# https://bibot.tistory.com/63 # https://nonmeyet.tistory.com/entry/Python-TALib%EB%A5%BC-%ED%99%9C%EC%9A%A9%ED%95%9C-%EB%B9%84%ED%8A%B8%EC%BD%94%EC%9D%B8%EC%A3%BC%EA%B0%80%EA%B8%B0%EC%88%A0%EB%B6%84%EC%84%9D-%EB%B3%B4%EC%A1%B0%EC%A7%80%ED%91%9C-%EC%B6%94%EA%B0%80 # https://lunadaddy.tistory.com/122 # https://wikidocs.net/186885 import numpy as np from scipy.signal import argrelextrema np.seterr(divide='ignore', invalid='ignore') # https://www.lfd.uci.edu/~gohlke/pythonlibs/#ta-lib # https://lunadaddy.tistory.com/122 import talib import pandas as pd from datetime import datetime, timedelta from sklearn.preprocessing import MinMaxScaler from JSDPattern import JSDPattern class JSDPattern_daily(JSDPattern): scaler = None def __init__(self, RESOURCE_PATH=None): super().__init__(RESOURCE_PATH) self.scaler = MinMaxScaler() return def get_Support_Resistance(self, df): n = 5 min_price = df.iloc[argrelextrema(df.values, np.less_equal, order=n)[0]] max_price = df.iloc[argrelextrema(df.values, np.greater_equal, order=n)[0]] return min_price.iloc[-1], max_price.iloc[-1] def analyze_raw(self, result, mins=1440): result["volume"] = [result["volume"][i] if 0 < result["volume"][i] else 1 for i in range(len(result["volume"]))] # 기본 캔들 정보 open_df = pd.DataFrame(result["open"]) close_df = pd.DataFrame(result["close"]) high_df = pd.DataFrame(result["high"]) low_df = pd.DataFrame(result["low"]) volume_df = pd.DataFrame(result["volume"]) # 중복 제거 ymd_df = pd.DataFrame(result["ymd"]) data_dup = pd.concat([ymd_df, open_df, close_df, high_df, low_df, volume_df], axis=1) data_dup.columns = ["ymd", "open", "close", "high", "low", "volume"] data_dup.index = pd.DatetimeIndex(result["ymd"]) data_dup_sorted = data_dup.sort_index(ascending=True) data_dup_sorted = data_dup_sorted.drop_duplicates() ymd_df = data_dup_sorted["ymd"] open_df = data_dup_sorted["open"] close_df = data_dup_sorted["close"] high_df = data_dup_sorted["high"] low_df = data_dup_sorted["low"] volume_df = data_dup_sorted["volume"] min_price_list = [None for i in range(len(close_df)+51)] max_price_list = [None for i in range(len(close_df)+51)] for i in range(len(close_df)): if 480 < i: min_price_list[i], max_price_list[i] = self.get_Support_Resistance(close_df[i-120:i+1]) ymd = ymd_df.tolist() open = open_df.tolist() close = close_df.tolist() high = high_df.tolist() low = low_df.tolist() volume = volume_df.tolist() # ichimokuCloud df = pd.concat([ymd_df, open_df, close_df, high_df, low_df, volume_df], axis=1) column_names = ['DATE', 'open', 'close', 'high', 'low', 'volume'] df.columns = column_names c, b, l, s = 9, 26, 52, 26 # 1. 전환선 = (과거 9일 동안 최고가 + 최저가) / 2 # 당일을 포함한 9일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다. changeLine = (df.high.rolling(c).max() + df.low.rolling(c).min()) / 2 # 2. 기준선 = 과거 26일 동안 최고가 + 최저가) / 2 # 당일을 포함한 26일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다. baseLine = (df.high.rolling(b).max() + df.low.rolling(b).min()) / 2 # 3. 후행스팬 = 현재 close가격의 26일전 반영 laggingSpan = [df.close.values[i + s] for i in range(len(df.close) - s)] laggingSpan += [None for i in range(s)] laggingSpan = np.array(laggingSpan) # 4. 선행스팬 1 = ((기준선 + 전환선) / 2)를 26일 선행하여 배치 # 전환선과 기준선의 평균값을 구해 당일 포함 26일 앞으로 이동시킨 선 (중-단기 구간의 힘을 보여줌) tmp_leadingSpan1 = (changeLine + baseLine) / 2 """ S: 26일 선행시킴 """ leadingSpan1 = list(tmp_leadingSpan1.values) for i in range(b - 1): leadingSpan1.insert(0, None) """ E: 26일 선행시킴 """ # 5. 선행스팬 2 = ((최근 52일 동안 최고가 + 최저가) / 2)를 26일 선행하여 배치 # 당일을 포함한 52일 동안의 최고가와 최저가의 평균을 26일 앞으로 이동시킨 선 (장기으로 형성된 선이기 때문에 가장 느리게 변함) tmp_leadingSpan2 = (df.high.rolling(l).max() + df.low.rolling(l).min()) / 2 """ S: 52일 선행시킴 """ leadingSpan2 = list(tmp_leadingSpan2.values) for i in range(l - 1): leadingSpan2.insert(0, None) """ S: 52일 선행시킴 """ baseLine = baseLine.tolist() changeLine = changeLine.tolist() laggingSpan = list(laggingSpan) current_index = len(ymd) for i in range(51): if len(ymd) < len(leadingSpan2): if mins == 1440: ymd.append(ymd[-1] + timedelta(days=1)) else: ymd.append(ymd[-1] + timedelta(minutes=1)) if len(open) < len(leadingSpan2): open.append(None) if len(close) < len(leadingSpan2): close.append(None) if len(high) < len(leadingSpan2): high.append(None) if len(low) < len(leadingSpan2): low.append(None) if len(volume) < len(leadingSpan2): volume.append(None) if len(baseLine) < len(leadingSpan2): baseLine.append(None) if len(changeLine) < len(leadingSpan2): changeLine.append(None) if len(laggingSpan) < len(leadingSpan2): laggingSpan.append(None) for i in range(26): if len(leadingSpan1) < len(leadingSpan2): leadingSpan1.append(leadingSpan1[-1]) # 7일 신고가 new_high_7 = [0 for c in range(6)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close[c - 6:c + 1] and max(close[c - 6:c]) < close[c] else 0 for c in range(6, len(close))] # 9일 신고가 new_high_9 = [0 for c in