发明者量化的TA
指标库优化了常用指标算法,支持JavaScript
、Python
、C++
语言的策略调用。
开源TA库代码、发明者量化交易平台API手册。
function main(){
// records的长度,当数据长度不足指标函数的参数计算要求时将返回无效值
var records = exchange.GetRecords()
var macd = TA.MACD(records)
var atr = TA.ATR(records, 14)
// 打印出最后一组指标值
Log(macd[0][records.length-1], macd[1][records.length-1], macd[2][records.length-1])
Log(atr[atr.length-1])
}
def main():
r = exchange.GetRecords()
macd = TA.MACD(r)
atr = TA.ATR(r, 14)
Log(macd[0][-1], macd[1][-1], macd[2][-1])
Log(atr[-1])
void main() {
auto r = exchange.GetRecords();
auto macd = TA.MACD(r);
auto atr = TA.ATR(r, 14);
Log(macd[0][macd[0].size() - 1], macd[1][macd[1].size() - 1], macd[2][macd[2].size() - 1]);
Log(atr[atr.size() - 1]);
}
Web3
talib指标库