In [1]:
import urllib
from bs4 import BeautifulSoup
from datetime import datetime
import numpy as np
from matplotlib import pyplot as plt
%matplotlib inline
print ("Packages loaded")
Packages loaded
In [2]:
dates = []
date_strs = []
last_trade_prices = []
for nrpage in range(200):
rawurl = "http://finance.naver.com/sise/sise_index_day.nhn?code=KOSPI&page="
url = rawurl + str(nrpage+1)
# Get data (parse)
soup = BeautifulSoup(urllib.urlopen(url).read())
dateinfo = soup.find_all('td', {'class': 'date'})
valueinfo = soup.find_all('td', {'class': 'number_1'})
nrdata = len(valueinfo)
for i in range(nrdata):
# Date
currdate = str(dateinfo[int(i/4)])
currdate = currdate.replace('<td class="date">', '')
currdate = currdate.replace('</td>', '')
currdate = currdate.replace('.', "")
# Values
currdata = str(valueinfo[i])
currdata = currdata.replace('<td class="number_1">', "")
currdata = currdata.replace('</td>', "")
currdata = currdata.replace('<span class="tah p11 red01">', '')
currdata = currdata.replace('</span>', "")
currdata = currdata.replace('<td class="number_1" style="padding-right:40px;">', "")
currdata = currdata.replace('<td class="number_1" style="padding-right:30px;">', "")
currdata = currdata.replace('<span class="tah p11 nv01">', "")
currdata = currdata.replace(' ', "")
currdata = currdata.replace('\n', "")
currdata = currdata.replace('\t', "")
currdata = currdata.replace(',', "")
if i % 4 == 0:
print ("\nCurr date is %s" % (currdate))
date_strs.append(currdate)
dates.append(float(currdate))
print ("Last traded price: %s" % (currdata))
last_trade_prices.append(float(currdata))
elif i % 4 == 1:
print ("Fluctuation ratio: %s" % (currdata))
elif i % 4 == 2:
print ("Traded volume: %s" % (currdata))
elif i % 4 == 3:
print ("Traded price: %s" % (currdata))
# Reverse
dates.reverse()
date_strs.reverse()
last_trade_prices.reverse()
Curr date is 20160725
Last traded price: 2009.52
Fluctuation ratio: -0.04%
Traded volume: 209464
Traded price: 2075669
Curr date is 20160722
Last traded price: 2010.34
Fluctuation ratio: -0.09%
Traded volume: 316365
Traded price: 3686869
Curr date is 20160721
Last traded price: 2012.22
Fluctuation ratio: -0.16%
Traded volume: 387481
Traded price: 3847464
Curr date is 20160720
Last traded price: 2015.46
Fluctuation ratio: -0.07%
Traded volume: 309989
Traded price: 3438452
Curr date is 20160719
Last traded price: 2016.89
Fluctuation ratio: -0.21%
Traded volume: 377425
Traded price: 3693836
Curr date is 20160718
Last traded price: 2021.11
Fluctuation ratio: +0.19%
Traded volume: 376256
Traded price: 3489650
Curr date is 20160715
Last traded price: 2017.26
Fluctuation ratio: +0.42%
Traded volume: 473600
Traded price: 4557938
Curr date is 20160714
Last traded price: 2008.77
Fluctuation ratio: +0.16%
Traded volume: 334351
Traded price: 4208693
Curr date is 20160713
Last traded price: 2005.55
Fluctuation ratio: +0.72%
Traded volume: 353365
Traded price: 4655778
Curr date is 20160712
Last traded price: 1991.23
Fluctuation ratio: +0.14%
Traded volume: 427454
Traded price: 4404322
Curr date is 20160711
Last traded price: 1988.54
Fluctuation ratio: +1.30%
Traded volume: 332552
Traded price: 4239228
Curr date is 20160708
Last traded price: 1963.10
