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TA-Lib, whose full name is "Technical Analysis Library", is a high-level library of Python financial quantification, covering more than 150 technical analysis indicators commonly used in stock and futures trading software, such as MACD, RSI, KDJ, momentum index, Bollinger band and so on.

TA-Lib can be divided into 10 subsections:

Overlap Studies (overlap index) Momentum Indicators (momentum index) Volume Indicators (trading volume index) Cycle Indicators (periodic index) Price Transform (price transformation) Volatility Indicators (volatility index) Pattern Recognition (pattern recognition) Statistic Functions (statistical function) Math Transform (mathematical transformation) Math Operators (mathematical operation)

This paper introduces how to transplant Python quantitative transaction library TA-lib to function calculation through the template of Funcraft.

Dependent tool

This project is developed under MacOS, the tools involved are platform-independent, and should also be applicable to Linux and Windows desktop systems. Before starting this example, make sure that the following tools are installed correctly, updated to the latest version, and configured correctly.

DockerFuncraft

For MacOS users, you can use homebrew to install:

Brew cask install dockerbrew tap vangie/formulabrew install fun

For Windows and Linux user installation, please refer to:

Https://github.com/aliyun/fun/blob/master/docs/usage/installation.md

After installation, remember to initialize the configuration by executing fun config first.

Initialization

Use the fun init command to quickly initialize this template project locally.

Fun init vangie/ta-lib-example installation depends on $fun installusing template: template.ymlstart installing function dependencies without dockerbuilding ta-lib-example/ta-lib-exampleFunfile exist, Fun will use container to build forcelyStep 1 RUN cd 5: FROM registry.cn-beijing.aliyuncs.com/aliyunfc/runtime-python3.6:build-1.7.7-- > 373f5819463bStep 2 tmp 5: COPY ta-lib-0.4.0-src.tar.gz / tmp-- > Using cache-- > 64f9f85112b4Step 3 64f9f85112b4Step 5: RUN cd / tmp Tar-xzf ta-lib-0.4.0-src.tar.gz-- > Using cache-- > 9f2d3f836de9Step 4 tmp/ta-lib/ 5: RUN cd / tmp/ta-lib/;. / configure-- prefix=/code/.fun/root/usr; make Make install-- > Using cache- > 7725836973d4Step 5 Install SuccessTips for next step==* 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- > a338e71895b7sha256:a338e71895b74a0be98278f35da38c48545f04a54e19ec9e689bab976265350bSuccessfully built a338e71895b7Successfully tagged fun-cache-d4ac1d89-5b75-4429-933a-2260e2f7fbec:latestcopying function artifact to / Users/vangie/Workspace/ta-lib-example/ {{projectName}} Install SuccessTips for next step==* Invoke Event Function: fun local invoke* Invoke Http Function: fun local start* Build Http Function: fun build* Deploy Resources: fun deploy local call $fun local invokeusing template: template.ymlMissing invokeName argument Fun will use the first function ta-lib-example/ta-lib-example as invokeNameskip pulling image aliyunfc/runtime-python3.6:1.7.7...FunctionCompute python3 runtime inited.FC Invoke Start RequestId: dc1495b2-13ec-4ecf-a2dc-a0026d82651aFC 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 deployment $fun deployusing template: template.ymlusing region: cn-shanghaiusing accountId: * 4733using accessKeyId: * EUz3using timeout: 600Waiting 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 successservice ta-lib-example deploy success execute $fun invokeusing template: template.ymlMissing 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-daec6856bf4aFC Invoke End RequestId: 83e23eba-02b4-4380-bbca-daec6856bf4aDuration: 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"] reference reading function calculation [handle teaches you] TA-Lib of the stock market technical analysis tool (1)

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