{"id":5519,"date":"2024-05-26T11:22:38","date_gmt":"2024-05-26T02:22:38","guid":{"rendered":"https:\/\/obenkyolab.com\/?p=5519"},"modified":"2024-05-26T11:22:40","modified_gmt":"2024-05-26T02:22:40","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%91macd%e3%81%ae%e8%a8%88%e7%ae%97%e6%96%b9%e6%b3%95","status":"publish","type":"post","link":"https:\/\/obenkyolab.com\/?p=5519","title":{"rendered":"\u3010Python\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3011MACD\u306e\u8a08\u7b97\u65b9\u6cd5"},"content":{"rendered":"\n<p>\u5e73\u6ed1\u5e73\u5747\u3092\u7528\u3044\u308bMACD\u3092Python\u3067\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8a18\u8f09\u3057\u3066\u3044\u304d\u307e\u3059\u3002python\u3067\u306f\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3092\u884c\u3048\u308b\u30e9\u30a4\u30d6\u30e9\u30ea\u3067\u3042\u308btalib\u304c\u3042\u308a\u3001\u3053\u308c\u3092\u4f7f\u7528\u3057\u3066MACD\u3092\u7b97\u51fa\u3059\u308b\u3053\u3068\u3082\u3067\u304d\u307e\u3059\u304c\u3001\u4eca\u56de\u306f\u3053\u308c\u3092\u4f7f\u7528\u305b\u305a\u306b\u81ea\u5206\u3067\u8a08\u7b97\u5f0f\u3092\u8a18\u8ff0\u3057\u3066MACD\u3092\u7b97\u51fa\u3059\u308b\u65b9\u6cd5\u3067\u5b9f\u65bd\u3057\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=5519\/#MACD%E3%81%AE%E5%BC%8F\" >MACD\u306e\u5f0f<\/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=5519\/#MACD%E8%A8%88%E7%AE%97%E3%81%AEPython%E3%82%B3%E3%83%BC%E3%83%89\" >MACD\u8a08\u7b97\u306ePython\u30b3\u30fc\u30c9<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"MACD%E3%81%AE%E5%BC%8F\"><\/span>MACD\u306e\u5f0f<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n\n\n\n\n<p>MACD\u306f\u5e73\u6ed1\u5e73\u5747\u540c\u58eb\u306e\u5f15\u7b97\u306b\u3088\u3063\u3066\u8a08\u7b97\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p><strong>\\( MACD = \u7d42\u5024\u306e12\u65e5\u5e73\u6ed1\u5e73\u5747 &#8211; \u7d42\u5024\u306e26\u65e5\u306e\u5e73\u6ed1\u5e73\u5747 \\)<\/strong><\/p>\n\n\n\n<p>\u307e\u305f\u58f2\u8cb7\u30b7\u30b0\u30ca\u30eb\u3068\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u306f\u6b21\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<p><strong>\\( Signal = 9\u65e5\u9593\u306eMACD\u306e\u79fb\u52d5\u5e73\u5747  \\)<\/strong><\/p>\n\n\n\n<p><strong>\\( Oscillator = MACD &#8211; Signal \\)<\/strong><\/p>\n\n\n\n<p>\u3053\u306e\u5f0f\u306b\u57fa\u3065\u3044\u3066Python\u306e\u30b3\u30fc\u30c9\u3092\u8003\u3048\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"MACD%E8%A8%88%E7%AE%97%E3%81%AEPython%E3%82%B3%E3%83%BC%E3%83%89\"><\/span>MACD\u8a08\u7b97\u306ePython\u30b3\u30fc\u30c9<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>\u307e\u305a\u306f\u682a\u4fa1\u30c7\u30fc\u30bf\u3092\u53d6\u5f97\u3057\u3066\u3044\u304d\u307e\u3059\u3002\u4eca\u56de\u3082\u3044\u3064\u3082\u3068\u540c\u3058\u304f\u65e5\u7d4c\u30c7\u30fc\u30bf\u3092\u7528\u3044\u307e\u3059<\/p>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism off-numbers lang-python\" data-lang=\"Python\"><code># \u30e9\u30a4\u30d6\u30e9\u30ea\u306e\u8aad\u307f\u8fbc\u307f\nimport pandas_datareader as pdr\nfrom datetime import datetime, timedelta\nimport mplfinance as mpf\nimport pandas as pd\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<\/code><\/pre><\/div>\n\n\n\n<p>\u6b21\u306b\u6307\u6570\u8377\u91cd\u5e73\u5747\u3092\u8a08\u7b97\u3057\u3066\u3044\u304d\u307e\u3059\u3002\u6307\u6570\u52a0\u91cd\u5e73\u5747\u306b\u306fpandas\u306eewm\u30e1\u30bd\u30c3\u30c9\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002ewm\u30e1\u30bd\u30c3\u30c9\u306e\u4f7f\u3044\u65b9\u306b\u3064\u3044\u306f\u3053\u3061\u3089\u3067\u7d39\u4ecb\u3057\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p><a href=\"https:\/\/obenkyolab.com\/?p=5485\">\u3010Python\u3011pandas DataFrame\u306b\u3088\u308b\u6307\u6570\u8377\u91cd\u8a08\u7b97 \u2013 