gcc -pthread -Wsign-compare -DNDEBUG -g -fwrapv -O3 -Wall -Wstrict-prototypes -fPIC -I/home/zhangshoug/anaconda2/envs/rqalpha/lib/python3.6/site-packages/numpy/core/include -I/usr/include -I/usr/local/include -I/opt/include -I/opt/local/include -I/home/zhangshoug/anaconda2/envs/rqalpha/include/python3.6m -c talib/_ta_lib.c -o build/temp.linux-x86_64-3.6/talib/_ta_lib.o
解决方法:
http://prdownloads.sourceforge.net/ta-lib/ta-lib-0.4.0-src.tar.gz
Download ta-lib-0.4.0-src.tar.gz and:
$ untar and cd
$ ./configure --prefix=/usr
$ make
$ sudo make install