Fluctuation ratio: -0.56%
Traded volume: 345926
Traded price: 4066529
Curr date is 20160707
Last traded price: 1974.08
Fluctuation ratio: +1.07%
Traded volume: 374574
Traded price: 3866686
Curr date is 20160706
Last traded price: 1953.12
Fluctuation ratio: -1.85%
Traded volume: 451690
Traded price: 4683910
Curr date is 20160705
Last traded price: 1989.85
Fluctuation ratio: -0.27%
Traded volume: 398730
Traded price: 3872453
Curr date is 20160704
Last traded price: 1995.30
Fluctuation ratio: +0.40%
Traded volume: 462342
Traded price: 4047771
Curr date is 20160701
Last traded price: 1987.32
Fluctuation ratio: +0.86%
Traded volume: 442076
Traded price: 4280276
Curr date is 20160630
Last traded price: 1970.35
Fluctuation ratio: +0.72%
Traded volume: 349862
Traded price: 5326567
Curr date is 20160629
Last traded price: 1956.36
Fluctuation ratio: +1.04%
Traded volume: 446686
Traded price: 4757342
Curr date is 20160628
Last traded price: 1936.22
Fluctuation ratio: +0.49%
Traded volume: 368239
Traded price: 4360447
Curr date is 20160627
Last traded price: 1926.85
Fluctuation ratio: +0.08%
Traded volume: 389617
Traded price: 5095563
Curr date is 20160624
Last traded price: 1925.24
Fluctuation ratio: -3.09%
Traded volume: 726661
Traded price: 8541520
Curr date is 20160623
Last traded price: 1986.71
Fluctuation ratio: -0.29%
Traded volume: 449586
Traded price: 4155747
Curr date is 20160622
Last traded price: 1992.58
Fluctuation ratio: +0.50%
Traded volume: 401930
Traded price: 3945907
Curr date is 20160621
Last traded price: 1982.70
Fluctuation ratio: +0.08%
Traded volume: 548571
Traded price: 4426426
Curr date is 20160620
Last traded price: 1981.12
Fluctuation ratio: +1.42%
Traded volume: 385489
Traded price: 3908118
Curr date is 20160617
Last traded price: 1953.40
Fluctuation ratio: +0.07%
Traded volume: 478811
Traded price: 4420744
Curr date is 20160616
Last traded price: 1951.99
Fluctuation ratio: -0.86%
Traded volume: 432990
Traded price: 4386606
Curr date is 20160615
Last traded price: 1968.83
Fluctuation ratio: -0.16%
Traded volume: 371503
Traded price: 4491931
Curr date is 20160614
Last traded price: 1972.03
Fluctuation ratio: -0.36%
Traded volume: 434390
Traded price: 4919384
Curr date is 20160613
Last traded price: 1979.06
Fluctuation ratio: -1.91%
Traded volume: 437223
Traded price: 4530726
Curr date is 20160610
Last traded price: 2017.63
Fluctuation ratio: -0.32%
Traded volume: 399304
Traded price: 4711178
Curr date is 20160609
Last traded price: 2024.17
Fluctuation ratio: -0.14%
Traded volume: 591484
Traded price: 7585446
Curr date is 20160608
Last traded price: 2027.08
Fluctuation ratio: +0.77%
Traded volume: 490074
Traded price: 5705455
Curr date is 20160607
Last traded price: 2011.63
Fluctuation ratio: +1.30%
Traded volume: 472781
Traded price: 5459279
Curr date is 20160603
Last traded price: 1985.84
Fluctuation ratio: +0.04%
Traded volume: 514910
Traded price: 5150261
Curr date is 20160602
Last traded price: 1985.11
Fluctuation ratio: +0.12%
Traded volume: 461076
Traded price: 5143907
Curr date is 20160601
Last traded price: 1982.72
Fluctuation ratio: -0.03%
Traded volume: 496335
Traded price: 5314023
Curr date is 20160531
Last traded price: 1983.40
Fluctuation ratio: +0.83%
