notebook.community

Edit and run



In [3]:

    
#-*- coding: utf-8 -*-
import pandas as pd
import pandas_datareader.data as web
import datetime



In [4]:

    
def get_file_path(code):
    return "../data/" + code



In [5]:

    
def download(code, year1, month1, day1, year2, month2, day2):
    start = datetime.datetime(year1, month1, day1)
    end = datetime.datetime(year2, month2, day2)
    df = web.DataReader("%s.KS" % code, "yahoo", start, end)
    df.to_pickle(get_file_path(code))
    
    return df



In [6]:

    
def load(code):
    df = pd.read_pickle(get_file_path(code))
    return df



In [7]:

    
df = download("005930", 2016, 1, 1, 2016, 11, 1)



In [62]:

    
#Moving Average
def EMA(m_Df, m_N, m_ColumnName='Close'):
    if m_ColumnName in m_Df.columns:
        m_Df["MA" + str(m_N)] = pd.Series.rolling(m_Df[m_ColumnName], window=m_N, center=False).mean()
    else:
        raise("You didn't input a Column Name")
    
    return m_Df



In [63]:

    
EMA(df, 5)









    Out[63]:






  
    
      
      Open
      High
      Low
      Close
      Volume
      Adj Close
      MA
      5MA
      MA5
    
    
      Date
      
      
      
      
      
      
      
      
      
    
  
  
    
      2016-01-01
      1260000.0
      1260000.0
      1260000.0
      1260000.0
      0
      1259099.38
      NaN
      NaN
      NaN
    
    
      2016-01-04
      1260000.0
      1260000.0
      1205000.0
      1205000.0
      306900
      1204138.69
      NaN
      NaN
      NaN
    
    
      2016-01-05
      1202000.0
      1218000.0
      1186000.0
      1208000.0
      216000
      1207136.55
      NaN
      NaN
      NaN
    
    
      2016-01-06
      1208000.0
      1208000.0
      1168000.0
      1175000.0
      366700
      1174160.13
      NaN
      NaN
      NaN
    
    
      2016-01-07
      1166000.0
      1183000.0
      1151000.0
      1163000.0
      282300
      1162168.71
      1202200.0
      1202200.0
      1202200.0
    
    
      2016-01-08
      1163000.0
      1186000.0
      1163000.0
      1171000.0
      257700
      1170162.99
      1184400.0
      1184400.0
      1184400.0
    
    
      2016-01-11
      1156000.0
      1166000.0
      1146000.0
      1152000.0
      241200
      1151176.57
      1173800.0
      1173800.0
      1173800.0
    
    
      2016-01-12
      1148000.0
      1166000.0
      1144000.0
      1146000.0
      206200
      1145180.86
      1161400.0
      1161400.0
      1161400.0
    
    
      2016-01-13
      1153000.0
      1159000.0
      1148000.0
      1148000.0
      143300
      1147179.43
      1156000.0
      1156000.0
      1156000.0
    
    
      2016-01-14
      1131000.0
      1142000.0
      1131000.0
      1138000.0
      209000
      1137186.58
      1151000.0
      1151000.0
      1151000.0
    
    
      2016-01-15
      1140000.0
      1152000.0
      1124000.0
      1132000.0
      209400
      1131190.87
      1143200.0
      1143200.0
      1143200.0
    
    
      2016-01-18
      1088000.0
      1133000.0
      1088000.0
      1126000.0
      320200
      1125195.16
      1138000.0
      1138000.0
      1138000.0
    
    
      2016-01-19
      1128000.0
      1171000.0
      1128000.0
      1171000.0
      207200
      1170162.99
      1143000.0
      1143000.0
      1143000.0
    
    
      2016-01-20
      1160000.0
      1160000.0
      1132000.0
      1138000.0
      167000
      1137186.58
      1141000.0
      1141000.0
      1141000.0
    
    
      2016-01-21
      1133000.0
      1155000.0
      1125000.0
      1131000.0
      190300
      1130191.59
      1139600.0
      1139600.0
      1139600.0
    
    
      2016-01-22
      1145000.0
      1168000.0
      1145000.0
      1168000.0
      147500
      1167165.14
      1146800.0
      1146800.0
      1146800.0
    
