这个我安装怎么talib安装不了。。。能告知下平台吗？win7 32 python3.5 虚拟机， 还有个让我安装visualc++14 请帮我看下，拜托了！新手

MA(C, 10)

Traceback (most recent call last):
File "C:/Users/zhangchun/Documents/hkiyuu项目/funcatTEXT.py", line 36, in
print(MA(C, 10)) # 打印60日均线
File "C:\Users\zhangchun\AppData\Local\Programs\Python\Python35\lib\site-packages\funcat\func.py", line 33, in init
raise FormulaException(e)
funcat.utils.FormulaException: only size-1 arrays can be converted to Python scalars

提 ISSUE 须知

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

0.3.2

2. Python 的版本

3.6

3. 是 Windows / Linux / MacOS or others?

windows

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

data=DataFrame()

arr = [1,5,323,20,5,3,2]
data["a"]=arr
result=LLV(data["a"],3)
print(K, D, J)

5. 您出现的错误堆栈日志信息

Traceback (most recent call last):
File "C:\Users\Administrator.IntelliJIdea2017.2\config\plugins\python\helpers\pydev\pydevd.py", line 1596, in
globals = debugger.run(setup['file'], None, None, is_module)
File "C:\Users\Administrator.IntelliJIdea2017.2\config\plugins\python\helpers\pydev\pydevd.py", line 1023, in run
pydev_imports.execfile(file, globals, locals) # execute the script
File "C:\Users\Administrator.IntelliJIdea2017.2\config\plugins\python\helpers\pydev_pydev_imps_pydev_execfile.py", line 18, in execfile
exec(compile(contents+"\n", file, 'exec'), glob, loc)
File "D:/javaweb_idea/bitcoin-arbitrage/test/mytest.py", line 38, in
result=LLV(data["a"],3)
File "D:\Anaconda3\lib\site-packages\funcat\utils.py", line 92, in wrapper
return func(*args, **kwargs)
File "D:\Anaconda3\lib\site-packages\funcat\func.py", line 194, in llv
series = s.series
File "D:\Anaconda3\lib\site-packages\pandas\core\generic.py", line 2970, in getattr
return object.getattribute(self, name)
AttributeError: 'Series' object has no attribute 'series'

serires 这玩意是谁的属性呢

您好，我想知道大概怎样的添加流程，想在代码库里提交自己写的指标，是否可以给出具体些的指示文档？

这是我写的一个测试代码片段，但是运行以后就会报错
from funcat.data.rqalpha_data_backend import RQAlphaDataBackend
from funcat import *

set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))

select(
lambda : C / C[1] - 1 >= 0.0995,
start_date=20170501,
end_date=20170629,
)

错误提示如下：

lambda : C / C[1] - 1 >= 0.0995,
Traceback (most recent call last):
File "3.py", line 9, in
end_date=20170629,
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/helper.py", line 17, in wrapper
return func(*args, **kwargs)
│ │ └ {'start_date': 20170501, 'end_date': 20170629}
│ └ (<function at 0x3b517d0>,)
└ <function select at 0x32fc1b8>
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/helper.py", line 40, in select
order_book_id_list = data_backend.get_order_book_id_list()
└ <funcat.data.rqalpha_data_backend.RQAlphaDataBackend object at 0x330ab10>
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/data/rqalpha_data_backend.py", line 67, in get_order_book_id_list
return sorted(self.data_proxy.all_instruments('CS').order_book_id.tolist())
└ <funcat.data.rqalpha_data_backend.RQAlphaDataBackend object at 0x330ab10>
AttributeError: 'list' object has no attribute 'order_book_id'

很不错的项目，有两个小疑问：
1、sar函数怎么支持？到处找不到如何实现的……
2、如果能使用本地数据选股，是不是可以提速？
通达信.day .lc1数据转换为csv并不复杂：http://blog.csdn.net/liuyukuan/article/details/53560278

提 ISSUE 须知

EMA() takes at most 2 positional arguments (3 given)

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

funcat==0.3.2

2. Python 的版本

3.6

3. 是 Windows / Linux / MacOS or others?

windows

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

close_data = NumericSeries([1,2,3])
EMA (close_data,3)

5. 您出现的错误堆栈日志信息

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "E:\ProgramData\Anaconda3\lib\site-packages\funcat-0.3.2-py3.6.egg\funcat\func.py", line 31, in init
series = self.func(series, arg)
File "C:\Users\Administrator\AppData\Roaming\Python\Python36\site-packages\talib_init_.py", line 24, in wrapper
return func(*args, **kwargs)
File "_func.pxi", line 7053, in talib._ta_lib.EMA
TypeError: EMA() takes at most 2 positional arguments (3 given)

