{ "cells": [ { "cell_type": "markdown", "id": "8107a9ba", "metadata": {}, "source": [ "# Pipeline built-in factors\n", "\n", "本文將介紹 zipline 內建的因子。" ] }, { "cell_type": "code", "execution_count": 1, "id": "876871a2", "metadata": {}, "outputs": [ { "name": "stdout", "output_type": "stream", "text": [ "Merging daily equity files:\n" ] }, { "name": "stderr", "output_type": "stream", "text": [ "[2023-12-21 02:25:42.322694] INFO: zipline.data.bundles.core: Ingesting tquant.\n", "[2023-12-21 02:25:44.519796] INFO: zipline.data.bundles.core: Ingest tquant successfully.\n" ] } ], "source": [ "import pandas as pd \n", "import numpy as np \n", "import os \n", "\n", "os.environ['TEJAPI_KEY'] = \"your key\" \n", "os.environ['TEJAPI_BASE'] = \"https://api.tej.com.tw\"\n", "\n", "os.environ['mdate'] = '20150101 20230702'\n", "os.environ['ticker'] = \"2330 IR0001\"\n", "!zipline ingest -b tquant" ] }, { "cell_type": "markdown", "id": "426a1008", "metadata": {}, "source": [ "\n", "## 選單\n", "* [AverageDollarVolume](#AverageDollarVolume)\n", "* [BollingerBands](#BollingerBands)\n", "* [DailyReturns](#DailyReturns)\n", "* [SimpleMovingAverage](#SimpleMovingAverage)\n", "* [LinearWeightedMovingAverage](#LinearWeightedMovingAverage)\n", "* [ExponentialWeightedMovingAverage](#ExponentialWeightedMovingAverage)\n", "* [ExponentialWeightedMovingStdDev](#ExponentialWeightedMovingStdDev)\n", "* [Latest](#Latest)\n", "* [MaxDrawdown](#MaxDrawdown) \n", "* [Returns](#Returns)\n", "* [RollingPearson](#RollingPearson)\n", "* [RollingLinearRegressionOfReturns](#RollingLinearRegressionOfReturns)\n", "* [RollingSpearmanOfReturns](#RollingSpearmanOfReturns)\n", "* [SimpleBeta](#SimpleBeta)\n", "* [RSI](#RSI)\n", "* [VWAP](#VWAP)\n", "* [WeightedAverageValue](#WeightedAverageValue)\n", "* [PercentChange](#PercentChange)\n", "* [PeerCount](#PeerCount)\n", "* [RateOfChangePercentage](#RateOfChangePercentage)\n", "* [Aroon](#Aroon)\n", "* [FastStochasticOscillator](#FastStochasticOscillator)\n", "* [TrueRange](#TrueRange)\n", "* [IchimokuKinkoHyo](#IchimokuKinkoHyo)" ] }, { "cell_type": "code", "execution_count": 2, "id": "14c77b01", "metadata": {}, "outputs": [], "source": [ "from zipline.TQresearch.tej_pipeline import run_pipeline \n", "from zipline.pipeline import Pipeline\n", "from zipline.pipeline.data import TWEquityPricing\n", "\n", "start_time = pd.Timestamp(\"2018-02-02\", tz=\"UTC\")\n", "end_time = pd.Timestamp(\"2022-07-02\", tz=\"UTC\")" ] }, { "cell_type": "markdown", "id": "b182dc85", "metadata": {}, "source": [ "\n", "### zipline.pipeline.factors.AverageDollarVolume\n", "\n", "計算當日以前 n 天的資產平均價值,$ 每日平均價值 = 成交量 \\times 價格$。 \n", "\n", "#### Parameters:\n", "* inputs: _zipline.pipeline.data.Dataset.BoundColumn_, optional\n", " 所欲計算之價格資料,預設 = EquityPricing.close。\n", "* window_length: _int_\n", " 決定 n 天。\n", " \n", "[回到選單](#menu)" ] }, { "cell_type": "code", "execution_count": 3, "id": "6253eddc", "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | \n", " | avg_dollar_volume | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.065447e+10 | \n", "
Equity(1 [IR0001]) | \n", "4.975421e+13 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "9.914759e+09 | \n", "
Equity(1 [IR0001]) | \n", "4.839457e+13 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "9.892107e+09 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "7.144668e+13 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.734140e+10 | \n", "
Equity(1 [IR0001]) | \n", "7.240678e+13 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.809191e+10 | \n", "
Equity(1 [IR0001]) | \n", "7.315819e+13 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | upper_bound | \n", "middle | \n", "lower_bound | \n", "
---|---|---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "265.252912 | \n", "253.642857 | \n", "242.032803 | \n", "
Equity(1 [IR0001]) | \n", "19279.701951 | \n", "19052.490000 | \n", "18825.278049 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "265.332723 | \n", "255.035714 | \n", "244.738706 | \n", "
Equity(1 [IR0001]) | \n", "19268.235679 | \n", "19073.285000 | \n", "18878.334321 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "264.351390 | \n", "255.928571 | \n", "247.505753 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "32611.739151 | \n", "31462.749286 | \n", "30313.759420 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "517.756648 | \n", "501.594794 | \n", "485.432939 | \n", "
Equity(1 [IR0001]) | \n", "32256.623293 | \n", "31296.089286 | \n", "30335.555279 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "513.161348 | \n", "497.942184 | \n", "482.723019 | \n", "
Equity(1 [IR0001]) | \n", "31978.169241 | \n", "31095.972143 | \n", "30213.775044 | \n", "
2146 rows × 3 columns
\n", "\n", " | \n", " | Daily Return | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.017647 | \n", "
Equity(1 [IR0001]) | \n", "0.005086 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "
Equity(1 [IR0001]) | \n", "-0.003049 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.025048 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "-0.005615 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.013065 | \n", "
Equity(1 [IR0001]) | \n", "-0.009731 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.030550 | \n", "
Equity(1 [IR0001]) | \n", "-0.025612 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | SMA | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "258.000 | \n", "
Equity(1 [IR0001]) | \n", "19131.611 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "258.400 | \n", "
Equity(1 [IR0001]) | \n", "19127.393 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "257.550 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "31072.561 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "496.550 | \n", "
Equity(1 [IR0001]) | \n", "30962.418 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "493.350 | \n", "
Equity(1 [IR0001]) | \n", "30799.546 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | LWMA | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "257.309091 | \n", "
Equity(1 [IR0001]) | \n", "19108.238000 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "257.581818 | \n", "
