{"id":5442,"date":"2024-04-21T23:44:14","date_gmt":"2024-04-21T14:44:14","guid":{"rendered":"https:\/\/obenkyolab.com\/?p=5442"},"modified":"2024-04-21T23:47:32","modified_gmt":"2024-04-21T14:47:32","slug":"%e3%80%90python%e3%83%86%e3%82%af%e3%83%8b%e3%82%ab%e3%83%ab%e5%88%86%e6%9e%90%e3%80%91%e4%b8%80%e7%9b%ae%e5%9d%87%e8%a1%a1%e8%a1%a8","status":"publish","type":"post","link":"https:\/\/obenkyolab.com\/?p=5442","title":{"rendered":"\u3010Python\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3011\u4e00\u76ee\u5747\u8861\u8868\u306e\u7b97\u51fa\u3068\u63cf\u753b"},"content":{"rendered":"\n<p>\u76f8\u5834\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u898b\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u4e00\u76ee\u5747\u8861\u8868\u3092Python\u3067\u8a08\u7b97\u3057\u3066\u63cf\u753b\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<div id=\"ez-toc-container\" class=\"ez-toc-v2_0_80 counter-hierarchy ez-toc-counter ez-toc-grey ez-toc-container-direction\">\n<div class=\"ez-toc-title-container\">\n<p class=\"ez-toc-title\" style=\"cursor:inherit\">Table of Contents<\/p>\n<span class=\"ez-toc-title-toggle\"><a href=\"#\" class=\"ez-toc-pull-right ez-toc-btn ez-toc-btn-xs ez-toc-btn-default ez-toc-toggle\" aria-label=\"Toggle Table of Content\"><span class=\"ez-toc-js-icon-con\"><span class=\"\"><span class=\"eztoc-hide\" style=\"display:none;\">Toggle<\/span><span class=\"ez-toc-icon-toggle-span\"><svg style=\"fill: #999;color:#999\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" class=\"list-377408\" width=\"20px\" height=\"20px\" viewBox=\"0 0 24 24\" fill=\"none\"><path d=\"M6 6H4v2h2V6zm14 0H8v2h12V6zM4 11h2v2H4v-2zm16 0H8v2h12v-2zM4 16h2v2H4v-2zm16 0H8v2h12v-2z\" fill=\"currentColor\"><\/path><\/svg><svg style=\"fill: #999;color:#999\" class=\"arrow-unsorted-368013\" xmlns=\"http:\/\/www.w3.org\/2000\/svg\" width=\"10px\" height=\"10px\" viewBox=\"0 0 24 24\" version=\"1.2\" baseProfile=\"tiny\"><path d=\"M18.2 9.3l-6.2-6.3-6.2 6.3c-.2.2-.3.4-.3.7s.1.5.3.7c.2.2.4.3.7.3h11c.3 0 .5-.1.7-.3.2-.2.3-.5.3-.7s-.1-.5-.3-.7zM5.8 14.7l6.2 6.3 6.2-6.3c.2-.2.3-.5.3-.7s-.1-.5-.3-.7c-.2-.2-.4-.3-.7-.3h-11c-.3 0-.5.1-.7.3-.2.2-.3.5-.3.7s.1.5.3.7z\"\/><\/svg><\/span><\/span><\/span><\/a><\/span><\/div>\n<nav><ul class='ez-toc-list ez-toc-list-level-1 ' ><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-1\" href=\"https:\/\/obenkyolab.com\/?p=5442\/#%E4%BD%BF%E7%94%A8%E3%83%A9%E3%82%A4%E3%83%96%E3%83%A9%E3%83%AA\" >\u4f7f\u7528\u30e9\u30a4\u30d6\u30e9\u30ea<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-2\" href=\"https:\/\/obenkyolab.com\/?p=5442\/#%E7%92%B0%E5%A2%83\" >\u74b0\u5883<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-3\" href=\"https:\/\/obenkyolab.com\/?p=5442\/#%E5%B7%A5%E5%A4%AB%E7%82%B9\" >\u5de5\u592b\u70b9<\/a><\/li><li class='ez-toc-page-1 ez-toc-heading-level-2'><a class=\"ez-toc-link ez-toc-heading-4\" href=\"https:\/\/obenkyolab.com\/?p=5442\/#%E3%82%B3%E3%83%BC%E3%83%89\" >\u30b3\u30fc\u30c9<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E4%BD%BF%E7%94%A8%E3%83%A9%E3%82%A4%E3%83%96%E3%83%A9%E3%83%AA\"><\/span>\u4f7f\u7528\u30e9\u30a4\u30d6\u30e9\u30ea<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>\u682a\u4fa1\u30c7\u30fc\u30bf\u306fpandas_datareader\u3092\u4f7f\u7528\u3057\u3001\u65e5\u7d4c\u5e73\u5747\u3092\u53d6\u5f97\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u307e\u305f\u3001\u30ed\u30fc\u30bd\u30af\u8db3\u3092\u63cf\u753b\u3059\u308b\u305f\u3081\u306bmplfinance\u3092\u4f7f\u7528\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E7%92%B0%E5%A2%83\"><\/span>\u74b0\u5883<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>Windows11<br>python 