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尝试在策略内部使用talib计算指标

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兰缘小妖
2025-02-17 18:28:08 +08:00
parent 9689625fc1
commit 3f8b210564
3 changed files with 200 additions and 177 deletions
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@@ -0,0 +1,10 @@
talib安装
macOS
```
poetry run pip install TA-Lib
```
Windows
> https://github.com/cgohlke/talib-build
```
poetry run pip install ta_lib-0.6.3-cp312-cp312-win_amd64.whl
```

164
poetry.lock generated
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@@ -1,4 +1,4 @@
# This file is automatically @generated by Poetry 2.0.1 and should not be changed by hand. # This file is automatically @generated by Poetry 2.1.1 and should not be changed by hand.
[[package]] [[package]]
name = "akracer" name = "akracer"
@@ -15,14 +15,14 @@ files = [
[[package]] [[package]]
name = "akshare" name = "akshare"
version = "1.15.93" version = "1.15.99"
description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!" description = "AKShare is an elegant and simple financial data interface library for Python, built for human beings!"
optional = false optional = false
python-versions = ">=3.8" python-versions = ">=3.8"
groups = ["main"] groups = ["main"]
files = [ files = [
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{file = "akshare-1.15.93.tar.gz", hash = "sha256:03898ec3bd53e17f1af1f3ba7069e389d006d4cadddab7b2e738e50c0130e98d"}, {file = "akshare-1.15.99.tar.gz", hash = "sha256:27ae2c3025f43d283ad904d2b401309d2bb1dbb3415f2464e674ce2d3d6ecfaa"},
] ]
[package.dependencies] [package.dependencies]
@@ -65,7 +65,7 @@ typing_extensions = {version = ">=4.5", markers = "python_version < \"3.13\""}
[package.extras] [package.extras]
doc = ["Sphinx (>=7.4,<8.0)", "packaging", "sphinx-autodoc-typehints (>=1.2.0)", "sphinx_rtd_theme"] doc = ["Sphinx (>=7.4,<8.0)", "packaging", "sphinx-autodoc-typehints (>=1.2.0)", "sphinx_rtd_theme"]
test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1)", "uvloop (>=0.21)"] test = ["anyio[trio]", "coverage[toml] (>=7)", "exceptiongroup (>=1.2.0)", "hypothesis (>=4.0)", "psutil (>=5.9)", "pytest (>=7.0)", "trustme", "truststore (>=0.9.1) ; python_version >= \"3.10\"", "uvloop (>=0.21) ; platform_python_implementation == \"CPython\" and platform_system != \"Windows\" and python_version < \"3.14\""]
trio = ["trio (>=0.26.1)"] trio = ["trio (>=0.26.1)"]
[[package]] [[package]]
@@ -201,12 +201,12 @@ files = [
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[package.extras] [package.extras]
benchmark = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins", "pytest-xdist[psutil]"] benchmark = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-codspeed", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
cov = ["cloudpickle", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] cov = ["cloudpickle ; platform_python_implementation == \"CPython\"", "coverage[toml] (>=5.3)", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
dev = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] dev = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pre-commit-uv", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
docs = ["cogapp", "furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier (<24.7)"] docs = ["cogapp", "furo", "myst-parser", "sphinx", "sphinx-notfound-page", "sphinxcontrib-towncrier", "towncrier (<24.7)"]
tests = ["cloudpickle", "hypothesis", "mypy (>=1.11.1)", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins", "pytest-xdist[psutil]"] tests = ["cloudpickle ; platform_python_implementation == \"CPython\"", "hypothesis", "mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pympler", "pytest (>=4.3.0)", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-xdist[psutil]"]
tests-mypy = ["mypy (>=1.11.1)", "pytest-mypy-plugins"] tests-mypy = ["mypy (>=1.11.1) ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\"", "pytest-mypy-plugins ; platform_python_implementation == \"CPython\" and python_version >= \"3.10\""]
