1，现在ta-lib扩展包：

wget http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz

2，解压 
tar -xzf ta-lib-0.4.0-src.tar.gz （or sudo tar -xzf ta-lib-0.4.0-src.tar.gz）

3，make 编译
cd ta-lib/
sudo ./configure (if gcc is missing, install it by doing “apt-get install build-essential”)
sudo make
sudo make install

4，pip 安装TA-Lib包
pip install https://github.com/mrjbq7/ta-lib/archive/TA_Lib-0.4.8.zip
# pip install https://github.com/mrjbq7/ta-lib/zipball/master #上式不成功用这个