They use a Python Open Source Library called QSTK (QuantSoftware ToolKit).
They have a bunch of tutorials on the wiki page and you can always take the course
if you want to learn more.
For convenience I copied the description from the wiki page below:
QSToolKit (QSTK) is a Python-based open source software framework
designed to support portfolio construction and management. We are
building the QSToolKit primarily for finance students, computing
students, and quantitative analysts with programming experience. You
should not expect to use it as a desktop app trading platform.
Instead, think of it as a software infrastructure to support a
workflow of modeling, testing and trading.
Scroll through the Gallery to see the sorts of things you can do easily with QSTK.
If you are in a hurry, you can skip to the QSToolKit_Installation_Guide.
Key components of QSTK are:
- Data: A data access package that enables fast reading of
historical data (qstkutil.DataAccess).
- Processing tools: Uses pandas, a Python package designed for time series
evaluation of equity data.
- Portfolio optimization: Using the CVXOPT library.
- Event studies: An efficient event analyzer, Event_Profiler.
- Simulation: A simple backtester, quicksim,
that includes transaction cost modeling.
from indicators import TalibExtension
hhllMatrix = TalibExtension.HHLL(self.high, self.low, 5);
You might find this repository of technical indicators useful. The library works similarly to the famous ta-lib library, and contains indicators that were not implemented in talib
For example, you can use the Highest high, lowest low indicator, by sending high and low vectors, plus number of periods, in the following way: (Extracted from the test in the repository)
from indicators import TalibExtension
hhllMatrix = TalibExtension.HHLL(self.high, self.low, 5);
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评论（4）
这里有一些想法...我只使用 Numpy、Scipy 和 Matplotlib 进行财务计算。
Here are a few thoughts... I have only used Numpy, Scipy, and Matplotlib for financial calculations.
TA-Lib - 指标库。
如何为 Python 编译
TA-Lib - Library of indicators.
How to compile for Python
计算金融课程位于Coursera.org。
他们使用名为 QSTK（QuantSoftware 工具包）。
他们有一堆教程 在 wiki 页面上，您可以随时参加该课程
如果你想了解更多。
为了方便起见，我从下面的 wiki 页面复制了描述：
There is also a Computational Finnance Course on Coursera.org.
They use a Python Open Source Library called QSTK (QuantSoftware ToolKit).
They have a bunch of tutorials on the wiki page and you can always take the course
if you want to learn more.
For convenience I copied the description from the wiki page below:
您可能会发现这个技术指标存储库很有用。该库的工作方式与著名的 ta-lib 库类似，并且包含 talib 中未实现的指标
talibextensions
例如，您可以通过发送最高和最低向量以及周期数来使用最高高、最低低指标，方法如下：（从存储库中的测试中提取）
You might find this repository of technical indicators useful. The library works similarly to the famous ta-lib library, and contains indicators that were not implemented in talib
talibextensions
For example, you can use the Highest high, lowest low indicator, by sending high and low vectors, plus number of periods, in the following way: (Extracted from the test in the repository)