    
      2016-01-25
      1172000.0
      1176000.0
      1156000.0
      1162000.0
      159900
      1161169.43
      1154000.0
      1154000.0
      1154000.0
    
    
      2016-01-26
      1155000.0
      1157000.0
      1136000.0
      1137000.0
      152300
      1136187.30
      1147200.0
      1147200.0
      1147200.0
    
    
      2016-01-27
      1126000.0
      1175000.0
      1126000.0
      1175000.0
      276200
      1174160.13
      1154600.0
      1154600.0
      1154600.0
    
    
      2016-01-28
      1164000.0
      1168000.0
      1139000.0
      1145000.0
      315900
      1144181.58
      1157400.0
      1157400.0
      1157400.0
    
    
      2016-01-29
      1140000.0
      1150000.0
      1116000.0
      1150000.0
      436900
      1149178.00
      1153800.0
      1153800.0
      1153800.0
    
    
      2016-02-01
      1152000.0
      1163000.0
      1151000.0
      1163000.0
      259900
      1162168.71
      1154000.0
      1154000.0
      1154000.0
    
    
      2016-02-02
      1161000.0
      1166000.0
      1147000.0
      1156000.0
      166300
      1155173.72
      1157800.0
      1157800.0
      1157800.0
    
    
      2016-02-03
      1150000.0
      1152000.0
      1137000.0
      1146000.0
      174500
      1145180.86
      1152000.0
      1152000.0
      1152000.0
    
    
      2016-02-04
      1150000.0
      1161000.0
      1148000.0
      1156000.0
      247900
      1155173.72
      1154200.0
      1154200.0
      1154200.0
    
    
      2016-02-05
      1156000.0
      1169000.0
      1156000.0
      1164000.0
      188000
      1163168.00
      1157000.0
      1157000.0
      1157000.0
    
    
      2016-02-08
      1164000.0
      1164000.0
      1164000.0
      1164000.0
      0
      1163168.00
      1157200.0
      1157200.0
      1157200.0
    
    
      2016-02-09
      1164000.0
      1164000.0
      1164000.0
      1164000.0
      0
      1163168.00
      1158800.0
      1158800.0
      1158800.0
    
    
      2016-02-10
      1164000.0
      1164000.0
      1164000.0
      1164000.0
      0
      1163168.00
      1162400.0
      1162400.0
      1162400.0
    
    
      2016-02-11
      1118000.0
      1137000.0
      1118000.0
      1130000.0
      305200
      1129192.30
      1157200.0
      1157200.0
      1157200.0
    
    
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
      ...
    
    
      2016-09-21
      1595000.0
      1601000.0
      1576000.0
      1592000.0
      210100
      1592000.00
      1557800.0
      1557800.0
      1557800.0
    
    
      2016-09-22
      1600000.0
      1641000.0
      1599000.0
      1618000.0
      228500
      1618000.00
      1576000.0
      1576000.0
      1576000.0
    
    
      2016-09-23
      1582000.0
      1598000.0
      1566000.0
      1571000.0
      365900
      1571000.00
      1584800.0
      1584800.0
      1584800.0
    
    
      2016-09-26
      1571000.0
      1596000.0
      1564000.0
      1568000.0
      290400
      1568000.00
      1586800.0
      1586800.0
      1586800.0
    
    
      2016-09-27
      1550000.0
      1575000.0
      1533000.0
      1569000.0
      196600
      1569000.00
      1583600.0
      1583600.0
      1583600.0
    
    
      2016-09-28
      1554000.0
      1573000.0
      1554000.0
      1567000.0
      174100
      1567000.00
      1578600.0
      1578600.0
      1578600.0
    
    
      2016-09-29
      1573000.0
      1619000.0
      1572000.0
      1600000.0
      227900
      1600000.00
      1575000.0
      1575000.0
      1575000.0
    
    
      2016-09-30
      1590000.0
      1615000.0
      1585000.0
      1598000.0
      235200
      1598000.00
      1580400.0
      1580400.0
      1580400.0
    
    
      2016-10-03
      1598000.0
      1598000.0
      1598000.0
      1598000.0
      0
      1598000.00
      1586400.0
      1586400.0
      1586400.0
    
