Initial import

git-svn-id: http://moon:8086/svn/projects/Stock@291 fda53097-d464-4ada-af97-ba876c37ca34

pandas_eval.py

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+import pandas as pd
+import numpy as np
+import math
+import matplotlib.pyplot as plt
+
+# https://www.fmlabs.com/reference/default.htm?url=SimpleMA.htm
+
+def sin(f, a, N):
+	result = np.empty(0)
+	for n in range(0, N):
+		v = a*math.sin(2*math.pi*f*n/N)
+		result = np.append(result, v)
+
+	return result
+
+def ema(data, alpha=0.75):
+	result = np.empty(0)
+	r = data[0]
+
+	for v in data:
+		r = alpha*r + (1-alpha)*v
+		result = np.append(result, r)
+
+	return result
+
+def macd(data):
+	ema_short = ema(data, alpha=0.85)
+	ema_long = ema(data, alpha=0.925)
+
+	return ema_short - ema_long
+
+pd_data = pd.read_csv("aapl.csv", names=['Dates', 'Price'])
+np_data = np.flip(pd_data['Price'].to_numpy())
+a = sin(2, 1, 100)
+
+plt.plot(np_data, label='Price')
+plt.plot(ema(np_data), label='EMA')
+plt.plot(macd(np_data), label='MACD')
+plt.legend()
+plt.grid()
+plt.show()