- improved
git-svn-id: http://moon:8086/svn/projects/Stock@298 fda53097-d464-4ada-af97-ba876c37ca34
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+12
-14
@@ -89,12 +89,9 @@ def bollinger(data, window_days, f=2):
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mid = np.array(sma(tp_df, key='tp', window_days=window_days))
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upper = mid + f * stddev
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lower = mid - f * stddev
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print (mid)
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print (upper)
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print (lower)
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result = pd.DataFrame(upper, index=data.index, columns=['upper'])
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result['lower'] = lower
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result['mid'] = mid
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result['mid'] = stddev
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return result
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data = {}
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@@ -119,21 +116,22 @@ data['ema'] = ema(data, key='close', alpha=0.75)
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data['macd'] = macd(data, key='close')
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data['sma'] = sma(data, key='close', window_days=30)
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boll = bollinger(data, window_days=30)
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data['boll(up)'] = boll['upper']
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data['boll(mid)'] = boll['mid']
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data['boll(low)'] = boll['lower']
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plt.subplot(211)
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plt.subplot(311)
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data['close'].plot()
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#data['ema'].plot()
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#data['sma'].plot()
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data['boll(up)'].plot()
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data['boll(mid)'].plot()
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data['boll(low)'].plot()
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data['ema'].plot()
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data['sma'].plot()
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plt.legend()
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plt.grid()
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plt.subplot(212)
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plt.subplot(312)
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boll['upper'].plot()
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boll['mid'].plot()
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boll['lower'].plot()
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plt.legend()
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plt.grid()
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plt.subplot(313)
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data['macd'].plot()
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plt.legend()
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plt.grid()
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