def __init__(self, dates, fmt='%Y-%m-%d'):
self.dates = dates
self.fmt = fmt
def __call__(self, x, pos=0):
'Return the label for time x at position pos'
ind = int(round(x))
if ind>=len(self.dates) or ind<0: return ''
return self.dates[ind].strftime(self.fmt)
formatter= MyFormatter(data.vDate[daysToPlot:])
[per_k, per_d] = stochastic_oscillator.stoc_osc(data.vHigh, data.vLow, data.vClose,15,5,5,"ema")
plt.figure(1)
ax1 = plt.subplot('411')
candlestick2(ax1, data.vOpen[daysToPlot:],data.vClose[daysToPlot:],data.vHigh[daysToPlot:],data.vLow[daysToPlot:], width=0.6)
[macdOut, ema, divergence] = macd.macd(data.vClose, 12,26, 9)
ax2 = plt.subplot('412')
ax2.plot(macdOut[daysToPlot:])
ax2.plot( ema[daysToPlot:])
ax2.stem(arange(-1*daysToPlot), divergence[daysToPlot:])
# MACD
[macdOut, ema, divergence] = macd.macd(data.vClose, 5,10, 4)
ax2 = plt.subplot('413')
ax2.plot(macdOut[daysToPlot:])
ax2.plot( ema[daysToPlot:])
################################################################################
# Copyright (C) 2010 Ray M. Salem
# http://code.google.com/p/finance-py/
# Distributed under the GPL license Version 3.0 ( See accompanying file
# License_ or copy at http://code.google.com/p/finance-py/LICENSE)
################################################################################
from numpy import *
from scipy import *
import sys
sys.path.append("../src/")
import stochastic_oscillator
high = array([
34.7500, 34.7500, 34.2188, 33.8281, 33.4755, 33.4688, 34.3750, 34.7188,
34.6250, 34.9219
])
low = array([
33.5312, 33.9062, 33.6875, 33.2500, 33.0000, 32.9375, 33.2500, 34.0469,
33.9375, 34.0625
])
close = array([
34.3125, 32.1250, 33.7500, 33.6406, 33.0156, 33.0469, 34.2969, 34.1406,
34.5469, 34.3281
])
d_method = 'ema'
[per_k, per_d] = stochastic_oscillator.stoc_osc(high, low, close, 5, 3, 3,
d_method)
################################################################################
# Copyright (C) 2010 Ray M. Salem
# http://code.google.com/p/finance-py/
# Distributed under the GPL license Version 3.0 ( See accompanying file
# License_ or copy at http://code.google.com/p/finance-py/LICENSE)
################################################################################
from numpy import *
from scipy import *
import sys
sys.path.append("../src/")
import stochastic_oscillator
high = array([34.7500, 34.7500, 34.2188, 33.8281, 33.4755, 33.4688, 34.3750, 34.7188, 34.6250,34.9219]);
low = array([33.5312, 33.9062, 33.6875, 33.2500, 33.0000, 32.9375, 33.2500, 34.0469, 33.9375,34.0625]);
close = array([34.3125, 32.1250, 33.7500, 33.6406, 33.0156, 33.0469, 34.2969, 34.1406, 34.5469,34.3281]);
d_method = 'ema'
[per_k, per_d] = stochastic_oscillator.stoc_osc(high, low, close, 5,3,3, d_method)
class MyFormatter(Formatter):
def __init__(self, dates, fmt='%Y-%m-%d'):
self.dates = dates
self.fmt = fmt
def __call__(self, x, pos=0):
'Return the label for time x at position pos'
ind = int(round(x))
if ind >= len(self.dates) or ind < 0: return ''
return self.dates[ind].strftime(self.fmt)
formatter = MyFormatter(data.vDate[daysToPlot:])
[per_k, per_d] = stochastic_oscillator.stoc_osc(data.vHigh, data.vLow,
data.vClose, 15, 5, 5, "ema")
plt.figure(1)
ax1 = plt.subplot('411')
candlestick2(ax1,
data.vOpen[daysToPlot:],
data.vClose[daysToPlot:],
data.vHigh[daysToPlot:],
data.vLow[daysToPlot:],
width=0.6)
[macdOut, ema, divergence] = macd.macd(data.vClose, 12, 26, 9)
ax2 = plt.subplot('412')
ax2.plot(macdOut[daysToPlot:])
ax2.plot(ema[daysToPlot:])
ax2.stem(arange(-1 * daysToPlot), divergence[daysToPlot:])
