jens
7128ffc94d
git-svn-id: http://moon:8086/svn/projects/Stock@297 fda53097-d464-4ada-af97-ba876c37ca34
44 lines
837 B
Python
44 lines
837 B
Python
import pandas as pd
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import numpy as np
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import matplotlib.pyplot as plt
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def ema(data, key, alpha=0.5, ic=None):
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result = []
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if ic is None:
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r = data[key][0]
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else:
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r = ic
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for v in data[key]:
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r = alpha*r + (1-alpha)*v
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result.append(r)
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return np.array(result)
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def colsum(data, keys):
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result = np.zeros(data.shape[0])
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for key in keys:
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result += data[key]
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return result
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store = pd.HDFStore('test.h5')
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if 1:
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df = pd.DataFrame(np.array([[1, 2, 3, 101], [4, 5, 6, 102], [7, 8, 9, 103], [10, 11, 12, 104]]),columns=['high', 'low', 'open', 'close'])
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store['df'] = df
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else:
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df = store['df']
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df['ema(close)'] = ema(df, 'close')
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df['colsum'] = colsum(df, ['high', 'low', 'open', 'close'])
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df['ema(colsum)'] = ema(df, 'colsum')
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# Print table
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print(df)
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# Plot graph
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df.plot()
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plt.legend()
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plt.grid()
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plt.show()
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store.close() |