python ：talib 计算 ATR

ATR指标：Average True Range 真实波动幅度的移动平均值

python安装使用 talib 
安装主要在 http://www.lfd.uci.edu/~gohlke/pythonlibs/ 
这个网站找到
TA_Lib‑0.4.17‑cp37‑cp37m‑win32.whl
TA_Lib‑0.4.17‑cp37‑cp37m‑win_amd64.whl

cd \Anaconda3\Scripts
pip install \Talib\TA_Lib-0.4.17-cp37-cp37m-win_amd64.whl

get_atr.py

# coding: utf-8
import os, sys
import numpy as np
import pandas as pd
import tushare as ts
import talib

if len(sys.argv) ==2:
    code = sys.argv[1]
else:
    print('usage: python get_atr.py stockcode ')
    sys.exit(1)

if len(code) !=6:
    print('stock code length: 6')
    sys.exit(2)

try:
    df = ts.get_k_data(code)
    if len(df) <15:
        print(" len(df) <15 ")
        sys.exit(2)
    #print(len(df))
    # 收盘价
    close = np.array(df['close'])
    # 最高价
    high = np.array(df['high'])
    # 最低价
    low = np.array(df['low'])
    # 获取最新的ATR值
    atr = talib.ATR(high, low, close, timeperiod=14)
    print(atr[-5:])
    print(code,':',atr[-1])
except:
    print("compute ATR error")

运行 python get_atr.py 600030

参考：https://www.programcreek.com/python/example/92324/talib.ATR