Traded volume: 647543
Traded price: 8425308
Curr date is 20160530
Last traded price: 1967.13
Fluctuation ratio: -0.10%
Traded volume: 541202
Traded price: 4532734
Curr date is 20160527
Last traded price: 1969.17
Fluctuation ratio: +0.62%
Traded volume: 517989
Traded price: 4814077
Curr date is 20160526
Last traded price: 1957.06
Fluctuation ratio: -0.18%
Traded volume: 551033
Traded price: 4991688
Curr date is 20160525
Last traded price: 1960.51
Fluctuation ratio: +1.18%
Traded volume: 650749
Traded price: 5410461
Curr date is 20160524
Last traded price: 1937.68
Fluctuation ratio: -0.90%
Traded volume: 511809
Traded price: 4905045
Curr date is 20160523
Last traded price: 1955.25
Fluctuation ratio: +0.39%
Traded volume: 393845
Traded price: 4011176
Curr date is 20160520
Last traded price: 1947.67
Fluctuation ratio: +0.05%
Traded volume: 383159
Traded price: 4399090
Curr date is 20160519
Last traded price: 1946.78
Fluctuation ratio: -0.51%
Traded volume: 500755
Traded price: 5225527
Curr date is 20160518
Last traded price: 1956.73
Fluctuation ratio: -0.58%
Traded volume: 688631
Traded price: 6511596
Curr date is 20160517
Last traded price: 1968.06
Fluctuation ratio: +0.01%
Traded volume: 590808
Traded price: 5414916
Curr date is 20160516
Last traded price: 1967.91
Fluctuation ratio: +0.05%
Traded volume: 520295
Traded price: 4797446
Curr date is 20160513
Last traded price: 1966.99
Fluctuation ratio: -0.53%
Traded volume: 500776
Traded price: 4495599
Curr date is 20160512
Last traded price: 1977.49
Fluctuation ratio: -0.13%
Traded volume: 445986
Traded price: 4038195
Curr date is 20160511
Last traded price: 1980.10
Fluctuation ratio: -0.12%
Traded volume: 393495
Traded price: 4363815
Curr date is 20160510
Last traded price: 1982.50
Fluctuation ratio: +0.75%
Traded volume: 364980
Traded price: 4773150
Curr date is 20160509
Last traded price: 1967.81
Fluctuation ratio: -0.45%
Traded volume: 338214
Traded price: 5179317
Curr date is 20160504
Last traded price: 1976.71
Fluctuation ratio: -0.49%
Traded volume: 348731
Traded price: 4926327
Curr date is 20160503
Last traded price: 1986.41
Fluctuation ratio: +0.42%
Traded volume: 306496
Traded price: 3729473
Curr date is 20160502
Last traded price: 1978.15
Fluctuation ratio: -0.80%
Traded volume: 324975
Traded price: 3849348
Curr date is 20160429
Last traded price: 1994.15
Fluctuation ratio: -0.34%
Traded volume: 393295
Traded price: 4899464
Curr date is 20160428
Last traded price: 2000.93
Fluctuation ratio: -0.72%
Traded volume: 336073
Traded price: 5240945
Curr date is 20160427
Last traded price: 2015.40
Fluctuation ratio: -0.21%
Traded volume: 407874
Traded price: 5312008
Curr date is 20160426
Last traded price: 2019.63
Fluctuation ratio: +0.25%
Traded volume: 502391
Traded price: 5110466
Curr date is 20160425
Last traded price: 2014.55
Fluctuation ratio: -0.05%
Traded volume: 392813
Traded price: 4310191
Curr date is 20160422
Last traded price: 2015.49
Fluctuation ratio: -0.33%
Traded volume: 475058
Traded price: 4149096
Curr date is 20160421
Last traded price: 2022.10
Fluctuation ratio: +0.81%
Traded volume: 387844
Traded price: 4714212
Curr date is 20160420
Last traded price: 2005.83
Fluctuation ratio: -0.27%