T('20170601')
S('000001.XSHG')
print BIAS(L1=5, L4=10, L5=20)
print(O, H, L, C)

请问可以计算一段时间的BIAS吗？例如从20170101--20170703的时间每天的BIAS

选出涨停股

select(
lambda : C / C[1] - 1 >= 0.0995,
start_date=20170104,
end_date=20170104,
)
运行错误，

---------------------------
---------------------------
lambda : C / C[1] - 1 >= 0.0995,
---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
<ipython-input-19-88c2dd06ea5d> in <module>()
      3     lambda : C / C[1] - 1 >= 0.0995,
      4     start_date=20170104,
----> 5         end_date=20170105,
      6 )

D:\WinPython-32bit-3.5.3.0Qt5\python-3.5.3\lib\site-packages\funcat\helper.py in wrapper(*args, **kwargs)
     15         try:
     16             old_settings = np.seterr(all='ignore')
---> 17             return func(*args, **kwargs)
     18         finally:
     19             np.seterr(**old_settings)  # reset to default

D:\WinPython-32bit-3.5.3.0Qt5\python-3.5.3\lib\site-packages\funcat\helper.py in select(func, start_date, end_date, max_date, callback)
     36     data_backend = ExecutionContext.get_data_backend()
     37     order_book_id_list = data_backend.get_order_book_id_list()
---> 38     trading_dates = data_backend.get_trading_dates(start=data_backend.get_start_date(), end=max_date)
     39     for idx, date in enumerate(reversed(trading_dates)):
     40         if end_date and date > get_int_date(end_date):

D:\WinPython-32bit-3.5.3.0Qt5\python-3.5.3\lib\site-packages\funcat\data\tushare_backend.py in get_trading_dates(self, start, end)
     81         start = get_str_date_from_int(start)
     82         end = get_str_date_from_int(end)
---> 83         df = self.ts.get_k_data("000001", index=True, start=start, end=end)
     84         trading_dates = [get_int_date(date) for date in df.date.tolist()]
     85         return trading_dates

D:\WinPython-32bit-3.5.3.0Qt5\python-3.5.3\lib\site-packages\tushare\stock\trading.py in get_k_data(code, start, end, ktype, autype, index, retry_count, pause)
    673                                        symbol, code,
    674                                        index, ktype,
--> 675                                        retry_count, pause), 
    676                            ignore_index=True)
    677     if ktype not in ct.K_MIN_LABELS:

D:\WinPython-32bit-3.5.3.0Qt5\python-3.5.3\lib\site-packages\tushare\stock\trading.py in _get_k_data(url, dataflag, symbol, code, index, ktype, retry_count, pause)
    705                 js = json.loads(lines[0])
    706                 dataflag = dataflag if dataflag in list(js['data'][symbol].keys()) else ct.TT_K_TYPE[ktype.upper()]
--> 707                 if len(js['data'][symbol][dataflag][0]) == 6:
    708                     df = pd.DataFrame(js['data'][symbol][dataflag], 
    709                                   columns = ct.KLINE_TT_COLS_MINS)

IndexError: list index out of range

有月线或者周线的技术指标计算吗?

select(
    lambda : (COUNT(CLOSE>0,0)>80) & ((HHV(CLOSE,80)-LLV(CLOSE,80))/LLV(CLOSE,80) <= 0.08),
    start_date=20170630,
    end_date=20170630,
    callback=callback,
)

lambda : (COUNT(CLOSE>0,0)>80) & ((HHV(CLOSE,80)-LLV(CLOSE,80))/LLV(CLOSE,80) <= 0.08),
File "/usr/lib/python2.7/site-packages/funcat-0.3.0-py2.7.egg/funcat/helper.py", line 40, in select
order_book_id_list = data_backend.get_order_book_id_list()
└ <funcat.data.rqalpha_data_backend.RQAlphaDataBackend object at 0x32a11d0>
File "/usr/lib/python2.7/site-packages/funcat-0.3.0-py2.7.egg/funcat/data/rqalpha_data_backend.py", line 68, in get_order_book_id_list
if isinstance(insts, pd.DataFrame):
NameError: global name 'pd' is not defined

提 ISSUE 须知

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

0.3.2

2. Python 的版本

3.6.2

3. 是 Windows / Linux / MacOS or others?

