{"id":5560,"date":"2024-06-20T23:30:19","date_gmt":"2024-06-20T14:30:19","guid":{"rendered":"https:\/\/obenkyolab.com\/?p=5560"},"modified":"2024-06-20T23:30:21","modified_gmt":"2024-06-20T14:30:21","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%a6%e3%82%a3%e3%83%aa%e3%82%a2%e3%83%a0%e3%82%bar%e3%81%ae%e8%a8%88%e7%ae%97%e3%81%a8%e6%8f%8f%e7%94%bb","status":"publish","type":"post","link":"https:\/\/obenkyolab.com\/?p=5560","title":{"rendered":"\u3010Python\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3011\u30a6\u30a3\u30ea\u30a2\u30e0\u30ba%R\u306e\u8a08\u7b97\u3068\u63cf\u753b"},"content":{"rendered":"\n<p>\u30a6\u30a3\u30ea\u30a2\u30e0\u30ba%R\u306f\u76f8\u5834\u306e\u904e\u71b1\u611f\u3092\u898b\u308b\u305f\u3081\u306e\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u7cfb\u5206\u6790\u306e\u6307\u6a19\u3067\u3059\u3002\u4eca\u56de\u306f\u3053\u3061\u3089\u3092Python\u3067\u8a08\u7b97\u3057\u3066\u63cf\u753b\u3057\u3066\u307f\u305f\u3044\u3068\u601d\u3044\u307e\u3059\u3002<\/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=5560\/#%E5%BC%8F\" >\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=5560\/#%E3%82%B3%E3%83%BC%E3%83%89\" >\u30b3\u30fc\u30c9<\/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=5560\/#%E5%9F%BA%E6%9C%AC%E7%9A%84%E3%81%AA%E8%AA%AD%E3%81%BF%E6%96%B9\" >\u57fa\u672c\u7684\u306a\u8aad\u307f\u65b9<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E5%BC%8F\"><\/span>\u5f0f<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n\n\n\n\n<p>\\( \u30a6\u30a3\u30ea\u30a2\u30e0\u30ba\\%R =\\frac{\u5f53\u65e5\u7d42\u5024-\u904e\u53bbN\u65e5\u9593\u306e\u9ad8\u5024}{(\u904e\u53bbN\u65e5\u9593\u306e\u9ad8\u5024-\u904e\u53bbN\u65e5\u9593\u306e\u5b89\u5024)} \\times 100\\)<\/p>\n\n\n\n<p>\u8a08\u7b97\u5f0f\u306f\u30b7\u30f3\u30d7\u30eb\u3067\u3059\u3002\u3042\u308b\u671f\u9593\u306b\u304a\u3051\u308b\u9ad8\u5024\u3068\u5b89\u5024\u306e\u5dee\u306b\u5bfe\u3057\u3066\u9ad8\u5024\u3068\u59cb\u5024\u306e\u5dee\u3001\u7d42\u5024\u3068\u5b89\u5024\u306e\u5dee\u306e\u5272\u5408\u3092\u898b\u3066\u3044\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u3042\u3048\u3066\u5206\u6bcd\u304c\u30de\u30a4\u30ca\u30b9\u3092\u3068\u308b\u3088\u3046\u306a\u5f0f\u306b\u3057\u3066\u304a\u304f\u3053\u3068\u3067\u3001\u30c1\u30e3\u30fc\u30c8\u3067\u63cf\u753b\u3057\u305f\u969b\u306b\u3001\u4e0a\u304c\u8cb7\u308f\u308c\u3059\u304e\u3001\u4e0b\u304c\u58f2\u3089\u308c\u3059\u304e\u3068\u306a\u308b\u3088\u3046\u306b\u306a\u308a\u307e\u3059\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<p>\u65e5\u7d4c\u5e73\u5747\u3092\u4f8b\u306b\u30a6\u30a3\u30ea\u30a2\u30e0\u30ba%R\u3092\u8a08\u7b97\u3059\u308b\u30b3\u30fc\u30c9\u3067\u3059\u3002<\/p>\n\n\n\n<div class=\"hcb_wrap\"><pre class=\"prism line-numbers lang-plain\"><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\nimport matplotlib.pyplot as plt\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\u9593\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# \u30a6\u30a3\u30ea\u30a2\u30e0\u30ba%R\u3092\u8a08\u7b97\nN = 20\nWR = (df[&#39;Close&#39;]-df[&#39;High&#39;].rolling(N).max())\/(df[&#39;High&#39;].rolling(N).max()-df[&#39;Low&#39;].rolling(N).min()) * 100\n\nfig = plt.figure()\nax1 = fig.add_subplot(111)\nax1.plot(WR, label=&#39;Williams %R&#39;)\nax1.tick_params(axis=&quot;x&quot;, labelrotation=45)\nax1.legend()<\/code><\/pre><\/div>\n\n\n\n<figure class=\"wp-block-image size-full\"><img loading=\"lazy\" decoding=\"async\" width=\"575\" height=\"460\" src=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-6.png\" alt=\"\" class=\"wp-image-5579\" srcset=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-6.png 575w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-6-300x240.png 300w\" sizes=\"auto, (max-width: 575px) 100vw, 575px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E5%9F%BA%E6%9C%AC%E7%9A%84%E3%81%AA%E8%AA%AD%E3%81%BF%E6%96%B9\"><\/span>\u57fa\u672c\u7684\u306a\u8aad\u307f\u65b9<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>-20%\u4ee5\u4e0a\u306f\u8cb7\u308f\u308c\u3059\u304e\u21d2\u58f2\u308a\u691c\u8a0e<\/p>\n\n\n\n<p>-80%\u4ee5\u4e0b\u306f\u58f2\u3089\u308c\u3059\u304e\u21d2\u8cb7\u3044\u691c\u8a0e<\/p>\n\n\n\n<p>\u3068\u3044\u3046\u3088\u3046\u306b\u9006\u5f35\u308a\u7684\u306b\u4f7f\u3046\u6307\u6a19\u3002<\/p>\n\n\n\n<p><\/p>\n\n\n\n<p>\u4ee5\u4e0a<\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u30a6\u30a3\u30ea\u30a2\u30e0\u30ba%R\u306f\u76f8\u5834\u306e\u904e\u71b1\u611f\u3092\u898b\u308b\u305f\u3081\u306e\u30aa\u30b7\u30ec\u30fc\u30bf\u30fc\u7cfb\u5206\u6790\u306e\u6307\u6a19\u3067&#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=5560","footnotes":""},"categories":[7,114],"tags":[],"class_list":["post-5560","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\/5560","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=5560"}],"version-history":[{"count":17,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5560\/revisions"}],"predecessor-version":[{"id":5580,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5560\/revisions\/5580"}],"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=5560"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5560"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5560"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}