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- do poly fit of MACD

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git-svn-id: http://moon:8086/svn/projects/Stock@310 fda53097-d464-4ada-af97-ba876c37ca34
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jens
2019-12-13 22:57:14 +00:00
parent 9a27d7220c
commit b44c85746c
1 changed files with 26 additions and 10 deletions
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pandas_eval.py
+26 -10
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@@ -22,7 +22,7 @@ import os
key = '0UO7Z2MVZ2YSQSVE' key = '0UO7Z2MVZ2YSQSVE'
thresh_macd = 2.0 thresh_macd = 2.0
show_range_days = 20 show_range_days = 20
show_title = [] show_title = ['QCOM', 'CSCO']
k_euro = 1 / 1.11 k_euro = 1 / 1.11
titles = [ titles = [
@@ -89,7 +89,7 @@ titles = [
'PLUG', 'PLUG',
'PCELF', 'PCELF',
'SU.PA', 'SU.PA',
'SON1.DE', # 'SON1.DE',
'STM.DE', 'STM.DE',
'BC8.DE', 'BC8.DE',
'MOR.DE', 'MOR.DE',
@@ -231,13 +231,27 @@ class Symbol(object):
self.data_full['sma'] = sma(self.data_full, key='close', window_days=30) self.data_full['sma'] = sma(self.data_full, key='close', window_days=30)
self.boll_full = bollinger(self.data_full, window_days=30) self.boll_full = bollinger(self.data_full, window_days=30)
_macd = self.data_full['macd'][len(self.data_full)-1] _macd_curr = self.data_full['macd'][len(self.data_full)-1]
return {'macd' : _macd}
self._macd_data = self.data_full['macd'][len(self.data_full) - show_range_days:]
x_r = list(range(0, len(self._macd_data)))
y_r = self._macd_data.to_numpy()
poly = np.polyfit(x_r, y_r, 5)
poly_d = np.polyder(poly)
yf = np.polyval(poly, x_r)
yf_d = np.polyval(poly_d, x_r)
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_fd_curr = self._macd_fitted['macd_fitted_d'][len(self._macd_fitted)-1]
return {'macd' : _macd_curr, 'macd_f' : _macd_f_curr, 'macd_fd' : _macd_fd_curr}
def show(self, figNum=1): def show(self, figNum=1):
data = self.data_full[len(self.data_full)-1 - show_range_days:] data = self.data_full[len(self.data_full) - show_range_days:]
boll = self.boll_full[len(self.boll_full)-1 - show_range_days:] boll = self.boll_full[len(self.boll_full) - show_range_days:]
self.fig = plt.figure(figNum) self.fig = plt.figure(figNum)
self.ax = plt.subplot(311) self.ax = plt.subplot(311)
@@ -253,19 +267,21 @@ class Symbol(object):
plt.legend() plt.legend()
plt.grid() plt.grid()
plt.subplot(313) plt.subplot(313)
data['macd'].plot() self._macd_data.plot()
self._macd_fitted['macd_fitted'].plot()
self._macd_fitted['macd_fitted_d'].plot()
plt.legend() plt.legend()
plt.grid() plt.grid()
figNum = 1 figNum = 1
if len(show_title) > 0: if len(show_title) > 0:
for title in show_title: for title in show_title:
sym = Symbol(title) sym = Symbol(title)
sym.fetch() sym.fetch()
sym.analyze() print(sym.analyze())
sym.show(figNum) sym.show(figNum)
figNum += 1 figNum += 1
else: else:
@@ -273,7 +289,7 @@ else:
sym = Symbol(title) sym = Symbol(title)
sym.fetch() sym.fetch()
result = sym.analyze() result = sym.analyze()
if result['macd'] > thresh_macd: if result['macd_f'] > thresh_macd and result['macd_fd'] > 0:
sym.show(figNum) sym.show(figNum)
figNum += 1 figNum += 1