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KissMeData/macd.ipynb

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{
"cells": [
{
"cell_type": "code",
"execution_count": null,
"metadata": {},
"outputs": [],
"source": [
"import pygwalker as pyg\n",
"import polars as pl\n",
"df = pl.read_csv('./298040/day/candle-day-250.csv',try_parse_dates = True)\n",
"gwalker = pyg.walk(df)"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
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"<div><style>\n",
".dataframe > thead > tr > th,\n",
".dataframe > tbody > tr > td {\n",
" text-align: right;\n",
"}\n",
"</style>\n",
"<small>shape: (269, 4)</small><table border=\"1\" class=\"dataframe\"><thead><tr><th>ema-12</th><th>ema-24</th><th>ema-9</th><th>stockBusinessDate</th></tr><tr><td>f64</td><td>f64</td><td>f64</td><td>i64</td></tr></thead><tbody><tr><td>59911.60352</td><td>59889.675354</td><td>59814.168558</td><td>20220516</td></tr><tr><td>59851.850215</td><td>59853.99495</td><td>59692.710697</td><td>20220517</td></tr><tr><td>59829.057941</td><td>59841.298859</td><td>59615.888371</td><td>20220518</td></tr><tr><td>59802.759162</td><td>59827.49876</td><td>59519.860464</td><td>20220519</td></tr><tr><td>59957.029803</td><td>59916.846478</td><td>59699.82558</td><td>20220520</td></tr><tr><td>60058.111311</td><td>59970.485302</td><td>59799.781975</td><td>20220523</td></tr><tr><td>60174.74382</td><td>60028.788372</td><td>59924.727469</td><td>20220524</td></tr><tr><td>60447.781331</td><td>60170.422143</td><td>60305.909336</td><td>20220525</td></tr><tr><td>60901.286151</td><td>60402.632764</td><td>61007.386671</td><td>20220526</td></tr><tr><td>61163.022482</td><td>60507.209527</td><td>61459.233338</td><td>20220527</td></tr><tr><td>61449.641325</td><td>60612.184268</td><td>61999.041673</td><td>20220530</td></tr><tr><td>61641.893837</td><td>60648.026378</td><td>62448.802091</td><td>20220531</td></tr><tr><td>&hellip;</td><td>&hellip;</td><td>&hellip;</td><td>&hellip;</td></tr><tr><td>87354.701447</td><td>88824.112259</td><td>85744.086036</td><td>20230530</td></tr><tr><td>88393.886285</td><td>89539.252455</td><td>87030.107546</td><td>20230531</td></tr><tr><td>89685.253406</td><td>90368.752669</td><td>88787.634432</td><td>20230601</td></tr><tr><td>90913.75393</td><td>91122.557248</td><td>90559.54304</td><td>20230602</td></tr><tr><td>91315.869919</td><td>91367.997009</td><td>91124.4288</td><td>20230605</td></tr><tr><td>91826.003753</td><td>91660.866314</td><td>91905.536</td><td>20230607</td></tr><tr><td>92106.927407</td><td>91805.289472</td><td>92381.92</td><td>20230608</td></tr><tr><td>92323.377778</td><td>91901.4016</td><td>92802.4</td><td>20230609</td></tr><tr><td>91834.666667</td><td>91588.48</td><td>92128.0</td><td>20230612</td></tr><tr><td>91440.0</td><td>91344.0</td><td>91560.0</td><td>20230613</td></tr><tr><td>91200.0</td><td>91200.0</td><td>91200.0</td><td>20230614</td></tr><tr><td>91200.0</td><td>91200.0</td><td>91200.0</td><td>20230615</td></tr></tbody></table></div>"
],
"text/plain": [
"shape: (269, 4)\n",
"┌──────────────┬──────────────┬──────────────┬───────────────────┐\n",
"│ ema-12 ┆ ema-24 ┆ ema-9 ┆ stockBusinessDate │\n",
"│ --- ┆ --- ┆ --- ┆ --- │\n",
"│ f64 ┆ f64 ┆ f64 ┆ i64 │\n",
"╞══════════════╪══════════════╪══════════════╪═══════════════════╡\n",
"│ 59911.60352 ┆ 59889.675354 ┆ 59814.168558 ┆ 20220516 │\n",
"│ 59851.850215 ┆ 59853.99495 ┆ 59692.710697 ┆ 20220517 │\n",
"│ 59829.057941 ┆ 59841.298859 ┆ 59615.888371 ┆ 20220518 │\n",
"│ 59802.759162 ┆ 59827.49876 ┆ 59519.860464 ┆ 20220519 │\n",
"│ … ┆ … ┆ … ┆ … │\n",
"│ 91834.666667 ┆ 91588.48 ┆ 92128.0 ┆ 20230612 │\n",
"│ 91440.0 ┆ 91344.0 ┆ 91560.0 ┆ 20230613 │\n",
"│ 91200.0 ┆ 91200.0 ┆ 91200.0 ┆ 20230614 │\n",
"│ 91200.0 ┆ 91200.0 ┆ 91200.0 ┆ 20230615 │\n",
"└──────────────┴──────────────┴──────────────┴───────────────────┘"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"df.sort(\"stockBusinessDate\", descending=False).select(pl.col(\"stockClosingPrice\").ewm_mean(span=14.0, adjust=False).alias(\"ema-12\"),\n",
" pl.col(\"stockClosingPrice\").ewm_mean(span=24.0, adjust=False).alias(\"ema-24\"),\n",
" pl.col(\"stockClosingPrice\").ewm_mean(span=9.0, adjust=False).alias(\"ema-9\"),\n",
" pl.col(\"stockBusinessDate\")\n",
" )"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
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"file_extension": ".py",
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