程式
node.js 是否被用於系統交易軟體?
我有一個項目,我想跟踪一些分時數據並創建一些指標來跟踪它。我正在考慮在這個項目中使用 Node.js,但我想從業內人士那裡了解他們是否在自己或其他系統中遇到過它,以及他們是否使用任何特定的 JavaScript 金融庫。
我認為使用 node 進行技術分析的最佳選擇是**node-talib**,它是TA-Lib的包裝器。我們將它用於一些項目,到目前為止它工作正常。以下是開箱即用的指標列表:
AD Chaikin A/D Line ADOSC Chaikin A/D Oscillator ADX Average Directional Movement Index ADXR Average Directional Movement Index Rating APO Absolute Price Oscillator AROON Aroon AROONOSC Aroon Oscillator ATR Average True Range AVGPRICE Average Price BBANDS Bollinger Bands BETA Beta BOP Balance Of Power CCI Commodity Channel Index CDL2CROWS Two Crows CDL3BLACKCROWS Three Black Crows CDL3INSIDE Three Inside Up/Down CDL3LINESTRIKE Three-Line Strike CDL3OUTSIDE Three Outside Up/Down CDL3STARSINSOUTH Three Stars In The South CDL3WHITESOLDIERS Three Advancing White Soldiers CDLABANDONEDBABY Abandoned Baby CDLADVANCEBLOCK Advance Block CDLBELTHOLD Belt-hold CDLBREAKAWAY Breakaway CDLCLOSINGMARUBOZU Closing Marubozu CDLCONCEALBABYSWALL Concealing Baby Swallow CDLCOUNTERATTACK Counterattack CDLDARKCLOUDCOVER Dark Cloud Cover CDLDOJI Doji CDLDOJISTAR Doji Star CDLDRAGONFLYDOJI Dragonfly Doji CDLENGULFING Engulfing Pattern CDLEVENINGDOJISTAR Evening Doji Star CDLEVENINGSTAR Evening Star CDLGAPSIDESIDEWHITE Up/Down-gap side-by-side white lines CDLGRAVESTONEDOJI Gravestone Doji CDLHAMMER Hammer CDLHANGINGMAN Hanging Man CDLHARAMI Harami Pattern CDLHARAMICROSS Harami Cross Pattern CDLHIGHWAVE High-Wave Candle CDLHIKKAKE Hikkake Pattern CDLHIKKAKEMOD Modified Hikkake Pattern CDLHOMINGPIGEON Homing Pigeon CDLIDENTICAL3CROWS Identical Three Crows CDLINNECK In-Neck Pattern CDLINVERTEDHAMMER Inverted Hammer CDLKICKING Kicking CDLKICKINGBYLENGTH Kicking - bull/bear determined by the longer marubozu CDLLADDERBOTTOM Ladder Bottom CDLLONGLEGGEDDOJI Long Legged Doji CDLLONGLINE Long Line Candle CDLMARUBOZU Marubozu CDLMATCHINGLOW Matching Low CDLMATHOLD Mat Hold CDLMORNINGDOJISTAR Morning Doji Star CDLMORNINGSTAR Morning Star CDLONNECK On-Neck Pattern CDLPIERCING Piercing Pattern CDLRICKSHAWMAN Rickshaw Man CDLRISEFALL3METHODS Rising/Falling Three Methods CDLSEPARATINGLINES Separating Lines CDLSHOOTINGSTAR Shooting Star CDLSHORTLINE Short Line Candle CDLSPINNINGTOP Spinning Top CDLSTALLEDPATTERN Stalled Pattern CDLSTICKSANDWICH Stick Sandwich CDLTAKURI Takuri (Dragonfly Doji with very long lower shadow) CDLTASUKIGAP Tasuki Gap CDLTHRUSTING Thrusting Pattern CDLTRISTAR Tristar Pattern CDLUNIQUE3RIVER Unique 3 River CDLUPSIDEGAP2CROWS Upside Gap Two Crows CDLXSIDEGAP3METHODS Upside/Downside Gap Three Methods CMO Chande Momentum Oscillator CORREL Pearson's Correlation Coefficient (r) DEMA Double Exponential Moving Average DX Directional Movement Index EMA Exponential Moving Average HT_DCPERIOD Hilbert Transform - Dominant Cycle Period HT_DCPHASE Hilbert Transform - Dominant Cycle Phase HT_PHASOR Hilbert Transform - Phasor Components HT_SINE Hilbert Transform - SineWave HT_TRENDLINE Hilbert Transform - Instantaneous Trendline HT_TRENDMODE Hilbert Transform - Trend vs Cycle Mode KAMA Kaufman Adaptive Moving Average LINEARREG Linear Regression LINEARREG_ANGLE Linear Regression Angle LINEARREG_INTERCEPT Linear Regression Intercept LINEARREG_SLOPE Linear Regression Slope MA All Moving Average MACD Moving Average Convergence/Divergence MACDEXT MACD with controllable MA type MACDFIX Moving Average Convergence/Divergence Fix 12/26 MAMA MESA Adaptive Moving Average MAX Highest value over a specified period MAXINDEX Index of highest value over a specified period MEDPRICE Median Price MFI Money Flow Index MIDPOINT MidPoint over period MIDPRICE Midpoint Price over period MIN Lowest value over a specified period MININDEX Index of lowest value over a specified period MINMAX Lowest and highest values over a specified period MINMAXINDEX Indexes of lowest and highest values over a specified period MINUS_DI Minus Directional Indicator MINUS_DM Minus Directional Movement MOM Momentum NATR Normalized Average True Range OBV On Balance Volume PLUS_DI Plus Directional Indicator PLUS_DM Plus Directional Movement PPO Percentage Price Oscillator ROC Rate of change : ((price/prevPrice)-1)*100 ROCP Rate of change Percentage: (price-prevPrice)/prevPrice ROCR Rate of change ratio: (price/prevPrice) ROCR100 Rate of change ratio 100 scale: (price/prevPrice)*100 RSI Relative Strength Index SAR Parabolic SAR SAREXT Parabolic SAR - Extended SMA Simple Moving Average STDDEV Standard Deviation STOCH Stochastic STOCHF Stochastic Fast STOCHRSI Stochastic Relative Strength Index SUM Summation T3 Triple Exponential Moving Average (T3) TEMA Triple Exponential Moving Average TRANGE True Range TRIMA Triangular Moving Average TRIX 1-day Rate-Of-Change (ROC) of a Triple Smooth EMA TSF Time Series Forecast TYPPRICE Typical Price ULTOSC Ultimate Oscillator VAR Variance WCLPRICE Weighted Close Price WILLR Williams' %R WMA Weighted Moving Average