TA-Lib函数对照

Overlap Studies 重叠研究指标

BBANDS               Bollinger Bands 布林带
DEMA                 Double Exponential Moving Average 双指数移动平均线
EMA                  Exponential Moving Average 指数移动平均线
HT_TRENDLINE         Hilbert Transform - Instantaneous Trendline 希尔伯特变换——瞬时趋势线
KAMA                 Kaufman Adaptive Moving Average 考夫曼自适应移动平均线
MA                   Moving average 移动平均线
MAMA                 MESA Adaptive Moving Average 梅萨自适应移动平均线(
MAVP                 Moving average with variable period 变化周期移动平均线
MIDPOINT             MidPoint over period 周期中点
MIDPRICE             Midpoint Price over period 周期中点价
SAR                  Parabolic SAR 抛物线停损转向操作点指标
SAREXT               Parabolic SAR - Extended
SMA                  Simple Moving Average 简单移动平均线
T3                   Triple Exponential Moving Average (T3) 三重指数移动平均线(T3)
TEMA                 Triple Exponential Moving Average三重指数移动平均线
TRIMA                Triangular Moving Average 三角移动平均线
WMA                  Weighted Moving Average 加权移动平均

Momentum Indicators 动量指标

ADX                  Average Directional Movement Index 平均趋向指标
ADXR                 Average Directional Movement Index Rating 平均趋向指标评估
APO                  Absolute Price Oscillator 绝对价格振荡器
AROON                Aroon 阿隆指标
AROONOSC             Aroon Oscillator 阿隆震荡线
BOP                  Balance Of Power 能量均衡
CCI                  Commodity Channel Index 顺势指标
CMO                  Chande Momentum Oscillator 钱德动量摆动指标
DX/DMI               Directional Movement Index 动向指标
MACD                 Moving Average Convergence/Divergence 指数平滑移动平均线
MACDEXT              MACD with controllable MA type 可控MA类型的MACD
MACDFIX              Moving Average Convergence/Divergence Fix 12/26 MACD固定值12/26
MFI                  Money Flow Index 资金流量指标
MINUS_DI             Minus Directional Indicator 负方向指示器
MINUS_DM             Minus Directional Movement  负方向移动
MOM                  Momentum 动量
PLUS_DI              Plus Directional Indicator 正方向指示器
PLUS_DM              Plus Directional Movement  正方向移动
PPO                  Percentage Price Oscillator 价格震荡百分比指数
ROC                  Rate of change : ((price/prevPrice)-1)*100 变动率指标
ROCP                 Rate of change Percentage: (price-prevPrice)/prevPrice 变动率百分比
ROCR                 Rate of change ratio: (price/prevPrice)  变动率比例
ROCR100              Rate of change ratio 100 scale: (price/prevPrice)*100 变动率比例 100刻度
RSI                  Relative Strength Index 相对强弱指标
STOCH                Stochastic 随机指标
STOCHF               Stochastic Fast 随机快指标
STOCHRSI             Stochastic Relative Strength Index 随机相对强弱指标
TRIX                 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA 三重平滑EMA的1日变化率
ULTOSC               Ultimate Oscillator 终极指标
WILLR                Williams' %R 威廉指标

Volume Indicators Volume Indicators 成交量指标

AD                   Chaikin A/D(Accumulation/Distribution) Line 累积/派发线
ADOSC                Chaikin A/D Oscillator 累积/派发摆动指标
OBV                  On Balance Volume能量潮

Volatility Indicators 波动率指标

ATR                  Average True Range 平均真实波幅指标
NATR                 Normalized Average True Range 归一化平均真实波幅指标
TRANGE               True Range 真实波幅指标

Price Transform 价格变换

AVGPRICE             Average Price 平均价格函数
MEDPRICE             Median Price 中位数价格
TYPPRICE             Typical Price 代表性价格
WCLPRICE             Weighted Close Price 加权收盘价

Cycle Indicators 周期指标

HT_DCPERIOD          Hilbert Transform - Dominant Cycle Period 希尔伯特变换-主导周期
HT_DCPHASE           Hilbert Transform - Dominant Cycle Phase 希尔伯特变换-主循环阶段
HT_PHASOR            Hilbert Transform - Phasor Components 希尔伯特变换相量分量
HT_SINE              Hilbert Transform - SineWave 希尔伯特变换-正弦波
HT_TRENDMODE         Hilbert Transform - Trend vs Cycle Mode 希尔伯特变换-趋势与周期模式

