安装talib库：pip install talib
1 # 取个数据验证一下
2 set_token('')
3 data = history(symbol = 'SHSE.600519',frequency = '1d',start_time = '2015-01-01',end_time = '2019-12-31', \
4 fields = 'open, high, low, close,amount,volume,eob',df = True)
5
6 # 一、重叠研究（overlap studies）
7 # 1.简单移动平均指标SMA
8 # 参数说明：talib.SMA(a,b)
9 # 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
10 close = data['close'].values
11 SMA = talib.SMA(close,5)
12
13 # 2.布林线BBANDS
14 # 参数说明：talib.BBANDS(close, timeperiod, matype)
15 # 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)
16 # MA_Type: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)
17 upper, middle, lower = talib.BBANDS(close,5,matype = talib.MA_Type.EMA)
18
19 # 3. DEMA 双移动平均线:DEMA = 2*EMA-EMA(EMA)
20 # 参数说明：talib.DEMA(close, timeperiod = 30)
21 DEMA = talib.DEMA(close, timeperiod = 30)
22
23 # 4. MA
24 # 参数说明：MA(close, timeperiod = 30, matype=0)
25 # close:收盘价；timeperiod:周期；matype:计算平均线方法
26 MA = talib.MA(close, timeperiod = 30, matype = 0)
27
28 # 5. EMA
29 # 参数说明：EMA = talib.EMA(np.array(close), timeperiod=6)
30 # close:收盘价；timeperiod:周期；matype:计算平均线方法
31 EMA = talib.EMA(np.array(close), timeperiod = 6)
32
33 # 6.KAMA：考夫曼的自适应移动平均线
34 # 参数说明：KAMA = talib.KAMA(close, timeperiod = 30)
35 KAMA = talib.KAMA(close, timeperiod = 30)
36
37 # 7. MIDPRICE：阶段中点价格
38 # talib.MIDPOINT(close, timeperiod)
39 # 参数说明：close:收盘价；timeperiod:周期；
40 MIDPOINT = talib.MIDPOINT(close, timeperiod=14)
41
42 # 8.SAR：抛物线指标
43 # SAR(high, low, acceleration=0, maximum=0)
44 # 参数说明：high：最高价；low:最低价；acceleration：加速因子；maximum：极点价
45 SAR = talib.SAR(data['high'].values, data['low'].values, acceleration=0, maximum=0)
46
47 # 9.MIDPRICE：阶段中点价格（Midpoint Price over period）
48 # talib.MIDPOINT(close, timeperiod=14)
49 # 参数说明：close:收盘价；timeperiod:周期；
50 MIDPOINT = talib.MIDPOINT(close, timeperiod=14)
51
52 # 10. T3:三重移动平均线
53 # talib.T3(close, timeperiod=5, vfactor=0)
54 # 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
55 T3 = talib.T3(close, timeperiod = 5, vfactor = 0)
56
57 # 11.TEMA：三重指数移动平均线
58 # talib.TEMA(close, timeperiod = 30)
59 # 参数说明：close:收盘价；timeperiod:周期；
60 TEMA = talib.TEMA(close, timeperiod=30)
61
62 # 12.SAREXT:SAR的抛物面扩展
63 # talib.SAREXT(high_p, low_p, startvalue=0, offsetonreverse=0, accelerationinitlong=0, accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
64 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)
65
66 # 13.WMA：移动加权平均法
67 # talib.WMA(close, timeperiod = 30)
68 # 参数说明：close:收盘价；timeperiod:周期；
69 WMA = talib.WMA(close, timeperiod = 30)
70
71
72 # 二、 波动量指标
73 # 1.ATR：真实波动幅度均值
74 # ATR(high, low, close, timeperiod=14)
75 # 参数说明：high:最高价；low:最低价；close:收盘价,timeperiod:周期
76 ATR = talib.ATR(data['high'].values, data['low'].values, close, timeperiod=14)
77
78 # 2.NATR:归一化波动幅度均值
79 # NATR(high, low, close, timeperiod=14)
80 # 参数说明：high:最高价；low:最低价；close:收盘价,timeperiod:周期
81 NATR = talib.NATR(data['high'].values, data['low'].values, close, timeperiod=14)
82
83 # 3.TRANGE：真正的范围
84 # TRANGE(high, low, close)
85 # 参数说明：high:最高价；low:最低价；close:收盘价
86 TRANGE = talib.TRANGE(data['high'].values, data['low'].values, close)
87
88
89 # 三、 量价指标
90 # 1. AD:量价指标
91 # AD(high, low, close, volume)
