一、函数索引
Overlap Studies
BBANDS Bollinger Bands
DEMA Double Exponential Moving Average
EMA Exponential Moving Average
HT_TRENDLINE Hilbert Transform - Instantaneous Trendline
KAMA Kaufman Adaptive Moving Average
MA Moving average
MAMA MESA Adaptive Moving Average
MAVP Moving average with variable period
MIDPOINT MidPoint over period
MIDPRICE Midpoint Price over period
SAR Parabolic SAR
SAREXT Parabolic SAR - Extended
SMA Simple Moving Average
T3 Triple Exponential Moving Average (T3)
TEMA Triple Exponential Moving Average
TRIMA Triangular Moving Average
WMA Weighted Moving Average
Momentum Indicators
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
Volume Indicators
AD Chaikin A/D Line
ADOSC Chaikin A/D Oscillator
OBV On Balance Volume
Cycle Indicators
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 Transform
AVGPRICE Average Price
MEDPRICE Median Price
TYPPRICE Typical Price
WCLPRICE Weighted Close Price
Volatility Indicators
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
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
Statistic Functions
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
Math Transform
ACOS Vector Trigonometric ACos
ASIN Vector Trigonometric ASin
ATAN Vector Trigonometric ATan
CEIL Vector Ceil
COS Vector Trigonometric Cos
COSH Vector Trigonometric Cosh
EXP Vector Arithmetic Exp
FLOOR Vector Floor
LN Vector Log Natural
LOG10 Vector Log10
SIN Vector Trigonometric Sin
SINH Vector Trigonometric Sinh
SQRT Vector Square Root
TAN Vector Trigonometric Tan
TANH Vector Trigonometric Tanh
Math Operators
ADD Vector Arithmetic Add
DIV Vector Arithmetic Div
MAX Highest value over a specified period
MAXINDEX Index of highest value over a specified period
MIN Lowest value over a specified period
MININDEX Index of lowest value over a specified period
MINMAX Lowest and highest values over a specified period
MINMAXINDEX Indexes of lowest and highest values over a specified period
MULT Vector Arithmetic Mult
SUB Vector Arithmetic Substraction
SUM Summation
二、函数用法
以下提供的用法仅作参考，最好的方法是在程序内调用帮助程序。
# 导入TA-Lib
import talib
talib.OBV?
Overlap Studies Functions
BBANDS - Bollinger Bands
upperband, middleband, lowerband = BBANDS(close, timeperiod=5, nbdevup=2, nbdevdn=2, matype=0)
DEMA - Double Exponential Moving Average
real = DEMA(close, timeperiod=30)
EMA - Exponential Moving Average
real = EMA(close, timeperiod=30)
HT_TRENDLINE - Hilbert Transform - Instantaneous Trendline
real = HT_TRENDLINE(close)
KAMA - Kaufman Adaptive Moving Average
real = KAMA(close, timeperiod=30)
MA - Moving average
real = MA(close, timeperiod=30, matype=0)
MAMA - MESA Adaptive Moving Average
mama, fama = MAMA(close, fastlimit=0, slowlimit=0)
MAVP - Moving average with variable period
real = MAVP(close, periods, minperiod=2, maxperiod=30, matype=0)
MIDPOINT - MidPoint over period
real = MIDPOINT(close, timeperiod=14)
MIDPRICE - Midpoint Price over period
real = MIDPRICE(high, low, timeperiod=14)
SAR - Parabolic SAR
real = SAR(high, low, acceleration=0, maximum=0)