Pattern Recognition 模式识别

CDL2CROWS            Two Crows 两只乌鸦
CDL3BLACKCROWS       Three Black Crows 三只乌鸦
CDL3INSIDE           Three Inside Up/Down 三内部上涨和下跌
CDL3LINESTRIKE       Three-Line Strike 三线打击
CDL3OUTSIDE          Three Outside Up/Down 三外部上涨和下跌
CDL3STARSINSOUTH     Three Stars In The South 南方三星
CDL3WHITESOLDIERS    Three Advancing White Soldiers 三个白兵
CDLABANDONEDBABY     Abandoned Baby 弃婴
CDLADVANCEBLOCK      Advance Block 大敌当前
CDLBELTHOLD          Belt-hold 捉腰带线
CDLBREAKAWAY         Breakaway 脱离
CDLCLOSINGMARUBOZU   Closing Marubozu 收盘缺影线
CDLCONCEALBABYSWALL  Concealing Baby Swallow 藏婴吞没
CDLCOUNTERATTACK     Counterattack 反击线
CDLDARKCLOUDCOVER    Dark Cloud Cover 乌云压顶
CDLDOJI              Doji 十字
CDLDOJISTAR          Doji Star 十字星
CDLDRAGONFLYDOJI     Dragonfly Doji 蜻蜓十字/T形十字
CDLENGULFING         Engulfing Pattern 吞噬模式
CDLEVENINGDOJISTAR   Evening Doji Star 十字暮星
CDLEVENINGSTAR       Evening Star 暮星
CDLGAPSIDESIDEWHITE  Up/Down-gap side-by-side white lines 向上/下跳空并列阳线
CDLGRAVESTONEDOJI    Gravestone Doji 墓碑十字/倒T十字
CDLHAMMER            Hammer 锤头
CDLHANGINGMAN        Hanging Man 上吊线
CDLHARAMI            Harami Pattern 母子线
CDLHARAMICROSS       Harami Cross Pattern 十字孕线
CDLHIGHWAVE          High-Wave Candle 风高浪大线
CDLHIKKAKE           Hikkake Pattern 陷阱
CDLHIKKAKEMOD        Modified Hikkake Pattern 修正陷阱
CDLHOMINGPIGEON      Homing Pigeon 家鸽
CDLIDENTICAL3CROWS   Identical Three Crows 三胞胎乌鸦
CDLINNECK            In-Neck Pattern 颈内线
CDLINVERTEDHAMMER    Inverted Hammer 倒锤头
CDLKICKING           Kicking 反冲形态
CDLKICKINGBYLENGTH   Kicking - bull/bear determined by the longer marubozu 由较长缺影线决定的反冲形态
CDLLADDERBOTTOM      Ladder Bottom 梯底
CDLLONGLEGGEDDOJI    Long Legged Doji 长脚十字
CDLLONGLINE          Long Line Candle 长蜡烛
CDLMARUBOZU          Marubozu 光头光脚/缺影线
CDLMATCHINGLOW       Matching Low 相同低价
CDLMATHOLD           Mat Hold 铺垫
CDLMORNINGDOJISTAR   Morning Doji Star 十字晨星
CDLMORNINGSTAR       Morning Star 晨星
CDLONNECK            On-Neck Pattern 颈上线
CDLPIERCING          Piercing Pattern 刺透形态
CDLRICKSHAWMAN       Rickshaw Man 黄包车夫
CDLRISEFALL3METHODS  Rising/Falling Three Methods 上升/下降三法
CDLSEPARATINGLINES   Separating Lines 分离线
CDLSHOOTINGSTAR      Shooting Star 射击之星
CDLSHORTLINE         Short Line Candle 短蜡烛
CDLSPINNINGTOP       Spinning Top 纺锤
CDLSTALLEDPATTERN    Stalled Pattern 停顿形态
CDLSTICKSANDWICH     Stick Sandwich 条形三明治
CDLTAKURI            Takuri (Dragonfly Doji with very long lower shadow) 蜻蜓十字下影线长
CDLTASUKIGAP         Tasuki Gap 跳空并列阴阳线
CDLTHRUSTING         Thrusting Pattern 插入
CDLTRISTAR           Tristar Pattern 三星
CDLUNIQUE3RIVER      Unique 3 River 奇特三河床
CDLUPSIDEGAP2CROWS   Upside Gap Two Crows 向上跳空的两只乌鸦
CDLXSIDEGAP3METHODS  Upside/Downside Gap Three Methods 上升/下降跳空三法

Statistic Functions 统计功能

BETA                 Beta
CORREL               Pearson's Correlation Coefficient (r)皮尔逊相关系数
LINEARREG            Linear Regression 线性回归
LINEARREG_ANGLE      Linear Regression Angle 线性回归角
LINEARREG_INTERCEPT  Linear Regression Intercept 线性回归截距
LINEARREG_SLOPE      Linear Regression Slope 线性回归斜率
STDDEV               Standard Deviation 标准偏差
TSF                  Time Series Forecast 时间序列预测
VAR                  Variance 方差

Math Transform 数学变换

ACOS                 Vector Trigonometric ACos  反余弦函数
ASIN                 Vector Trigonometric ASin  反正弦函数
ATAN                 Vector Trigonometric ATan  反正切
CEIL                 Vector Ceil    向上取整数
COS                  Vector Trigonometric Cos   余弦函数
COSH                 Vector Trigonometric Cosh  双曲正弦函数
EXP                  Vector Arithmetic Exp      指数曲线
FLOOR                Vector Floor               向下取整数
LN                   Vector Log Natural         自然对数
LOG10                Vector Log10               对数函数log
SIN                  Vector Trigonometric Sin   正弦函数
SINH                 Vector Trigonometric Sinh  双曲正弦函数
SQRT                 Vector Square Root         非负实数的平方根
TAN                  Vector Trigonometric Tan   正切函数
TANH                 Vector Trigonometric Tanh  双曲正切函数

Math Operators 数学操作

ADD                  Vector Arithmetic Add  向量加法运算
DIV                  Vector Arithmetic Div  向量除法运算
MAX                  Highest value over a specified period  周期内最大值（未满足周期返回nan）
MAXINDEX             Index of highest value over a specified period 周期内最大值的索引
MIN                  Lowest value over a specified period   周期内最小值
MININDEX             Index of lowest value over a specified period 周期内最小值的索引
MINMAX               Lowest and highest values over a specified period 周期内最小值和最大值
MINMAXINDEX          Indexes of lowest and highest values over a specified period 周期内最小值和最大值索引
MULT                 Vector Arithmetic Mult 向量乘法运算
SUB                  Vector Arithmetic Substraction 向量减法运算
SUM                  Summation 周期内求和