    
      2016-10-04
      1610000.0
      1624000.0
      1606000.0
      1614000.0
      261000
      1614000.00
      1595400.0
      1595400.0
      1595400.0
    
    
      2016-10-05
      1601000.0
      1626000.0
      1597000.0
      1619000.0
      249400
      1619000.00
      1605800.0
      1605800.0
      1605800.0
    
    
      2016-10-06
      1696000.0
      1700000.0
      1667000.0
      1691000.0
      591100
      1691000.00
      1624000.0
      1624000.0
      1624000.0
    
    
      2016-10-07
      1700000.0
      1716000.0
      1690000.0
      1706000.0
      521000
      1706000.00
      1645600.0
      1645600.0
      1645600.0
    
    
      2016-10-10
      1650000.0
      1689000.0
      1628000.0
      1680000.0
      505800
      1680000.00
      1662000.0
      1662000.0
      1662000.0
    
    
      2016-10-11
      1600000.0
      1625000.0
      1545000.0
      1545000.0
      768500
      1545000.00
      1648200.0
      1648200.0
      1648200.0
    
    
      2016-10-12
      1495000.0
      1545000.0
      1494000.0
      1535000.0
      781700
      1535000.00
      1631400.0
      1631400.0
      1631400.0
    
    
      2016-10-13
      1550000.0
      1581000.0
      1545000.0
      1557000.0
      437200
      1557000.00
      1604600.0
      1604600.0
      1604600.0
    
    
      2016-10-14
      1548000.0
      1588000.0
      1547000.0
      1577000.0
      283100
      1577000.00
      1578800.0
      1578800.0
      1578800.0
    
    
      2016-10-17
      1565000.0
      1602000.0
      1538000.0
      1590000.0
      255700
      1590000.00
      1560800.0
      1560800.0
      1560800.0
    
    
      2016-10-18
      1572000.0
      1595000.0
      1572000.0
      1589000.0
      207600
      1589000.00
      1569600.0
      1569600.0
      1569600.0
    
    
      2016-10-19
      1579000.0
      1643000.0
      1575000.0
      1625000.0
      308800
      1625000.00
      1587600.0
      1587600.0
      1587600.0
    
    
      2016-10-20
      1626000.0
      1651000.0
      1609000.0
      1620000.0
      206600
      1620000.00
      1600200.0
      1600200.0
      1600200.0
    
    
      2016-10-21
      1606000.0
      1613000.0
      1588000.0
      1589000.0
      209500
      1589000.00
      1602600.0
      1602600.0
      1602600.0
    
    
      2016-10-24
      1593000.0
      1608000.0
      1590000.0
      1608000.0
      185700
      1608000.00
      1606200.0
      1606200.0
      1606200.0
    
    
      2016-10-25
      1600000.0
      1604000.0
      1592000.0
      1597000.0
      197300
      1597000.00
      1607800.0
      1607800.0
      1607800.0
    
    
      2016-10-26
      1597000.0
      1599000.0
      1562000.0
      1567000.0
      210600
      1567000.00
      1596200.0
      1596200.0
      1596200.0
    
    
      2016-10-27
      1571000.0
      1617000.0
      1556000.0
      1573000.0
      282300
      1573000.00
      1586800.0
      1586800.0
      1586800.0
    
    
      2016-10-28
      1580000.0
      1614000.0
      1580000.0
      1614000.0
      204200
      1614000.00
      1591800.0
      1591800.0
      1591800.0
    
    
      2016-10-31
      1616000.0
      1639000.0
      1611000.0
      1639000.0
      241300
      1639000.00
      1598000.0
      1598000.0
      1598000.0
    
    
      2016-11-01
      1630000.0
      1652000.0
      1612000.0
      1652000.0
      206900
      1652000.00
      1609000.0
      1609000.0
      1609000.0
    
  

218 rows × 9 columns



In [ ]:

