)
CDLHIKKAKE
Hikkake Pattern 		CDLHIKKAKE(open, high, low, close)
CDLHIKKAKEMOD
Modified Hikkake Pattern 		CDLHIKKAKEMOD(open, high, low, close)
CDLHOMINGPIGEON
Homing Pigeon 		CDLHOMINGPIGEON(open, high, low, close)
CDLIDENTICAL3CROWS
Identical Three Crows 		CDLIDENTICAL3CROWS(open, high, low, close)
CDLINNECK
In-Neck Pattern 		CDLINNECK(open, high, low, close)
CDLINVERTEDHAMMER
Inverted Hammer 		CDLINVERTEDHAMMER(open, high, low, close)
CDLKICKING
Kicking 		CDLKICKING(open, high, low, close)
CDLKICKINGBYLENGTH
Kicking - bull/bear determined by the longer marubozu 		CDLKICKINGBYLENGTH(open, high, low, close)
CDLLADDERBOTTOM
Ladder Bottom 		CDLLADDERBOTTOM(open, high, low, close)
CDLLONGLEGGEDDOJI
Long Legged Doji 		CDLLONGLEGGEDDOJI(open, high, low, close)
CDLLONGLINE
Long Line Candle 		CDLLONGLINE(open, high, low, close)
CDLMARUBOZU
Marubozu 		CDLMARUBOZU(open, high, low, close)
CDLMATCHINGLOW
Matching Low 		CDLMATCHINGLOW(open, high, low, close)
CDLMATHOLD
Mat Hold 		CDLMATHOLD(open, high, low, close, penetration=0)
CDLMORNINGDOJISTAR
Morning Doji Star 		CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
CDLMORNINGSTAR
Morning Star 		CDLMORNINGSTAR(open, high, low, close, penetration=0)
CDLONNECK
On-Neck Pattern 		CDLONNECK(open, high, low, close)
CDLPIERCING
Piercing Pattern 		CDLPIERCING(open, high, low, close)
CDLRICKSHAWMAN
Rickshaw Man 		CDLRICKSHAWMAN(open, high, low, close)
CDLRISEFALL3METHODS
Rising/Falling Three Methods 		CDLRISEFALL3METHODS(open, high, low, close)
CDLSEPARATINGLINES
Separating Lines 		CDLSEPARATINGLINES(open, high, low, close)
CDLSHOOTINGSTAR
Shooting Star 		CDLSHOOTINGSTAR(open, high, low, close)
CDLSHORTLINE
Short Line Candle 		CDLSHORTLINE(open, high, low, close)
CDLSPINNINGTOP
Spinning Top 		CDLSPINNINGTOP(open, high, low, close)
CDLSTALLEDPATTERN
Stalled Pattern 		CDLSTALLEDPATTERN(open, high, low, close)
CDLSTICKSANDWICH
Stick Sandwich 		CDLSTICKSANDWICH(open, high, low, close)
CDLTAKURI
Takuri (Dragonfly Doji with very long lower shadow) 		CDLTAKURI(open, high, low, close)
CDLTASUKIGAP
Tasuki Gap 		CDLTASUKIGAP(open, high, low, close)
CDLTHRUSTING
Thrusting Pattern 		CDLTHRUSTING(open, high, low, close)
CDLTRISTAR
Tristar Pattern 		CDLTRISTAR(open, high, low, close)
CDLUNIQUE3RIVER
Unique 3 River 		CDLUNIQUE3RIVER(open, high, low, close)
CDLUPSIDEGAP2CROWS
Upside Gap Two Crows 		CDLUPSIDEGAP2CROWS(open, high, low, close)
CDLXSIDEGAP3METHODS
Upside/Downside Gap Three Methods 		CDLXSIDEGAP3METHODS(open, high, low, close)

了解更多 >> mrjbq7/ta-lib 文档：Pattern Recognition



Statistic Functions

函数名 描述 代码
BETA
Beta 		BETA(high, low, timeperiod=5)
CORREL
Pearson's Correlation Coefficient (r) 		CORREL(high, low, timeperiod=30)
LINEARREG
Linear Regression 		LINEARREG(close, timeperiod=14)
LINEARREG_ANGLE
Linear Regression Angle 		LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_INTERCEPT
Linear Regression Intercept 		LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_SLOPE
Linear Regression Slope 		LINEARREG_SLOPE(close, timeperiod=14)
STDDEV
Standard Deviation 		STDDEV(close, timeperiod=5, nbdev=1)
TSF
Time Series Forecast 		TSF(close, timeperiod=14)
VAR
Variance 		VAR(close, timeperiod=5, nbdev=1)

了解更多 >> mrjbq7/ta-lib 文档：Statistic Functions



Math Transform

函数名 描述 代码
ACOS
Vector Trigonometric ACos 		ACOS(close)
ASIN
Vector Trigonometric ASin 		ASIN(close)
ATAN
Vector Trigonometric ATan 		ATAN(close)
CEIL
Vector Ceil 		CEIL(close)
COS
Vector Trigonometric Cos 		COS(close)
COSH
Vector Trigonometric Cosh 		COSH(close)
EXP
Vector Arithmetic Exp 		EXP(close)
FLOOR
Vector Floor 		FLOOR(close)
LN
Vector Log Natural 		LN(close)
LOG10
Vector Log10 		LOG10(close)
SIN
Vector Trigonometric Sin 		SIN(close)
SINH
Vector Trigonometric Sinh 		SINH(close)
SQRT
Vector Square Root 		SQRT(close)
TAN
Vector Trigonometric Tan 		TAN(close)
TANH
Vector Trigonometric Tanh 		TANH(close)

了解更多 >> mrjbq7/ta-lib 文档：Math Transform



Math Operators

函数名 描述 代码
ADD
Vector Arithmetic Add 		ADD(high, low)
DIV
Vector Arithmetic Div 		DIV(high, low)
MAX
Highest value over a specified period 		MAX(close, timeperiod=30)
MAXINDEX
Index of highest value over a specified period 		MAXINDEX(close, timeperiod=30)
MIN
Lowest value over a specified period 		MIN(close, timeperiod=30)
MININDEX
Index of lowest value over a specified period 		MININDEX(close, timeperiod=30)
MINMAX
Lowest and highest values over a specified period 		min, max = MINMAX(close, timeperiod=30)
MINMAXINDEX
Indexes of lowest and highest values over a specified period 		minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
MULT
Vector Arithmetic Mult 		MULT(high, low)
SUB
Vector Arithmetic Substraction 		SUB(high, low)
SUM
Summation 		SUM(close, timeperiod=30)

了解更多 >> mrjbq7/ta-lib 文档：Math Operators




资源

官网

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