3.9.13<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E5%B7%A5%E5%A4%AB%E7%82%B9\"><\/span>\u5de5\u592b\u70b9<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>\u5148\u884c\u30b9\u30d1\u30f3(leading_span)\u3092\u8a08\u7b97\u3057\u306626\u65e5\u5f8c\u306b\u30d7\u30ed\u30c3\u30c8\u3059\u308b\u305f\u3081\u306b\u3001\u3042\u3089\u304b\u3058\u3081date_range\u3092\u4f7f\u7528\u3057\u3066\u672a\u6765\u65e5\u4ed8\u3092\u4f5c\u6210\u3057\u3066\u30c7\u30fc\u30bf\u30d5\u30ec\u30fc\u30e0\u306b\u8ffd\u52a0\u3057\u3066\u3044\u307e\u3059\u3002\u305f\u3060\u3057\u3001\u3053\u308c\u306f\u7fcc\u65e5\u304b\u3089\u5358\u7d14\u306b26\u65e5\u5f8c\u3092\u8a08\u7b97\u3057\u3066\u3044\u308b\u3060\u3051\u3067\u3059\u306e\u3067\u3001\u5e02\u5834\u304c\u958b\u3044\u3066\u3044\u308b\u304b\u3069\u3046\u304b\u307e\u3067\u306f\u52a0\u5473\u3057\u3066\u3044\u307e\u305b\u3093\u3002<\/p>\n\n\n\n<p>\u3082\u3046\u4e00\u3064\u306f\u30ad\u30e3\u30f3\u30c9\u30eb\u30c1\u30e3\u30fc\u30c8\u3092\u91cd\u306d\u3066\u63cf\u753b\u3059\u308b\u305f\u3081\u306bmplfinance\u3092\u4f7f\u7528\u3057\u3066\u3044\u307e\u3059\u304c\u3001matplotlib\u3068mplfinance\u3092\u4e21\u65b9\u91cd\u306d\u3066\u8868\u793a\u3059\u308b\u3053\u3068\u304c\u96e3\u3057\u304b\u3063\u305f\u305f\u3081\u3001\u3059\u3079\u3066\u306e\u7dda\u3092mplfinance\u3067\u63cf\u753b\u3057\u3066\u3044\u307e\u3059\u3002make_addplot\u3092\u4f7f\u7528\u3059\u308b\u3053\u3068\u3067\u30c1\u30e3\u30fc\u30c8\u3092\u91cd\u306d\u3066\u8868\u793a\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3059\u304c\u3001\u5148\u884c\u30b9\u30d1\u30f3\uff11\uff0c\uff12\u3092\u5857\u308a\u3064\u3076\u3059\u305f\u3081\u306efill_between\u306fmpl.plot\u306e\u4e2d\u306b\u5165\u308c\u306a\u3044\u3068\u601d\u3063\u305f\u901a\u308a\u306b\u52d5\u304b\u305a\u3001\u5c11\u3057\u6642\u9593\u304c\u304b\u304b\u308a\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E3%82%B3%E3%83%BC%E3%83%89\"><\/span>\u30b3\u30fc\u30c9<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code># \u30e9\u30a4\u30d6\u30e9\u30ea\u306e\u8aad\u307f\u8fbc\u307f\nimport pandas_datareader as pdr\nimport pandas as pd\nfrom datetime import datetime, timedelta\nimport mplfinance as mpf\n\n# \u30c7\u30fc\u30bf\u53d6\u5f97\u671f\u9593\u8a2d\u5b9a\ncurrent_date = datetime.now()\ntwo_years_ago = current_date - timedelta(days=365) # 1\u5e74\u524d\u3092\u8a2d\u5b9a\nformatted_date = two_years_ago.strftime(&quot;%Y-%m-%d&quot;)\ndf = pdr.DataReader(&#39;^NKX&#39;, &#39;stooq&#39;,start=formatted_date) # \u30c7\u30fc\u30bf\u306e\u53d6\u5f97\ndf.sort_values(&#39;Date&#39;, inplace=True) # \u65e5\u4ed8\u9806\u306b\u30bd\u30fc\u30c8\n\n# \u671f\u9593\u6307\u5b9a\nT1 = 9\nT2 = 26\nT3 = 52\n\n# \u672a\u6765\u65e5\u4ed8\u8ffd\u52a0\nstart_date = df.tail(1).index.to_list()[0] +timedelta(days=1)\nfuture_date = pd.date_range(start=start_date.strftime(&quot;%Y-%m-%d&quot;), periods=T2, freq=&#39;D&#39;)\ndf_future = pd.DataFrame([], columns=df.columns, index=future_date)\ndf_con = pd.concat([df, df_future])\n\n# \u4e00\u76ee\u5747\u8861\u8868\u306e\u5024\u8a08\u7b97\ndf_con[&#39;conversion&#39;] = (df_con[&#39;High&#39;].rolling(T1).max() + df_con[&#39;Low&#39;].rolling(T1).min()) \/ 2\ndf_con[&#39;base_line&#39;] = (df_con[&#39;High&#39;].rolling(T2).max() + df_con[&#39;Low&#39;].rolling(T2).min()) \/ 2\ndf_con[&#39;lagging_span&#39;] = df_con[&#39;Close&#39;].shift(-T2)\ndf_con[&#39;leading_span1&#39;] = ((df_con[&#39;conversion&#39;] + df_con[&#39;base_line&#39;]) \/ 2).shift(T2)\ndf_con[&#39;leading_span2&#39;] = ((df_con[&#39;High&#39;].rolling(T3).max() + df_con[&#39;Low&#39;].rolling(T3).min()) \/ 2).shift(T2)\n\n# mplfinance\u3067\u30b0\u30e9\u30d5\u5316\nadds = [\n  mpf.make_addplot(df_con[&#39;conversion&#39;], label=&#39;Conversion&#39;, color=&#39;g&#39;, width=1, alpha=0.5),\n  mpf.make_addplot(df_con[&#39;base_line&#39;], label=&#39;Base Line&#39;, width=0.5),\n  mpf.make_addplot(df_con[&#39;lagging_span&#39;], label=&#39;Lagging Span&#39;, width=0.5),\n  mpf.make_addplot(df_con[&#39;leading_span1&#39;], label=&#39;Leading Span1&#39;, width=0.5),\n  mpf.make_addplot(df_con[&#39;leading_span2&#39;], label=&#39;Leading Span2&#39;, width=0.5),\n]\nmpf.plot(df_con[df.columns], type=&#39;candle&#39;, volume=True, style=&#39;yahoo&#39;, figsize=(11,8), addplot=adds, fill_between=dict(y1=df_con[&#39;leading_span1&#39;].values,y2=df_con[&#39;leading_span2&#39;].values, color=&#39;gray&#39;, alpha=0.5))\nmpf.show()<\/code><\/pre><\/div>\n\n\n\n<figure class=\"wp-block-image size-large\"><img loading=\"lazy\" decoding=\"async\" width=\"700\" height=\"519\" src=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/04\/image-6-700x519.png\" alt=\"\" class=\"wp-image-5443\" srcset=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/04\/image-6-700x519.png 700w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/04\/image-6-300x222.png 300w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/04\/image-6-768x569.png 768w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/04\/image-6.png 886w\" sizes=\"auto, (max-width: 700px) 100vw, 700px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>\u4ee5\u4e0a\u3067\u3059\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u76f8\u5834\u306e\u30d0\u30e9\u30f3\u30b9\u3092\u898b\u308b\u3053\u3068\u304c\u3067\u304d\u308b\u4e00\u76ee\u5747\u8861\u8868\u3092Python\u3067\u8a08\u7b97\u3057\u3066\u63cf&#46;&#46;&#46;<\/p>\n","protected":false},"author":1,"featured_media":1218,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_locale":"ja","_original_post":"https:\/\/obenkyolab.com\/?p=5442","footnotes":""},"categories":[7,114],"tags":[],"class_list":["post-5442","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-python","category-114","ja"],"_links":{"self":[{"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5442","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=5442"}],"version-history":[{"count":3,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5442\/revisions"}],"predecessor-version":[{"id":5446,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5442\/revisions\/5446"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/media\/1218"}],"wp:attachment":[{"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=5442"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5442"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5442"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}