	Open	High	Low	Close	Volume	Adj Close	MA	5MA	MA5
Date
2016-01-01	1260000.0	1260000.0	1260000.0	1260000.0	0	1259099.38	NaN	NaN	NaN
2016-01-04	1260000.0	1260000.0	1205000.0	1205000.0	306900	1204138.69	NaN	NaN	NaN
2016-01-05	1202000.0	1218000.0	1186000.0	1208000.0	216000	1207136.55	NaN	NaN	NaN
2016-01-06	1208000.0	1208000.0	1168000.0	1175000.0	366700	1174160.13	NaN	NaN	NaN
2016-01-07	1166000.0	1183000.0	1151000.0	1163000.0	282300	1162168.71	1202200.0	1202200.0	1202200.0
2016-01-08	1163000.0	1186000.0	1163000.0	1171000.0	257700	1170162.99	1184400.0	1184400.0	1184400.0
2016-01-11	1156000.0	1166000.0	1146000.0	1152000.0	241200	1151176.57	1173800.0	1173800.0	1173800.0
2016-01-12	1148000.0	1166000.0	1144000.0	1146000.0	206200	1145180.86	1161400.0	1161400.0	1161400.0
2016-01-13	1153000.0	1159000.0	1148000.0	1148000.0	143300	1147179.43	1156000.0	1156000.0	1156000.0
2016-01-14	1131000.0	1142000.0	1131000.0	1138000.0	209000	1137186.58	1151000.0	1151000.0	1151000.0
2016-01-15	1140000.0	1152000.0	1124000.0	1132000.0	209400	1131190.87	1143200.0	1143200.0	1143200.0
2016-01-18	1088000.0	1133000.0	1088000.0	1126000.0	320200	1125195.16	1138000.0	1138000.0	1138000.0
2016-01-19	1128000.0	1171000.0	1128000.0	1171000.0	207200	1170162.99	1143000.0	1143000.0	1143000.0
2016-01-20	1160000.0	1160000.0	1132000.0	1138000.0	167000	1137186.58	1141000.0	1141000.0	1141000.0
2016-01-21	1133000.0	1155000.0	1125000.0	1131000.0	190300	1130191.59	1139600.0	1139600.0	1139600.0
2016-01-22	1145000.0	1168000.0	1145000.0	1168000.0	147500	1167165.14	1146800.0	1146800.0	1146800.0
2016-01-25	1172000.0	1176000.0	1156000.0	1162000.0	159900	1161169.43	1154000.0	1154000.0	1154000.0
2016-01-26	1155000.0	1157000.0	1136000.0	1137000.0	152300	1136187.30	1147200.0	1147200.0	1147200.0
2016-01-27	1126000.0	1175000.0	1126000.0	1175000.0	276200	1174160.13	1154600.0	1154600.0	1154600.0
2016-01-28	1164000.0	1168000.0	1139000.0	1145000.0	315900	1144181.58	1157400.0	1157400.0	1157400.0
2016-01-29	1140000.0	1150000.0	1116000.0	1150000.0	436900	1149178.00	1153800.0	1153800.0	1153800.0
2016-02-01	1152000.0	1163000.0	1151000.0	1163000.0	259900	1162168.71	1154000.0	1154000.0	1154000.0
2016-02-02	1161000.0	1166000.0	1147000.0	1156000.0	166300	1155173.72	1157800.0	1157800.0	1157800.0
2016-02-03	1150000.0	1152000.0	1137000.0	1146000.0	174500	1145180.86	1152000.0	1152000.0	1152000.0
2016-02-04	1150000.0	1161000.0	1148000.0	1156000.0	247900	1155173.72	1154200.0	1154200.0	1154200.0
2016-02-05	1156000.0	1169000.0	1156000.0	1164000.0	188000	1163168.00	1157000.0	1157000.0	1157000.0
2016-02-08	1164000.0	1164000.0	1164000.0	1164000.0	0	1163168.00	1157200.0	1157200.0	1157200.0
2016-02-09	1164000.0	1164000.0	1164000.0	1164000.0	0	1163168.00	1158800.0	1158800.0	1158800.0
2016-02-10	1164000.0	1164000.0	1164000.0	1164000.0	0	1163168.00	1162400.0	1162400.0	1162400.0
2016-02-11	1118000.0	1137000.0	1118000.0	1130000.0	305200	1129192.30	1157200.0	1157200.0	1157200.0
...	...	...	...	...	...	...	...	...	...
