In [59]:

    

import scipy
import scipy.fftpack
import pylab
from scipy import pi
import pandas as pd


def get_sin(freq, t):
    return scipy.sin(2*pi*t*freq)

def mix_sin(t, freq_ratio):
    rst = np.zeros(t.shape)
    for freq, ratio in freq_ratio:
        rst += get_sin(freq, t)
    return rst
    # 2*scipy.random.random(len(t))

t = scipy.linspace(0,12,400)
freq_ratio = [(3,1), (7,2)]
signal = mix_sin(t, freq_ratio)

FFT = abs(scipy.fft(signal))
freqs = scipy.fftpack.fftfreq(signal.size, t[1]-t[0])

freqs = abs(freqs)
pylab.subplot(211)
pylab.plot(t, signal)
pylab.subplot(212)
pylab.plot(freqs,FFT,'x')
pylab.show()


    

In [69]:

    

stk = pd.read_csv("./data/stock/0006.csv",parse_dates=True)


    

In [62]:

    

signal = stk['Adj Close']
t = np.arange(signal.size)
signal = signal[1:1500]
t = t[1:1500]


    

In [68]:

    

FFT = abs(scipy.fft(signal))
freqs = scipy.fftpack.fftfreq(signal.size, t[1]-t[0])

freqs = abs(freqs)
pylab.subplot(211)
pylab.plot(t, signal)
pylab.subplot(212)
pylab.plot(freqs[100:500],FFT[100:500],'x')
pylab.show()


    

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