Windows

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

C:\Users\Administrator>python
Python 3.6.4 |Anaconda, Inc.| (default, Jan 16 2018, 10:22:32) [MSC v.1900 64 bi
t (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.

from funcat import *
from funcat.data.tushare_backend import TushareDataBackend
set_data_backend(TushareDataBackend())
T("20180518")
S("000001.XSHG")
print(O, H, L, C)
3151.08 3193.45 3144.78 3193.3
MA(C, 60)

5. 您出现的错误堆栈日志信息

C:\Users\Administrator>python
Python 3.6.4 |Anaconda, Inc.| (default, Jan 16 2018, 10:22:32) [MSC v.1900 64 bi
t (AMD64)] on win32
Type "help", "copyright", "credits" or "license" for more information.

from funcat import *
from funcat.data.tushare_backend import TushareDataBackend
set_data_backend(TushareDataBackend())
T("20180518")
S("000001.XSHG")
print(O, H, L, C)
3151.08 3193.45 3144.78 3193.3
MA(C, 60)
Traceback (most recent call last):
File "D:\ProgramData\Anaconda3\lib\site-packages\talib_init_.py", line 20,
in wrapper
for arg in chain(args, kwargs.values())
StopIteration

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "D:\ProgramData\Anaconda3\lib\site-packages\funcat\func.py", line 31, in
init
series = self.func(series, arg)
File "D:\ProgramData\Anaconda3\lib\site-packages\talib_init_.py", line 24,
in wrapper
return func(*args, **kwargs)
File "_func.pxi", line 7863, in talib._ta_lib.MA
TypeError: only size-1 arrays can be converted to Python scalars

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "", line 1, in
File "D:\ProgramData\Anaconda3\lib\site-packages\funcat\func.py", line 33, in
init
raise FormulaException(e)
funcat.utils.FormulaException: only size-1 arrays can be converted to Python sca
lars

提 ISSUE 须知

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

2. Python 的版本

3. 是 Windows / Linux / MacOS or others?

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

5. 您出现的错误堆栈日志信息

Looking in indexes: https://pypi.tuna.tsinghua.edu.cn/simple
Collecting funcat
Downloading https://pypi.tuna.tsinghua.edu.cn/packages/a2/6c/494161c9d14fbd7f9dacc2f5d047d75502ae42f581f5e32f249ebe54e2fb/funcat-0.3.2.tar.gz (26 kB)
ERROR: Command errored out with exit status 1:
command: 'c:\users\baiyl3\pycharmprojects\funcat\venv\scripts\python.exe' -c 'import sys, setuptools, tokenize; sys.argv[0] = '"'"'C:\Users\baiyl3\AppData
\Local\Temp\pip-install-6p411ns4\funcat\setup.py'"'"'; file='"'"'C:\Users\baiyl3\AppData\Local\Temp\pip-install-6p411ns4\funcat\setup.py'"'"';f=get
attr(tokenize, '"'"'open'"'"', open)(file);code=f.read().replace('"'"'\r\n'"'"', '"'"'\n'"'"');f.close();exec(compile(code, file, '"'"'exec'"'"'))' egg_inf
o --egg-base 'C:\Users\baiyl3\AppData\Local\Temp\pip-pip-egg-info-sv39g7hb'
cwd: C:\Users\baiyl3\AppData\Local\Temp\pip-install-6p411ns4\funcat
Complete output (5 lines):
Traceback (most recent call last):
File "", line 1, in
File "C:\Users\baiyl3\AppData\Local\Temp\pip-install-6p411ns4\funcat\setup.py", line 11, in
from pip.req import parse_requirements
ModuleNotFoundError: No module named 'pip.req'
----------------------------------------
ERROR: Command errored out with exit status 1: python setup.py egg_info Check the logs for full command output.

提 ISSUE 须知

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

2. Python 的版本

3. 是 Windows / Linux / MacOS or others?

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

5. 您出现的错误堆栈日志信息

谢谢了！

在写策略中需要在分钟回测中，使用导不同周期的K线，参与计算，funcat有实现这样的功能吗？
比如通达信上，（日最高价:H;周最高价:H#WEEK）

例如0轴上方第二次金叉

refuncat:版本0.3.3
python:版本3.7.4
Mac：
相关代码：

`backend = "tushare"

if backend == "rqalpha":
set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))
elif backend == "tushare":
set_data_backend(TushareDataBackend())

set_start_date("2019-10-09")
S("002668.XSHG") # 设置当前关注股票
T("2019-10-10") # 设置当前观察日期

M1, M2 = 14, 6
OPEN = 10.0
HIGH = 10.5
LOW = 9.7
CLOSE = 10.2

TR = SUM(MAX(MAX(HIGH - LOW, ABS(HIGH - REF(CLOSE, 1))), ABS(LOW - REF(CLOSE, 1))), M1)
HD = HIGH - REF(HIGH, 1)
LD = REF(LOW, 1) - LOW

