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- use spline interpolation

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git-svn-id: http://moon:8086/svn/projects/Stock@319 fda53097-d464-4ada-af97-ba876c37ca34
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jens
2019-12-15 19:43:31 +00:00
parent 630da9bf77
commit 7b93fa8327
1 changed files with 7 additions and 7 deletions
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pandas_eval.py
+7 -7
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@@ -3,6 +3,7 @@ import pandas_datareader.data as web
import numpy as np import numpy as np
import math import math
import matplotlib.pyplot as plt import matplotlib.pyplot as plt
from scipy.interpolate import UnivariateSpline
import datetime as dt import datetime as dt
import os import os
@@ -21,7 +22,7 @@ import os
key = '0UO7Z2MVZ2YSQSVE' key = '0UO7Z2MVZ2YSQSVE'
thresh_macd = 1.5 thresh_macd = 1.5
show_range_days = 40 show_range_days = 20
show_title = ['QCOM', 'VAR1.DE', 'MOR.DE', 'QIA.DE', 'MDG1.DE'] show_title = ['QCOM', 'VAR1.DE', 'MOR.DE', 'QIA.DE', 'MDG1.DE']
k_euro = 1 / 1.11 k_euro = 1 / 1.11
N_poly = 7 N_poly = 7
@@ -241,14 +242,13 @@ class Symbol(object):
_macd_curr = self.data_full['macd'][len(self.data_full)-1] _macd_curr = self.data_full['macd'][len(self.data_full)-1]
self._macd_data = self.data_full['macd'][len(self.data_full) - show_range_days:] self._macd_data = self.data_full['macd'][len(self.data_full) - show_range_days:]
x_r = list(range(0, len(self._macd_data)+1)) x_r = np.linspace(0, len(self._macd_data), len(self._macd_data))
y_r = self._macd_data.to_numpy() y_r = self._macd_data.to_numpy()
y_r = np.append(y_r, y_r[len(y_r)-1]) spl = UnivariateSpline(x_r, y_r)
poly = np.polyfit(x_r, y_r, N_poly) spl.set_smoothing_factor(0.5)
poly_d = np.polyder(poly) yf = spl(x_r)
yf_d = spl.derivative()(x_r)
yf = np.polyval(poly, x_r[:len(x_r)-1])
yf_d = np.polyval(poly_d, x_r[:len(x_r)-1])
self._macd_fitted = pd.DataFrame(np.transpose([yf,yf_d]), index=self._macd_data.index, columns=['macd_fitted', 'macd_fitted_d']) self._macd_fitted = pd.DataFrame(np.transpose([yf,yf_d]), index=self._macd_data.index, columns=['macd_fitted', 'macd_fitted_d'])
_macd_f_curr = self._macd_fitted['macd_fitted'][len(self._macd_fitted)-1] _macd_f_curr = self._macd_fitted['macd_fitted'][len(self._macd_fitted)-1]