金融技术分析Python

Question

你知道python是否有财务技术分析模块可用吗？我知道Numpy有一点，但我正在寻找经典的技术指标，如RSI，Macd，EMA等等。想知道它们是否作为模块的一部分存在。

Answer 1

在Coursera.org上还有一个Computational Finnance Course。

他们使用一个名为QSTK (QuantSoftware ToolKit)的Python开源库。 他们在wiki页面上有一堆tutorials，你可以随时学习 如果你想了解更多。

为了方便起见，我从下面的wiki页面复制了描述：

QSToolKit (QSTK) is a Python-based open source software framework designed to support portfolio construction and management. We are building the QSToolKit primarily for finance students, computing students, and quantitative analysts with programming experience. You should not expect to use it as a desktop app trading platform. Instead, think of it as a software infrastructure to support a workflow of modeling, testing and trading.

Scroll through the Gallery to see the sorts of things you can do easily with QSTK.
If you are in a hurry, you can skip to the QSToolKit_Installation_Guide. 

Key components of QSTK are:

- Data: A data access package that enables fast reading of 
  historical data (qstkutil.DataAccess).
- Processing tools: Uses pandas, a Python package designed for time series 
  evaluation of equity data.
- Portfolio optimization: Using the CVXOPT library.
- Event studies: An efficient event analyzer, Event_Profiler.
- Simulation: A simple backtester, quicksim, 
  that includes transaction cost modeling.

Answer 2

以下是一些想法。。。我只使用Numpy、Scipy和Matplotlib进行财务计算。

• py-fi-非常基本的财务功能
• fin2py-金融工具
• Numpy/Scipy-涵盖了所有的统计基础知识
• Matplotlib-绘制财务函数
• RPy-R的Python接口，允许使用R库
• ystockquote-Yahoo的Python API！股票数据
• QuantLib-开源库（假定有Python绑定）
• PyFinancial-西班牙语文档
• PyMacLab“有助于进行动态宏观经济学研究的一系列课程”
• TSDB-用于存储大量时间序列数据
• PyVol-金融时间序列的波动性估计

Answer 3

TA-Lib-指示器库。 How to compile for Python