Traded volume: 419041
Traded price: 4528325
Curr date is 20160419
Last traded price: 2011.36
Fluctuation ratio: +0.11%
Traded volume: 397413
Traded price: 4392297
Curr date is 20160418
Last traded price: 2009.10
Fluctuation ratio: -0.28%
Traded volume: 334757
Traded price: 4247470
Curr date is 20160415
Last traded price: 2014.71
Fluctuation ratio: -0.06%
Traded volume: 313110
Traded price: 4428494
Curr date is 20160414
Last traded price: 2015.93
Fluctuation ratio: +1.75%
Traded volume: 456829
Traded price: 6285943
Curr date is 20160412
Last traded price: 1981.32
Fluctuation ratio: +0.56%
Traded volume: 372146
Traded price: 3861385
Curr date is 20160411
Last traded price: 1970.37
Fluctuation ratio: -0.09%
Traded volume: 370220
Traded price: 3801200
Curr date is 20160408
Last traded price: 1972.05
Fluctuation ratio: -0.09%
Traded volume: 394571
Traded price: 4332858
Curr date is 20160407
Last traded price: 1973.89
Fluctuation ratio: +0.13%
Traded volume: 427063
Traded price: 4578002
Curr date is 20160406
Last traded price: 1971.32
Fluctuation ratio: +0.44%
Traded volume: 318532
Traded price: 4299791
Curr date is 20160405
Last traded price: 1962.74
Fluctuation ratio: -0.82%
Traded volume: 359996
Traded price: 3992300
Curr date is 20160404
Last traded price: 1978.97
Fluctuation ratio: +0.27%
Traded volume: 359061
Traded price: 4192246
Curr date is 20160401
Last traded price: 1973.57
Fluctuation ratio: -1.12%
Traded volume: 378202
Traded price: 4777024
Curr date is 20160331
Last traded price: 1995.85
Fluctuation ratio: -0.31%
Traded volume: 322879
Traded price: 4840902
Curr date is 20160330
Last traded price: 2002.14
Fluctuation ratio: +0.36%
Traded volume: 347263
Traded price: 4517708
Curr date is 20160329
Last traded price: 1994.91
Fluctuation ratio: +0.62%
Traded volume: 377908
Traded price: 3991750
Curr date is 20160328
Last traded price: 1982.54
Fluctuation ratio: -0.06%
Traded volume: 405980
Traded price: 3365429
Curr date is 20160325
Last traded price: 1983.81
Fluctuation ratio: -0.11%
Traded volume: 457306
Traded price: 3751912
Curr date is 20160324
Last traded price: 1985.97
Fluctuation ratio: -0.46%
Traded volume: 336185
Traded price: 3777427
Curr date is 20160323
Last traded price: 1995.12
Fluctuation ratio: -0.08%
Traded volume: 363163
Traded price: 3929377
Curr date is 20160322
Last traded price: 1996.81
Fluctuation ratio: +0.35%
Traded volume: 379381
Traded price: 4416765
Curr date is 20160321
Last traded price: 1989.76
Fluctuation ratio: -0.12%
Traded volume: 320666
Traded price: 4012257
Curr date is 20160318
Last traded price: 1992.12
Fluctuation ratio: +0.21%
Traded volume: 380108
Traded price: 4659018
Curr date is 20160317
Last traded price: 1987.99
Fluctuation ratio: +0.66%
Traded volume: 282237
Traded price: 4668378
Curr date is 20160316
Last traded price: 1974.90
Fluctuation ratio: +0.25%
Traded volume: 289945
Traded price: 4055964
Curr date is 20160315
Last traded price: 1969.97
Fluctuation ratio: -0.12%
Traded volume: 260916
Traded price: 3764672
Curr date is 20160314
Last traded price: 1972.27
Fluctuation ratio: +0.04%
Traded volume: 353027
Traded price: 4167785
Curr date is 20160311
Last traded price: 1971.41
Fluctuation ratio: +0.11%