92 # 参数说明：high:最高价；low:最低价；close:收盘价,volume:成交量
93 AD = talib.AD(data['high'], data['low'], close,data['volume'])
94
95 # 2.ADOSC:震荡指标
96 # ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
97 # 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
98 ADOSC = talib.ADOSC(data['high'], data['low'], close,data['volume'], fastperiod=3, slowperiod=10)
99
100 # 3.OBV：能量潮
101 # OBV(close, volume)
102 # 参数说明：close:收盘价,volume:成交量
103 OBV = talib.OBV(close, data['volume'])
104
105 # 三、 周期指标
106 # 1.HT_DCPERIOD：希尔伯特变换-主导周期
107 # HT_DCPERIOD(close)
108 # 参数说明：close:收盘价
109 HT_DCPERIOD = talib.HT_DCPERIOD(close)
110
111 # 2.HT_DCPHASE：希尔伯特变换-主导循环阶段
112 # HT_DCPHASE(close)
113 # 参数说明：close:收盘价
114 HT_DCPHASE = talib.HT_DCPHASE(close)
115
116 # 3.HT_PHASOR：希尔伯特变换-希尔伯特变换相量分量
117 # inphase, quadrature = HT_PHASOR(close)
118 # 参数说明：close:收盘价
119 HT_PHASOR_inphase,HT_PHASOR_quadrature = talib.HT_PHASOR(close)
120
121 # 4.HT_SINE：希尔伯特变换-正弦波
122 # sine, leadsine = HT_SINE(close)
123 # 参数说明：close:收盘价
124 HT_SINE_sine,HT_SINE_leadsine = talib.HT_SINE(close)
125
126 # 5.HT_TRENDMODE：希尔伯特变换-趋势与周期模式
127 # integer = HT_TRENDMODE(close)
128 # 参数说明：close:收盘价
129 HT_TRENDMODE = talib.HT_TRENDMODE(close)
130
131
132 # 四、价格变化函数
133 # 1. AVGPRICE：平均价格函数
134 # real = AVGPRICE(open, high, low, close)
135 AVGPRICE = talib.AVGPRICE(data['open'].values, data['high'].values, data['low'].values, close)
136
137 # 2. MEDPRICE:中位数价格
138 # real = MEDPRICE(high, low)
139 # 参数说明：high:最高价；low:最低价；
140 MEDPRICE = talib.MEDPRICE(data['high'].values, data['low'].values)
141
142 # 3. TYPPRICE ：代表性价格
143 # real = TYPPRICE(high, low, close)
144 # 参数说明：high:最高价；low:最低价；close：收盘价
145 TYPPRICE = talib.TYPPRICE(data['high'].values, data['low'].values, close)
146
147 # 4. WCLPRICE ：加权收盘价
148 # real = WCLPRICE(high, low, close)
149 # 参数说明：high:最高价；low:最低价；close：收盘价
150 WCLPRICE = talib.WCLPRICE(data['high'].values, data['low'].values, close)
151
152 # 五、 动量指标
153 # 1. ADX：平均趋向指数
154 # real = ADX(high, low, close, timeperiod=14)
155 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
156 ADX = talib.ADX(data['high'].values, data['low'].values, close, timeperiod=14)
157
158 # 2. ADXR：平均趋向指数的趋向指数
159 # real = ADXR(high, low, close, timeperiod=14)
160 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
161 ADXR = talib.ADXR(data['high'].values, data['low'].values, close, timeperiod=14)
162
163 # 3. APO ：价格震荡指数
164 # real = APO(close, fastperiod=12, slowperiod=26, matype=0)
165 # 参数说明：close：收盘价；fastperiod:快周期； slowperiod：慢周期
166 APO = talib.APO(close, fastperiod=12, slowperiod=26, matype=0)
167
168 # 4. AROON ：阿隆指标
169 # aroondown, aroonup = AROON(high, low, timeperiod=14)
170 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
171 AROON_aroondown,AROON_aroonup = talib.AROON(data['high'].values, data['low'].values, timeperiod=14)
172
173 # 5.AROONOSC ：阿隆振荡
174 # real = AROONOSC(high, low, timeperiod=14)
175 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
176 AROONOSC = talib.AROONOSC(data['high'].values, data['low'].values, timeperiod=14)
177
178 # 6. BOP ：均势指标
179 # real = BOP(open, high, low, close)
180 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