2016-09-21	1595000.0	1601000.0	1576000.0	1592000.0	210100	1592000.00	1557800.0	1557800.0	1557800.0
2016-09-22	1600000.0	1641000.0	1599000.0	1618000.0	228500	1618000.00	1576000.0	1576000.0	1576000.0
2016-09-23	1582000.0	1598000.0	1566000.0	1571000.0	365900	1571000.00	1584800.0	1584800.0	1584800.0
2016-09-26	1571000.0	1596000.0	1564000.0	1568000.0	290400	1568000.00	1586800.0	1586800.0	1586800.0
2016-09-27	1550000.0	1575000.0	1533000.0	1569000.0	196600	1569000.00	1583600.0	1583600.0	1583600.0
2016-09-28	1554000.0	1573000.0	1554000.0	1567000.0	174100	1567000.00	1578600.0	1578600.0	1578600.0
2016-09-29	1573000.0	1619000.0	1572000.0	1600000.0	227900	1600000.00	1575000.0	1575000.0	1575000.0
2016-09-30	1590000.0	1615000.0	1585000.0	1598000.0	235200	1598000.00	1580400.0	1580400.0	1580400.0
2016-10-03	1598000.0	1598000.0	1598000.0	1598000.0	0	1598000.00	1586400.0	1586400.0	1586400.0
2016-10-04	1610000.0	1624000.0	1606000.0	1614000.0	261000	1614000.00	1595400.0	1595400.0	1595400.0
2016-10-05	1601000.0	1626000.0	1597000.0	1619000.0	249400	1619000.00	1605800.0	1605800.0	1605800.0
2016-10-06	1696000.0	1700000.0	1667000.0	1691000.0	591100	1691000.00	1624000.0	1624000.0	1624000.0
2016-10-07	1700000.0	1716000.0	1690000.0	1706000.0	521000	1706000.00	1645600.0	1645600.0	1645600.0
2016-10-10	1650000.0	1689000.0	1628000.0	1680000.0	505800	1680000.00	1662000.0	1662000.0	1662000.0
2016-10-11	1600000.0	1625000.0	1545000.0	1545000.0	768500	1545000.00	1648200.0	1648200.0	1648200.0
2016-10-12	1495000.0	1545000.0	1494000.0	1535000.0	781700	1535000.00	1631400.0	1631400.0	1631400.0
2016-10-13	1550000.0	1581000.0	1545000.0	1557000.0	437200	1557000.00	1604600.0	1604600.0	1604600.0
2016-10-14	1548000.0	1588000.0	1547000.0	1577000.0	283100	1577000.00	1578800.0	1578800.0	1578800.0
2016-10-17	1565000.0	1602000.0	1538000.0	1590000.0	255700	1590000.00	1560800.0	1560800.0	1560800.0
2016-10-18	1572000.0	1595000.0	1572000.0	1589000.0	207600	1589000.00	1569600.0	1569600.0	1569600.0
2016-10-19	1579000.0	1643000.0	1575000.0	1625000.0	308800	1625000.00	1587600.0	1587600.0	1587600.0
2016-10-20	1626000.0	1651000.0	1609000.0	1620000.0	206600	1620000.00	1600200.0	1600200.0	1600200.0
2016-10-21	1606000.0	1613000.0	1588000.0	1589000.0	209500	1589000.00	1602600.0	1602600.0	1602600.0
2016-10-24	1593000.0	1608000.0	1590000.0	1608000.0	185700	1608000.00	1606200.0	1606200.0	1606200.0
2016-10-25	1600000.0	1604000.0	1592000.0	1597000.0	197300	1597000.00	1607800.0	1607800.0	1607800.0
2016-10-26	1597000.0	1599000.0	1562000.0	1567000.0	210600	1567000.00	1596200.0	1596200.0	1596200.0
2016-10-27	1571000.0	1617000.0	1556000.0	1573000.0	282300	1573000.00	1586800.0	1586800.0	1586800.0
2016-10-28	1580000.0	1614000.0	1580000.0	1614000.0	204200	1614000.00	1591800.0	1591800.0	1591800.0
2016-10-31	1616000.0	1639000.0	1611000.0	1639000.0	241300	1639000.00	1598000.0	1598000.0	1598000.0
2016-11-01	1630000.0	1652000.0	1612000.0	1652000.0	206900	1652000.00	1609000.0	1609000.0	1609000.0