• 移植 Python 量化交易 TALib 库到函数计算


    TA-Lib 可分为 10 个子板块:

    *   Overlap Studies(重叠指标)
    *   Momentum Indicators(动量指标)
    *   Volume Indicators(交易量指标)
    *   Cycle Indicators(周期指标)
    *   Price Transform(价格变换)
    *   Volatility Indicators(波动率指标)
    *   Pattern Recognition(模式识别)
    *   Statistic Functions(统计函数)
    *   Math Transform(数学变换)
    *   Math Operators(数学运算)

    ![](https://img.alicdn.com/tfs/TB1pFE6rAL0gK0jSZFAXXcA9pXa-553-183.png) 
    ![](https://data-analysis.cn-shanghai.log.aliyuncs.com/logstores/article-logs/track_ua.gif?APIVersion=0.6.0&title=%E7%A7%BB%E6%A4%8D%20Python%20%E9%87%8F%E5%8C%96%E4%BA%A4%E6%98%93%20TA-Lib%20%E5%BA%93%E5%88%B0%E5%87%BD%E6%95%B0%E8%AE%A1%E7%AE%97&author=%E5%80%9A%E8%B4%A4&src=article)

    本文介绍通过 Funcraft 的模板将 Python 量化交易库 TA-lib 移植到[函数计算](https://yq.aliyun.com/go/articleRenderRedirect?url=https%3A%2F%2Fstatistics.functioncompute.com%2F%3Ftitle%3D%25E7%25A7%25BB%25E6%25A4%258D%2520Python%2520%25E9%2587%258F%25E5%258C%2596%25E4%25BA%25A4%25E6%2598%2593%2520TA-Lib%2520%25E5%25BA%2593%25E5%2588%25B0%25E5%2587%25BD%25E6%2595%25B0%25E8%25AE%25A1%25E7%25AE%2597%26amp%3Bauthor%3D%25E5%2580%259A%25E8%25B4%25A4%26amp%3Burl%3Dhttp%253A%252F%252Ffc.console.aliyun.com%252F%253Ffctraceid%253DYXV0aG9yJTNEJUU1JTgwJTlBJUU4JUI0JUE0JTI2dGl0bGUlM0QlRTclQTclQkIlRTYlQTQlOEQlMjBQeXRob24lMjAlRTklODclOEYlRTUlOEMlOTYlRTQlQkElQTQlRTYlOTglOTMlMjBUQS1MaWIlMjAlRTUlQkElOTMlRTUlODglQjAlRTUlODclQkQlRTYlOTUlQjAlRTglQUUlQTElRTclQUUlOTc%253D)。

    依赖工具
    ----

    本项目是在 MacOS 下开发的,涉及到的工具是平台无关的,对于 Linux 和 Windows 桌面系统应该也同样适用。在开始本例之前请确保如下工具已经正确的安装,更新到最新版本,并进行正确的配置。

    *   [Docker](https://yq.aliyun.com/go/articleRenderRedirect?url=https%3A%2F%2Fwww.docker.com%2F)
    *   [Funcraft](https://yq.aliyun.com/go/articleRenderRedirect?url=https%3A%2F%2Fgithub.com%2Falibaba%2Ffuncraft)

    对于 MacOS 用户可以使用 [homebrew](https://yq.aliyun.com/go/articleRenderRedirect?url=https%3A%2F%2Fbrew.sh%2F) 进行安装:

    ```
    brew cask install docker
    brew tap vangie/formula
    brew install fun
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

    Windows 和 Linux 用户安装请参考:

    [https://github.com/aliyun/fun/blob/master/docs/usage/installation.md](https://yq.aliyun.com/go/articleRenderRedirect?url=https%3A%2F%2Fgithub.com%2Faliyun%2Ffun%2Fblob%2Fmaster%2Fdocs%2Fusage%2Finstallation.md)

    安装好后,记得先执行 `fun config` 初始化一下配置。

    初始化
    ---

    使用 fun init 命令可以快捷地将本模板项目初始化到本地。

    ```
    fun init vangie/ta-lib-example
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