181 BOP= talib.BOP(data['open'].values, data['high'].values, data['low'].values, close)
182
183 # 7. CCI ：顺势指标
184 # real = CCI(high, low, close, timeperiod=14)
185 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
186 CCI = talib.CCI(data['high'].values, data['low'].values,close, timeperiod=14)
187
188 # 8. CMO ：钱德动量摆动指标
189 # real = CMO(close, timeperiod=14)
190 # 参数说明：close：收盘价；timeperiod：时间周期
191 CMO = talib.CMO(close, timeperiod=14)
192
193 # 9. DX ：动向指标或趋向指标
194 # real = DX(high, low, close, timeperiod=14)
195 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
196 DX = talib.DX(data['high'].values, data['low'].values, close, timeperiod=14)
197
198 # 10. MACD:平滑异同移动平均线
199 # macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
200 # 参数说明：high:最高价；low:最低价；close：收盘价；fastperiod:快周期； slowperiod：慢周期
201 MACD_macd,MACD_macdsignal,MACD_macdhist = talib.MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
202
203 # 11. MACDEXT :MACD延伸
204 # macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
205 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
206 MACDEXT_macd,MACDEXT_macdsignal,MACDEXT_macdhist = talib.MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26, slowmatype=0, signalperiod=9, signalmatype=0)
207
208 # 12. MFI ：资金流量指标
209 # real = MFI(high, low, close, volume, timeperiod=14)
210 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
211 MFI = talib.MFI(data['high'].values, data['low'].values, close, data['volume'], timeperiod=14)
212
213 # 13. MINUS_DI：DMI 中的DI指标 负方向指标
214 # real = MINUS_DI(high, low, close, timeperiod=14)
215 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
216 MINUS_DI = talib.MINUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)
217
218 # 14. MINUS_DM：上升动向值
219 # real = MINUS_DM(high, low, timeperiod=14)
220 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
221 MINUS_DM = talib.MINUS_DM(data['high'].values, data['low'].values, timeperiod=14)
222
223
224 # 六、波动率指标
225 # 1.MOM： 上升动向值
226 # real = MOM(close, timeperiod=10)
227 # 参数说明：close：收盘价；timeperiod：时间周期
228 MOM = talib.MOM(close, timeperiod=10)
229
230 # 2.PLUS_DI
231 # real = PLUS_DI(high, low, close, timeperiod=14)
232 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
233 PLUS_DI = talib.PLUS_DI(data['high'].values, data['low'].values, close, timeperiod=14)
234
235 # 3.PLUS_DM
236 # real = PLUS_DM(high, low, timeperiod=14)
237 # 参数说明：high:最高价；low:最低价；close：收盘价；timeperiod：时间周期
238 PLUS_DM = talib.PLUS_DM(data['high'].values, data['low'].values, timeperiod=14)
239
240 # 4. PPO： 价格震荡百分比指数
241 # real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
242 # 参数说明：close：收盘价；timeperiod：时间周期，fastperiod:快周期； slowperiod：慢周期
243 PPO = talib.PPO(close, fastperiod=12, slowperiod=26, matype=0)
244
245 # 5.ROC：变动率指标
246 # real = ROC(close, timeperiod=10)
247 # 参数说明：close：收盘价；timeperiod：时间周期
248 ROC = talib.ROC(close, timeperiod=10)
249
250 # 6. ROCP：变动百分比
251 # real = ROCP(close, timeperiod=10)
252 # 参数说明：close：收盘价；timeperiod：时间周期
253 ROCP = talib.ROCP(close, timeperiod=10)
254
255 # 7.ROCR ：变动百分率
256 # real = ROCR(close, timeperiod=10)
257 # 参数说明：close：收盘价；timeperiod：时间周期
258 ROCR = talib.ROCR(close, timeperiod=10)
