init

stockpredictor/analysis/BolingerBand.py

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+import pandas as pd
+from stockpredictor.analysis.Common import Common
+import plotly.graph_objs as go
+from plotly import tools, subplots
+import plotly.io as po
+
+class BolingerBand:
+
+    common = None
+
+    def __init__(self):
+        self.common = Common()
+        return
+
+    def apply(self, df, n=10, m=6, t=6):
+        # 입력받은 값이 dataframe이라는 것을 정의해줌
+        df = pd.DataFrame(df)
+
+        max20 = df["close"].rolling(window=20).mean()
+        stddev = df["close"].rolling(window=20).std()
+        upper = max20 + (stddev * 2) # 상단 볼리저 밴드
+        lower = max20 - (stddev * 2) # 하단 볼리저 밴드
+        middle = (upper + lower ) / 2
+
+        # dataframe에 컬럼 추가
+        #df = df.assign(fast_k=fast_k, slow_k=slow_k, slow_d=slow_d).dropna()
+        df = df.assign(upper=upper, middle=middle, lower=lower)
+
+        return df
+
+    def analyze(self, stock):
+        df = pd.DataFrame()
+        df = df.from_dict(stock['PRICE'])
+        df = self.apply(df)
+
+        for i in range(len(df.upper)):
+            stock['PRICE'][i]['upper'] = df.upper.values[i]
+            stock['PRICE'][i]['middle'] = df.middle.values[i]
+            stock['PRICE'][i]['lower'] = df.lower.values[i]
+
+            # 0: 중립, 1: 매수, -1: 매도
+            stock['PRICE'][i]['bolingerband_buy'] = 0
+
+            if i > 0:
+                stock['PRICE'][i]['bolingerband_buy'] = self.common.getBolingerBandScore(stock['PRICE'], i)
+
+        results = []
+        for day in stock['PRICE']:
+            results.append({'DATE': day['DATE'],
+                            'upper': day['upper'],
+                            'middle': day['middle'],
+                            'lower': day['lower'],
+                            'bolingerband_buy': day['bolingerband_buy']})
+        return results