{"id":5583,"date":"2024-06-24T23:43:34","date_gmt":"2024-06-24T14:43:34","guid":{"rendered":"https:\/\/obenkyolab.com\/?p=5583"},"modified":"2024-06-24T23:43:35","modified_gmt":"2024-06-24T14:43:35","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%91obvon-balance-volume%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=5583","title":{"rendered":"\u3010Python\u30c6\u30af\u30cb\u30ab\u30eb\u5206\u6790\u3011OBV(On Balance Volume)\u306e\u8a08\u7b97\u3068\u63cf\u753b"},"content":{"rendered":"\n<p>OBV\u306f\u904e\u53bb\u306e\u51fa\u6765\u9ad8\u306e\u5dee\u3057\u5f15\u304d\u306b\u3088\u3063\u3066\u682a\u4fa1\u306e\u52d5\u304d\u3092\u3068\u3089\u3048\u308b\u30ec\u30b7\u30aa\u7cfb\u306e\u5206\u6790\u624b\u6cd5\u306b\u306a\u308a\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=5583\/#OBV%E3%81%AE%E8%A8%88%E7%AE%97%E6%96%B9%E6%B3%95\" >OBV\u306e\u8a08\u7b97\u65b9\u6cd5<\/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=5583\/#%E5%AE%9F%E8%A3%85%E6%96%B9%E6%B3%95\" >\u5b9f\u88c5\u65b9\u6cd5<\/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=5583\/#OBV%E3%81%AE%E3%82%B3%E3%83%BC%E3%83%89\" >OBV\u306e\u30b3\u30fc\u30c9<\/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=5583\/#OBV%E3%81%AE%E8%A6%8B%E6%96%B9\" >OBV\u306e\u898b\u65b9<\/a><\/li><\/ul><\/nav><\/div>\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"OBV%E3%81%AE%E8%A8%88%E7%AE%97%E6%96%B9%E6%B3%95\"><\/span>OBV\u306e\u8a08\u7b97\u65b9\u6cd5<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<ol class=\"wp-block-list\">\n<li>\u57fa\u6e96\u65e5\u3092\u6c7a\u3081\u308b\u3002\u57fa\u6e96\u65e5\u306eOBV=0\u3068\u3059\u308b<\/li>\n\n\n\n<li>\u524d\u65e5\u306e\u682a\u4fa1\u3068\u5f53\u65e5\u306e\u682a\u4fa1\u3092\u6bd4\u8f03\u3057\u3001\u9ad8\u3044\u5834\u5408\u306f\u5f53\u65e5\u306e\u51fa\u6765\u9ad8\u3092\u524d\u65e5\u306eOBV\u306b\u52a0\u7b97\u3059\u308b\u3002\u9006\u306b\u4f4e\u3044\u5834\u5408\u306f\u5f53\u65e5\u306eOBV\u304b\u3089\u5f53\u65e5\u306e\u51fa\u6765\u9ad8\u3092\u524d\u65e5\u306eOBV\u304b\u3089\u5f15\u304f\u3002\u682a\u4fa1\u304c\u540c\u3058\u5834\u5408\u306f\u524d\u65e5\u306eOBV=\u5f53\u65e5\u306eOBV\u3068\u3059\u308b<\/li>\n<\/ol>\n\n\n\n<p><\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"%E5%AE%9F%E8%A3%85%E6%96%B9%E6%B3%95\"><\/span>\u5b9f\u88c5\u65b9\u6cd5<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>OBV\u306e\u8a08\u7b97\u306e\u5b9f\u73fe\u65b9\u6cd5\u3068\u3057\u3066\u3001\u57fa\u6e96\u65e5\u306eOBV\u30920\u3068\u3057\u305f\u3046\u3048\u3067\u3001\u524d\u65e5\u3068\u5f53\u65e5\u306e\u682a\u4fa1\u3092\u6bd4\u8f03\u3057\u3001\u5f53\u65e5\u306e\u51fa\u6765\u9ad8\u306b\u6b63\u8ca0\u3092\u3064\u3051\u308b\u3053\u3068\u306b\u3057\u307e\u3057\u305f\u3002\u305d\u3057\u3066\u3001\u57fa\u6e96\u65e5\u304b\u3089OBV\u3092\u7d2f\u7a4d\u8a08\u7b97\u3059\u308b\u3053\u3068\u3067OBV\u3092\u6c42\u3081\u308b\u3053\u3068\u306b\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<p>\u30c7\u30fc\u30bf\u306f\u65e5\u7d4c\u5e73\u5747\u3092\u7528\u3044\u3001\u57fa\u6e96\u65e5\u309230\u65e5\u524d\u3068\u3057\u307e\u3059\u3002<\/p>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"OBV%E3%81%AE%E3%82%B3%E3%83%BC%E3%83%89\"><\/span>OBV\u306e\u30b3\u30fc\u30c9<span