转自：https://mrjbq7.github.io/ta-lib/install.html 

Installation

You can install from PyPI:

$ pip install TA-Lib

Or checkout the sources and run setup.py yourself:

$ python setup.py install

Troubleshooting Install Errors

func.c:256:28: fatal error: ta-lib/ta_libc.h: No such file or directory
compilation terminated.

If you get build errors like this, it typically means that it can‘t find the underlying TA-Lib library and needs to be installed:

Dependencies

To use TA-Lib for python, you need to have the TA-Lib already installed:

Mac OS X

$ brew install ta-lib

Windows

Download ta-lib-0.4.0-msvc.zip and unzip to C:\ta-lib

Linux

Download ta-lib-0.4.0-src.tar.gz and:

$ untar and cd
$ ./configure --prefix=/usr
$ make
$ sudo make install

If you build TA-Lib using make -jX it will fail but that‘s OK! Simply rerun make -jX followed by [sudo] make install.

Documentation Index

[转]TA-Lib 安装

原文：http://www.cnblogs.com/xuyuan77/p/7740194.html