Traded volume: 299293
Traded price: 4116595
Curr date is 20160310
Last traded price: 1969.33
Fluctuation ratio: +0.84%
Traded volume: 346406
Traded price: 5055951
Curr date is 20160309
Last traded price: 1952.95
Fluctuation ratio: +0.35%
Traded volume: 345920
Traded price: 4212533
Curr date is 20160308
Last traded price: 1946.12
Fluctuation ratio: -0.60%
Traded volume: 354037
Traded price: 4844001
Curr date is 20160307
Last traded price: 1957.87
Fluctuation ratio: +0.11%
Traded volume: 340260
Traded price: 4611978
Curr date is 20160304
Last traded price: 1955.63
Fluctuation ratio: -0.13%
Traded volume: 312175
Traded price: 4491198
Curr date is 20160303
Last traded price: 1958.17
Fluctuation ratio: +0.55%
Traded volume: 417546
Traded price: 4903735
Curr date is 20160302
Last traded price: 1947.42
Fluctuation ratio: +1.60%
Traded volume: 316865
Traded price: 5110434
Curr date is 20160229
Last traded price: 1916.66
Fluctuation ratio: -0.18%
Traded volume: 271547
Traded price: 4534806
Curr date is 20160226
Last traded price: 1920.16
Fluctuation ratio: +0.08%
Traded volume: 268811
Traded price: 3964062
Curr date is 20160225
Last traded price: 1918.57
Fluctuation ratio: +0.32%
Traded volume: 297760
Traded price: 3881831
Curr date is 20160224
Last traded price: 1912.53
Fluctuation ratio: -0.09%
Traded volume: 277072
Traded price: 3516031
Curr date is 20160223
Last traded price: 1914.22
Fluctuation ratio: -0.11%
Traded volume: 323952
Traded price: 3948979
Curr date is 20160222
Last traded price: 1916.36
Fluctuation ratio: +0.01%
Traded volume: 261987
Traded price: 3404998
Curr date is 20160219
Last traded price: 1916.24
Fluctuation ratio: +0.39%
Traded volume: 307221
Traded price: 3825333
Curr date is 20160218
Last traded price: 1908.84
Fluctuation ratio: +1.32%
Traded volume: 327418
Traded price: 4646452
Curr date is 20160217
Last traded price: 1883.94
Fluctuation ratio: -0.23%
Traded volume: 333899
Traded price: 5061065
Curr date is 20160216
Last traded price: 1888.30
Fluctuation ratio: +1.40%
Traded volume: 381620
Traded price: 4196969
Curr date is 20160215
Last traded price: 1862.20
Fluctuation ratio: +1.47%
Traded volume: 281431
Traded price: 4413358
Curr date is 20160212
Last traded price: 1835.28
Fluctuation ratio: -1.41%
Traded volume: 465667
Traded price: 6236294
Curr date is 20160211
Last traded price: 1861.54
Fluctuation ratio: -2.93%
Traded volume: 381071
Traded price: 4635376
Curr date is 20160205
Last traded price: 1917.79
Fluctuation ratio: +0.08%
Traded volume: 290560
Traded price: 4245650
Curr date is 20160204
Last traded price: 1916.26
Fluctuation ratio: +1.35%
Traded volume: 358802
Traded price: 5131794
Curr date is 20160203
Last traded price: 1890.67
Fluctuation ratio: -0.84%
Traded volume: 403016
Traded price: 4739686
Curr date is 20160202
Last traded price: 1906.60
Fluctuation ratio: -0.95%
Traded volume: 407067
Traded price: 4552972
Curr date is 20160201
Last traded price: 1924.82
Fluctuation ratio: +0.67%
Traded volume: 435759
Traded price: 5062947
Curr date is 20160129
Last traded price: 1912.06
Fluctuation ratio: +0.27%
Traded volume: 379159
Traded price: 5966488
Curr date is 20160128
Last traded price: 1906.94
Fluctuation ratio: +0.48%
Traded volume: 306801