Equity(1 [IR0001]) | \n", "19095.746909 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "256.600000 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "30947.352545 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "494.372727 | \n", "
Equity(1 [IR0001]) | \n", "30887.412364 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "490.636364 | \n", "
Equity(1 [IR0001]) | \n", "30704.338182 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | EWMA | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.035181 | \n", "
Equity(1 [IR0001]) | \n", "19111.308296 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.453518 | \n", "
Equity(1 [IR0001]) | \n", "19067.749830 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "253.645352 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "31056.864215 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "491.648000 | \n", "
Equity(1 [IR0001]) | \n", "30774.287421 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "477.564800 | \n", "
Equity(1 [IR0001]) | \n", "30037.387742 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | EWMSTD | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "3.307859 | \n", "
Equity(1 [IR0001]) | \n", "71.847546 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.095966 | \n", "
Equity(1 [IR0001]) | \n", "40.935224 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "4.553660 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "152.145031 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "4.637399 | \n", "
Equity(1 [IR0001]) | \n", "226.079224 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "11.106583 | \n", "
Equity(1 [IR0001]) | \n", "580.480345 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | Latest | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.50 | \n", "
Equity(1 [IR0001]) | \n", "19121.21 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.50 | \n", "
Equity(1 [IR0001]) | \n", "19062.91 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "253.00 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "31044.99 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "491.00 | \n", "
Equity(1 [IR0001]) | \n", "30742.89 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "476.00 | \n", "
Equity(1 [IR0001]) | \n", "29955.51 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | MaxDrawdown | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.0 | \n", "
Equity(1 [IR0001]) | \n", "0.0 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.0 | \n", "
Equity(1 [IR0001]) | \n", "0.0 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.0 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "0.0 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.0 | \n", "
Equity(1 [IR0001]) | \n", "0.0 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.0 | \n", "
Equity(1 [IR0001]) | \n", "0.0 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | Returns | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.017647 | \n", "
Equity(1 [IR0001]) | \n", "0.005086 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "
Equity(1 [IR0001]) | \n", "-0.003049 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.025048 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "-0.005615 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.013065 | \n", "
Equity(1 [IR0001]) | \n", "-0.009731 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.030550 | \n", "
Equity(1 [IR0001]) | \n", "-0.025612 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | RollingPearson | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.396933 | \n", "
Equity(1 [IR0001]) | \n", "0.476625 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.306692 | \n", "
Equity(1 [IR0001]) | \n", "0.412337 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.235285 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "0.724798 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.450101 | \n", "
Equity(1 [IR0001]) | \n", "0.612251 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.520262 | \n", "
Equity(1 [IR0001]) | \n", "0.519533 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | RSI | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "60.436893 | \n", "
Equity(1 [IR0001]) | \n", "60.170946 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "60.436893 | \n", "
Equity(1 [IR0001]) | \n", "59.138719 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "57.793765 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "41.305609 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "40.030904 | \n", "
Equity(1 [IR0001]) | \n", "41.586548 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "39.244412 | \n", "
Equity(1 [IR0001]) | \n", "40.149446 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | VWAP | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "238.161039 | \n", "
Equity(1 [IR0001]) | \n", "18491.679435 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "238.608356 | \n", "
Equity(1 [IR0001]) | \n", "18499.878408 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "238.922956 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "33489.451784 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "551.037441 | \n", "
Equity(1 [IR0001]) | \n", "33419.285813 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "549.093145 | \n", "
Equity(1 [IR0001]) | \n", "33317.315573 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | WeightedAverageValue | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "260.303304 | \n", "
Equity(1 [IR0001]) | \n", "0.000000 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "260.971786 | \n", "
Equity(1 [IR0001]) | \n", "0.000000 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "260.065718 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "0.000000 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "501.895564 | \n", "
Equity(1 [IR0001]) | \n", "0.000000 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "498.581515 | \n", "
Equity(1 [IR0001]) | \n", "0.000000 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | PercentChange | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.017647 | \n", "