class=\"ez-toc-section-end\"><\/span><\/h2>\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\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# \u524d\u65e5\u306e\u7d42\u5024\u3092\u53d6\u5f97\ndf[&#39;Last_Close&#39;]=df[&#39;Close&#39;].shift(1)\n\n# \u57fa\u6e96\u65e5\u3092N\u3068\u3059\u308b\nN = 30\nbase = df.tail(N).copy()\n\n# \u57fa\u6e96\u65e5\u306e\u51fa\u6765\u9ad8\u30920\u306b\u3057\u3066\u304a\u304f\nbase.iloc[0][&#39;Volume&#39;]=0\n\n# OBV\u8a08\u7b97\u306e\u305f\u3081\u306e\u51fa\u6765\u9ad8\u306e\u6b63\u8ca0\u3092\u8a08\u7b97\nbase.loc[base[&#39;Close&#39;] &gt;= base[&#39;Last_Close&#39;], &#39;OBV_Dif&#39;] = base[&#39;Volume&#39;]\nbase.loc[base[&#39;Close&#39;] &lt; base[&#39;Last_Close&#39;], &#39;OBV_Dif&#39;] = -base[&#39;Volume&#39;]\n\n# \u7d2f\u7a4d\u306b\u3088\u308aOBV\u3092\u8a08\u7b97\nbase[&#39;OBV&#39;] = base[&#39;OBV_Dif&#39;].cumsum()\n\n# \u63cf\u753b\nfig = plt.figure()\nax1 = fig.add_subplot(111)\nax1.plot(base[&#39;OBV&#39;], label=&#39;OBV&#39;)\nax1.legend()\nax2 = ax1.twinx()\nax2.plot(base[&#39;Close&#39;], color=&#39;green&#39;, label=&#39;Close&#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;)\nax1.tick_params(axis=&quot;x&quot;, labelrotation=45)<\/code><\/pre><\/div>\n\n\n\n<p>\u63cf\u753b\u7d50\u679c<\/p>\n\n\n\n<figure class=\"wp-block-image size-full is-resized\"><img loading=\"lazy\" decoding=\"async\" width=\"623\" height=\"481\" src=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-7.png\" alt=\"\" class=\"wp-image-5584\" style=\"width:513px;height:auto\" srcset=\"https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-7.png 623w, https:\/\/obenkyolab.com\/wp-content\/uploads\/2024\/06\/image-7-300x232.png 300w\" sizes=\"auto, (max-width: 623px) 100vw, 623px\" \/><\/figure>\n\n\n\n<h2 class=\"wp-block-heading\"><span class=\"ez-toc-section\" id=\"OBV%E3%81%AE%E8%A6%8B%E6%96%B9\"><\/span>OBV\u306e\u898b\u65b9<span class=\"ez-toc-section-end\"><\/span><\/h2>\n\n\n\n<p>OBV\u30e9\u30a4\u30f3\u304c\u4e0a\u6607\u21d2\u8cb7\u3044\u65b9\u306e\u52e2\u3044\u304c\u84c4\u7a4d\u21d2\u4e0a\u6607\u671f\u5f85<\/p>\n\n\n\n<p>OBV\u30e9\u30a4\u30f3\u304c\u4e0b\u964d\u21d2\u8cb7\u3044\u65b9\u306e\u52e2\u3044\u304c\u6e1b\u5c11\u21d2\u4e0b\u843d\u793a\u5506<\/p>\n","protected":false},"excerpt":{"rendered":"<p>OBV\u306f\u904e\u53bb\u306e\u51fa\u6765\u9ad8\u306e\u5dee\u3057\u5f15\u304d\u306b\u3088\u3063\u3066\u682a\u4fa1\u306e\u52d5\u304d\u3092\u3068\u3089\u3048\u308b\u30ec\u30b7\u30aa\u7cfb\u306e&#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=5583","footnotes":""},"categories":[7,114],"tags":[],"class_list":["post-5583","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\/5583","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=5583"}],"version-history":[{"count":1,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5583\/revisions"}],"predecessor-version":[{"id":5585,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=\/wp\/v2\/posts\/5583\/revisions\/5585"}],"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=5583"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=5583"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/obenkyolab.com\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=5583"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}