TA指标库

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。

            javascript
            
            
function main(){
    // records的长度，当数据长度不足以满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])
}

            python
            
            
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])

            c++
            
            
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]);
}

talib指标库

以下是CCI指标调用示例代码，更多talib指标函数请参阅发明者量化交易平台API手册

            javascript
            
            
function main() {
    var records = exchange.GetRecords()
    var cci = talib.CCI(records, 14)
    Log(cci)
}

            python
            
            
# Python需要单独安装talib库

import talib

def main():
    records = exchange.GetRecords()
    # 14这个参数可以缺省
    cci = talib.CCI(records.High, records.Low, records.Close, 14)
    Log(cci)

            c++
            
            
void main() {
    auto records = exchange.GetRecords();
    auto cci = talib.CCI(records, 14);
    Log(cci);
}

JavaScript库

• http://mikemcl.github.io/decimal.js/

  
              javascript
              
              
  // 解决JavaScript语言数值计算时的精度问题
  function main() {
      var x = -1.2
      var a = Decimal.abs(x)
      var b = new Decimal(x).abs()
      Log(a.equals(b))                           // true
  
      var y = 2.2
      var sum = Decimal.add(x, y)
      Log(sum.equals(new Decimal(x).plus(y)))    // true
  }
  

• http://underscorejs.org/

  
              javascript
              
              
  function main() {
      var sum = _.reduce([1, 2, 3], function(memo, num){return memo + num}, 0)
      Log(sum)
  }
  

• http://ta-lib.org/

  
              javascript
              
              
  function main(){
      var records = exchange.GetRecords()
      // 打印所有技术指标数据，在发明者量化交易平台上，JavaScript语言策略已内置talib库
      Log(talib.MACD(records))
      Log(talib.MACD(records, 12, 26, 9))
  }
  

• 动态加载JavaScript库
  如需使用其他第三方JavaScript库，可通过以下方式动态加载：

  
              javascript
              
              
  function main() {
      // via. https://cdnjs.com/libraries
      eval(HttpQuery("https://cdnjs.cloudflare.com/ajax/libs/mathjs/13.2.0/math.min.js"))
  
      Log(math.round(math.e, 3))                // 2.718
      Log(math.atan2(3, -3) / math.pi)          // 0.75
      Log(math.log(10000, 10))                  // 4
      Log(math.sqrt(-4))                        // {"mathjs":"Complex","re":0,"im":2}
  }
  

C++库

• https://nlohmann.github.io/json/

  
              c++
              
              
  void main() {
      json table = R"({"type": "table", "title": "Position Info", "cols": ["Column 1", "Column 2"], "rows": [["abc", "def"], ["ABC", "support color #ff0000"]]})"_json;
      LogStatus("`" + table.dump() + "`");
      LogStatus("First line message\n`" + table.dump() + "`\nThird line message");
      json arr = R"([])"_json;
      arr.push_back(table);
      arr.push_back(table);
      LogStatus("`" + arr.dump() + "`");
  
      table = R"({
          "type" : "table",
          "title" : "Position Operation",
          "cols" : ["Column 1", "Column 2", "Action"],
          "rows" : [
              ["abc", "def", {"type": "button", "cmd": "coverAll", "name": "Close"}]
          ]
      })"_json;
      LogStatus("`" + table.dump() + "`", "\n`" + R"({"type": "button", "cmd": "coverAll", "name": "Close"})"_json.dump() + "`");
  }