range(8)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close[c - 8:c + 1] and max(close[c - 8:c]) < close[c] else 0 for c in range(8, len(close))] # 26일 신고가 new_high_26 = [0 for c in range(25)] + [1 if (baseLine[c - 1] is not None and baseLine[c] is not None and baseLine[c - 1] < baseLine[c]) and None not in close[c - 8:c + 1] and max(close[c - 25:c]) < close[c] else 0 for c in range(25, len(close))] # 33일 신고가 new_high_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c - 1] is not None and leadingSpan1[c] is not None and leadingSpan1[c - 1] < leadingSpan1[c]) and None not in close[c - 8:c + 1] and max(close[c - 32:c]) < close[c] else 0 for c in range(32, len(close))] # 52일 신고가 new_high_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c - 1] is not None and leadingSpan2[c] is not None and leadingSpan2[c - 1] < leadingSpan2[c]) and None not in close[c - 8:c + 1] and max(close[c - 51:c]) < close[c] else 0 for c in range(51, len(close))] # 7일 신저가 new_low_7 = [0 for c in range(6)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close[c - 6:c + 1] and close[c - 7] < min(close[c - 6:c + 1]) else 0 for c in range(6, len(close))] # 9일 신저가 new_low_9 = [0 for c in range(8)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close[c - 8:c + 1] and close[c - 9] < min(close[c - 8:c + 1]) else 0 for c in range(8, len(close))] # 26일 신저가 new_low_26 = [0 for c in range(25)] + [1 if (baseLine[c - 1] is not None and baseLine[c] is not None and baseLine[c - 1] < baseLine[c]) and None not in close[c - 8:c + 1] and close[c - 26] < min(close[c - 25:c + 1]) else 0 for c in range(25, len(close))] # 33일 신저가 new_low_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c - 1] is not None and leadingSpan1[c] is not None and leadingSpan1[c - 1] < leadingSpan1[c]) and None not in close[c - 8:c + 1] and close[c - 33] < min(close[c - 32:c + 1]) else 0 for c in range(32, len(close))] # 52일 신저가 new_low_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c - 1] is not None and leadingSpan2[c] is not None and leadingSpan2[c - 1] < leadingSpan2[c]) and None not in close[c - 8:c + 1] and close[c - 52] < min(close[c - 51:c + 1]) else 0 for c in range(51, len(close))] # 이동 평균 close_df = pd.DataFrame(close) avg5 = list(np.reshape(close_df.ewm(5).mean().values, -1)) avg10 = list(np.reshape(close_df.ewm(10).mean().values, -1)) avg20 = list(np.reshape(close_df.ewm(20).mean().values, -1)) avg60 = list(np.reshape(close_df.ewm(60).mean().values, -1)) avg90 = list(np.reshape(close_df.ewm(90).mean().values, -1)) avg120 = list(np.reshape(close_df.ewm(120).mean().values, -1)) avg240 = list(np.reshape(close_df.ewm(240).mean().values, -1)) avg360 = list(np.reshape(close_df.ewm(360).mean().values, -1)) avg480 = list(np.reshape(close_df.ewm(480).mean().values, -1)) avg720 = list(np.reshape(close_df.ewm(720).mean().values, -1)) avg1440 = list(np.reshape(close_df.ewm(1440).mean().values, -1)) avg2880 = list(np.reshape(close_df.ewm(2880).mean().values, -1)) # 이격도 disparity_avg5_df = (close_df / close_df.ewm(span=5, min_periods=5, adjust=False).mean()) disparity_avg10_df = (close_df / close_df.ewm(span=10, min_periods=10, adjust=False).mean()) disparity_avg20_df = (close_df / close_df.ewm(span=20, min_periods=20, adjust=False).mean()) disparity_avg60_df = (close_df / close_df.ewm(span=60, min_periods=60, adjust=False).mean()) disparity_avg120_df = (close_df / close_df.ewm(span=120, min_periods=120, adjust=False).mean()) disparity_avg240_df = (close_df / close_df.ewm(span=240, min_periods=240, adjust=False).mean()) disparity_avg480_df = (close_df / close_df.ewm(span=480, min_periods=480, adjust=False).mean()) disparity_avg720_df = (close_df / close_df.ewm(span=720, min_periods=720, adjust=False).mean()) disparity_avg1440_df = (close_df / close_df.ewm(span=1440, min_periods=1440, adjust=False).mean()) disparity_480_loc = [0 for i in range(len(close))] disparity_1440_loc = [0 for i in range(len(close))] disparity_avg480_list = list(disparity_avg480_df.values.reshape(-1)) disparity_avg1440_list = list(disparity_avg1440_df.values.reshape(-1)) for i in range(0, len(close)): if 2880 < i: l = [d for d in disparity_avg480_list[i - 1440:i + 1]] min_v = np.min(l) max_v = np.max(l) disparity_480_loc[i] = (disparity_avg480_list[i] - min_v) / (max_v - min_v) l = [d for d in disparity_avg1440_list[i - 1440:i + 1]] min_v = np.min(l) max_v = np.max(l) disparity_1440_loc[i] = (disparity_avg1440_list[i] - min_v) / (max_v - min_v) disparity_480_loc_df = pd.DataFrame(disparity_480_loc) disparity_1440_loc_df = pd.DataFrame(disparity_1440_loc) np_high, np_low, np_close = np.array(high, dtype=np.float64), np.array(low, dtype=np.float64), np.array(close, dtype=np.float64) slowk_5_df, slowd_5_df = talib.STOCH(np_high, np_low, np_close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0) slowk_10_df, slowd_10_df = talib.STOCH(np_high, np_low, np_close, fastk_period=10, slowk_period=6, slowk_matype=0, slowd_period=6, slowd_matype=0) slowk_20_df, slowd_20_df = talib.STOCH(np_high, np_low, np_close, fastk_period=20, slowk_period=12, slowk_matype=0, slowd_period=12, slowd_matype=0) slowk_60_df, slowd_60_df = talib.STOCH(np_high, np_low, np_close, fastk_period=60, slowk_period=37, slowk_matype=0, slowd_period=37, slowd_matype=0) slowk_120_df, slowd_120_df = talib.STOCH(np_high, np_low, np_close, fastk_period=120, slowk_period=74, slowk_matype=0, slowd_period=74, slowd_matype=0) slowk_240_df, slowd_240_df = talib.STOCH(np_high, np_low, np_close, fastk_period=240, slowk_period=148, slowk_matype=0, slowd_period=148, slowd_matype=0) slowk_480_df, slowd_480_df = talib.STOCH(np_high, np_low, np_close, fastk_period=480, slowk_period=296, slowk_matype=0, slowd_period=296, slowd_matype=0) # 최고/최저 위치 loc_240 = [None for i in range(len(close))] for i in range(240, len(close)): min_v = np.min(result["close"][i - 239:i + 1]) max_v = np.max(result["close"][i - 239:i + 1]) if close[i] is not None: loc_240[i] = ((close[i] - min_v) / (max_v - min_v)) else: loc_240[i] = None loc_240 = pd.DataFrame(loc_240) loc_240_k = loc_240.to_numpy().reshape(-1) loc_240_d = loc_240.rolling(20).mean() loc_240_s = loc_240.rolling(60).mean() loc_240_d = loc_240_d.to_numpy().reshape(-1) loc_240_s = loc_240_s.to_numpy().reshape(-1) n, t = 20, 2 max_20 = close_df.rolling(window=n).mean() stddev_20 = close_df.rolling(window=n).std() upper_20 = max_20 + (stddev_20 * t) # 상단 볼리저 밴드 lower_20 = max_20 - (stddev_20 * t) # 하단 볼리저 밴드 middle_20 = (upper_20 + lower_20) / 2 width_df = (upper_20 - lower_20) / middle_20 width_min = np.min(width_df[0]) width_max = np.max(width_df[0]) bb_width_df = 100 * (width_df - width_min) / (width_max - width_min) bb_pb_df = 100 * (close_df - lower_20) / (upper_20 - lower_20) upper_20 = list(np.reshape(upper_20.values, -1)) lower_20 = list(np.reshape(lower_20.values, -1)) middle_20 = list(np.reshape(middle_20.values, -1)) disparity_avg5_list = list(disparity_avg5_df.values.reshape(-1)) disparity_avg20_list = list(disparity_avg20_df.values.reshape(-1)) disparity_avg60_list = list(disparity_avg60_df.values.reshape(-1)) disparity_avg120_list = list(disparity_avg120_df.values.reshape(-1)) disparity_avg240_list = list(disparity_avg240_df.values.reshape(-1)) disparity_avg480_list = list(disparity_avg480_df.values.reshape(-1)) disparity_avg720_list = list(disparity_avg720_df.values.reshape(-1)) disparity_avg1440_list = list(disparity_avg1440_df.values.reshape(-1)) disparity_diff_20_5, disparity_diff_20_5_rate = self.getDiff_Rate(disparity_avg20_list, disparity_avg5_list, duration=20) disparity_diff_60_20, disparity_diff_60_20_rate = self.getDiff_Rate(disparity_avg60_list, disparity_avg5_list, duration=60) disparity_diff_120_20, disparity_diff_120_20_rate = self.getDiff_Rate(disparity_avg120_list, disparity_avg5_list, duration=120) disparity_diff_240_20, disparity_diff_240_20_rate = self.getDiff_Rate(disparity_avg240_list, disparity_avg5_list, duration=240) disparity_diff_480_20, disparity_diff_480_20_rate = self.getDiff_Rate(disparity_avg480_list, disparity_avg5_list, duration=480) disparity_diff_720_20, disparity_diff_720_20_rate = self.getDiff_Rate(disparity_avg720_list, disparity_avg5_list, duration=720) disparity_diff_1440_20, disparity_diff_1440_20_rate = self.getDiff_Rate(disparity_avg1440_list, disparity_avg5_list, duration=1440) df_list = [ pd.DataFrame(ymd), pd.DataFrame(open), pd.DataFrame(close), pd.DataFrame(high), pd.DataFrame(low), pd.DataFrame(volume), pd.DataFrame(changeLine), pd.DataFrame(baseLine), pd.DataFrame(laggingSpan), pd.DataFrame(leadingSpan1), pd.DataFrame(leadingSpan2), pd.DataFrame(disparity_diff_20_5), pd.DataFrame(disparity_diff_20_5_rate), pd.DataFrame(disparity_diff_60_20), pd.DataFrame(disparity_diff_60_20_rate), pd.DataFrame(disparity_diff_120_20), pd.DataFrame(disparity_diff_120_20_rate), pd.DataFrame(disparity_diff_240_20), pd.DataFrame(disparity_diff_240_20_rate), pd.DataFrame(disparity_diff_480_20), pd.DataFrame(disparity_diff_480_20_rate), pd.DataFrame(disparity_diff_720_20), pd.DataFrame(disparity_diff_720_20_rate), pd.DataFrame(disparity_diff_1440_20), pd.DataFrame(disparity_diff_1440_20_rate), pd.DataFrame(loc_240_k), pd.DataFrame(loc_240_d), pd.DataFrame(loc_240_s), pd.DataFrame(avg5), pd.DataFrame(avg10), pd.DataFrame(avg20), pd.DataFrame(avg60), pd.DataFrame(avg90), pd.DataFrame(avg120), pd.DataFrame(avg240), pd.DataFrame(avg360), pd.DataFrame(avg480), pd.DataFrame(avg720), pd.DataFrame(avg1440), pd.DataFrame(avg2880), disparity_avg5_df, disparity_avg10_df, disparity_avg20_df, disparity_avg60_df, disparity_avg120_df, disparity_avg240_df, disparity_avg480_df, disparity_avg720_df, disparity_avg1440_df, disparity_480_loc_df, disparity_1440_loc_df, pd.DataFrame(upper_20), pd.DataFrame(lower_