[teach you by hand] TA lib, a sharp tool for stock market technical analysis

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TA lib, full name "Technical Analysis Library", namely Technical Analysis Library, is an advanced library of Python financial quantification, covering more than 150 indicators, including technical analysis indicators commonly used in stock and futures trading software, such as MACD, RSI, KDJ, momentum indicators, brin belt, etc.

TA lib can be divided into 10 sub sections: Overlap Studies, momentum indicators, volume indicators, cycle indicators, price transform, volatility indicators, pattern recognition, statistical functions and math transform And math operators, as shown in the figure below. This paper will introduce the implementation and application of talib technical indicators in detail in the form of a series, and this paper, as the beginning, mainly introduces the content of Overlap Studies.

The following is the full name list of each indicator

Overlapping study
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
Momentum index
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
Trading volume index
AD                   Chaikin A/D Line
ADOSC                Chaikin A/D Oscillator
OBV                  On Balance Volume
Cycle index
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
Price conversion
AVGPRICE             Average Price
MEDPRICE             Median Price
TYPPRICE             Typical Price
WCLPRICE             Weighted Close Price

Volatility index
ATR                  Average True Range
NATR                 Normalized Average True Range
TRANGE               True Range

pattern recognition
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
CDLADVANCEBLOCK      Advance Block
CDLBELTHOLD          Belt-hold
CDLBREAKAWAY         Breakaway
CDLCONCEALBABYSWALL  Concealing Baby Swallow
CDLCOUNTERATTACK     Counterattack
CDLDOJI              Doji
CDLDOJISTAR          Doji Star
CDLENGULFING         Engulfing Pattern
CDLEVENINGSTAR       Evening Star
CDLGAPSIDESIDEWHITE  Up/Down-gap side-by-side white lines
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
CDLKICKING           Kicking
CDLKICKINGBYLENGTH   Kicking - bull/bear determined by the longer marubozu
CDLLADDERBOTTOM      Ladder Bottom
CDLLONGLINE          Long Line Candle
CDLMARUBOZU          Marubozu
CDLMATCHINGLOW       Matching Low
CDLMATHOLD           Mat Hold
CDLMORNINGSTAR       Morning Star
CDLONNECK            On-Neck Pattern
CDLPIERCING          Piercing Pattern
CDLRICKSHAWMAN       Rickshaw Man
CDLRISEFALL3METHODS  Rising/Falling Three Methods
CDLSHOOTINGSTAR      Shooting Star
CDLSHORTLINE         Short Line Candle
CDLSPINNINGTOP       Spinning Top
CDLTAKURI            Takuri (Dragonfly Doji with very long lower shadow)
CDLTASUKIGAP         Tasuki Gap
CDLTHRUSTING         Thrusting Pattern
CDLTRISTAR           Tristar Pattern
CDLUNIQUE3RIVER      Unique 3 River
CDLXSIDEGAP3METHODS  Upside/Downside Gap Three Methods

Statistical function
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

2, TaLib installation

Note: TaLib is a python library, so you need to install Python before installing TaLib.

1. pip installation

(official installation tutorial document: mrjbq7. GitHub. IO / Ta LIB)

  • Enter the command at the command line (online installation):

pip install Ta-Lib

  • (Note: this problem may occur during pip installation:
    error: Microsoft Visual C++ 14.0 is required. Get it with "Microsoft Visual C++ Build Tools": visualstudio.microsoft.com
    ****TA lib * * is written based on python, so Microsoft Visual C++ 14.0 is required during installation. * * manual installation is required at this time. This problem may also occur when installing other Python third-party packages, and the solution is the same)

2. Manual installation

A. Find and download the corresponding version of whl format file you need.
(for example, if the native installation is 32-bit Python 3.6, select TA_Lib ‑ 0.4.17 ‑ cp36 ‑ cp36m ‑ win32.whl to download;
If 64 bit python2.7 is installed locally, select TA_Lib ‑ 0.4.17 ‑ cp27 ‑ cp27m ‑ win_amd64.whl (the same for others)

The download address is:

B. On the command line (the opening method of the command line is in the Tips at the end of the article), enter the directory where the whl file is located and execute the command:

Name of whl file downloaded by pip install
For example: pip install TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl

C. Or execute the command directly without entering the directory:

Absolute path + file name of pip install file
For example: pip install D:\my_packages\ TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl

3. Successful installation

After the package is successfully installed, the command line interface will prompt "successfully installed TA lib".

You can also enter the command "PIP install TA lib" on the command line. If "requirement already qualified: TA Lib in..." ("..." is the directory where this file is installed), the installation is successful.

TA lib financial quantitative analysis Technical Analysis Library, introduction and installation guide are introduced here. You are welcome to sign up< Nerd half-hour introduction python data analysis >, learn more about it

Keywords: Python

Added by SquirrelJ on Fri, 12 Nov 2021 01:25:47 +0200