技术指标
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重叠研究（overlap studies）
SMA
参数说明
talib.SMA(a,b)
a:要计算平均数的序列；b:计算平均线的周期。表示计算a的b日移动平均
close = data['close'].values SMA = talib.SMA(close,5)
BBANDS
参数说明
talib.BBANDS(close, timeperiod, matype)
close:收盘价；timeperiod:周期；matype:平均方法(bolling线的middle线 = MA，用于设定哪种类型的MA)
MA_Type: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)
upper, middle, lower = talib.BBANDS(close,5,matype = talib.MA_Type.EMA)
DEMA
DEMA = 2*EMA-EMA(EMA)
参数说明
talib.DEMA(close, timeperiod = 30)
DEMA = talib.DEMA(close, timeperiod = 30)
MA
参数说明
MA(close, timeperiod = 30, matype=0)
close:收盘价；timeperiod:周期；matype:计算平均线方法
MA = talib.MA(close, timeperiod = 30, matype = 0)
EMA
参数说明
EMA = talib.EMA(np.array(close), timeperiod=6)
close:收盘价；timeperiod:周期；matype:计算平均线方法
EMA = talib.EMA(np.array(close), timeperiod = 6)
KAMA
参数说明
KAMA = talib.KAMA(close, timeperiod = 30)
KAMA = talib.KAMA(close, timeperiod = 30)
MIDPRICE
talib.MIDPOINT(close, timeperiod)
参数说明
close:收盘价；timeperiod:周期；
MIDPOINT = talib.MIDPOINT(close, timeperiod=14)
SAR
SAR(high, low, acceleration=0, maximum=0)
参数说明
high：最高价；low:最低价；acceleration：加速因子；maximum：极点价
SAR = talib.SAR(data['high'].values, data['low'].values, acceleration=0, maximum=0)
MIDPRICE
talib.MIDPOINT(close, timeperiod=14)
参数说明
close:收盘价；timeperiod:周期；
MIDPOINT = talib.MIDPOINT(close, timeperiod=14)
T3
talib.T3(close, timeperiod=5, vfactor=0)
参数说明
close:收盘价；timeperiod:周期；vfactor: va 系数，当va=0时，T3就是三重移动平均线；va=1时，就是DEMA
T3 = talib.T3(close, timeperiod = 5, vfactor = 0)
TEMA
talib.TEMA(close, timeperiod = 30)
参数说明
close:收盘价；timeperiod:周期；
TEMA = talib.TEMA(close, timeperiod=30)
SAREXT
talib.SAREXT(high_p, low_p, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
SAREXT = talib.SAREXT(data['high'].values, data['low'].values, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
WMA
talib.WMA(close, timeperiod = 30)
参数说明：
close:收盘价；timeperiod:周期；
WMA = talib.WMA(close, timeperiod = 30)
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波动量指标
ATR
ATR(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close:收盘价,timeperiod:周期
ATR = talib.ATR(data['high'].values, data['low'].values, close, timeperiod=14)
NATR
NATR(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close:收盘价,timeperiod:周期
NATR = talib.NATR(data['high'].values, data['low'].values, close, timeperiod=14)
TRANGE
TRANGE(high, low, close)
参数说明
high:最高价；low:最低价；close:收盘价
TRANGE = talib.TRANGE(data['high'].values, data['low'].values, close)
量价指标
AD
AD(high, low, close, volume)
参数说明
high:最高价；low:最低价；close:收盘价,volume:成交量
AD = talib.AD(data['high'], data['low'], close,data['volume'])
ADOSC
ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
参数说明
high:最高价；low:最低价；close:收盘价,volume:成交量; fastperiod:快周期； slowperiod：慢周期
ADOSC = talib.ADOSC(data['high'], data['low'], close,data['volume'], fastperiod=3, slowperiod=10)
OBV
OBV(close, volume)
参数说明
close:收盘价,volume:成交量
OBV = talib.OBV(close, data['volume'])
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周期指标
HT_DCPERIOD
HT_DCPERIOD(close)
参数说明
close:收盘价
HT_DCPERIOD = talib.HT_DCPERIOD(close)
HT_DCPHASE
HT_DCPHASE(close)
参数说明
close:收盘价
HT_DCPHASE = talib.HT_DCPHASE(close)
HT_PHASOR
inphase, quadrature = HT_PHASOR(close)
参数说明
close:收盘价
HT_PHASOR_inphase,HT_PHASOR_quadrature = talib.HT_PHASOR(close)
HT_SINE
sine, leadsine = HT_SINE(close)
参数说明
close:收盘价
HT_SINE_sine,HT_SINE_leadsine = talib.HT_SINE(close)
HT_TRENDMODE
integer = HT_TRENDMODE(close)
参数说明
close:收盘价
HT_TRENDMODE = talib.HT_TRENDMODE(close)
价格变化函数
AVGPRICE
real = AVGPRICE(open, high, low, close)
AVGPRICE = talib.AVGPRICE(data['open'].values, data['high'].values, data['low'].values, close)
MEDPRICE
real = MEDPRICE(high, low)
参数说明
high:最高价；low:最低价；
MEDPRICE = talib.MEDPRICE(data['high'].values, data['low'].values)
TYPPRICE
real = TYPPRICE(high, low, close)
参数说明
high:最高价；low:最低价；close：收盘价
TYPPRICE = talib.TYPPRICE(data['high'].values, data['low'].values, close)
WCLPRICE
real = WCLPRICE(high, low, close)
参数说明
high:最高价；low:最低价；close：收盘价
WCLPRICE = talib.WCLPRICE(data['high'].values, data['low'].values, close)
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动量指标
ADX
real = ADX(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
ADX = talib.ADX(data['high'].values, data['low'].values, close, timeperiod=14)
ADXR
real = ADXR(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
ADXR = talib.ADXR(data['high'].values, data['low'].values, close, timeperiod=14)
APO
real = APO(close, fastperiod=12, slowperiod=26, matype=0)
参数说明
close：收盘价；fastperiod:快周期； slowperiod：慢周期
APO = talib.APO(close, fastperiod=12, slowperiod=26, matype=0)
AROON
aroondown, aroonup = AROON(high, low, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
AROON_aroondown,AROON_aroonup = talib.AROON(data['high'].values, data['low'].values, timeperiod=14)
AROONOSC
real = AROONOSC(high, low, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
