jens
72c17e5d05
git-svn-id: http://moon:8086/svn/projects/Stock@291 fda53097-d464-4ada-af97-ba876c37ca34
42 lines
837 B
Python
42 lines
837 B
Python
import pandas as pd
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import numpy as np
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import math
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import matplotlib.pyplot as plt
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# https://www.fmlabs.com/reference/default.htm?url=SimpleMA.htm
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def sin(f, a, N):
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result = np.empty(0)
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for n in range(0, N):
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v = a*math.sin(2*math.pi*f*n/N)
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result = np.append(result, v)
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return result
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def ema(data, alpha=0.75):
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result = np.empty(0)
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r = data[0]
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for v in data:
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r = alpha*r + (1-alpha)*v
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result = np.append(result, r)
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return result
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def macd(data):
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ema_short = ema(data, alpha=0.85)
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ema_long = ema(data, alpha=0.925)
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return ema_short - ema_long
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pd_data = pd.read_csv("aapl.csv", names=['Dates', 'Price'])
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np_data = np.flip(pd_data['Price'].to_numpy())
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a = sin(2, 1, 100)
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plt.plot(np_data, label='Price')
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plt.plot(ema(np_data), label='EMA')
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plt.plot(macd(np_data), label='MACD')
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plt.legend()
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plt.grid()
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plt.show()
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