[[package]] [[package]]
name = "babel" name = "babel"
@@ -221,7 +221,7 @@ files = [
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[package.extras] [package.extras]
dev = ["backports.zoneinfo", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata"] dev = ["backports.zoneinfo ; python_version < \"3.9\"", "freezegun (>=1.0,<2.0)", "jinja2 (>=3.0)", "pytest (>=6.0)", "pytest-cov", "pytz", "setuptools", "tzdata ; sys_platform == \"win32\""]
[[package]] [[package]]
name = "backtrader" name = "backtrader"
@@ -717,7 +717,7 @@ files = [
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[package.extras] [package.extras]
tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich"] tests = ["asttokens (>=2.1.0)", "coverage", "coverage-enable-subprocess", "ipython", "littleutils", "pytest", "rich ; python_version >= \"3.11\""]
[[package]] [[package]]
name = "fastjsonschema" name = "fastjsonschema"
@@ -795,18 +795,18 @@ files = [
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[package.extras] [package.extras]
all = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres", "pycairo", "scipy", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0)", "xattr", "zopfli (>=0.1.4)"] all = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "fs (>=2.2.0,<3)", "lxml (>=4.0)", "lz4 (>=1.7.4.2)", "matplotlib", "munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\"", "skia-pathops (>=0.5.0)", "sympy", "uharfbuzz (>=0.23.0)", "unicodedata2 (>=15.1.0) ; python_version <= \"3.12\"", "xattr ; sys_platform == \"darwin\"", "zopfli (>=0.1.4)"]
graphite = ["lz4 (>=1.7.4.2)"] graphite = ["lz4 (>=1.7.4.2)"]
interpolatable = ["munkres", "pycairo", "scipy"] interpolatable = ["munkres ; platform_python_implementation == \"PyPy\"", "pycairo", "scipy ; platform_python_implementation != \"PyPy\""]
lxml = ["lxml (>=4.0)"] lxml = ["lxml (>=4.0)"]
pathops = ["skia-pathops (>=0.5.0)"] pathops = ["skia-pathops (>=0.5.0)"]
plot = ["matplotlib"] plot = ["matplotlib"]
repacker = ["uharfbuzz (>=0.23.0)"] repacker = ["uharfbuzz (>=0.23.0)"]
symfont = ["sympy"] symfont = ["sympy"]
type1 = ["xattr"] type1 = ["xattr ; sys_platform == \"darwin\""]
ufo = ["fs (>=2.2.0,<3)"] ufo = ["fs (>=2.2.0,<3)"]
unicode = ["unicodedata2 (>=15.1.0)"] unicode = ["unicodedata2 (>=15.1.0) ; python_version <= \"3.12\""]
woff = ["brotli (>=1.0.1)", "brotlicffi (>=0.8.0)", "zopfli (>=0.1.4)"] woff = ["brotli (>=1.0.1) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\"", "zopfli (>=0.1.4)"]
[[package]] [[package]]
name = "fqdn" name = "fqdn"
@@ -864,10 +864,10 @@ six = ">=1.9"
webencodings = "*" webencodings = "*"
[package.extras] [package.extras]
all = ["chardet (>=2.2)", "genshi", "lxml"] all = ["chardet (>=2.2)", "genshi", "lxml ; platform_python_implementation == \"CPython\""]
chardet = ["chardet (>=2.2)"] chardet = ["chardet (>=2.2)"]
genshi = ["genshi"] genshi = ["genshi"]
lxml = ["lxml"] lxml = ["lxml ; platform_python_implementation == \"CPython\""]
[[package]] [[package]]
name = "httpcore" name = "httpcore"
@@ -910,7 +910,7 @@ httpcore = "==1.*"
idna = "*" idna = "*"
[package.extras] [package.extras]
brotli = ["brotli", "brotlicffi"] brotli = ["brotli ; platform_python_implementation == \"CPython\"", "brotlicffi ; platform_python_implementation != \"CPython\""]
cli = ["click (==8.*)", "pygments (==2.*)", "rich (>=10,<14)"] cli = ["click (==8.*)", "pygments (==2.*)", "rich (>=10,<14)"]
http2 = ["h2 (>=3,<5)"] http2 = ["h2 (>=3,<5)"]
socks = ["socksio (==1.*)"] socks = ["socksio (==1.*)"]
@@ -944,7 +944,7 @@ files = [
] ]
[package.extras] [package.extras]
check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1)"] check = ["pytest-checkdocs (>=2.4)", "pytest-ruff (>=0.2.1) ; sys_platform != \"cygwin\""]
cover = ["pytest-cov"] cover = ["pytest-cov"]
doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"] doc = ["furo", "jaraco.packaging (>=9.3)", "jaraco.tidelift (>=1.4)", "rst.linker (>=1.9)", "sphinx (>=3.5)", "sphinx-lint"]
enabler = ["pytest-enabler (>=2.2)"] enabler = ["pytest-enabler (>=2.2)"]
@@ -1011,7 +1011,7 @@ traitlets = ">=5.13.0"
[package.extras] [package.extras]
all = ["ipython[black,doc,kernel,matplotlib,nbconvert,nbformat,notebook,parallel,qtconsole]", "ipython[test,test-extra]"] all = ["ipython[black,doc,kernel,matplotlib,nbconvert,nbformat,notebook,parallel,qtconsole]", "ipython[test,test-extra]"]
black = ["black"] black = ["black"]
doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli", "typing_extensions"] doc = ["docrepr", "exceptiongroup", "intersphinx_registry", "ipykernel", "ipython[test]", "matplotlib", "setuptools (>=18.5)", "sphinx (>=1.3)", "sphinx-rtd-theme", "sphinxcontrib-jquery", "tomli ; python_version < \"3.11\"", "typing_extensions"]
kernel = ["ipykernel"] kernel = ["ipykernel"]
matplotlib = ["matplotlib"] matplotlib = ["matplotlib"]
nbconvert = ["nbconvert"] nbconvert = ["nbconvert"]
@@ -1221,7 +1221,7 @@ traitlets = ">=5.3"
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docs = ["ipykernel", "myst-parser", "pydata-sphinx-theme", "sphinx (>=4)", "sphinx-autodoc-typehints", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"] docs = ["ipykernel", "myst-parser", "pydata-sphinx-theme", "sphinx (>=4)", "sphinx-autodoc-typehints", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"]
test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", "pytest-timeout"] test = ["coverage", "ipykernel (>=6.14)", "mypy", "paramiko ; sys_platform == \"win32\"", "pre-commit", "pytest (<8.2.0)", "pytest-cov", "pytest-jupyter[client] (>=0.4.1)", "pytest-timeout"]
[[package]] [[package]]
name = "jupyter-console" name = "jupyter-console"
@@ -2004,7 +2004,7 @@ tornado = ">=6.2.0"
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dev = ["hatch", "pre-commit"] dev = ["hatch", "pre-commit"]
docs = ["myst-parser", "nbsphinx", "pydata-sphinx-theme", "sphinx (>=1.3.6)", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"] docs = ["myst-parser", "nbsphinx", "pydata-sphinx-theme", "sphinx (>=1.3.6)", "sphinxcontrib-github-alt", "sphinxcontrib-spelling"]
test = ["importlib-resources (>=5.0)", "ipykernel", "jupyter-server[test] (>=2.4.0,<3)", "jupyterlab-server[test] (>=2.27.1,<3)", "nbval", "pytest (>=7.0)", "pytest-console-scripts", "pytest-timeout", "pytest-tornasync", "requests"] test = ["importlib-resources (>=5.0) ; python_version < \"3.10\"", "ipykernel", "jupyter-server[test] (>=2.4.0,<3)", "jupyterlab-server[test] (>=2.27.1,<3)", "nbval", "pytest (>=7.0)", "pytest-console-scripts", "pytest-timeout", "pytest-tornasync", "requests"]
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fpx = ["olefile"] fpx = ["olefile"]
mic = ["olefile"] mic = ["olefile"]
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typing = ["typing-extensions"] typing = ["typing-extensions ; python_version < \"3.10\""]
xmp = ["defusedxml"] xmp = ["defusedxml"]
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@@ -2557,7 +2557,7 @@ files = [
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[[package]] [[package]]
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@@ -2984,52 +2984,58 @@ files = [
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win32 = ["pywin32"] win32 = ["pywin32 ; sys_platform == \"win32\""]
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[package.extras] [package.extras]
brotli = ["brotli (>=1.0.9)", "brotlicffi (>=0.8.0)"] brotli = ["brotli (>=1.0.9) ; platform_python_implementation == \"CPython\"", "brotlicffi (>=0.8.0) ; platform_python_implementation != \"CPython\""]
h2 = ["h2 (>=4,<5)"] h2 = ["h2 (>=4,<5)"]
socks = ["pysocks (>=1.5.6,!=1.5.7,<2.0)"] socks = ["pysocks (>=1.5.6,!=1.5.7,<2.0)"]
zstd = ["zstandard (>=0.18.0)"] zstd = ["zstandard (>=0.18.0)"]

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