Equity(1 [IR0001]) | \n", "0.005086 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "
Equity(1 [IR0001]) | \n", "-0.003049 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.025048 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "-0.005615 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.013065 | \n", "
Equity(1 [IR0001]) | \n", "-0.009731 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.030550 | \n", "
Equity(1 [IR0001]) | \n", "-0.025612 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | PeerCount | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.0 | \n", "
Equity(1 [IR0001]) | \n", "1.0 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.0 | \n", "
Equity(1 [IR0001]) | \n", "1.0 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.0 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "1.0 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.0 | \n", "
Equity(1 [IR0001]) | \n", "1.0 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.0 | \n", "
Equity(1 [IR0001]) | \n", "1.0 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | RateOfChangePercentage | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "1.565558 | \n", "
Equity(1 [IR0001]) | \n", "0.084375 | \n", "|
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-0.764818 | \n", "
Equity(1 [IR0001]) | \n", "-0.936954 | \n", "|
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-4.887218 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(1 [IR0001]) | \n", "-2.510118 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-3.346457 | \n", "
Equity(1 [IR0001]) | \n", "-2.663798 | \n", "|
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "-4.990020 | \n", "
Equity(1 [IR0001]) | \n", "-3.973330 | \n", "
2146 rows × 1 columns
\n", "\n", " | \n", " | up | \n", "down | \n", "
---|---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "22.222222 | \n", "0.000000 | \n", "
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "11.111111 | \n", "44.444444 | \n", "
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "100.000000 | \n", "
2018-02-07 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "66.666667 | \n", "100.000000 | \n", "
2018-02-08 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "55.555556 | \n", "88.888889 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "
2022-06-27 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "100.000000 | \n", "
2022-06-28 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "22.222222 | \n", "88.888889 | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "11.111111 | \n", "77.777778 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "66.666667 | \n", "
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "100.000000 | \n", "
1073 rows × 2 columns
\n", "\n", " | \n", " | FastStochasticOscillator | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "55.172414 | \n", "
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "53.571429 | \n", "
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "16.129032 | \n", "
2018-02-07 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "16.666667 | \n", "
2018-02-08 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "20.000000 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-27 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "4.808313 | \n", "
2022-06-28 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "43.548387 | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "40.322581 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "19.354839 | \n", "
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "0.000000 | \n", "
1073 rows × 1 columns
\n", "\n", " | \n", " | TrueRange | \n", "
---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "6.0 | \n", "
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "5.0 | \n", "
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "9.0 | \n", "
2018-02-07 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "19.0 | \n", "
2018-02-08 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "6.5 | \n", "
... | \n", "... | \n", "... | \n", "
2022-06-27 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "7.0 | \n", "
2022-06-28 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "19.5 | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "4.0 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "7.5 | \n", "
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "15.0 | \n", "
1073 rows × 1 columns
\n", "\n", " | \n", " | tenkan_sen | \n", "kijun_sen | \n", "senkou_span_a | \n", "senkou_span_b | \n", "chikou_span | \n", "
---|---|---|---|---|---|---|
2018-02-02 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.00 | \n", "245.50000 | \n", "252.250000 | \n", "244.250000 | \n", "225.000000 | \n", "
2018-02-05 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "259.00 | \n", "245.50000 | \n", "252.250000 | \n", "244.250000 | \n", "226.000000 | \n", "
2018-02-06 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "257.25 | \n", "246.25000 | \n", "251.750000 | \n", "244.250000 | \n", "229.500000 | \n", "
2018-02-07 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "249.00 | \n", "248.50000 | \n", "248.750000 | \n", "244.250000 | \n", "232.500000 | \n", "
2018-02-08 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "247.75 | \n", "249.25000 | \n", "248.500000 | \n", "244.250000 | \n", "237.000000 | \n", "
... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
2022-06-27 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "500.50 | \n", "520.98723 | \n", "510.743615 | \n", "529.938605 | \n", "519.179764 | \n", "
2022-06-28 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "500.50 | \n", "520.98723 | \n", "510.743615 | \n", "529.938605 | \n", "527.136542 | \n", "
2022-06-29 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "500.50 | \n", "520.98723 | \n", "510.743615 | \n", "529.938605 | \n", "525.147348 | \n", "
2022-06-30 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "495.50 | \n", "520.98723 | \n", "508.243615 | \n", "526.457515 | \n", "517.190570 | \n", "
2022-07-01 00:00:00+00:00 | \n", "Equity(0 [2330]) | \n", "491.00 | \n", "516.48723 | \n", "503.743615 | \n", "521.957515 | \n", "521.168959 | \n", "
1073 rows × 5 columns
\n", "