SAREXT - Parabolic SAR - Extended
real = SAREXT(high, low, startvalue=0, offsetonreverse=0, accelerationinitlong=0,
accelerationlong=0, accelerationmaxlong=0, accelerationinitshort=0, accelerationshort=0, accelerationmaxshort=0)
SMA - Simple Moving Average
real = SMA(close, timeperiod=30)
T3 - Triple Exponential Moving Average (T3)
real = T3(close, timeperiod=5, vfactor=0)
TEMA - Triple Exponential Moving Average
real = TEMA(close, timeperiod=30)
TRIMA - Triangular Moving Average
real = TRIMA(close, timeperiod=30)
WMA - Weighted Moving Average
real = WMA(close, timeperiod=30)
Momentum Indicator Functions
ADX - Average Directional Movement Index
real = ADX(high, low, close, timeperiod=14)
ADXR - Average Directional Movement Index Rating
real = ADXR(high, low, close, timeperiod=14)
APO - Absolute Price Oscillator
real = APO(close, fastperiod=12, slowperiod=26, matype=0)
AROON - Aroon
aroondown, aroonup = AROON(high, low, timeperiod=14)
AROONOSC - Aroon Oscillator
real = AROONOSC(high, low, timeperiod=14)
BOP - Balance Of Power
real = BOP(open, high, low, close)
CCI - Commodity Channel Index
real = CCI(high, low, close, timeperiod=14)
CMO - Chande Momentum Oscillator
real = CMO(close, timeperiod=14)
DX - Directional Movement Index
real = DX(high, low, close, timeperiod=14)
MACD - Moving Average Convergence/Divergence
macd, macdsignal, macdhist = MACD(close, fastperiod=12, slowperiod=26, signalperiod=9)
MACDEXT - MACD with controllable MA type
macd, macdsignal, macdhist = MACDEXT(close, fastperiod=12, fastmatype=0, slowperiod=26,
slowmatype=0, signalperiod=9, signalmatype=0)
MACDFIX - Moving Average Convergence/Divergence Fix 12/26
macd, macdsignal, macdhist = MACDFIX(close, signalperiod=9)
MFI - Money Flow Index
real = MFI(high, low, close, volume, timeperiod=14)
MINUS_DI - Minus Directional Indicator
real = MINUS_DI(high, low, close, timeperiod=14)
MINUS_DM - Minus Directional Movement
real = MINUS_DM(high, low, timeperiod=14)
MOM - Momentum
real = MOM(close, timeperiod=10)
PLUS_DI - Plus Directional Indicator
real = PLUS_DI(high, low, close, timeperiod=14)
PLUS_DM - Plus Directional Movement
real = PLUS_DM(high, low, timeperiod=14)
PPO - Percentage Price Oscillator
real = PPO(close, fastperiod=12, slowperiod=26, matype=0)
ROC - Rate of change : ((price/prevPrice)-1)*100
real = ROC(close, timeperiod=10)
ROCP - Rate of change Percentage: (price-prevPrice)/prevPrice
real = ROCP(close, timeperiod=10)
ROCR - Rate of change ratio: (price/prevPrice)
real = ROCR(close, timeperiod=10)
ROCR100 - Rate of change ratio 100 scale: (price/prevPrice)*100
real = ROCR100(close, timeperiod=10)
RSI - Relative Strength Index
real = RSI(close, timeperiod=14)
STOCH - Stochastic
slowk, slowd = STOCH(high, low, close, fastk_period=5, slowk_period=3, slowk_matype=0,
slowd_period=3, slowd_matype=0)
STOCHF - Stochastic Fast
fastk, fastd = STOCHF(high, low, close, fastk_period=5, fastd_period=3, fastd_matype=0)
STOCHRSI - Stochastic Relative Strength Index