DMP = SUM(IF((HD > 0) & (HD > LD), HD, 0), M1)
DMM = SUM(IF((LD > 0) & (LD > HD), LD, 0), M1)
DI1 = DMP * 100 / TR
DI2 = DMM * 100 / TR
ADX = MA(ABS(DI2 - DI1) / (DI1 + DI2) * 100, M2)
ADXR = (ADX + REF(ADX, M2)) / 2

print(str(DI1),str(DI2), str(ADX), str(ADXR))`

错误日志：

Traceback (most recent call last): File "/Users/apple/PycharmProjects/h_Python/example/strategy/stock_formula.py", line 23, in <module> TR = SUM(MAX(MAX(HIGH - LOW, ABS(HIGH - REF(CLOSE, 1))), ABS(LOW - REF(CLOSE, 1))), M1) File "/Users/apple/PycharmProjects/h_Python/venv/lib/python3.7/site-packages/funcat/func.py", line 190, in Ref return s1[n] TypeError: 'float' object is not subscriptable

https://github.com/cedricporter/funcat/blob/master/notebooks/funcat-tutorial.ipynb
中的代码运行到计算均线就出错误了。

如果是 bug 反馈，烦请在 issue 中描述以下问题：

1. funcat 的版本

0.3.2

2. Python 的版本

Python 3.6.5 |Anaconda

3. 是 Windows / Linux / MacOS or others?

linux mint 18.3 amd64

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

$ python
Python 3.6.5 |Anaconda, Inc.| (default, Apr 29 2018, 16:14:56)
[GCC 7.2.0] on linux
Type "help", "copyright", "credits" or "license" for more information.

from matplotlib import rcParams
import matplotlib.pyplot as plt
import numpy as np
np.seterr(all='ignore')
{'divide': 'warn', 'over': 'warn', 'under': 'ignore', 'invalid': 'warn'}
rcParams['figure.figsize'] = (14, 6)
from funcat import *
from funcat.data.tushare_backend import TushareDataBackend
from funcat.data.rqalpha_data_backend import RQAlphaDataBackend
backend = "rqalpha"
set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))
set_start_date("2015-01-01")
S("000001.XSHG") # 设置当前关注股票
T("2016-06-01") # 设置当前观察日期
print(O, H, L, C, V) # 打印 Open High Low Close
2917.15 2929.08 2909.51 2913.51 18838642100.0
C / C[1] - 1 # 当天涨幅
-0.0010663027751299792
MA(C, 60) # 打印60日均线
Traceback (most recent call last):
File "/opt/anaconda3/lib/python3.6/site-packages/talib/init.py", line 20, in wrapper
for arg in chain(args, kwargs.values())
StopIteration

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "/opt/anaconda3/lib/python3.6/site-packages/funcat/func.py", line 31, in init
series = self.func(series, arg)
File "/opt/anaconda3/lib/python3.6/site-packages/talib/init.py", line 24, in wrapper
return func(*args, **kwargs)
File "talib/_func.pxi", line 7863, in talib._ta_lib.MA
TypeError: only size-1 arrays can be converted to Python scalars

During handling of the above exception, another exception occurred:

Traceback (most recent call last):
File "", line 1, in
File "/opt/anaconda3/lib/python3.6/site-packages/funcat/func.py", line 33, in init
raise FormulaException(e)
funcat.utils.FormulaException: only size-1 arrays can be converted to Python scalars

5. 您出现的错误堆栈日志信息

funcat: 0.3.1, python: 3.5.3, 系统：macOS。

from funcat import *
from funcat.data.tushare_backend import TushareDataBackend
set_data_backend(TushareDataBackend())
set_start_date("2017-01-01")
S("600315") # 设置当前关注股票
T("2017-06-30") # 设置当前观察日期
print(VR())

IndexError: boolean index did not match indexed array along dimension 0; dimension is 119 but corresponding boolean dimension is 118

主要是用了REF(CLOSE, 1)后，series数量减1, 跟CLOSE比较后出错，望解决REF减1问题。

1. funcat 的版本

0.3.2

2. Python 的版本

3.8

3. 是 Windows / Linux / MacOS or others?

