价格行为分析工具包开发（第 32 部分）：基于 Python 的 K 线识别引擎（二） 使用 TA-Lib 进行检测·进阶篇

pip install path\to\your\downloaded\file.whl
brew install ta-lib
sudo apt-get update
sudo apt-get install libta-lib0-dev
pip install ta-lib
class="kw">import talib
print(talib.__version__)
CDL2CROWS
  CDL3BLACKCROWS
  CDL3INSIDE
  CDL3LINESTRIKE
  CDL3OUTSIDE
  CDL3STARSINSOUTH
  CDL3WHITESOLDIERS
  CDLABANDONEDBABY
  CDLADVANCEBLOCK
  CDLBELTHOLD
  CDLBREAKAWAY
  CDLCLOSINGMARUBOZU
  CDLCONCEALBABYSWALL
  CDLCOUNTERATTACK
  CDLDARKCLOUDCOVER
  CDLDOJI
  CDLDOJISTAR
  CDLDRAGONFLYDOJI
  CDLENGULFING
  CDLEVENINGDOJISTAR
  CDLEVENINGSTAR
  CDLGAPSIDESIDEWHITE
  CDLGRAVESTONEDOJI
  CDLHAMMER
  CDLHANGINGMAN
  CDLHARAMI
  CDLHARAMICROSS
  CDLHIGHWAVE
  CDLHIKKAKE
  CDLHIKKAKEMOD
  CDLHOMINGPIGEON
  CDLIDENTICAL3CROWS
  CDLINNECK
  CDLINVERTEDHAMMER
  CDLKICKING
  CDLKICKINGBYLENGTH
  CDLLADDERBOTTOM
  CDLLONGLEGGEDDOJI
  CDLLONGLINE
  CDLMARUBOZU
  CDLMATCHINGLOW
  CDLMATHOLD
  CDLMORNINGDOJISTAR
  CDLMORNINGSTAR
  CDLONNECK
  CDLPIERCING
  CDLRICKSHAWMAN
  CDLRISEFALL3METHODS
  CDLSEPARATINGLINES
  CDLSHOOTINGSTAR
  CDLSHORTLINE
  CDLSPINNINGTOP
  CDLSTALLEDPATTERN
  CDLSTICKSANDWICH
  CDLTAKURI
  CDLTASUKIGAP
  CDLTHRUSTING
  CDLTRISTAR
  CDLUNIQUE3RIVER
  CDLUPSIDEGAP2CROWS
  CDLXSIDEGAP3METHODS

class="type">int OnInit()
{
   Log("EA started – allow WebRequest to: " + InpURL);
   class="kw">return INIT_SUCCEEDED;
}
class="type">void OnTick()
{
   class="type">class="kw">datetime bar = iTime(_Symbol, InpTF, class="num">0);
   if(bar == class="num">0 || bar == g_lastBar)
      class="kw">return;
   g_lastBar = bar;
   class=class="str">"cmt">// … (class="kw">continue processing)
}
class="type">class="kw">double o[BARS], h[BARS], l[BARS], c[BARS];
class="type">long   t[BARS];
for(class="type">int i = class="num">0; i < BARS; i++)
{
   class="type">int sh = i + class="num">1;
   o[i] = iOpen(_Symbol, InpTF, sh);
   h[i] = iHigh(_Symbol, InpTF, sh);
   l[i] = iLow(_Symbol, InpTF, sh);
   c[i] = iClose(_Symbol, InpTF, sh);
   t[i] = (class="type">long)iTime(_Symbol, InpTF, sh);
}
class="type">class="kw">string json = StringFormat(
   "{\"symbol\":\"%s\",\"timeframe\":%d,\"time\":[%s],\"open\":[%s],\"high\":[%s],\"low\":[%s],\"close\":[%s]}",
   _Symbol, InpTF, CSVInt(t), CSV(o), CSV(h), CSV(l), CSV(c)
);
Log("JSON-OUT: " + json);
class="type">char body[];
StringToCharArray(json, body, class="num">0, StringLen(json));
class="type">char reply[];
class="type">class="kw">string hdr = "Content-Type: application/json\r\n", respHdr;
class="type">int code = WebRequest("POST", InpURL, hdr, InpTimeout, body, reply, respHdr);
if(code == -class="num">1)
{
   Log("WebRequest failed: " + IntegerToString(GetLastError()));
   class="kw">return;
}
class="type">class="kw">string resp = CharArrayToString(reply, class="num">0, -class="num">1, CP_UTF8);