fastk, fastd = STOCHRSI(close, timeperiod=14, fastk_period=5, fastd_period=3, fastd_matype=0)
TRIX - 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA
real = TRIX(close, timeperiod=30)
ULTOSC - Ultimate Oscillator
real = ULTOSC(high, low, close, timeperiod1=7, timeperiod2=14, timeperiod3=28)
WILLR - Williams' %R
real = WILLR(high, low, close, timeperiod=14)
Volume Indicator Functions
AD - Chaikin A/D Line
real = AD(high, low, close, volume)
ADOSC - Chaikin A/D Oscillator
real = ADOSC(high, low, close, volume, fastperiod=3, slowperiod=10)
OBV - On Balance Volume
real = OBV(close, volume)
Volatility Indicator Functions
ATR - Average True Range
real = ATR(high, low, close, timeperiod=14)
NATR - Normalized Average True Range
real = NATR(high, low, close, timeperiod=14)
TRANGE - True Range
real = TRANGE(high, low, close)
Price Transform Functions
AVGPRICE - Average Price
real = AVGPRICE(open, high, low, close)
MEDPRICE - Median Price
real = MEDPRICE(high, low)
TYPPRICE - Typical Price
real = TYPPRICE(high, low, close)
WCLPRICE - Weighted Close Price
real = WCLPRICE(high, low, close)
Cycle Indicator Functions
HT_DCPERIOD - Hilbert Transform - Dominant Cycle Period
real = HT_DCPERIOD(close)
HT_DCPHASE - Hilbert Transform - Dominant Cycle Phase
real = HT_DCPHASE(close)
HT_PHASOR - Hilbert Transform - Phasor Components
inphase, quadrature = HT_PHASOR(close)
HT_SINE - Hilbert Transform - SineWave
sine, leadsine = HT_SINE(close)
HT_TRENDMODE - Hilbert Transform - Trend vs Cycle Mode
integer = HT_TRENDMODE(close)
Pattern Recognition Functions
CDL2CROWS - Two Crows
integer = CDL2CROWS(open, high, low, close)
CDL3BLACKCROWS - Three Black Crows
integer = CDL3BLACKCROWS(open, high, low, close)
CDL3INSIDE - Three Inside Up/Down
integer = CDL3INSIDE(open, high, low, close)
CDL3LINESTRIKE - Three-Line Strike
integer = CDL3LINESTRIKE(open, high, low, close)
CDL3OUTSIDE - Three Outside Up/Down
integer = CDL3OUTSIDE(open, high, low, close)
CDL3STARSINSOUTH - Three Stars In The South
integer = CDL3STARSINSOUTH(open, high, low, close)
CDL3WHITESOLDIERS - Three Advancing White Soldiers
integer = CDL3WHITESOLDIERS(open, high, low, close)
CDLABANDONEDBABY - Abandoned Baby
integer = CDLABANDONEDBABY(open, high, low, close, penetration=0)
CDLADVANCEBLOCK - Advance Block
integer = CDLADVANCEBLOCK(open, high, low, close)
CDLBELTHOLD - Belt-hold
integer = CDLBELTHOLD(open, high, low, close)
CDLBREAKAWAY - Breakaway
integer = CDLBREAKAWAY(open, high, low, close)
CDLCLOSINGMARUBOZU - Closing Marubozu
integer = CDLCLOSINGMARUBOZU(open, high, low, close)
CDLCONCEALBABYSWALL - Concealing Baby Swallow
integer = CDLCONCEALBABYSWALL(open, high, low, close)
CDLCOUNTERATTACK - Counterattack
integer = CDLCOUNTERATTACK(open, high, low, close)
CDLDARKCLOUDCOVER - Dark Cloud Cover
integer = CDLDARKCLOUDCOVER(open, high, low, close, penetration=0)
CDLDOJI - Doji
integer = CDLDOJI(open, high, low, close)
CDLDOJISTAR - Doji Star
integer = CDLDOJISTAR(open, high, low, close)
CDLDRAGONFLYDOJI - Dragonfly Doji
integer = CDLDRAGONFLYDOJI(open, high, low, close)
