在公众号「python风控模型」里回复关键字：学习资料
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 Average WMA Weighted Moving Average动量指标
ADX Average Directional Movement Index 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成交量指标
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume周期指标
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价格转换
AVGPRICE Average Price MEDPRICE Median Price TYPPRICE Typical Price WCLPRICE Weighted Close Price波动率指标
ATR Average True Range NATR Normalized Average True Range TRANGE True Range模式识别
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统计函数
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二、TaLib安装
注：TaLib是一个pyhon库，故在安装TaLib前需要安装Python。
1. pip安装（官方安装教程文档：mrjbq7.github.io/ta-lib ）
- 在命令行下输入命令（在线安装）：
pip install Ta-Lib
- （注意：使用pip安装可能会出现这个问题：
error: Microsoft Visual C++ 14.0 is required. Get it with “Microsoft Visual C++ Build Tools”: visualstudio.microsoft.com
****TA-Lib**编写是基于 Cython，因此安装时候需要Microsoft Visual C++ 14.0。**此时就需要手动安装。这个问题在安装其他python第三方包时也可能出现，解决方法与此相同）
A. 找到并下载自己需要的对应版本的whl格式文件。
（如：若本机安装是32位的python3.6，则选TA_Lib‑0.4.17‑cp36‑cp36m‑win32.whl下载；
若本机安装的是64位的python2.7，则选择TA_Lib‑0.4.17‑cp27‑cp27m‑win_amd64.whl，其他同理）
下载地址在：
lfd.uci.edu/~gohlke/pyt
B. 在命令行中（命令行的打开方式在文章最后的Tips里），进入此whl文件所在的目录，执行命令：
pip install 下载的whl文件名
如：pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
C. 或不进入所在目录，直接执行命令：
pip install 文件所在的绝对路径+文件名
如：pip install D:my_packages TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl
在包安装成功后，命令行界面会有“ Successfully installed TA-Lib ”的提示。
也可通过在命令行输入命令“ pip install ta-lib ”进行检测，如果出现“ Requirement already satisfied: ta-lib in …”（”…“为安装此文件的目录），即表示安装成功。
TA-Lib金融量化分析技术分析库（Technical Analysis Library）, 简介和安装指南就为大家介绍到这里，欢迎各位同学报名《呆瓜半小时入门python数据分析》，学习更多相关知识
