TA-Lib,全称“Technical Analysis Library”, 即技术分析库,是Python金融量化的高级库,涵盖了150多种指标,包括股票、期货交易软件中常用的技术分析指标,如MACD、RSI、KDJ、动量指标、布林带等等。 TA-Lib可分为10个子板块:Overlap Studies(重叠指标),Momentum Indicators(动量指标),Volume Indicators(交易量指标),Cycle Indicators(周期指标),Price Transform(价格变换),Volatility Indicators(波动率指标),Pattern Recognition(模式识别),Statistic Functions(统计函数),Math Transform(数学变换)和Math Operators(数学运算),见下图。本文将以系列的形式详细介绍talib技术指标的实现和应用,而本文作为开篇,主要介绍Overlap Studies内容。
下面是各个指标全称列表 重叠研究 BBANDS Bollinger BandsDEMA Double Exponential Moving AverageEMA Exponential Moving AverageHT_TRENDLINE Hilbert Transform - Instantaneous TrendlineKAMA Kaufman Adaptive Moving AverageMA Moving averageMAMA MESA Adaptive Moving AverageMAVP Moving average with variable periodMIDPOINT MidPoint over periodMIDPRICE Midpoint Price over periodSAR Parabolic SARSAREXT Parabolic SAR - ExtendedSMA Simple Moving AverageT3 Triple Exponential Moving Average (T3)TEMA Triple Exponential Moving AverageTRIMA Triangular Moving AverageWMA Weighted Moving Average
动量指标 ADX Average Directional Movement IndexADXR Average Directional Movement Index RatingAPO Absolute Price OscillatorAROON AroonAROONOSC Aroon OscillatorBOP Balance Of PowerCCI Commodity Channel IndexCMO Chande Momentum OscillatorDX Directional Movement IndexMACD Moving Average Convergence/DivergenceMACDEXT MACD with controllable MA typeMACDFIX Moving Average Convergence/Divergence Fix 12/26MFI Money Flow IndexMINUS_DI Minus Directional IndicatorMINUS_DM Minus Directional MovementMOM MomentumPLUS_DI Plus Directional IndicatorPLUS_DM Plus Directional MovementPPO Percentage Price OscillatorROC Rate of change : ((price/prevPrice)-1)*100ROCP Rate of change Percentage: (price-prevPrice)/prevPriceROCR Rate of change ratio: (price/prevPrice)ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100RSI Relative Strength IndexSTOCH StochasticSTOCHF Stochastic FastSTOCHRSI Stochastic Relative Strength IndexTRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMAULTOSC Ultimate OscillatorWILLR Williams' %R
成交量指标 AD Chaikin A/D LineADOSC Chaikin A/D OscillatorOBV On Balance Volume
周期指标 HT_DCPERIOD Hilbert Transform - Dominant Cycle PeriodHT_DCPHASE Hilbert Transform - Dominant Cycle PhaseHT_PHASOR Hilbert Transform - Phasor ComponentsHT_SINE Hilbert Transform - SineWaveHT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode
价格转换 AVGPRICE Average PriceMEDPRICE Median PriceTYPPRICE Typical PriceWCLPRICE Weighted Close Price
波动率指标 ATR Average True RangeNATR Normalized Average True RangeTRANGE True Range
模式识别 CDL2CROWS Two CrowsCDL3BLACKCROWS Three Black CrowsCDL3INSIDE Three Inside Up/DownCDL3LINESTRIKE Three-Line StrikeCDL3OUTSIDE Three Outside Up/DownCDL3STARSINSOUTH Three Stars In The SouthCDL3WHITESOLDIERS Three Advancing White SoldiersCDLABANDONEDBABY Abandoned BabyCDLADVANCEBLOCK Advance BlockCDLBELTHOLD Belt-holdCDLBREAKAWAY BreakawayCDLCLOSINGMARUBOZU Closing MarubozuCDLCONCEALBABYSWALL Concealing Baby SwallowCDLCOUNTERATTACK CounterattackCDLDARKCLOUDCOVER Dark Cloud CoverCDLDOJI DojiCDLDOJISTAR Doji StarCDLDRAGONFLYDOJI Dragonfly DojiCDLENGULFING Engulfing PatternCDLEVENINGDOJISTAR Evening Doji StarCDLEVENINGSTAR Evening StarCDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white linesCDLGRAVESTONEDOJI Gravestone DojiCDLHAMMER HammerCDLHANGINGMAN Hanging ManCDLHARAMI Harami PatternCDLHARAMICROSS Harami Cross PatternCDLHIGHWAVE High-Wave CandleCDLHIKKAKE Hikkake PatternCDLHIKKAKEMOD Modified Hikkake PatternCDLHOMINGPIGEON Homing PigeonCDLIDENTICAL3CROWS Identical Three CrowsCDLINNECK In-Neck PatternCDLINVERTEDHAMMER Inverted HammerCDLKICKING KickingCDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozuCDLLADDERBOTTOM Ladder BottomCDLLONGLEGGEDDOJI Long Legged DojiCDLLONGLINE Long Line CandleCDLMARUBOZU MarubozuCDLMATCHINGLOW Matching LowCDLMATHOLD Mat HoldCDLMORNINGDOJISTAR Morning Doji StarCDLMORNINGSTAR Morning StarCDLONNECK On-Neck PatternCDLPIERCING Piercing PatternCDLRICKSHAWMAN Rickshaw ManCDLRISEFALL3METHODS Rising/Falling Three MethodsCDLSEPARATINGLINES Separating LinesCDLSHOOTINGSTAR Shooting StarCDLSHORTLINE Short Line CandleCDLSPINNINGTOP Spinning TopCDLSTALLEDPATTERN Stalled PatternCDLSTICKSANDWICH Stick SandwichCDLTAKURI Takuri (Dragonfly Doji with very long lower shadow)CDLTASUKIGAP Tasuki GapCDLTHRUSTING Thrusting PatternCDLTRISTAR Tristar PatternCDLUNIQUE3RIVER Unique 3 RiverCDLUPSIDEGAP2CROWS Upside Gap Two CrowsCDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods
统计函数 BETA BetaCORREL Pearson's Correlation Coefficient (r)LINEARREG Linear RegressionLINEARREG_ANGLE Linear Regression AngleLINEARREG_INTERCEPT Linear Regression InterceptLINEARREG_SLOPE Linear Regression SlopeSTDDEV Standard DeviationTSF Time Series ForecastVAR Variance
但Anacan并没有内置Talib模块,需要手动安装
具体可见
《快速入门教程》
https://q.vnpy.cn/comm/thread-13-1-1.html
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