Question

Terms: 
talib: Technical Analysis Library (stock market indicators, charts etc)
CDL: Candle or Candlestick

简短版本：我想根据字符串＆＃39; some_function＆＃39;

运行my_lib.some_function（）

在quantopian.com上，为了简洁起见，我想在循环中调用以CDL开头的所有60个talib函数，如talib.CDL2CROWS（）。首先将函数名称作为字符串，然后使用与字符串匹配的名称运行函数。

那些CDL函数都采用相同的输入，一段时间内的开盘价，最高价，最低价和收盘价，这里的测试只是使用长度为1的列表进行简化。

import talib, re
import numpy as np

# Make a list of talib's function names that start with 'CDL'
cdls = re.findall('(CDL\w*)', ' '.join(dir(talib)))
# cdls[:3], the first three like ['CDL2CROWS', 'CDL3BLACKCROWS', 'CDL3INSIDE']

for cdl in cdls:
    codeobj = compile(cdl + '(np.array([3]),np.array([4]),np.array([5]),np.array([6]))', 'talib', 'exec')
    exec(codeobj)
    break
# Output:  NameError: name 'CDL2CROWS' is not defined

尝试第二个：

import talib, re
import numpy as np

cdls = re.findall('(CDL\w*)', ' '.join(dir(talib)))

for cdl in cdls:
    codeobj = compile('talib.' + cdl + '(np.array([3]),np.array([4]),np.array([5]),np.array([6]))', '', 'exec')
    exec(codeobj)
    break
# Output:  AssertionError: open is not double

我没有在线发现错误。

相关，我在那里问了问题：https://www.quantopian.com/posts/talib-indicators（111次浏览，还没有回复）

对于任何对烛台感兴趣的人：http://thepatternsite.com/TwoCrows.html

更新

这有效，在Anzel的聊天帮助之后，可能浮动列表是关键。

import talib, re
import numpy as np
cdls = re.findall('(CDL\w*)', ' '.join(dir(talib)))
# O, H, L, C = Open, High, Low, Close
O = [ 167.07, 170.8, 178.9, 184.48, 179.1401, 183.56, 186.7, 187.52, 189.0, 193.96 ]
H = [ 167.45, 180.47, 185.83, 185.48, 184.96, 186.3, 189.68, 191.28, 194.5, 194.23 ]
L = [ 164.2, 169.08, 178.56, 177.11, 177.65, 180.5, 185.611, 186.43, 188.0, 188.37 ]
C = [ 166.26, 177.8701, 183.4, 181.039, 182.43, 185.3, 188.61, 190.86, 193.39, 192.99 ]
for cdl in cdls: # the string that becomes the function name
    toExec = getattr(talib, cdl)
    out    = toExec(np.array(O), np.array(H), np.array(L), np.array(C))
    print str(out) + ' ' + cdl

如何为字符串转换函数添加参数的选择：

toExec = getattr(talib, cdl)(args)
toExec()

或

toExec = getattr(talib, cdl)
toExec(args)

Answer 1

更简单的方法是使用抽象lib

import talib

# All the CDL functions are under the Pattern Recognition group
for cdl in talib.get_function_groups()['Pattern Recognition']:
    # get the function object
    cdl_func = talib.abstract.Function(cdl)

    # you can use the info property to get the name of the pattern
    print('Checking', cdl_func.info['display_name'], 'pattern')

    # run the function as usual
    cdl_func(np.array(O), np.array(H), np.array(L), np.array(C))

Answer 2

如果你想根据字符串'some_function'运行my_lib.some_function（），请像这样使用getattr：

some_function = 'your_string'
toExec = getattr(my_lib, some_function)

# to call the function
toExec()

# an example using math
>>> some_function = 'sin'
>>> toExec = getattr(math, some_function)

>>> toExec
<function math.sin>
>>> toExec(90)
0.8939966636005579

更新您的代码以运行

for cdl in cdls:
    toExec = getattr(talib, cdl)

# turns out you need to pass narray as the params
toExec(np.narray(yourlist),np.narray(yourlist),np.narray(yourlist),np.narray(yourlist))

我还建议你需要查看 yourlist ，因为它是当前的1维，而你需要n维数组。

基于名称作为列表中的字符串调用函数

更新

2 个答案:

更新您的代码以运行