Traded price: 4609354
Curr date is 20160127
Last traded price: 1897.87
Fluctuation ratio: +1.40%
Traded volume: 345542
Traded price: 4999182
Curr date is 20160126
Last traded price: 1871.69
Fluctuation ratio: -1.15%
Traded volume: 295266
Traded price: 4409881
Curr date is 20160125
Last traded price: 1893.43
Fluctuation ratio: +0.74%
Traded volume: 311413
Traded price: 4004975
Curr date is 20160122
Last traded price: 1879.43
Fluctuation ratio: +2.11%
Traded volume: 400293
Traded price: 4344515
Curr date is 20160121
Last traded price: 1840.53
Fluctuation ratio: -0.27%
Traded volume: 424485
Traded price: 4729614
Curr date is 20160120
Last traded price: 1845.45
Fluctuation ratio: -2.34%
Traded volume: 400261
Traded price: 5240327
Curr date is 20160119
Last traded price: 1889.64
Fluctuation ratio: +0.60%
Traded volume: 329977
Traded price: 4441550
Curr date is 20160118
Last traded price: 1878.45
Fluctuation ratio: -0.02%
Traded volume: 273261
Traded price: 4056222
Curr date is 20160115
Last traded price: 1878.87
Fluctuation ratio: -1.11%
Traded volume: 303991
Traded price: 4391132
Curr date is 20160114
Last traded price: 1900.01
Fluctuation ratio: -0.85%
Traded volume: 305931
Traded price: 4264454
Curr date is 20160113
Last traded price: 1916.28
Fluctuation ratio: +1.34%
Traded volume: 261810
Traded price: 3882822
Curr date is 20160112
Last traded price: 1890.86
Fluctuation ratio: -0.21%
Traded volume: 290808
Traded price: 3787415
Curr date is 20160111
Last traded price: 1894.84
Fluctuation ratio: -1.19%
Traded volume: 319556
Traded price: 4145526
Curr date is 20160108
Last traded price: 1917.62
Fluctuation ratio: +0.70%
Traded volume: 400556
Traded price: 4995379
Curr date is 20160107
Last traded price: 1904.33
Fluctuation ratio: -1.10%
Traded volume: 388136
Traded price: 4907247
Curr date is 20160106
Last traded price: 1925.43
Fluctuation ratio: -0.26%
Traded volume: 585978
Traded price: 5917977
Curr date is 20160105
Last traded price: 1930.53
Fluctuation ratio: +0.61%
Traded volume: 440914
Traded price: 4097962
Curr date is 20160104
Last traded price: 1918.76
Fluctuation ratio: -2.17%
Traded volume: 355001
Traded price: 3917340
Curr date is 20151230
Last traded price: 1961.31
Fluctuation ratio: -0.25%
Traded volume: 300574
Traded price: 3670486
Curr date is 20151229
Last traded price: 1966.31
Fluctuation ratio: +0.11%
Traded volume: 395493
Traded price: 3757607
Curr date is 20151228
Last traded price: 1964.06
Fluctuation ratio: -1.34%
Traded volume: 389692
Traded price: 3753973
Curr date is 20151224
Last traded price: 1990.65
Fluctuation ratio: -0.43%
Traded volume: 497593
Traded price: 3551535
Curr date is 20151223
Last traded price: 1999.22
Fluctuation ratio: +0.33%
Traded volume: 487032
Traded price: 3918294
Curr date is 20151222
Last traded price: 1992.56
Fluctuation ratio: +0.57%
Traded volume: 569183
Traded price: 4119722
Curr date is 20151221
Last traded price: 1981.19
Fluctuation ratio: +0.30%
Traded volume: 532535
Traded price: 3534909
Curr date is 20151218
Last traded price: 1975.32
Fluctuation ratio: -0.13%
Traded volume: 665731
Traded price: 4021859
Curr date is 20151217
Last traded price: 1977.96
Fluctuation ratio: +0.43%
Traded volume: 374572
