コード例 #1
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ファイル: plots.py プロジェクト: Alpha249/TechnicalAnalysis
    def PlotEMA(stock_ticker, close, window_long, window_short):

        # Getting values of EMA from the `ta` module
        EMA_Long = ema_indicator(close=close,
                                 window=int(window_long),
                                 fillna=False)
        EMA_Short = ema_indicator(close=close,
                                  window=int(window_short),
                                  fillna=False)

        # Creating DataFrame
        df = pd.DataFrame()

        # Adding all the required columns to the DataFrame
        df['Close'] = close
        df['EMA_Long'] = EMA_Long.dropna()
        df['EMA_Short'] = EMA_Short.dropna()
        df['Signal'] = 0

        # Giving buy signals
        df.loc[(df['EMA_Short'] > df['EMA_Long']), 'Signal'] = 1
        df['Position'] = df['Signal'].diff()

        # Plot EMA's wrt Close price
        plt.figure(figsize=(7, 6))
        df['Close'].plot(color='k', lw=1, label='Close Price')
        df['EMA_Short'].plot(color='b',
                             lw=1,
                             label=f'{window_short}-period EMA')
        df['EMA_Long'].plot(color='g', lw=1, label=f'{window_long}-period EMA')

        # Plot Buy/Sell Indicators
        plt.plot(df[df['Position'] == 1].index,
                 df['EMA_Short'][df['Position'] == 1],
                 '^',
                 markersize=15,
                 color='g',
                 label='buy')

        plt.plot(df[df['Position'] == -1].index,
                 df['EMA_Short'][df['Position'] == -1],
                 'v',
                 markersize=15,
                 color='r',
                 label='sell')

        plt.ylabel('Price in Rupees', fontsize=15)
        plt.xlabel('Date', fontsize=15)
        plt.title(f'EMA Crossover: {stock_ticker}', fontsize=20)
        plt.legend()
        plt.grid()
        try:
            plt.savefig(f'image/{stock_ticker}/EMA_{stock_ticker}.png',
                        bbox_inches='tight')
        except:
            directory = f'image/{stock_ticker}'
            for f in os.listdir(stock_ticker):
                os.remove(os.path.join(directory, f))
            plt.savefig(f'image/{stock_ticker}/EMA_{stock_ticker}.png',
                        bbox_inches='tight')
コード例 #2
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def CCI(df0, n=160):
    df = df0
    df['cci'] = ema_indicator(cci(df['high'],
                                  df['low'],
                                  df['close'],
                                  n,
                                  0.015,
                                  fillna=False),
                              4,
                              fillna=False)
    return df
コード例 #3
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def EMAvg(close, window_long, window_short):
    # Getting values of EMA from the `ta` module
    EMA_Long = ema_indicator(close=close, window=int(window_long), fillna=False)
    EMA_Short = ema_indicator(close=close, window=int(window_short), fillna=False)
    EMA_Long = EMA_Long.dropna()
    EMA_Short = EMA_Short.dropna()

    # Creating DataFrame
    df = pd.DataFrame()

    # Adding all the required columns to the DataFrame
    df['Close'] = close
    df['EMA_Long'] = EMA_Long
    df['EMA_Short'] = EMA_Short
    df['Signal'] = 0

    # Giving buy signals
    df.loc[(df['EMA_Short'] > df['EMA_Long']), 'Signal'] = 1
    df['Position'] = df['Signal'].diff()

    return df['Close'], df['Position']
コード例 #4
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def EMA(df0, n=4):
    df = df0
    df['ema'] = ema_indicator(df['close'], n, fillna=False)
    return df
コード例 #5
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ファイル: routes.py プロジェクト: jande48/StockData
def calculate_Trend_Indicators():
    JSON_sent = request.get_json()
    if len(JSON_sent[0]) > 0:
        df = pd.DataFrame(JSON_sent[0])

