mmyjh86

[러닝-인강] 차트 극소 극대

Jul 26th, 2020
118
Never
Not a member of Pastebin yet? Sign Up, it unlocks many cool features!
  1. from pykrx import stock
  2. import matplotlib.pyplot as plt
  3. import numpy as np
  4. from scipy.signal import argrelextrema
  5.  
  6. # 주가 스크래핑
  7. samsung = stock.get_market_ohlcv_by_date("20200101", "20200630", "005930")
  8. plt.plot(samsung['종가'], label='samsung (005930)')
  9.  
  10. # 21이평
  11. ma21 = samsung['종가'].rolling(21).mean()
  12. plt.plot(ma21, label='samsung moving average 21')
  13.  
  14. # 극대값
  15. idx = argrelextrema(ma21.values, np.greater)
  16. plt.plot(ma21.index[idx], ma21.iloc[idx], '.', c='b', ms=20, label=' local maximum point')
  17.  
  18. # 극소값
  19. idx = argrelextrema(ma21.values, np.less)
  20. plt.plot(ma21.index[idx], ma21.iloc[idx], '.', c='r', ms=20, label=' local minimum point')
  21. plt.legend()
RAW Paste Data