{"id":5553,"date":"2024-06-08T00:25:38","date_gmt":"2024-06-07T15:25:38","guid":{"rendered":"https:\/\/obenkyolab.com\/?p=5553"},"modified":"2024-06-08T00:25:39","modified_gmt":"2024-06-07T15:25:39","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%e3%82%a8%e3%83%ab%e3%83%80%e3%83%bc%e3%83%bb%e3%83%ac%e3%82%a4%e3%81%ae%e8%a8%88%e7%ae%97%e3%81%a8%e6%8f%8f","status":"publish","type":"post","link":"https:\/\/obenkyolab.com\/?p=5553","title":{"rendered":"\u3010Python\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3011\u30a8\u30eb\u30c0\u30fc\u30fb\u30ec\u30a4\u306e\u8a08\u7b97\u3068\u63cf\u753b"},"content":{"rendered":"\n<p><\/p>\n\n\n\n<p>\u30a8\u30eb\u30c0\u30fc\u30fb\u30ec\u30a4\u306f\u30e2\u30e1\u30f3\u30bf\u30e0\u7cfb\u306e\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u624b\u6cd5\u306b\u306a\u308a\u307e\u3059\u3002\u30a8\u30eb\u30c0\u30fc\u30fb\u30ec\u30a4\u306f\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\u3068\u30d9\u30a2\u30fb\u30d1\u30ef\u30fc\u306e\u8a08\u7b97\u304c\u5fc5\u8981\u3067\u3042\u308a\u3001\u3053\u308c\u3089\u306e\u8a08\u7b97\u306b\u306fEMA\uff08\u6307\u6570\u5e73\u6ed1\u5316\u5e73\u5747\uff09\u3092\u6c42\u3081\u308b\u5fc5\u8981\u304c\u3042\u308a\u307e\u3059\u3002\u5168\u4f53\u7684\u306b\u8a08\u7b97\u81ea\u4f53\u306f\u30b7\u30f3\u30d7\u30eb\u306a\u30b3\u30fc\u30c9\u3067\u8a18\u8ff0\u3067\u304d\u307e\u3059\u3002<\/p>\n\n\n\n<p>EMA\u306e\u8a08\u7b97\u306b\u3064\u3044\u3066\u306f\u3053\u3061\u3089\u3092\u53c2\u8003\u306b\u3057\u3066\u304f\u3060\u3055\u3044\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(EMA) \u2013 Obenkyolab<\/a><\/p>\n\n\n\n<p><\/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=5553\/#%E3%83%96%E3%83%AB%E3%83%BB%E3%83%91%E3%83%AF%E3%83%BC%E3%83%99%E3%82%A2%E3%83%91%E3%83%AF%E3%83%BC%E3%81%AE%E8%A8%88%E7%AE%97\" >\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\/\u30d9\u30a2\u30d1\u30ef\u30fc\u306e\u8a08\u7b97<\/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=5553\/#%E6%8F%8F%E7%94%BB\" >\u63cf\u753b<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E3%83%96%E3%83%AB%E3%83%BB%E3%83%91%E3%83%AF%E3%83%BC%E3%83%99%E3%82%A2%E3%83%91%E3%83%AF%E3%83%BC%E3%81%AE%E8%A8%88%E7%AE%97\"><\/span>\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\/\u30d9\u30a2\u30d1\u30ef\u30fc\u306e\u8a08\u7b97<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>\u30d6\u30eb\u30d1\u30ef\u30fc\u3068\u30d9\u30a2\u30d1\u30ef\u30fc\u306f\u305d\u308c\u305e\u308c\u4ee5\u4e0b\u306e\u3088\u3046\u306b\u8a08\u7b97\u3055\u308c\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc = \u5f53\u65e5\u306e\u9ad8\u5024 &#8211; EMA<\/p>\n\n\n\n<p>\u30d9\u30a2\u30fb\u30d1\u30ef\u30fc = \u5f53\u65e5\u306e\u5b89\u5024 &#8211; EMA<\/p>\n\n\n\n<p>\u4ee5\u4e0b\u304c\u65e5\u7d4c\u5e73\u5747\u3067\u5b9f\u969b\u306b\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\u3068\u30d9\u30a2\u30fb\u30d1\u30ef\u30fc\u3092\u8a08\u7b97\u3059\u308b\u4f8b\u306b\u306a\u308a\u307e\u3059\u3002EMA\u306f13\u65e5\u306e\u5e73\u6ed1\u5e73\u5747\u3092\u7528\u3044\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 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\n\n# EMA\u8a08\u7b97\u7528\u95a2\u6570\ndef ema(df,span):\n    EMA = df[&#39;Close&#39;].ewm(span=span, adjust=False).mean()\n    return EMA\n\n# \u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\nbullspower = df[&#39;High&#39;] - ema(df,13)\n\n# \u30d9\u30a2\u30fb\u30d1\u30ef\u30fc\nbearspower = df[&#39;Low&#39;] - ema(df,13)<\/code><\/pre><\/div>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E6%8F%8F%E7%94%BB\"><\/span>\u63cf\u753b<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>\u30d6\u30eb\u30fb\u30d1\u30ef\u30fc\u3068\u30d9\u30a2\u30fb\u30d1\u30ef\u30fc\u306f\u5e73\u6ed1\u5e73\u5747\u3068\u30b9\u30b1\u30fc\u30eb\u304c\u7570\u306a\u308b\u305f\u3081\u3001\u53f3\u5074\u306b\u7b2c\u4e8c\u8ef8\u3092\u7528\u610f\u3057\u3066\u63cf\u753b\u3059\u308b\u3068\u898b\u3084\u3059\u304f\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>import matplotlib.pyplot as plt\n\nfig = plt.figure()\nax1 = fig.add_subplot(111)\nax1.plot(ema(df, 13), label=&#39;EMA&#39;)\nax1.legend()\nax2 = ax1.twinx()\nax2.plot(bullspower, color=&#39;green&#39;, label=&#39;signal&#39;)\nax2.plot(bearspower, color=&#39;orange&#39;, label=&#39;signal&#39;)\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=\"634\" height=\"417\" src=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-4.png\" alt=\"\" class=\"wp-image-5556\" srcset=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-4.png 634w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-4-300x197.png 300w\" sizes=\"auto, (max-width: 634px) 100vw, 634px\" \/><\/figure>\n\n\n\n<p><\/p>\n\n\n\n<p>\u3053\u306e\u3088\u3046\u306b\u3057\u3066\u30a8\u30eb\u30c0\u30fc\u30fb\u30ec\u30a4\u3092\u8a08\u7b97\u3057\u3001\u63cf\u753b\u3059\u308b\u3053\u3068\u304c\u3067\u304d\u307e\u3057\u305f\u3002<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30a8\u30eb\u30c0\u30fc\u30fb\u30ec\u30a4\u306f\u30e2\u30e1\u30f3\u30bf\u30e0\u7cfb\u306e\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u624b\u6cd5\u306b\u306a\u308a\u307e\u3059\u3002\u30a8\u30eb\u30c0\u30fc&#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=5553","footnotes":""},"categories":[7,114],"tags":[],"class_list":["post-5553","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\/5553","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=5553"}],"version-history":[{"count":2,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5553\/revisions"}],"predecessor-version":[{"id":5557,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5553\/revisions\/5557"}],"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=5553"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5553"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5553"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}