import pandas as pd from stock.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=13, t=2): # 입력받은 값이 dataframe이라는 것을 정의해줌 df = pd.DataFrame(df) max20 = df["close"].rolling(window=n).mean() stddev = df["close"].rolling(window=n).std() upper = max20 + (stddev * t) # 상단 볼리저 밴드 lower = max20 - (stddev * t) # 하단 볼리저 밴드 middle = (upper + lower ) / 2 # dataframe에 컬럼 추가 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]['bolingerband_upper'] = df.upper.values[i] stock['PRICE'][i]['bolingerband_middle'] = df.middle.values[i] stock['PRICE'][i]['bolingerband_lower'] = df.lower.values[i] return