CDLENGULFING - Engulfing Pattern
integer = CDLENGULFING(open, high, low, close)
CDLEVENINGDOJISTAR - Evening Doji Star
integer = CDLEVENINGDOJISTAR(open, high, low, close, penetration=0)
CDLEVENINGSTAR - Evening Star
integer = CDLEVENINGSTAR(open, high, low, close, penetration=0)
CDLGAPSIDESIDEWHITE - Up/Down-gap side-by-side white lines
integer = CDLGAPSIDESIDEWHITE(open, high, low, close)
CDLGRAVESTONEDOJI - Gravestone Doji
integer = CDLGRAVESTONEDOJI(open, high, low, close)
CDLHAMMER - Hammer
integer = CDLHAMMER(open, high, low, close)
CDLHANGINGMAN - Hanging Man
integer = CDLHANGINGMAN(open, high, low, close)
CDLHARAMI - Harami Pattern
integer = CDLHARAMI(open, high, low, close)
CDLHARAMICROSS - Harami Cross Pattern
integer = CDLHARAMICROSS(open, high, low, close)
CDLHIGHWAVE - High-Wave Candle
integer = CDLHIGHWAVE(open, high, low, close)
CDLHIKKAKE - Hikkake Pattern
integer = CDLHIKKAKE(open, high, low, close)
CDLHIKKAKEMOD - Modified Hikkake Pattern
integer = CDLHIKKAKEMOD(open, high, low, close)
CDLHOMINGPIGEON - Homing Pigeon
integer = CDLHOMINGPIGEON(open, high, low, close)
CDLIDENTICAL3CROWS - Identical Three Crows
integer = CDLIDENTICAL3CROWS(open, high, low, close)
CDLINNECK - In-Neck Pattern
integer = CDLINNECK(open, high, low, close)
CDLINVERTEDHAMMER - Inverted Hammer
integer = CDLINVERTEDHAMMER(open, high, low, close)
CDLKICKING - Kicking
integer = CDLKICKING(open, high, low, close)
CDLKICKINGBYLENGTH - Kicking - bull/bear determined by the longer marubozu
integer = CDLKICKINGBYLENGTH(open, high, low, close)
CDLLADDERBOTTOM - Ladder Bottom
integer = CDLLADDERBOTTOM(open, high, low, close)
CDLLONGLEGGEDDOJI - Long Legged Doji
integer = CDLLONGLEGGEDDOJI(open, high, low, close)
CDLLONGLINE - Long Line Candle
integer = CDLLONGLINE(open, high, low, close)
CDLMARUBOZU - Marubozu
integer = CDLMARUBOZU(open, high, low, close)
CDLMATCHINGLOW - Matching Low
integer = CDLMATCHINGLOW(open, high, low, close)
CDLMATHOLD - Mat Hold
integer = CDLMATHOLD(open, high, low, close, penetration=0)
CDLMORNINGDOJISTAR - Morning Doji Star
integer = CDLMORNINGDOJISTAR(open, high, low, close, penetration=0)
CDLMORNINGSTAR - Morning Star
integer = CDLMORNINGSTAR(open, high, low, close, penetration=0)
CDLONNECK - On-Neck Pattern
integer = CDLONNECK(open, high, low, close)
CDLPIERCING - Piercing Pattern
integer = CDLPIERCING(open, high, low, close)
CDLRICKSHAWMAN - Rickshaw Man
integer = CDLRICKSHAWMAN(open, high, low, close)
CDLRISEFALL3METHODS - Rising/Falling Three Methods
integer = CDLRISEFALL3METHODS(open, high, low, close)
CDLSEPARATINGLINES - Separating Lines
integer = CDLSEPARATINGLINES(open, high, low, close)
CDLSHOOTINGSTAR - Shooting Star
integer = CDLSHOOTINGSTAR(open, high, low, close)
CDLSHORTLINE - Short Line Candle
integer = CDLSHORTLINE(open, high, low, close)
CDLSPINNINGTOP - Spinning Top
integer = CDLSPINNINGTOP(open, high, low, close)
CDLSTALLEDPATTERN - Stalled Pattern
integer = CDLSTALLEDPATTERN(open, high, low, close)
CDLSTICKSANDWICH - Stick Sandwich