        _, sma, ema, macdDict, macdSignal, adxDict, adxPos, adxNeg, VIpos, VIneg, trixDict, mi, dpoDict = JSON_sent

        if sma['displaySMA']:
            indicator_sma = sma_indicator(close=df['close'], n=sma['nForSMA'])
            df['sma'] = indicator_sma

        if ema['displayEMA']:
            indicator_ema = ema_indicator(close=df['close'], n=ema['nForEMA'])
            df['ema'] = indicator_ema

        if macdDict['displayMACD']:
            indicator_macd = macd(close=df['close'],
                                  n_slow=macdDict['nSlowForMACD'],
                                  n_fast=macdDict['nFastForMACD'])
            df['macd'] = indicator_macd

        if macdSignal['displayMACDsignal']:
            indicator_macdSignal = macd_signal(
                close=df['close'],
                n_slow=macdSignal['nSlowForMACDsignal'],
                n_fast=macdSignal['nFastForMACDsignal'],
                n_sign=macdSignal['nSignForMACDsignal'])
            df['macds'] = indicator_macdSignal

        if adxDict['displayADX']:
            indicator_ADX = adx(high=df['high'],
                                low=df['low'],
                                close=df['close'],
                                n=adxDict['nForADX'])
            df['adx'] = indicator_ADX

        if adxPos['displayADXP']:
            indicator_ADXpositive = adx_pos(high=df['high'],
                                            low=df['low'],
                                            close=df['close'],
                                            n=adxPos['nForADXP'])
            df['adxp'] = indicator_ADXpositive

        if adxNeg['displayADXN']:
            indicator_ADXnegative = adx_neg(high=df['high'],
                                            low=df['low'],
                                            close=df['close'],
                                            n=adxNeg['nForADXN'])
            df['adxn'] = indicator_ADXnegative

        if VIpos['displayVIPOS']:
            indicator_VIpositive = vortex_indicator_pos(high=df['high'],
                                                        low=df['low'],
                                                        close=df['close'],
                                                        n=VIpos['nForVIPOS'])
            df['vipos'] = indicator_VIpositive

        if VIneg['displayVINEG']:
            indicator_VInegative = vortex_indicator_neg(high=df['high'],
                                                        low=df['low'],
                                                        close=df['close'],
                                                        n=VIneg['nForVINEG'])
            df['vineg'] = indicator_VInegative

        if trixDict['displayTRIX']:
            indicator_TRIX = trix(close=df['close'], n=trixDict['nForTRIX'])
            df['trix'] = indicator_TRIX

        if mi['displayMI']:
            indicator_MassIndex = mass_index(high=df['high'],
                                             low=df['low'],
                                             n=mi['nForMI'],
                                             n2=mi['n2ForMI'])
            df['mi'] = indicator_MassIndex

        if dpoDict['displayDPO']:
            indicator_dpo = dpo(close=df['close'], n=dpoDict['nForDPO'])
            df['dpo'] = indicator_dpo

        df.fillna(0, inplace=True)

        return (json.dumps(df.to_dict('records')))
    else:
        df = pd.DataFrame([])
        return (json.dumps(df.to_dict('records')))
コード例 #6
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        df["ADX_indicator"] = "0"
        print("The ADX error is coming for SYMBOL" + f'{i}')
    # df['ADX'] = indicator.adx()
    #print(df)

    #print(df)
    """OBV"""
    indicator = on_balance_volume(close=df["close_price"],
                                  volume=df["volume"],
                                  fillna=True)
    #print(indicator)
    df["obv_indicator"] = indicator
    #print(df)
    """EMA"""

    indicator = ema_indicator(close=df["close_price"], n=12, fillna=True)
    #print(indicator)
    df["EMA_indicator"] = indicator
    #print(df)
    df2 = df2.append(df)
    df2.to_csv('MACD_price.csv', mode='w', header=False)

table_name1 = 'TECHNICAL_ANALYSIS1'


def pg_load_table(file_path, table_name1, dbname, host, port, user, pwd):
    '''
    This function upload csv to a target table
        '''
    try:
        conn = psycopg2.connect(dbname=dbname,
コード例 #7
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    def __init__(self, N_day):
        super().__init__(indicator=lambda x: ema_indicator(x, N_day))

        self.lookback_window = N_day