AROONOSC = talib.AROONOSC(data['high'].values, data['low'].values, timeperiod=14)
BOP
real = BOP(open, high, low, close)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
BOP= talib.BOP(data['open'].values, data['high'].values, data['low'].values, close)
CCI
real = CCI(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
CCI = talib.CCI(data['high'].values, data['low'].values,close, timeperiod=14)
CMO
real = CMO(close, timeperiod=14)
参数说明
close：收盘价；timeperiod：时间周期
CMO = talib.CMO(close, timeperiod=14)
DX
real = DX(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
DX = talib.DX(data['high'].values, data['low'].values, close, timeperiod=14)
MACD
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
参数说明
high:最高价；low:最低价；close：收盘价；fastperiod:快周期； slowperiod：慢周期
MACD_macd,MACD_macdsignal,MACD_macdhist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
MACDEXT
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MACDEXT_macd,MACDEXT_macdsignal,MACDEXT_macdhist = talib.MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
MFI
real = MFI(high, low, close, volume, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MFI = talib.MFI(data['high'].values, data['low'].values, close, data['volume'], timeperiod=14)
MINUS_DI
real = MINUS_DI(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MINUS_DI = talib.MINUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)
MINUS_DM
real = MINUS_DM(high, low, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
MINUS_DM = talib.MINUS_DM(data['high'].values, data['low'].values, timeperiod=14)
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波动率指标
MOM
real = MOM(close, timeperiod=10)
参数说明
close：收盘价；timeperiod：时间周期
MOM = talib.MOM(close, timeperiod=10)
PLUS_DI
real = PLUS_DI(high, low, close, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
PLUS_DI = talib.PLUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)
PLUS_DM
real = PLUS_DM(high, low, timeperiod=14)
参数说明
high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
PLUS_DM = talib.PLUS_DM(data['high'].values, data['low'].values, timeperiod=14)
PPO
real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
参数说明
close：收盘价；timeperiod：时间周期，fastperiod:快周期； slowperiod：慢周期
PPO = talib.PPO(close, fastperiod=12, slowperiod=26, matype=0)
ROC
real = ROC(close, timeperiod=10)
参数说明
close：收盘价；timeperiod：时间周期
ROC = talib.ROC(close, timeperiod=10)
ROCP
real = ROCP(close, timeperiod=10)
参数说明
close：收盘价；timeperiod：时间周期
ROCP = talib.ROCP(close, timeperiod=10)
ROCR
real = ROCR(close, timeperiod=10)
参数说明
close：收盘价；timeperiod：时间周期
ROCR = talib.ROCR(close, timeperiod=10)
ROCR100
real = ROCR100(close, timeperiod=10)
参数说明
close：收盘价；timeperiod：时间周期
ROCR100 = talib.ROCR100(close, timeperiod=10)
RSI
real = RSI(close, timeperiod=14)
参数说明
close：收盘价；timeperiod：时间周期
RSI = talib.RSI(close, timeperiod=14)
STOCH
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
参数说明
high:最高价；low:最低价；close：收盘价；fastk_period：N参数, slowk_period：M1参数, slowk_matype：M1类型, slowd_period:M2参数, slowd_matype：M2类型
STOCH_slowk,STOCH_slowd = talib.STOCH(data['high'].values, data['low'].values, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
STOCHF
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHF_fastk,STOCHF_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI
fastk, fastd = STOCHRSI(high, low, close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI_fastk,STOCHRSI_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period = 5, fastd_period = 3, fastd_matype = 0)
TRIX
real = TRIX(close, timeperiod=30)
TRIX = talib.TRIX(close, timeperiod=30)
ULTOSC
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
ULTOSC = talib.ULTOSC(data['high'].values, data['low'].values, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
WILLR
real = WILLR(high, low, close, timeperiod=14)
WILLR = talib.WILLR(data['high'].values, data['low'].values, close, timeperiod = 14)
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Statistic Functions 统计学指标
BETA
real = BETA(high, low, timeperiod=5)
BETA = talib.BETA(data['high'].values, data['low'].values, timeperiod = 5)
CORREL
real = CORREL(high, low, timeperiod=30)
CORREL = talib.CORREL(data['high'].values, data['low'].values, timeperiod = 30)
LINEARREG
real = LINEARREG(close, timeperiod=14)
LINEARREG = talib.LINEARREG(close, timeperiod=14)
LINEARREG_ANGLE
real = LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_ANGLE = talib.LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_INTERCEPT
real = LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_INTERCEPT = talib.LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_SLOPE
real = LINEARREG_SLOPE(close, timeperiod=14)
LINEARREG_SLOPE = talib.LINEARREG_SLOPE(close, timeperiod=14)
STDDEV
real = STDDEV(close, timeperiod=5, nbdev=1)
STDDEV = talib.STDDEV(close, timeperiod=5, nbdev=1)
TSF
real = TSF(close, timeperiod=14)
TSF = talib.TSF(close, timeperiod=14)
VAR
real = VAR(close, timeperiod=5, nbdev=1)
VAR = talib.VAR(close, timeperiod=5, nbdev=1)