CODEWITHSUNDEEP
plotjulia
AVA
AVA

Reputation: 2558

How to plot percentage changes, cumulative sums, standard deviations in Julia?

In python, percentage changes, cumulative sums, std deviations can be plotted, using the following code snippet:

df=quandl.get('EURONEXT/XYZ.4')
df_changes = df.pct_change(periods=1)
df_cumsum = df_changes.cumsum()
df_filled = df.asfreq('D', method='ffill')
df_returns = df_filled.pct_change()
df_std = df_returns.window=30,minperiod=30).std()
df_changes.plot()
df_cumsum.plot()
df_std.plot()

Please guide me in doing the same thing in Julia.

Upvotes: 2

Views: 643

Answers (1)

Igor Rivin
Igor Rivin

Reputation: 4864

For cumsum, see Cumulative sum of a column in Julia DataFrame. For pct_change, see Julia DataFrames equivalent of pandas pct_change() For resampling, see Resampling a DataFrame to hourly 15min and 5min periods in Julia And for the rolling functions, etc (probably overlapping the previous items), see https://github.com/dysonance/Indicators.jl For plotting see https://github.com/JuliaPlots/StatsPlots.jl

Upvotes: 1

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