45 lines
3.7 KiB
Plaintext
45 lines
3.7 KiB
Plaintext
|
|
|||
|
|
*–ñZŒ ã @ s¨ d d l Z d d l Z d d l m Z m Z d d l m Z d d „ Z d d „ Z
|
|||
|
|
d d „ Z d
|
|||
|
|
d „ Z d d
|
|||
|
|
d „ Z
|
|||
|
|
d d d „ Z d d „ Z d d „ Z d S)é N)ÚensembleÚtree)Útrain_test_splitc C s" | j d | d | ƒ j ƒ } | S)NÚwindowÚ min_periods)ÚrollingÚmean)Úseriesr Zmavg© r
|
|||
|
|
ú3/home/ares/PyTrading/V20pyPro/backend/indicators.pyÚsma s r c C s t j | d | ƒ} | S)NÚspan)ÚpdÚewma)r r
|
|||
|
|
Zemar
|
|||
|
|
r
|
|||
|
|
r r s r c
|
|||
|
|
C s¾ t | ƒ d } | d | d | d d } d | | d } d | | d } | | | } | | | } | | | } | | | } d | d | d | d
|
|||
|
|
| d | d | d
|
|||
|
|
| i } | S)Né ÚHighÚLowÚCloseé é ZPPZR1ZR2ZR3ÚS1ZS2ZS3)Úlen)
|
|||
|
|
ÚdfÚnÚppÚr1Ús1Zr2Ús2Zr3Ús3Zpivotsr
|
|||
|
|
r
|
|||
|
|
r Ú pivotPoints s r c C s< | d j t ƒ } | j ƒ d | d <| d j d ƒ | S)Nr éd ÚROCr )ÚapplyÚfloatÚdiffÚfillna)r Zclosesr
|
|||
|
|
r
|
|||
|
|
r Úroc s r& Fc C sU t j | d d d ƒ| d <| d j d | ƒ j ƒ | d <t j | d d d ƒ| d <| d j d | ƒ j ƒ | d <t j | d d d ƒ| d <d | d | d | d | d | d
|
|||
|
|
<| d
|
|||
|
|
j d | ƒ j ƒ | d <| d k rQt j d
|
|||
|
|
d d d d d ƒ \ } } | d j d | d ƒ | d d g j d | d ƒ t j ƒ | S)Nr ÚerrorsÚcoercer ZLstochr ZHstochr r z%Kz%DTÚnrowsr Úncolsr Úfigsizeé é
|
|||
|
|
Úaxr ÚKÚD)r, r- )
|
|||
|
|
r Ú
|
|||
|
|
to_numericr ÚminÚmaxr ÚpltÚsubplotsÚplotÚshow)r Zperiod_KZperiod_DÚgraphÚfigÚaxesr
|
|||
|
|
r
|
|||
|
|
r Ústoch' s * $
|
|||
|
|
r; c C s¼ | d } | j | ƒ j ƒ } | j | ƒ j ƒ } | | d <| | | | d <| | | | d <| d k r¸ t j | ƒ t j | d ƒ t j | d ƒ t j | d ƒ t j ƒ | S) Nr Ú rolling_meanZ boll_highZboll_lowTz Rolling MeanzBollinger Highz
|
|||
|
|
Bollinger Low)r r Ústdr4 r6 r7 )r r Zn_stdr8 Úcloser< Ú rolling_stdr
|
|||
|
|
r
|
|||
|
|
r Ú bollBands9 s
|
|||
|
|
|
|||
|
|
|
|||
|
|
|
|||
|
|
r@ c
|
|||
|
|
C s t | ƒ } t j | d d d d g d | d … ƒ } | j | d d ƒ } t j | d g d d … ƒ } d } t | | d | ƒ\ } } } } t j d
|
|||
|
|
d ƒ } t j d d
|
|||
|
|
d d d | ƒ }
|
|||
|
|
|
|
|||
|
|
j | | ƒ |
|
|||
|
|
j
|
|||
|
|
| | ƒ } |
|
|||
|
|
j | d d d d g | d d … ƒ } | S)NÚOpenr r ÚVolumer é r gš™™™™™é?Ú
|
|||
|
|
train_sizeÚ max_depthiè Ú n_estimatorsiˆ Z
|
|||
|
|
learning_rateg @Zbase_estimator) r ÚnpÚasarrayÚreshaper r ZDecisionTreeRegressorr ZAdaBoostRegressorÚfitÚscoreÚpredict)
|
|||
|
|
r r ÚXÚyÚsplitÚX_trainÚX_testÚy_trainÚy_testZdtreeÚmodelrK Ú
|