Obenkyolab<\/a><\/p>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism off-numbers lang-python\" data-lang=\"Python\"><code>def ema(df,span):\n    EMA = df[&#39;Close&#39;].ewm(span=span, adjust=False).mean()\n    return EMA\n\nmacd = ema(df, 12) - ema(df, 26)\nsignal = macd.rolling(12).mean()\noscillator = macd - signal<\/code><\/pre><\/div>\n\n\n\n<p>\u3000\u6700\u5f8c\u306b\u7d50\u679c\u3092\u63cf\u753b\u3057\u3066\u3044\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism off-numbers lang-python\" data-lang=\"Python\"><code>import matplotlib.pyplot as plt\n\nfig = plt.figure()\nax1 = fig.add_subplot(111)\nax1.plot(df[&#39;Close&#39;], label=&#39;Close&#39;)\nax1.legend()\nax2 = ax1.twinx()\nax2.plot(SIGNAL,color=&#39;green&#39;,label=&#39;signal&#39;)\nax2.plot(oscillator, color=&#39;orange&#39;,label=&#39;ocsillator&#39;)\n\nh1, l1 = ax1.get_legend_handles_labels()\nh2, l2 = ax2.get_legend_handles_labels()\nax1.legend(h1+h2, l1+l2, loc=&#39;upper left&#39;)<\/code><\/pre><\/div>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"619\" height=\"409\" src=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/05\/image.png\" alt=\"\" class=\"wp-image-5525\" srcset=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/05\/image.png 619w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/05\/image-300x198.png 300w\" sizes=\"auto, (max-width: 619px) 100vw, 619px\" \/><\/figure>\n\n\n\n<p>\u4ee5\u4e0a\u306e\u3088\u3046\u306b\u65e5\u3005\u306e\u7d42\u5024\u3068MACD\u30b7\u30b0\u30ca\u30eb\u3001\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u3092\u8a08\u7b97\u3057\u3066\u63cf\u753b\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3057\u305f\u3002<\/p>\n\n\n\n<p>\u4ee5\u4e0b\u306f\u30b3\u30fc\u30c9\u5168\u6587\u306b\u306a\u308a\u307e\u3059\u3002<\/p>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism off-numbers lang-python\" data-lang=\"Python\"><code># \u30e9\u30a4\u30d6\u30e9\u30ea\u306e\u8aad\u307f\u8fbc\u307f\nimport pandas_datareader as pdr\nfrom datetime import datetime, timedelta\nimport mplfinance as mpf\nimport pandas as pd\nimport matplotlib.pyplot as plt\n\n# MACD\u8a08\u7b97\u306e\u305f\u3081\u306e\u95a2\u6570\u5b9a\u7fa9\ndef ema(df,span):\n    EMA = df[&#39;Close&#39;].ewm(span=span, adjust=False).mean()\n    return EMA\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# MACD\u30b7\u30b0\u30ca\u30eb\u3068\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u8a08\u7b97\nmacd = ema(df, 12) - ema(df, 26)\nsignal = macd.rolling(12).mean()\noscillator = macd - signal\n\n# \u7d50\u679c\u306e\u63cf\u753b\nfig = plt.figure()\nax1 = fig.add_subplot(111)\nax1.plot(df[&#39;Close&#39;], label=&#39;Close&#39;)\nax1.legend()\nax2 = ax1.twinx()\nax2.plot(SIGNAL,color=&#39;green&#39;,label=&#39;signal&#39;)\nax2.plot(oscillator, color=&#39;orange&#39;,label=&#39;ocsillator&#39;)\n\nh1, l1 = ax1.get_legend_handles_labels()\nh2, l2 = ax2.get_legend_handles_labels()\nax1.legend(h1+h2, l1+l2, loc=&#39;upper left&#39;)<\/code><\/pre><\/div>\n","protected":false},"excerpt":{"rendered":"<p>\u5e73\u6ed1\u5e73\u5747\u3092\u7528\u3044\u308bMACD\u3092Python\u3067\u8a08\u7b97\u3059\u308b\u65b9\u6cd5\u306b\u3064\u3044\u3066\u8a18\u8f09\u3057\u3066&#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=5519","footnotes":""},"categories":[7,114],"tags":[],"class_list":["post-5519","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\/5519","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=5519"}],"version-history":[{"count":7,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5519\/revisions"}],"predecessor-version":[{"id":5563,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5519\/revisions\/5563"}],"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=5519"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5519"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5519"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}