做量化交易的，怎么能不学习Talib呢？
Talib包含了150多种技术指标，值得好好地研究一番了。另外，它还可以识别K线形态，什么三只乌鸦、红三兵之类。
它的主要指标有：
Overlap Studies 重叠研究
Momentum Indicators 动量指标
Volume Indicators 成交量指标
Volatility Indicators 波动性指标
Price Transform 价格指标
Cycle Indicators 周期指标
Pattern Recognition 形态识别
Statistic Functions 统计函数
Math Transform 数学变换
Math Operators 数学运算符
1.重叠的研究
BBANDS Bollinger Bands #布林带 DEMA Double Exponential Moving Average #双指数移动平均线 EMA Exponential Moving Average #指数滑动平均 HT_TRENDLINE Hilbert Transform - Instantaneous Trendline #希尔伯特变换瞬时趋势 KAMA Kaufman Adaptive Moving Average #卡玛考夫曼自适应移动平均 MA Moving average #均线 MAMA MESA Adaptive Moving Average #自适应移动平均 MAVP Moving average with variable period #变周期移动平均 MIDPOINT MidPoint over period #在周期的中点 MIDPRICE Midpoint Price over period #中间时段价格 SAR Parabolic SAR #抛物线转向指标 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
2.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
3. 成交量指标
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator OBV On Balance Volume
4.波动性指标
ATR Average True Range NATR Normalized Average True Range TRANGE True Range
5.价格指标
AVGPRICE Average Price MEDPRICE Median Price TYPPRICE Typical Price WCLPRICE Weighted Close Price
6.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
7.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
8.数学变换
待补充
9.数学运算符
待补充
10.形态识别
CDL2CROWS Two Crows 两只乌鸦 CDL3BLACKCROWS Three Black Crows CDL3INSIDE Three Inside Up/Down 3K线内部上涨和下跌 #三日 K 线模式，母子信号+长 K 线，以三内部上涨为例， K 线为阴阳阳，第三天收盘价高于第一天开盘价，第二天 #K 线在第一天 K 线内部，预示着股价上涨。 CDL3LINESTRIKE Three-Line Strike 三线震荡 CDL3OUTSIDE Three Outside Up/Down 三外部上涨和下跌 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 乌云盖顶 CDLDOJI Doji CDLDOJISTAR Doji Star CDLDRAGONFLYDOJI Dragonfly Doji 蜻蜓十字（即T形线） CDLENGULFING Engulfing Pattern CDLEVENINGDOJISTAR Evening Doji Star CDLEVENINGSTAR Evening Star CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines CDLGRAVESTONEDOJI Gravestone Doji 墓碑十字线 CDLHAMMER Hammer CDLHANGINGMAN Hanging Man 上吊线 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 光头光脚 CDLMATCHINGLOW Matching Low 相同低价 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 射击之星 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
关于K线形态识别，可以看这里：https://blog.csdn.net/shuigge/article/details/72825723
中文:https://github.com/HuaRongSAO/talib-document
中文：https://www.jianshu.com/p/bbee17ba168a
二、关于K线形态识别
比如，要识别两只乌鸦
integer = CDL2CROWS(open, high, low, close)
open/high/low/close并不是单纯的数值，而是四个np.array数组，即都是价格序列
talib.CDLFUNC() 返回值是一个数组，值域【-100,0,100】。0就是无模式，100就是识别了模式，-100就是反的识别很好理解。
Ta-lib的语法总结起来，就是array in, array out
三、实例
https://www.ricequant.com/community/topic/174//3
四、Updated on 19-Oct
doji 十字星
Long Upper Shadow: 长上影线
Long-Legged Doji ： 长脚十字
Shaven Head： 光头线
Spinning Top：？
bearish harami：熊市孕妇、熊市孕育型，harami是日语。
inside bar:包含K线
Dragonfly Doji： 蜻蜓十字/T形十字
更多看这里：
https://en.wikipedia.org/wiki/Candlestick_pattern