54 lines
1.8 KiB
Python
54 lines
1.8 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=10, m=6, t=6):
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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=20).mean()
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stddev = df["close"].rolling(window=20).std()
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upper = max20 + (stddev * 2) # 상단 볼리저 밴드
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lower = max20 - (stddev * 2) # 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(fast_k=fast_k, slow_k=slow_k, slow_d=slow_d).dropna()
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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]['upper'] = df.upper.values[i]
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stock['PRICE'][i]['middle'] = df.middle.values[i]
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stock['PRICE'][i]['lower'] = df.lower.values[i]
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# 0: 중립, 1: 매수, -1: 매도
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stock['PRICE'][i]['bolingerband_buy'] = 0
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if i > 0:
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stock['PRICE'][i]['bolingerband_buy'] = self.common.getBolingerBandScore(stock['PRICE'], i)
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results = []
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for day in stock['PRICE']:
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results.append({'DATE': day['DATE'],
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'upper': day['upper'],
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'middle': day['middle'],
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'lower': day['lower'],
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'bolingerband_buy': day['bolingerband_buy']})
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return results |