259
260 # 8. ROCR100 ：变动百分率（*100）
261 # real = ROCR100(close, timeperiod=10)
262 # 参数说明：close：收盘价；timeperiod：时间周期
263 ROCR100 = talib.ROCR100(close, timeperiod=10)
264
265 # 9. RSI：相对强弱指数
266 # real = RSI(close, timeperiod=14)
267 # 参数说明：close：收盘价；timeperiod：时间周期
268 RSI = talib.RSI(close, timeperiod=14)
269
270 # 10.STOCH ：随机指标,俗称KD
271 # slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0)
272 # 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
273 # #matype: 0=SMA, 1=EMA, 2=WMA, 3=DEMA, 4=TEMA, 5=TRIMA, 6=KAMA, 7=MAMA, 8=T3 (Default=SMA)
274 STOCH_slowk,STOCH_slowd = talib.STOCH(data['high'].values, data['low'].values, close, fastk_period=9, slowk_period=3, slowk_matype=1, slowd_period=3, slowd_matype=1)
275
276 # 11. STOCHF ：快速随机指标
277 # fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
278 STOCHF_fastk,STOCHF_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period=5, fastd_period=3, fastd_matype=0)
279
280 # 12.STOCHRSI：随机相对强弱指数
281 # fastk, fastd = STOCHRSI(high, low, close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
282 STOCHRSI_fastk,STOCHRSI_fastd = talib.STOCHF(data['high'].values, data['low'].values, close, fastk_period = 5, fastd_period = 3, fastd_matype = 0)
283
284 # 13.TRIX：1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
285 # real = TRIX(close, timeperiod=30)
286 TRIX = talib.TRIX(close, timeperiod=30)
287
288 # 14.ULTOSC：终极波动指标
289 # real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
290 ULTOSC = talib.ULTOSC(data['high'].values, data['low'].values, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
291
292 # 15.WILLR ：威廉指标
293 # real = WILLR(high, low, close, timeperiod=14)
294 WILLR = talib.WILLR(data['high'].values, data['low'].values, close, timeperiod = 14)
295
296
297 # 七、Statistic Functions 统计学指标
298 # 1. BETA：β系数也称为贝塔系数
299 # real = BETA(high, low, timeperiod=5)
300 BETA = talib.BETA(data['high'].values, data['low'].values, timeperiod = 5)
301
302 # 2. CORREL ：皮尔逊相关系数
303 # real = CORREL(high, low, timeperiod=30)
304 CORREL = talib.CORREL(data['high'].values, data['low'].values, timeperiod = 30)
305
306 # 3.LINEARREG ：线性回归
307 # real = LINEARREG(close, timeperiod=14)
308 LINEARREG = talib.LINEARREG(close, timeperiod=14)
309
310 # 4.LINEARREG_ANGLE ：线性回归的角度
311 # real = LINEARREG_ANGLE(close, timeperiod=14)
312 LINEARREG_ANGLE = talib.LINEARREG_ANGLE(close, timeperiod=14)
313
314 # 5. LINEARREG_INTERCEPT ：线性回归截距
315 # real = LINEARREG_INTERCEPT(close, timeperiod=14)
316 LINEARREG_INTERCEPT = talib.LINEARREG_INTERCEPT(close, timeperiod=14)
317
318 # 6.LINEARREG_SLOPE：线性回归斜率指标
319 # real = LINEARREG_SLOPE(close, timeperiod=14)
320 LINEARREG_SLOPE = talib.LINEARREG_SLOPE(close, timeperiod=14)
321
322 # 7.STDDEV ：标准偏差
323 # real = STDDEV(close, timeperiod=5, nbdev=1)
324 STDDEV = talib.STDDEV(close, timeperiod=5, nbdev=1)
325
326 # 8.TSF：时间序列预测
327 # real = TSF(close, timeperiod=14)
328 TSF = talib.TSF(close, timeperiod=14)
329
330 # 9. VAR：方差
331 # real = VAR(close, timeperiod=5, nbdev=1)
332 VAR = talib.VAR(close, timeperiod=5, nbdev=1)
标签：python,talib,high,一览表,low,close,timeperiod,data From： https://www.cnblogs.com/long136/p/16888771.html