40 lines
1.2 KiB
Python
40 lines
1.2 KiB
Python
import pandas as pd
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from stockpredictor.analysis.Common import Common
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import plotly.graph_objs as go
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from plotly import tools, subplots
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import plotly.io as po
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class BolingerBand:
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common = None
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def __init__(self):
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self.common = Common()
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return
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def apply(self, df, n=13, t=2):
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# 입력받은 값이 dataframe이라는 것을 정의해줌
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df = pd.DataFrame(df)
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max20 = df["close"].rolling(window=n).mean()
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stddev = df["close"].rolling(window=n).std()
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upper = max20 + (stddev * t) # 상단 볼리저 밴드
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lower = max20 - (stddev * t) # 하단 볼리저 밴드
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middle = (upper + lower ) / 2
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# dataframe에 컬럼 추가
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df = df.assign(upper=upper, middle=middle, lower=lower)
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return df
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def analyze(self, stock):
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df = pd.DataFrame()
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df = df.from_dict(stock['PRICE'])
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df = self.apply(df)
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for i in range(len(df.upper)):
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stock['PRICE'][i]['bolingerband_upper'] = df.upper.values[i]
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stock['PRICE'][i]['bolingerband_middle'] = df.middle.values[i]
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stock['PRICE'][i]['bolingerband_lower'] = df.lower.values[i]
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return |