# 高级指标

TechKit 包含 66 个超出标准 TA-Lib 集合的高级指标。

## 风险指标

### Sharpe Ratio

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``SHARPE(period, risk_free_rate=0)``
   * - **Formula**
     - Sharpe = (mean_return - risk_free) / std_return × √252
```

### Sortino Ratio

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``SORTINO(period, risk_free_rate=0)``
   * - **Formula**
     - Sortino = (mean_return - risk_free) / downside_std × √252
```

### Value at Risk (VaR)

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``VAR_HISTORICAL(period, confidence=0.95)``
   * - **Description**
     - Historical VaR at specified confidence level
```

### Conditional VaR (CVaR / Expected Shortfall)

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``CVAR(period, confidence=0.95)``
   * - **Description**
     - Expected loss beyond VaR threshold
```

### Maximum Drawdown

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``MAX_DRAWDOWN(period)``
   * - **Formula**
     - MDD = (peak - trough) / peak
```

---

## 波动率模型

### GARCH(1,1)

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``GARCH(period)``
   * - **Formula**
     - σ²_t = ω + α × ε²_{t-1} + β × σ²_{t-1}
```

### EWMA Volatility

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``EWMA_VOL(lambda=0.94)``
   * - **Formula**
     - σ²_t = λ × σ²_{t-1} + (1-λ) × r²_{t-1}
```

### Parkinson Volatility

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``PARKINSON_VOL(period)``
   * - **Description**
     - High-low range based volatility estimator
```

### Garman-Klass Volatility

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``GARMAN_KLASS_VOL(period)``
   * - **Description**
     - OHLC-based volatility estimator
```

---

## 谐波模式

### Gartley Pattern

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``HARMONIC_GARTLEY()``
   * - **Ratios**
     - | XA → B: 0.618
       | AB → C: 0.382-0.886
       | BC → D: 1.27-1.618
       | XA → D: 0.786
```

### Butterfly Pattern

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``HARMONIC_BUTTERFLY()``
   * - **Ratios**
     - | XA → B: 0.786
       | AB → C: 0.382-0.886
       | BC → D: 1.618-2.618
       | XA → D: 1.27-1.618
```

### Crab Pattern

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``HARMONIC_CRAB()``
```

### Bat Pattern

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``HARMONIC_BAT()``
```

---

## 图表模式识别

### Head and Shoulders

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``PATTERN_HEAD_SHOULDERS(tolerance=0.02)``
   * - **Description**
     - Detects head and shoulders top/bottom patterns
```

### Double Top/Bottom

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``PATTERN_DOUBLE_TOP(tolerance=0.02)``
   * - **Function**
     - ``PATTERN_DOUBLE_BOTTOM(tolerance=0.02)``
```

### Triangle Patterns

```{eval-rst}
.. list-table::
   :widths: 25 75

   * - **Function**
     - ``PATTERN_TRIANGLE()``
   * - **Types**
     - Ascending, Descending, Symmetrical
```

---

## 完整高级指标列表

| Category | Indicators |
|----------|------------|
| **Risk Metrics** | SHARPE, SORTINO, VAR_HISTORICAL, CVAR, MAX_DRAWDOWN, CALMAR, OMEGA |
| **Volatility Models** | GARCH, EWMA_VOL, PARKINSON_VOL, GARMAN_KLASS_VOL, YANG_ZHANG_VOL |
| **Harmonic Patterns** | GARTLEY, BUTTERFLY, CRAB, BAT, SHARK, CYPHER |
| **Chart Patterns** | HEAD_SHOULDERS, DOUBLE_TOP, DOUBLE_BOTTOM, TRIANGLE, WEDGE, FLAG, PENNANT |
| **Support/Resistance** | PIVOT_POINTS, FIBONACCI_RETRACEMENT, SUPPORT_RESISTANCE |
| **Trend Analysis** | SUPERTREND, ICHIMOKU, VWAP, ANCHORED_VWAP |