Reputation:
I am running on python pandas, and cant figure out, why the rolling mean with window size of 40 is not shown along with a stock price graph of yahoo
First I get the data(with passed dates):
def get_data(dates):
"""Read stock data (adjusted close) for given symbols from CSV files."""
df = pd.DataFrame(index=dates)
df_temp = pd.read_csv('table.csv', index_col='Date', parse_dates=True,
usecols=['Date', 'Adj Close'], na_values=['nan'])
df = df.join(df_temp)
df.dropna()
return df
Then I go and find the rolling mean(where values = df(data of yahoo stock prices and window = 40)):
def get_rolling_mean(values, window):
"""Return rolling mean of given values, using specified window size."""
return values.rolling(center=False, window=window).mean()
Then I go and plot:
ax = df.plot(title="Bollinger Bands", label='YAHO')
rm_SPY.plot(label='Rolling mean', ax=ax)
At the end I only get a graph of Adj Close prices of Yahoo and no rolling mean, or "Moving point average", as other people like to say
THE FULL CODE IS HERE:
def get_data(dates):
"""Read stock data (adjusted close) for given symbols from CSV files."""
df = pd.DataFrame(index=dates)
df_temp = pd.read_csv('table.csv', index_col='Date', parse_dates=True,
usecols=['Date', 'Adj Close'], na_values=['nan'])
df = df.join(df_temp)
df.dropna()
return df
def get_rolling_mean(values, window):
"""Return rolling mean of given values, using specified window size."""
return values.rolling(center=False, window=window).mean()
def get_rolling_std(values, window):
"""Return rolling standard deviation of given values, using specified window
size."""
# TODO: Compute and return rolling standard deviation
return values.rolling(center=False, window=window).std()
def get_bollinger_bands(rm, rstd):
"""Return upper and lower Bollinger Bands."""
# TODO: Compute upper_band and lower_band
upper_band = rm+rstd
lower_band = rm-rstd
return upper_band, lower_band
def test_run():
# Read data
dates = pd.date_range('2012-01-01', '2012-12-31')
df = get_data(dates)
# Compute Bollinger Bands
# 1. Compute rolling mean
rm_SPY = get_rolling_mean(df, window=40)
# 2. Compute rolling standard deviation
rstd_SPY = get_rolling_std(df, window=40)
# 3. Compute upper and lower bands
upper_band, lower_band = get_bollinger_bands(rm_SPY, rstd_SPY)
# Plot raw SPY values, rolling mean and Bollinger Bands
ax = df.plot(title="Bollinger Bands", label='SPY')
rm_SPY.plot(label='Rolling mean', ax=ax)
upper_band.plot(label='upper band', ax=ax)
lower_band.plot(label='lower band', ax=ax)
# Add axis labels and legend
ax.set_xlabel("Date")
ax.set_ylabel("Price")
ax.legend(loc='upper left')
plt.show()
if __name__ == "__main__":
test_run()
Upvotes: 1
Views: 363
Reputation: 25199
Please see if this helps you:
from pandas_datareader import data
def get_rolling_mean(values, window):
"""Return rolling mean of given values, using specified window size."""
return values.rolling(center=False, window=window).mean()
def get_rolling_std(values, window):
"""Return rolling standard deviation of given values, using specified window
size."""
# TODO: Compute and return rolling standard deviation
return values.rolling(center=False, window=window).std()
def get_bollinger_bands(rm, rstd):
"""Return upper and lower Bollinger Bands."""
# TODO: Compute upper_band and lower_band
upper_band = rm+rstd
lower_band = rm-rstd
return upper_band, lower_band
df = data.get_data_yahoo('YHOO')['Adj Close']
# Compute Bollinger Bands
# 1. Compute rolling mean
rm_YHOO = get_rolling_mean(df, window=40)
# 2. Compute rolling standard deviation
rstd_YHOO = get_rolling_std(df, window=40)
# 3. Compute upper and lower bands
upper_band, lower_band = get_bollinger_bands(rm_YHOO, rstd_YHOO)
# Plot raw SPY values, rolling mean and Bollinger Bands
_, ax = plt.subplots()
df.plot(title="Bollinger Bands", label='YHOO', ax=ax)
rm_YHOO.plot(label='Rolling mean', ax=ax)
upper_band.plot(label='upper band', ax=ax)
lower_band.plot(label='lower band', ax=ax)
# Add axis labels and legend
ax.set_xlabel("Date")
ax.set_ylabel("Price")
ax.legend(loc='upper left')
plt.show()
Upvotes: 1