integer = CDLSTICKSANDWICH(open, high, low, close)
CDLTAKURI - Takuri (Dragonfly Doji with very long lower shadow)
integer = CDLTAKURI(open, high, low, close)
CDLTASUKIGAP - Tasuki Gap
integer = CDLTASUKIGAP(open, high, low, close)
CDLTHRUSTING - Thrusting Pattern
integer = CDLTHRUSTING(open, high, low, close)
CDLTRISTAR - Tristar Pattern
integer = CDLTRISTAR(open, high, low, close)
CDLUNIQUE3RIVER - Unique 3 River
integer = CDLUNIQUE3RIVER(open, high, low, close)
CDLUPSIDEGAP2CROWS - Upside Gap Two Crows
integer = CDLUPSIDEGAP2CROWS(open, high, low, close)
CDLXSIDEGAP3METHODS - Upside/Downside Gap Three Methods
integer = CDLXSIDEGAP3METHODS(open, high, low, close)
Statistic Functions
BETA - Beta
real = BETA(high, low, timeperiod=5)
CORREL - Pearson's Correlation Coefficient (r)
real = CORREL(high, low, timeperiod=30)
LINEARREG - Linear Regression
real = LINEARREG(close, timeperiod=14)
LINEARREG_ANGLE - Linear Regression Angle
real = LINEARREG_ANGLE(close, timeperiod=14)
LINEARREG_INTERCEPT - Linear Regression Intercept
real = LINEARREG_INTERCEPT(close, timeperiod=14)
LINEARREG_SLOPE - Linear Regression Slope
real = LINEARREG_SLOPE(close, timeperiod=14)
STDDEV - Standard Deviation
real = STDDEV(close, timeperiod=5, nbdev=1)
TSF - Time Series Forecast
real = TSF(close, timeperiod=14)
VAR - Variance
real = VAR(close, timeperiod=5, nbdev=1)
Math Transform Functions
ACOS - Vector Trigonometric ACos
real = ACOS(close)
ASIN - Vector Trigonometric ASin
real = ASIN(close)
ATAN - Vector Trigonometric ATan
real = ATAN(close)
CEIL - Vector Ceil
real = CEIL(close)
COS - Vector Trigonometric Cos
real = COS(close)
COSH - Vector Trigonometric Cosh
real = COSH(close)
EXP - Vector Arithmetic Exp
real = EXP(close)
FLOOR - Vector Floor
real = FLOOR(close)
LN - Vector Log Natural
real = LN(close)
LOG10 - Vector Log10
real = LOG10(close)
SIN - Vector Trigonometric Sin
real = SIN(close)
SINH - Vector Trigonometric Sinh
real = SINH(close)
SQRT - Vector Square Root
real = SQRT(close)
TAN - Vector Trigonometric Tan
real = TAN(close)
TANH - Vector Trigonometric Tanh
real = TANH(close)
Math Operator Functions
ADD - Vector Arithmetic Add
real = ADD(high, low)
DIV - Vector Arithmetic Div
real = DIV(high, low)
MAX - Highest value over a specified period
real = MAX(close, timeperiod=30)
MAXINDEX - Index of highest value over a specified period
integer = MAXINDEX(close, timeperiod=30)
MIN - Lowest value over a specified period
real = MIN(close, timeperiod=30)
MININDEX - Index of lowest value over a specified period
integer = MININDEX(close, timeperiod=30)
MINMAX - Lowest and highest values over a specified period
min, max = MINMAX(close, timeperiod=30)
MINMAXINDEX - Indexes of lowest and highest values over a specified period
minidx, maxidx = MINMAXINDEX(close, timeperiod=30)
MULT - Vector Arithmetic Mult
real = MULT(high, low)
SUB - Vector Arithmetic Substraction
real = SUB(high, low)
SUM - Summation
real = SUM(close, timeperiod=30)
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