python - TA-Lib 如何识别十字星

Question

我正在尝试摆弄 TA-Lib 函数，试图了解它们如何识别模式。

下面的代码会产生奇怪的结果

import talib  
import numpy  
sample_data = [  
    ['1/22/14', 10, 18,  5, 20],  
    ['1/23/14', 12, 21,  7, 22],  
    ['1/24/14', 14, 24, 9 , 24],  
    ['1/25/14', 16, 27, 11, 26],  
    ['1/26/14', 18, 30, 13, 28],  
    ['1/27/14', 20, 33, 15, 30],  
    ['1/28/14', 22, 36, 17, 32],  
    ['1/29/14', 24, 39, 19, 34],  
    ['1/30/14', 26, 41, 21, 38],  
    ['1/31/14', 30, 45, 25, 40],  
    ['2/01/14', 43, 44, 42, 43.01],  
    ['2/02/14', 46, 47, 45, 46.01],  
    ['2/03/14', 44, 45, 43, 44.01],  
    ['2/04/14', 40, 55, 35, 50],  
]

# convert data to columns  
sample_data = numpy.column_stack(sample_data)

# extract the columns we need, making sure to make them 64-bit floats  
o = sample_data[1].astype(float)  
h = sample_data[2].astype(float)  
l = sample_data[3].astype(float)  
c = sample_data[4].astype(float)

print(talib.CDLDOJI(o,h,l,c))  

结果:

print(talib.CDLDOJI(o,h,l,c)) [0 0 0 0 0 0 0 0 0 0 0 0 0 0]

如果我查看 ta_global.c Here

real body is like doji's body when it's shorter than 10% the average of the 10 previous candles' high-low range

{ TA_BodyDoji, TA_RangeType_HighLow, 10, 0.1 },

我图基于这个定义和ta_CDLDOJI.c的定义here该函数应产生三个十字星:

[0 0 0 0 0 0 0 0 0 0 100 100 100 0]

我在这里错过了什么？

Answer 1

我已经更改了基础数据以使其更加明显

sample_data = [ ['1/22/14', 10, 22, 5, 20], ['1/23/14', 12, 23, 7, 22], ['1/24/14', 14, 24, 9 , 24], ['1/25/14', 16, 27, 11, 26], ['1/26/14', 18, 30, 13, 28], [ '1/27/14', 20, 33, 15, 30], ['1/28/14', 22, 36, 17, 32], ['1/29/14', 24, 39, 19, 34], ['1/30/14', 26, 41, 21, 38], ['1/31/14', 30, 45, 25, 40], ['2/01/14', 43, 46, 40, 43.001], ['2/02/14', 46, 54, 38, 46.001], ['2/03/14', 39.99, 40.01, 39.99, 40.01], ['2/04/14 ', 40, 55, 35, 50], ]第 12 根蜡烛显然是十字星，如果您考虑高-低而不是 abs(收-开)，第 13 根蜡烛也应归类为十字星。CDLDOJI 函数都将 a 返回为零...