improved

git-svn-id: http://moon:8086/svn/projects/Stock@302 fda53097-d464-4ada-af97-ba876c37ca34

pandas_eval.py

@@ -101,9 +101,14 @@ titles.append('AAPL')
 titles.append('XLNX')
 titles.append('QCOM')
 titles.append('DPW.DE')
+titles.append('CSCO')
+titles.append('AIR')
 
-for title in titles:
+show_title = 'QCOM'
+show_range_days = 20
 
+pd.DatetimeIndex
+def fetch(title):
 	filename = title + '.h5'
 	fetch = False
 	today = dt.date.today()
@@ -111,11 +116,14 @@ for title in titles:
 	try:
 		hdf = pd.HDFStore(filename, 'r')
 		hdf.close()
-	except IOError as e:
+	except:
 		fetch = True
 
-	lastmodified = dt.datetime.fromtimestamp(os.stat(filename).st_mtime).date()
-	if lastmodified != today:
+	try:
+		lastmodified = dt.datetime.fromtimestamp(os.stat(filename).st_mtime).date()
+		if lastmodified != today:
+			fetch = True
+	except:
 		fetch = True
 
 	if fetch:
@@ -131,30 +139,60 @@ for title in titles:
 		data = hdf[title]
 	hdf.close()
 
+def show(title):
 
-data['ema'] = ema(data, key='close', alpha=0.75)
-data['macd'] = macd(data, key='close')
-data['sma'] = sma(data, key='close', window_days=30)
-boll = bollinger(data, window_days=30)
+	k_euro = 1/1.11
 
-plt.subplot(311)
-plt.title(title)
-data['close'].plot()
-data['ema'].plot()
-data['sma'].plot()
-plt.legend()
-plt.grid()
+	filename = title + '.h5'
 
-plt.subplot(312)
-boll['upper'].plot()
-boll['mid'].plot()
-boll['lower'].plot()
-plt.legend()
-plt.grid()
+	hdf = pd.HDFStore(filename, 'r')
+	data_full = hdf[title]*k_euro
 
-plt.subplot(313)
-data['macd'].plot()
-plt.legend()
-plt.grid()
+	data_full['ema'] = ema(data_full, key='close', alpha=0.75)
+	data_full['macd'] = macd(data_full, key='close')
+	data_full['sma'] = sma(data_full, key='close', window_days=30)
+	boll = bollinger(data_full, window_days=30)
+	hdf.close()
 
-plt.show()
+	data = data_full[len(data_full)-1 - show_range_days:]
+	dates = data.index
+
+	fig = plt.figure(1)
+
+	ax = plt.subplot(311)
+
+	def hover(event):
+		if event.inaxes == ax:
+			x_idx = int(event.xdata)
+			ax.format_xdata = lambda x: dates[x_idx]
+			ax.format_ydata = lambda y: '{:.2f}'.format(data['close'][x_idx])
+
+	fig.canvas.mpl_connect("motion_notify_event", hover)
+
+	data['close'].plot()
+	data['ema'].plot()
+	data['sma'].plot()
+	plt.title(title)
+	plt.legend()
+	plt.grid()
+
+	plt.subplot(312)
+	boll['upper'].plot()
+	boll['mid'].plot()
+	boll['lower'].plot()
+	plt.legend()
+	plt.grid()
+
+	plt.subplot(313)
+	data['macd'].plot()
+	plt.legend()
+	plt.grid()
+
+	plt.show()
+
+
+
+for title in titles:
+	fetch(title)
+
+show(show_title)