TA指标库
发明者量化的TA指标库对常用指标算法进行了优化,支持在JavaScript、Python、Rust、C++等语言的策略中调用。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;当数据长度不满足指标函数参数的计算要求时,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])
rust
fn main() {
let r = exchange.GetRecords(None, None, None).unwrap();
let macd = TA.MACD(&r, None, None, None);
let atr = TA.ATR(&r, 14);
Log!(macd[0][r.len() - 1], macd[1][r.len() - 1], macd[2][r.len() - 1]);
Log!(atr[atr.len() - 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]);
}