Windows

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))

5. 您出现的错误堆栈日志信息

self.data_proxy = DataProxy(BaseDataSource(os.path.expanduser(bundle_path)))
TypeError: init() missing 1 required positional argument: 'custom_future_info'

帮帮忙，怎么判断均线聚合状态，刚刚发散的那个时间段

找了半天也没有相关的代码啊

可以试一下 pandas.DataFrame.rolling

funcat 0.2.7,python2.7 ,centos
测试代码如下：
from funcat.data.tushare_backend import TushareDataBackend
set_data_backend(TushareDataBackend())
T("20170704")
S("600030.XSHG")
print(O, H, L, C)
今天的时间就是20170704，正在盘中交易时间，取盘中交易数据，用的tushare的backend，可是仍旧会报错。
(Traceback (most recent call last):
File "3.py", line 30, in
print(O, H, L, C)
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/time_series.py", line 205, in repr
return str(self.value)
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/utils.py", line 26, in wrapper
return func(*args, **kwargs)
File "/usr/lib/python2.7/site-packages/funcat-0.2.7-py2.7.egg/funcat/time_series.py", line 79, in value
raise FormulaException("DATA UNAVAILABLE")
funcat.utils.FormulaException: DATA UNAVAILABLE

目前不支持盘中取数据吗？

1. funcat 的版本

通达信 大智慧的数据包未来可以支持么？方便本地回测的

refuncat:版本0.3.3
python:版本3.7.4
Mac：
相关代码：

`backend = "tushare"

if backend == "rqalpha":
set_data_backend(RQAlphaDataBackend("~/.rqalpha/bundle"))
elif backend == "tushare":
set_data_backend(TushareDataBackend())

set_start_date("2019-01-01")

S("600009.SH") # 设置当前关注股票

T("2019-10-10") # 设置当前观察日期

no_str = "600009.SH"
df = ts.pro_bar(ts_code=no_str, asset='E', freq='D', start_date='20190101', end_date='20191201', ma=[5, 10, 20, 60], factors=['tor', 'vr'])

M1, M2 = 14, 6
OPEN = df['open']
HIGH = df['high']
LOW = df['low']
CLOSE = df['close']

OPEN = np.array(OPEN)
HIGH = np.array(HIGH)
LOW = np.array(LOW)
CLOSE = np.array(CLOSE)

TR = SUM(MAX(MAX(HIGH - LOW, ABS(HIGH - REF(CLOSE, 1))), ABS(LOW - REF(CLOSE, 1))), M1)
HD = HIGH - REF(HIGH, 1)
LD = REF(LOW, 1) - LOW

DMP = SUM(IF((HD > 0) & (HD > LD), HD, 0), M1)
DMM = SUM(IF((LD > 0) & (LD > HD), LD, 0), M1)
DI1 = DMP * 100 / TR
DI2 = DMM * 100 / TR
ADX = MA(ABS(DI2 - DI1) / (DI1 + DI2) * 100, M2)
ADXR = (ADX + REF(ADX, M2)) / 2

print(str(DI1),str(DI2), str(ADX), str(ADXR))`

异常日志：

Traceback (most recent call last): File "/Users/apple/PycharmProjects/h_Python/example/strategy/stock_formula.py", line 42, in <module> DMP = SUM(IF((HD > 0) & (HD > LD), HD, 0), M1) File "/Users/apple/PycharmProjects/h_Python/venv/lib/python3.7/site-packages/funcat/utils.py", line 92, in wrapper return func(*args, **kwargs) File "/Users/apple/PycharmProjects/h_Python/venv/lib/python3.7/site-packages/funcat/func.py", line 268, in iif cond_series, series1, series2 = fit_series(condition.series, series1, series2) AttributeError: 'numpy.ndarray' object has no attribute 'series'

IF 与 HHV , LLV 这3个方法都会用series，
日志中也提示series出错，这个是什么参数？是我传的数据有问题吗

改动底层NumericSeries支持作为参数传入函数，如REF(C, BARSLAST(C>0))
增加更多函数如BARSLAST等
截断部分函数返回NaN数据
等等

安装失败？
pip install -i https://pypi.tuna.tsinghua.edu.cn/simple -U funcat

from pip.req import parse_requirements
ImportError: No module named req

1. funcat 的版本

最新版

2. Python 的版本

Python 3.6.2 x64

3. 是 Windows / Linux / MacOS or others?

Windows

4. 您出现问题对应的源码 / 或者能复现问题的简易代码

from funcat import *
print(C)

5. 您出现的错误堆栈日志信息

"F:\Program Files\Python\Python36\python.exe" D:/task/python/test/funcat.py
Traceback (most recent call last):
File "D:/task/python/test/funcat.py", line 1, in
from funcat import *
File "D:\task\python\test\funcat.py", line 3, in
print(C)
NameError: name 'C' is not defined

Process finished with exit code 1

SLOPE函数实现了这个功能了么

通达信的
LLVBARS
HHVBARS
PEAK
PEAKBARS
TROUGH
FILTER
BETWEEN