Log("HTTP " + IntegerToString(code) + " RESP: " + resp);
class="type">class="kw">string patTxt, sigTxt, patt[], sigs[];
if(!ExtractArray(resp, "patterns", patTxt) ||
   !ExtractArray(resp, "signals", sigTxt) ||
   !ParseArray(patTxt, patt) ||
   !ParseArray(sigTxt, sigs) ||
   ArraySize(patt) != BARS ||
   ArraySize(sigs) != BARS)
{
   Log("Malformed patterns or signals");
   class="kw">return;
}
for(class="type">int i = class="num">0; i < BARS; i++)
{
   class="type">class="kw">string pat = patt[i], sig = sigs[i];
   if(pat == "" || pat == "None") class="kw">continue;
   class="type">int shift = BARS - i;
   class="type">class="kw">datetime tm = iTime(_Symbol, InpTF, shift);
   class="type">class="kw">double y = iHigh(_Symbol, InpTF, shift);
   class="type">class="kw">string obj = PREFIX + IntegerToString(shift);
   ObjectCreate(class="num">0, obj, OBJ_TEXT, class="num">0, tm, y);
   ObjectSetString(class="num">0, obj, OBJPROP_TEXT, pat);
   class="type">color col = (sig == "bullish" ? clrLime : clrRed);
   ObjectSetInteger(class="num">0, obj, OBJPROP_COLOR, col);
   ObjectSetInteger(class="num">0, obj, OBJPROP_FONTSIZE, InpFontSize);
   ObjectSetInteger(class="num">0, obj, OBJPROP_SELECTABLE, class="kw">false);
   Alert(StringFormat("%s %s %s pattern &class="macro">#x27;%s&class="macro">#x27; at %s",
                       _Symbol, EnumToString(InpTF), sig, pat,
                       TimeToString(tm, TIME_DATE|TIME_MINUTES)));
}
class="type">void OnDeinit(const class="type">int reason)
{
   for(class="type">int i = ObjectsTotal(class="num">0,class="num">0,-class="num">1)-class="num">1; i >= class="num">0; i--)
   {
      class="type">class="kw">string n = ObjectName(class="num">0, i, class="num">0, -class="num">1);
      if(StringFind(n, PREFIX) == class="num">0)
         ObjectDelete(class="num">0, n);
   }
   Log("EA removed");
}
app = Flask(__name__)
logging.basicConfig(level=logging.INFO,
                    format=&class="macro">#x27;%(asctime)s %(levelname)s %(message)s&class="macro">#x27;)
app.logger.setLevel(logging.INFO)
# load all TA-Lib candlestick functions
CDL_FUNCS = {
    name: getattr(talib, name)
    for name in talib.get_functions() if name.startswith("CDL")
}
@app.route(&class="macro">#x27;/patterns&class="macro">#x27;, methods=[&class="macro">#x27;POST&class="macro">#x27;])
def patterns():
    app.logger.info("Received /patterns request")
    try:
        raw = request.data
        if b&class="macro">#x27;\x00&class="macro">#x27; in raw:
            raw = raw.split(b&class="macro">#x27;\x00&class="macro">#x27;, class="num">1)[class="num">0]
        data = json.loads(raw.decode(&class="macro">#x27;utf-class="num">8&class="macro">#x27;))
    except Exception as e:
        class="kw">return jsonify(error="Invalid JSON", details=str(e)), class="num">400
    try:
        symbol = data.get(&class="macro">#x27;symbol&class="macro">#x27;, &class="macro">#x27;Instrument&class="macro">#x27;)