20), pd.DataFrame(middle_20), bb_width_df, bb_pb_df, pd.DataFrame(new_high_7), pd.DataFrame(new_high_9), pd.DataFrame(new_high_26), pd.DataFrame(new_high_33), pd.DataFrame(new_high_52), pd.DataFrame(new_low_7), pd.DataFrame(new_low_9), pd.DataFrame(new_low_26), pd.DataFrame(new_low_33), pd.DataFrame(new_low_52), pd.DataFrame(slowk_5_df), pd.DataFrame(slowd_5_df), pd.DataFrame(slowk_10_df), pd.DataFrame(slowd_10_df), pd.DataFrame(slowk_20_df), pd.DataFrame(slowd_20_df), pd.DataFrame(slowk_60_df), pd.DataFrame(slowd_60_df), pd.DataFrame(slowk_120_df), pd.DataFrame(slowd_120_df), pd.DataFrame(slowk_240_df), pd.DataFrame(slowd_240_df), pd.DataFrame(slowk_480_df), pd.DataFrame(slowd_480_df), pd.DataFrame(min_price_list), pd.DataFrame(max_price_list) ] data = pd.concat(df_list, axis=1) column_names = [ 'ymd', 'open', 'close', 'high', 'low', 'volume', 'changeLine', 'baseLine', 'laggingSpan', 'leadingSpan1', 'leadingSpan2', 'disparity_diff_20_5', 'disparity_diff_20_5_rate', 'disparity_diff_60_20', 'disparity_diff_60_20_rate', 'disparity_diff_120_20', 'disparity_diff_120_20_rate', 'disparity_diff_240_20', 'disparity_diff_240_20_rate', 'disparity_diff_480_20', 'disparity_diff_480_20_rate', 'disparity_diff_720_20', 'disparity_diff_720_20_rate', 'disparity_diff_1440_20', 'disparity_diff_1440_20_rate', 'loc_240_k', 'loc_240_d', 'loc_240_s', 'avg5', 'avg10', 'avg20', 'avg60', 'avg90', 'avg120', 'avg240', 'avg360', 'avg480', 'avg720', 'avg1440', 'avg2880', 'disparity_avg5', 'disparity_avg10', 'disparity_avg20', 'disparity_avg60', 'disparity_avg120', 'disparity_avg240', 'disparity_avg480', 'disparity_avg720', 'disparity_avg1440', 'disparity_480_loc', 'disparity_1440_loc', 'upper_20', 'lower_20', 'middle_20', 'bb_width', 'bb_pb', 'new_high_7', 'new_high_9', 'new_high_26', 'new_high_33', 'new_high_52', 'new_low_7', 'new_low_9', 'new_low_26', 'new_low_33', 'new_low_52', 'slowk_5', 'slowd_5', 'slowk_10', 'slowd_10', 'slowk_20', 'slowd_20', 'slowk_60', 'slowd_60', 'slowk_120', 'slowd_120', 'slowk_240', 'slowd_240', 'slowk_480', 'slowd_480', 'min_price', 'max_price' ] data.columns = column_names data.index = pd.DatetimeIndex(ymd) return data, current_index def analyze_scale(self, result, mins=1440): result["volume"] = [result["volume"][i] if 0 < result["volume"][i] else 1 for i in range(len(result["volume"]))] # 기본 캔들 정보 open_df = pd.DataFrame(result["open"]) close_df = pd.DataFrame(result["close"]) high_df = pd.DataFrame(result["high"]) low_df = pd.DataFrame(result["low"]) volume_df = pd.DataFrame(result["volume"]) # 중복 제거 ymd_df = pd.DataFrame(result["ymd"]) data_dup = pd.concat([ymd_df, open_df, close_df, high_df, low_df, volume_df], axis=1) data_dup.columns = ["ymd", "open", "close", "high", "low", "volume"] data_dup.index = pd.DatetimeIndex(result["ymd"]) data_dup_sorted = data_dup.sort_index(ascending=True) data_dup_sorted = data_dup_sorted.drop_duplicates() ymd_df = data_dup_sorted["ymd"] open_df = data_dup_sorted["open"] close_df = data_dup_sorted["close"] high_df = data_dup_sorted["high"] low_df = data_dup_sorted["low"] volume_df = data_dup_sorted["volume"] min_price_list = [None for i in range(len(close_df)+51)] max_price_list = [None for i in range(len(close_df)+51)] for i in range(len(close_df)): if 480 < i: min_price_list[i], max_price_list[i] = self.get_Support_Resistance(close_df[i-120:i+1]) ymd = ymd_df.tolist() open = open_df.tolist() close = close_df.tolist() high = high_df.tolist() low = low_df.tolist() volume = volume_df.tolist() open_scaled = (self.scaler.fit_transform(pd.DataFrame(open))).reshape(1,-1)[0] open_scaled = [0.0000000001 if c==0 else c for c in open_scaled] close_scaled = (self.scaler.fit_transform(pd.DataFrame(close))).reshape(1,-1)[0] close_scaled = [0.0000000001 if c == 0 else c for c in close_scaled] high_scaled = (self.scaler.fit_transform(pd.DataFrame(high))).reshape(1,-1)[0] high_scaled = [0.0000000001 if c == 0 else c for c in high_scaled] low_scaled = (self.scaler.fit_transform(pd.DataFrame(low))).reshape(1,-1)[0] low_scaled = [0.0000000001 if c == 0 else c for c in low_scaled] volume_scaled = (self.scaler.fit_transform(pd.DataFrame(volume))).reshape(1, -1)[0] volume_scaled = [0.0000000001 if c == 0 else c for c in volume_scaled] if len(close_scaled) < 5: poly_5 = [0] * len(close_scaled) else: poly_5 = [0] * 4 + [np.polyfit(range(5), close_scaled[i - 4: i + 1], 1)[0] for i in range(4, len(close))] if len(close_scaled) < 10: poly_10 = [0] * len(close_scaled) else: poly_10 = [0] * 9 + [np.polyfit(range(10), close_scaled[i - 9: i + 1], 1)[0] for i in range(9, len(close))] if len(close_scaled) < 20: poly_20 = [0] * len(close_scaled) else: poly_20 = [0] * 19 + [np.polyfit(range(20), close_scaled[i - 19: i + 1], 1)[0] for i in range(19, len(close))] if len(poly_5) < 60: poly_60 = [0] * len(close_scaled) else: poly_60 = [0] * 59 + [np.polyfit(range(60), close_scaled[i - 59: i + 1], 1)[0] for i in range(59, len(close))] if len(close_scaled) < 120: poly_120 = [0] * len(close_scaled) else: poly_120 = [0] * 119 + [np.polyfit(range(120), close_scaled[i - 119: i + 1], 1)[0] for i in range(119, len(close))] if len(close_scaled) < 240: poly_240 = [0] * len(close_scaled) else: poly_240 = [0] * 239 + [np.polyfit(range(240), close_scaled[i - 239: i + 1], 1)[0] for i in range(239, len(close))] if len(close_scaled) < 480: poly_480 = [0] * len(close_scaled) else: poly_480 = [0] * 479 + [np.polyfit(range(480), close_scaled[i - 479: i + 1], 1)[0] for i in range(479, len(close))] # ichimokuCloud df = pd.concat([pd.DataFrame(ymd), pd.DataFrame(open_scaled), pd.DataFrame(close_scaled), pd.DataFrame(high_scaled), pd.DataFrame(low_scaled), pd.DataFrame(volume_scaled)], axis=1) column_names = ['DATE', 'open', 'close', 'high', 'low', 'volume'] df.columns = column_names c, b, l, s = 9, 26, 52, 26 # 1. 전환선 = (과거 9일 동안 최고가 + 최저가) / 2 # 당일을 포함한 9일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다. changeLine = (df.high.rolling(c).max() + df.low.rolling(c).min()) / 2 # 2. 기준선 = 과거 26일 동안 최고가 + 최저가) / 2 # 당일을 포함한 26일 동안의 최고가와 최저가의 중간 값을 평균으로 나타낸다. baseLine = (df.high.rolling(b).max() + df.low.rolling(b).min()) / 2 # 3. 후행스팬 = 현재 close가격의 26일전 반영 laggingSpan = [df.close.values[i + s] for i in range(len(df.close) - s)] laggingSpan += [None for i in range(s)] laggingSpan = np.array(laggingSpan) # 4. 선행스팬 1 = ((기준선 + 전환선) / 2)를 26일 선행하여 배치 # 전환선과 기준선의 평균값을 구해 당일 포함 26일 앞으로 이동시킨 선 (중-단기 구간의 힘을 보여줌) tmp_leadingSpan1 = (changeLine + baseLine) / 2 """ S: 26일 선행시킴 """ leadingSpan1 = list(tmp_leadingSpan1.values) for i in range(b - 1): leadingSpan1.insert(0, None) """ E: 26일 선행시킴 """ # 5. 선행스팬 2 = ((최근 52일 동안 최고가 + 최저가) / 2)를 26일 선행하여 배치 # 당일을 포함한 52일 동안의 최고가와 최저가의 평균을 26일 앞으로 이동시킨 선 (장기으로 형성된 선이기 때문에 가장 느리게 변함) tmp_leadingSpan2 = (df.high.rolling(l).max() + df.low.rolling(l).min()) / 2 """ S: 52일 선행시킴 """ leadingSpan2 = list(tmp_leadingSpan2.values) for i in range(l - 1): leadingSpan2.insert(0, None) """ S: 52일 선행시킴 """ baseLine = baseLine.tolist() changeLine = changeLine.tolist() laggingSpan = list(laggingSpan) current_index = len(ymd) for i in range(51): if len(ymd) < len(leadingSpan2): if mins == 1440: ymd.append(ymd[-1] + timedelta(days=1)) else: ymd.append(ymd[-1] + timedelta(minutes=1)) if len(open) < len(leadingSpan2): open.append(None) if len(close) < len(leadingSpan2): close.append(None) if len(high) < len(leadingSpan2): high.append(None) if len(low) < len(leadingSpan2): low.append(None) if len(volume) < len(leadingSpan2): volume.append(None) if len(baseLine) < len(leadingSpan2): baseLine.append(None) if len(changeLine) < len(leadingSpan2): changeLine.append(None) if len(laggingSpan) < len(leadingSpan2): laggingSpan.append(None) for i in range(26): if len(leadingSpan1) < len(leadingSpan2): leadingSpan1.append(leadingSpan1[-1]) # 7일 신고가 new_high_7 = [0 for c in range(6)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close_scaled[c - 6:c + 1] and max(close_scaled[c - 6:c]) < close_scaled[c] else 0 for c in range(6, len(close_scaled))] # 9일 신고가 new_high_9 = [0 for c in range(8)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close_scaled[c - 8:c + 1] and max(close_scaled[c - 8:c]) < close_scaled[c] else 0 for c in range(8, len(close_scaled))] # 26일 신고가 new_high_26 = [0 for c in range(25)] + [1 if (baseLine[c - 1] is not None and baseLine[c] is not None and baseLine[c - 1] < baseLine[c]) and None not in close_scaled[c - 8:c + 1] and max(close_scaled[c - 25:c]) < close_scaled[c] else 0 for c in range(25, len(close_scaled))] # 33일 신고가 new_high_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c - 1] is not None and leadingSpan1[c] is not None and leadingSpan1[c - 1] < leadingSpan1[c]) and None not in close_scaled[c - 8:c + 1] and max(close_scaled[c - 32:c]) < close_scaled[c] else 0 for c in range(32, len(close_scaled))] # 52일 신고가 new_high_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c - 1] is not None and leadingSpan2[c] is not None and leadingSpan2[c - 1] < leadingSpan2[c]) and None not in close_scaled[c - 8:c + 1] and max(close_scaled[c - 51:c]) < close_scaled[c] else 0 for c in range(51, len(close_scaled))] # 7일 신저가 new_low_7 = [0 for c in range(6)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close_scaled[c - 6:c + 1] and close_scaled[c - 7] < min(close_scaled[c - 6:c + 1]) else 0 for c in range(6, len(close_scaled))] # 9일 신저가 new_low_9 = [0 for c in range(8)] + [1 if (changeLine[c - 1] is not None and changeLine[c] is not None and changeLine[c - 1] < changeLine[c]) and None not in close_scaled[c - 8:c + 1] and close_scaled[c - 9] < min(close_scaled[c - 8:c + 1]) else 0 for c in range(8, len(close_scaled))] # 26일 신저가 new_low_26 = [0 for c in range(25)] + [1 if (baseLine[c - 1] is not None and