{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import numpy as np\n", "import pandas as pd\n", "%matplotlib inline" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [], "source": [ "base_folder = 'D:/REPOS/LeanVersions/LeanSTP/Tests/TestData/'" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "The tests passes the with this data." ] }, { "cell_type": "code", "execution_count": 3, "metadata": {}, "outputs": [], "source": [ "spy = pd.read_csv(base_folder + 'spy_with_macd.txt', index_col=0, parse_dates=True, dayfirst=True)\n", "# Estimate the MACD\n", "spy['PandasMACD'] = (spy.Close.ewm(span=12,adjust=False).mean() -\n", " spy.Close.ewm(span=26,adjust=False).mean())\n", "\n", "spy['PandasSignal'] = spy.MACD.ewm(span=9,adjust=False).mean()\n", "spy['PandasHistogram'] = spy.MACD - spy.Signal" ] }, { "cell_type": "code", "execution_count": 4, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | Open | \n", "High | \n", "Low | \n", "Close | \n", "MACD | \n", "Signal | \n", "Histogram | \n", "Volume | \n", "PandasMACD | \n", "PandasSignal | \n", "PandasHistogram | \n", "
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Date | \n", "\n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " | \n", " |
2016-03-10 | \n", "199.90 | \n", "201.07 | \n", "197.38 | \n", "199.54 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "156800300.0 | \n", "0.000000 | \n", "NaN | \n", "NaN | \n", "
2016-03-11 | \n", "201.25 | \n", "202.81 | \n", "199.52 | \n", "202.76 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "137945600.0 | \n", "0.256866 | \n", "NaN | \n", "NaN | \n", "
2016-03-14 | \n", "202.20 | \n", "203.04 | \n", "201.77 | \n", "202.50 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "73546500.0 | \n", "0.434446 | \n", "NaN | \n", "NaN | \n", "
2016-03-15 | \n", "201.32 | \n", "202.53 | \n", "201.05 | \n", "202.17 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "93119900.0 | \n", "0.542301 | \n", "NaN | \n", "NaN | \n", "
2016-03-16 | \n", "201.62 | \n", "203.82 | \n", "201.55 | \n", "203.34 | \n", "NaN | \n", "NaN | \n", "NaN | \n", "129225400.0 | \n", "0.713955 | \n", "NaN | \n", "NaN | \n", "