    安装依赖
    ----

    ```
    $ fun install
    using template: template.yml
    start installing function dependencies without docker

    building ta-lib-example/ta-lib-example
    Funfile exist, Fun will use container to build forcely
    Step 1/5 : FROM registry.cn-beijing.aliyuncs.com/aliyunfc/runtime-python3.6:build-1.7.7
    ---> 373f5819463b
    Step 2/5 : COPY ta-lib-0.4.0-src.tar.gz /tmp
    ---> Using cache
    ---> 64f9f85112b4
    Step 3/5 : RUN cd /tmp; tar -xzf ta-lib-0.4.0-src.tar.gz
    ---> Using cache
    ---> 9f2d3f836de9
    Step 4/5 : RUN cd /tmp/ta-lib/ ;     ./configure --prefix=/code/.fun/root/usr ;     make ; make install
    ---> Using cache
    ---> 7725836973d4
    Step 5/5 : RUN TA_LIBRARY_PATH=/code/.fun/root/usr/lib     TA_INCLUDE_PATH=/code/.fun/root/usr/include     fun-install pip install TA-Lib
    ---> Using cache
    ---> a338e71895b7
    sha256:a338e71895b74a0be98278f35da38c48545f04a54e19ec9e689bab976265350b
    Successfully built a338e71895b7
    Successfully tagged fun-cache-d4ac1d89-5b75-4429-933a-2260e2f7fbec:latest
    copying function artifact to /Users/vangie/Workspace/ta-lib-example/{{ projectName }}

    Install Success


    Tips for next step
    ======================
    * Invoke Event Function: fun local invoke
    * Invoke Http Function: fun local start
    * Build Http Function: fun build
    * Deploy Resources: fun deploy
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

    本地调用
    ----

    ```
    $ fun local invoke
    using template: template.yml

    Missing invokeName argument, Fun will use the first function ta-lib-example/ta-lib-example as invokeName

    skip pulling image aliyunfc/runtime-python3.6:1.7.7...
    FunctionCompute python3 runtime inited.
    FC Invoke Start RequestId: dc1495b2-13ec-4ecf-a2dc-a0026d82651a
    FC Invoke End RequestId: dc1495b2-13ec-4ecf-a2dc-a0026d82651a
    [
        "HT_DCPERIOD",
        "HT_DCPHASE",
        "HT_PHASOR",
        "HT_SINE",
        "HT_TRENDMODE"
    ]

    RequestId: dc1495b2-13ec-4ecf-a2dc-a0026d82651a          Billed Duration: 350 ms         Memory Size: 1998 MB    Max Memory Used: 34 MB
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

    部署
    --

    ```
    $ fun deploy
    using template: template.yml
    using region: cn-shanghai
    using accountId: ***********4733
    using accessKeyId: ***********EUz3
    using timeout: 600

    Waiting for service ta-lib-example to be deployed...
            Waiting for function ta-lib-example to be deployed...
                    Waiting for packaging function ta-lib-example code...
                    The function ta-lib-example has been packaged. A total of 39 files files were compressed and the final size was 3.23 MB
            function ta-lib-example deploy success
    service ta-lib-example deploy success
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

    执行
    --

    ```
    $ fun invoke
    using template: template.yml

    Missing invokeName argument, Fun will use the first function ta-lib-example/ta-lib-example as invokeName

    ========= FC invoke Logs begin =========
    FC Invoke Start RequestId: 83e23eba-02b4-4380-bbca-daec6856bf4a
    FC Invoke End RequestId: 83e23eba-02b4-4380-bbca-daec6856bf4a

    Duration: 213.86 ms, Billed Duration: 300 ms, Memory Size: 128 MB, Max Memory Used: 43.50 MB
    ========= FC invoke Logs end =========

    FC Invoke Result:
    [
        "HT_DCPERIOD",
        "HT_DCPHASE",
        "HT_PHASOR",
        "HT_SINE",
        "HT_TRENDMODE"
    ]
    ```

    ![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw==)![](data:image/gif;base64,R0lGODlhAQABAPABAP///wAAACH5BAEKAAAALAAAAAABAAEAAAICRAEAOw== "点击并拖拽以移动")

  • 相关阅读:
    How to run Java main class and pass application arguments in Maven?
    【转】三年后再反思我的" Java Web项目管理得失谈"
    Object.keys()
    angular $resource 的 get请求 和 post请求
    vue 自定义 移动端筛选条件
    获取当前时间 YYYY-MM-DD
    vue-router 二级路由
    blob 对象 实现分片上传 及 显示进度条
    js性能优化之函数节流(分流函数)
    vue + vue-lazyload 实现图片懒加载
  • 原文地址:https://www.cnblogs.com/helloworld3/p/12172152.html
Copyright © 2020-2023  润新知