baseLine[c] is not None and baseLine[c - 1] < baseLine[c]) and None not in close_scaled[c - 8:c + 1] and close_scaled[c - 26] < min(close_scaled[c - 25:c + 1]) else 0 for c in range(25, len(close_scaled))] # 33일 신저가 new_low_33 = [0 for c in range(32)] + [1 if (leadingSpan1[c - 1] is not None and leadingSpan1[c] is not None and leadingSpan1[c - 1] < leadingSpan1[c]) and None not in close_scaled[c - 8:c + 1] and close_scaled[c - 33] < min(close_scaled[c - 32:c + 1]) else 0 for c in range(32, len(close_scaled))] # 52일 신저가 new_low_52 = [0 for c in range(51)] + [1 if (leadingSpan2[c - 1] is not None and leadingSpan2[c] is not None and leadingSpan2[c - 1] < leadingSpan2[c]) and None not in close_scaled[c - 8:c + 1] and close_scaled[c - 52] < min(close_scaled[c - 51:c + 1]) else 0 for c in range(51, len(close_scaled))] # 이동 평균 close_df = pd.DataFrame(close_scaled) avg5 = list(np.reshape(close_df.ewm(5).mean().values, -1)) avg10 = list(np.reshape(close_df.ewm(10).mean().values, -1)) avg20 = list(np.reshape(close_df.ewm(20).mean().values, -1)) avg60 = list(np.reshape(close_df.ewm(60).mean().values, -1)) avg90 = list(np.reshape(close_df.ewm(90).mean().values, -1)) avg120 = list(np.reshape(close_df.ewm(120).mean().values, -1)) avg240 = list(np.reshape(close_df.ewm(240).mean().values, -1)) avg360 = list(np.reshape(close_df.ewm(360).mean().values, -1)) avg480 = list(np.reshape(close_df.ewm(480).mean().values, -1)) avg720 = list(np.reshape(close_df.ewm(720).mean().values, -1)) avg1440 = list(np.reshape(close_df.ewm(1440).mean().values, -1)) avg2880 = list(np.reshape(close_df.ewm(2880).mean().values, -1)) # 이격도 disparity_avg5_df = (close_df / close_df.ewm(span=5, min_periods=5, adjust=False).mean()) disparity_avg20_df = (close_df / close_df.ewm(span=20, min_periods=20, adjust=False).mean()) disparity_avg60_df = (close_df / close_df.ewm(span=60, min_periods=60, adjust=False).mean()) disparity_avg120_df = (close_df / close_df.ewm(span=120, min_periods=120, adjust=False).mean()) disparity_avg240_df = (close_df / close_df.ewm(span=240, min_periods=240, adjust=False).mean()) disparity_avg480_df = (close_df / close_df.ewm(span=480, min_periods=480, adjust=False).mean()) disparity_avg1440_df = (close_df / close_df.ewm(span=1440, min_periods=1440, adjust=False).mean()) disparity_480_loc = [0 for i in range(len(close))] disparity_1440_loc = [0 for i in range(len(close))] disparity_avg480_list = list(disparity_avg480_df.values.reshape(-1)) disparity_avg1440_list = list(disparity_avg1440_df.values.reshape(-1)) for i in range(0, len(close)): if 2880 < i: l = [d for d in disparity_avg480_list[i - 1440:i + 1]] min_v = np.min(l) max_v = np.max(l) disparity_480_loc[i] = (disparity_avg480_list[i] - min_v) / (max_v - min_v) l = [d for d in disparity_avg1440_list[i - 1440:i + 1]] min_v = np.min(l) max_v = np.max(l) disparity_1440_loc[i] = (disparity_avg1440_list[i] - min_v) / (max_v - min_v) disparity_480_loc_df = pd.DataFrame(disparity_480_loc) disparity_1440_loc_df = pd.DataFrame(disparity_1440_loc) disparity_avg5_list = list(disparity_avg5_df.values.reshape(-1)) disparity_avg20_list = list(disparity_avg20_df.values.reshape(-1)) disparity_avg60_list = list(disparity_avg60_df.values.reshape(-1)) disparity_avg120_list = list(disparity_avg120_df.values.reshape(-1)) disparity_avg240_list = list(disparity_avg240_df.values.reshape(-1)) disparity_avg480_list = list(disparity_avg480_df.values.reshape(-1)) disparity_avg1440_list = list(disparity_avg1440_df.values.reshape(-1)) disparity_diff_20_5, disparity_diff_20_5_rate = self.getDiff_Rate(disparity_avg20_list, disparity_avg5_list, duration=20) disparity_diff_60_20, disparity_diff_60_20_rate = self.getDiff_Rate(disparity_avg60_list, disparity_avg20_list, duration=60) disparity_diff_120_20, disparity_diff_120_20_rate = self.getDiff_Rate(disparity_avg120_list, disparity_avg20_list, duration=120) disparity_diff_240_20, disparity_diff_240_20_rate = self.getDiff_Rate(disparity_avg240_list, disparity_avg20_list, duration=240) disparity_diff_480_20, disparity_diff_480_20_rate = self.getDiff_Rate(disparity_avg480_list, disparity_avg20_list, duration=480) disparity_diff_1440_20, disparity_diff_1440_20_rate = self.getDiff_Rate(disparity_avg1440_list, disparity_avg20_list, duration=1440) np_high, np_low, np_close = np.array(high_scaled, dtype=np.float64), np.array(low_scaled, dtype=np.float64), np.array(close_scaled, dtype=np.float64) slowk_5_df, slowd_5_df = talib.STOCH(np_high, np_low, np_close, fastk_period=5, slowk_period=3, slowk_matype=0, slowd_period=3, slowd_matype=0) slowk_10_df, slowd_10_df = talib.STOCH(np_high, np_low, np_close, fastk_period=10, slowk_period=6, slowk_matype=0, slowd_period=6, slowd_matype=0) slowk_20_df, slowd_20_df = talib.STOCH(np_high, np_low, np_close, fastk_period=20, slowk_period=12, slowk_matype=0, slowd_period=12, slowd_matype=0) slowk_60_df, slowd_60_df = talib.STOCH(np_high, np_low, np_close, fastk_period=60, slowk_period=37, slowk_matype=0, slowd_period=37, slowd_matype=0) slowk_120_df, slowd_120_df = talib.STOCH(np_high, np_low, np_close, fastk_period=120, slowk_period=74, slowk_matype=0, slowd_period=74, slowd_matype=0) slowk_240_df, slowd_240_df = talib.STOCH(np_high, np_low, np_close, fastk_period=240, slowk_period=148, slowk_matype=0, slowd_period=148, slowd_matype=0) slowk_480_df, slowd_480_df = talib.STOCH(np_high, np_low, np_close, fastk_period=480, slowk_period=296, slowk_matype=0, slowd_period=296, slowd_matype=0) # 최고/최저 위치 loc_240 = [None for i in range(len(close))] for i in range(240, len(close)): min_v = np.min(close_scaled[i - 239:i + 1]) max_v = np.max(close_scaled[i - 239:i + 1]) if close[i] is not None: loc_240[i] = ((close_scaled[i] - min_v) / (max_v - min_v)) else: loc_240[i] = None loc_240 = pd.DataFrame(loc_240) loc_240_k = loc_240.to_numpy().reshape(-1) loc_240_d = loc_240.rolling(20).mean() loc_240_s = loc_240.rolling(60).mean() loc_240_d = loc_240_d.to_numpy().reshape(-1) loc_240_s = loc_240_s.to_numpy().reshape(-1) n, t = 20, 2 max_20 = close_df.rolling(window=n).mean() stddev_20 = close_df.rolling(window=n).std() upper_20 = max_20 + (stddev_20 * t) # 상단 볼리저 밴드 lower_20 = max_20 - (stddev_20 * t) # 하단 볼리저 밴드 middle_20 = (upper_20 + lower_20) / 2 width_df = (upper_20 - lower_20) / middle_20 width_min = np.min(width_df[0]) width_max = np.max(width_df[0]) bb_width_df = 100 * (width_df - width_min) / (width_max - width_min) bb_pb_df = 100 * (close_df - lower_20) / (upper_20 - lower_20) upper_20 = list(np.reshape(upper_20.values, -1)) lower_20 = list(np.reshape(lower_20.values, -1)) middle_20 = list(np.reshape(middle_20.values, -1)) duration = 1440 if mins == 1440: duration = 360 laggingSpan_close_diff, laggingSpan_close_diff_rate = self.getDiff_Rate(laggingSpan, close_scaled, duration=duration) laggingSpan_changeLine_diff, laggingSpan_changeLine_diff_rate = self.getDiff_Rate(laggingSpan, changeLine, duration=duration) laggingSpan_baseLine_diff, laggingSpan_baseLine_diff_rate = self.getDiff_Rate(laggingSpan, baseLine, duration=duration) laggingSpan_leadingSpan1_diff, laggingSpan_leadingSpan1_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan1, duration=duration) laggingSpan_leadingSpan2_diff, laggingSpan_leadingSpan2_diff_rate = self.getDiff_Rate(laggingSpan, leadingSpan2, duration=duration) laggingSpan_avg60_diff, laggingSpan_avg60_diff_rate = self.getDiff_Rate(laggingSpan, avg60, duration=duration) laggingSpan_lower20_diff, laggingSpan_lower20_diff_rate = self.getDiff_Rate(laggingSpan, lower_20, duration=duration) laggingSpan_middle20_diff, laggingSpan_middle20_diff_rate = self.getDiff_Rate(laggingSpan, middle_20, duration=duration) laggingSpan_upper20_diff, laggingSpan_upper20_diff_rate = self.getDiff_Rate(laggingSpan, upper_20, duration=duration) baseLine_close_diff, baseLine_close_diff_rate = self.getDiff_Rate(baseLine, close_scaled, duration=duration) changeLine_close_diff, changeLine_close_diff_rate = self.getDiff_Rate(changeLine, close_scaled, duration=duration) changeLine_baseLine_diff, changeLine_baseLine_diff_rate = self.getDiff_Rate(changeLine, baseLine, duration=duration) changeLine_leadingSpan1_diff, changeLine_leadingSpan1_diff_rate = self.getDiff_Rate(changeLine, leadingSpan1, duration=duration) leadingSpan1_leadingSpan2_diff, leadingSpan1_leadingSpan2_diff_rate = self.getDiff_Rate(leadingSpan1, leadingSpan2, duration=duration) df_list = [ pd.DataFrame(ymd), pd.DataFrame(open_scaled), pd.DataFrame(close_scaled), pd.DataFrame(high_scaled), pd.DataFrame(low_scaled), pd.DataFrame(volume_scaled), pd.DataFrame(changeLine), pd.DataFrame(baseLine), pd.DataFrame(laggingSpan), pd.DataFrame(leadingSpan1), pd.DataFrame(leadingSpan2), pd.DataFrame(laggingSpan_close_diff), pd.DataFrame(laggingSpan_changeLine_diff), pd.DataFrame(laggingSpan_baseLine_diff), pd.DataFrame(laggingSpan_leadingSpan1_diff), pd.DataFrame(laggingSpan_leadingSpan2_diff), pd.DataFrame(laggingSpan_avg60_diff), pd.DataFrame(laggingSpan_lower20_diff), pd.DataFrame(laggingSpan_middle20_diff), pd.DataFrame(laggingSpan_upper20_diff), pd.DataFrame(baseLine_close_diff), pd.DataFrame(changeLine_close_diff), pd.DataFrame(changeLine_baseLine_diff), pd.DataFrame(changeLine_leadingSpan1_diff), pd.DataFrame(leadingSpan1_leadingSpan2_diff), pd.DataFrame(laggingSpan_close_diff_rate), pd.DataFrame(laggingSpan_changeLine_diff_rate), pd.DataFrame(laggingSpan_baseLine_diff_rate), pd.DataFrame(laggingSpan_leadingSpan1_diff_rate), pd.DataFrame(laggingSpan_leadingSpan2_diff_rate), pd.DataFrame(laggingSpan_avg60_diff_rate), pd.DataFrame(laggingSpan_lower20_diff_rate), pd.DataFrame(laggingSpan_middle20_diff_rate), pd.DataFrame(laggingSpan_upper20_diff_rate), pd.DataFrame(baseLine_close_diff_rate), pd.DataFrame(changeLine_close_diff_rate), pd.DataFrame(changeLine_baseLine_diff_rate), pd.DataFrame(changeLine_leadingSpan1_diff_rate), pd.DataFrame(leadingSpan1_leadingSpan2_diff_rate), pd.DataFrame(loc_240_k), pd.DataFrame(loc_240_d), pd.DataFrame(loc_240_s), pd.DataFrame(avg5), pd.DataFrame(avg10), pd.DataFrame(avg20), pd.DataFrame(avg60), pd.DataFrame(avg90), pd.DataFrame(avg120), pd.DataFrame(avg240), pd.DataFrame(avg360), pd.DataFrame(avg480), pd.DataFrame(avg720), pd.DataFrame(avg1440), pd.DataFrame(avg2880), disparity_avg5_df, disparity_avg20_df, disparity_avg60_df, disparity_avg120_df, disparity_avg240_df, disparity_avg480_df, disparity_avg1440_df, disparity_480_loc_df, disparity_1440_loc_df, pd.DataFrame(disparity_diff_20_5), pd.DataFrame(disparity_diff_20_5_rate), pd.DataFrame(disparity_diff_60_20), pd.DataFrame(disparity_diff_60_20_rate), pd.DataFrame(disparity_diff_120_20), pd.DataFrame(disparity_diff_120_20_rate), pd.DataFrame(disparity_diff_240_20), pd.DataFrame(disparity_diff_240_20_rate), pd.DataFrame(disparity_diff_480_20), pd.DataFrame(disparity_diff_480_20_rate), pd.DataFrame(disparity_diff_1440_20), pd.DataFrame(disparity_diff_1440_20_rate), pd.DataFrame(upper_20), pd.DataFrame(lower_20), pd.DataFrame(middle_20), bb_width_df, bb_pb_df, pd.DataFrame(new_high_7), pd.DataFrame(new_high_9), pd.DataFrame(new_high_26), pd.DataFrame(new_high_33), pd.DataFrame(new_high_52), pd.DataFrame(new_low_7), pd.DataFrame(new_low_9), pd.DataFrame(new_low_26), pd.DataFrame(new_low_33), pd.DataFrame(new_low_52), pd.DataFrame(slowk_5_df), pd.DataFrame(slowd_5_df), pd.DataFrame(slowk_10_df), pd.DataFrame(slowd_10_df), pd.DataFrame(slowk_20_df), pd.DataFrame(slowd_20_df), pd.DataFrame(slowk_60_df), pd.DataFrame(slowd_60_df), pd.DataFrame(slowk_120_df), pd.DataFrame(slowd_120_df), pd.DataFrame(slowk_240_df), pd.DataFrame(slowd_240_df), pd.DataFrame(slowk_480_df), pd.DataFrame(slowd_480_df), pd.DataFrame(min_price_list), pd.DataFrame(max_price_list), pd.DataFrame(poly_5), pd.DataFrame(poly_10), pd.DataFrame(poly_20), pd.DataFrame(poly_60), pd.DataFrame(poly_120), pd.DataFrame(poly_240), pd.DataFrame(poly_480) ] data = pd.concat(df_list, axis=1) column_names = [ 'ymd', 'open', 'close', 'high', 'low', 'volume', 'changeLine', 'baseLine', 'laggingSpan', 'leadingSpan1', 'leadingSpan2', 'laggingSpan_close_diff', 'laggingSpan_changeLine_diff', 'laggingSpan_baseLine_diff', 'laggingSpan_leadingSpan1_diff', 'laggingSpan_leadingSpan2_diff', 'laggingSpan_avg60_diff', 'laggingSpan_lower20_diff', 'laggingSpan_middle20_diff', 'laggingSpan_upper20_diff', 'baseLine_close_diff', 'changeLine_close_diff', 'changeLine_baseLine_diff', 'changeLine_leadingSpan1_diff', 'leadingSpan1_leadingSpan2_diff', 'laggingSpan_close_diff_rate', 'laggingSpan_changeLine_diff_rate', 'laggingSpan_baseLine_diff_rate', 'laggingSpan_leadingSpan1_diff_rate', 'laggingSpan_leadingSpan2_diff_rate', 'laggingSpan_avg60_diff_rate', 'laggingSpan_lower20_diff_rate', 'laggingSpan_middle20_diff_rate', 'laggingSpan_upper20_diff_rate', 'baseLine_close_diff_rate', 'changeLine_close_diff_rate', 'changeLine_baseLine_diff_rate', 'changeLine_leadingSpan1_diff_rate', 'leadingSpan1_leadingSpan2_diff_rate', 'loc_240_k', 'loc_240_d', 'loc_240_s', 'avg5', 'avg10', 'avg20', 'avg60', 'avg90', 'avg120', 'avg240', 'avg360', 'avg480', 'avg720', 'avg1440', 'avg2880', 'disparity_avg5', 'disparity_avg20', 'disparity_avg60', 'disparity_avg120', 'disparity_avg240', 'disparity_avg480', 'disparity_avg1440', 'disparity_480_loc', 'disparity_1440_loc', 'disparity_diff_20_5', 'disparity_diff_20_5_rate', 'disparity_diff_60_20', 'disparity_diff_60_20_rate', 'disparity_diff_120_20', 'disparity_diff_120_20_rate', 'disparity_diff_240_20', 'disparity_diff_240_20_rate', 'disparity_diff_480_20', 'disparity_diff_480_20_rate', 'disparity_diff_1440_20', 'disparity_diff_1440_20_rate', 'upper_20', 'lower_20', 'middle_20', 'bb_width', 'bb_pb', 'new_high_7', 'new_high_9', 'new_high_26', 'new_high_33', 'new_high_52', 'new_low_7', 'new_low_9', 'new_low_26', 'new_low_33', 'new_low_52', 'slowk_5', 'slowd_5', 'slowk_10', 'slowd_10', 'slowk_20', 'slowd_20', 'slowk_60', 'slowd_60', 'slowk_120', 'slowd_120', 'slowk_240', 'slowd_240', 'slowk_480', 'slowd_480', 'min_price', 'max_price', 'poly_5', 'poly_10', 'poly_20', 'poly_60', 'poly_120', 'poly_240', 'poly_480' ] data.columns = column_names data.index = pd.DatetimeIndex(ymd) return data, current_index def getData(self, ticker, mins=None, ymd=None, get_days=14): if ymd is None: result = self.getCoinData(ticker, mins=mins, get_days=get_days) else: result = self.getCoinData(ticker, mins=mins, ymd=ymd, get_days=get_days) if len(result['ymd']) < 1: return None, None #result_tic = self.makeTickData(result_m1, mins=minute) data_scale, ci = self.analyze_scale(result) data, ci = self.analyze_raw(result) return data, data_scale, ci