Traded price: 3850731
Curr date is 20151216
Last traded price: 1969.40
Fluctuation ratio: +1.88%
Traded volume: 467637
Traded price: 4207020
Curr date is 20151215
Last traded price: 1932.97
Fluctuation ratio: +0.27%
Traded volume: 427891
Traded price: 3593520
Curr date is 20151214
Last traded price: 1927.82
Fluctuation ratio: -1.07%
Traded volume: 425668
Traded price: 4022027
Curr date is 20151211
Last traded price: 1948.62
Fluctuation ratio: -0.18%
Traded volume: 373906
Traded price: 4020271
Curr date is 20151210
Last traded price: 1952.07
Fluctuation ratio: +0.20%
Traded volume: 372100
Traded price: 4506365
Curr date is 20151209
Last traded price: 1948.24
Fluctuation ratio: -0.04%
Traded volume: 373794
Traded price: 3636724
Curr date is 20151208
Last traded price: 1949.04
Fluctuation ratio: -0.75%
Traded volume: 401162
Traded price: 3574227
Curr date is 20151207
Last traded price: 1963.67
Fluctuation ratio: -0.54%
Traded volume: 376919
Traded price: 3356172
Curr date is 20151204
Last traded price: 1974.40
Fluctuation ratio: -0.99%
Traded volume: 373376
Traded price: 3174983
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Last traded price: 1823.10
Fluctuation ratio: +0.75%
Traded volume: 425444
Traded price: 6529655
Curr date is 20111012
Last traded price: 1809.50
Fluctuation ratio: +0.81%
Traded volume: 346648
Traded price: 5591456
Curr date is 20111011
Last traded price: 1795.02
Fluctuation ratio: +1.62%
Traded volume: 394217
Traded price: 7030870
Curr date is 20111010
Last traded price: 1766.44
Fluctuation ratio: +0.38%
Traded volume: 271702
Traded price: 4968059
Curr date is 20111007
Last traded price: 1759.77
Fluctuation ratio: +2.89%
Traded volume: 329710
Traded price: 7442564
Curr date is 20111006
Last traded price: 1710.32
Fluctuation ratio: +2.63%
Traded volume: 347674
Traded price: 7770663
Curr date is 20111005
Last traded price: 1666.52
Fluctuation ratio: -2.33%
Traded volume: 330973
Traded price: 7560971
Curr date is 20111004
Last traded price: 1706.19
Fluctuation ratio: -3.59%
Traded volume: 296709
Traded price: 6599426
Curr date is 20110930
Last traded price: 1769.65
Fluctuation ratio: +0.02%
Traded volume: 322160
Traded price: 6149813
Curr date is 20110929
Last traded price: 1769.29
Fluctuation ratio: +2.68%
Traded volume: 369425
Traded price: 6594996
Curr date is 20110928
Last traded price: 1723.09
Fluctuation ratio: -0.73%
Traded volume: 339547
Traded price: 6248654
Curr date is 20110927
Last traded price: 1735.71
Fluctuation ratio: +5.02%
Traded volume: 334476
Traded price: 6098523
Curr date is 20110926
Last traded price: 1652.71
Fluctuation ratio: -2.64%
Traded volume: 419143
Traded price: 7283338
Curr date is 20110923
Last traded price: 1697.44
Fluctuation ratio: -5.73%
Traded volume: 407148
Traded price: 7442827
Curr date is 20110922
Last traded price: 1800.55
Fluctuation ratio: -2.90%
Traded volume: 291142
Traded price: 5705571
Curr date is 20110921
Last traded price: 1854.28
Fluctuation ratio: +0.89%
Traded volume: 293377
Traded price: 5877761
Curr date is 20110920
Last traded price: 1837.97
Fluctuation ratio: +0.94%
Traded volume: 317144
Traded price: 5461918
Curr date is 20110919
Last traded price: 1820.94
Fluctuation ratio: -1.04%
Traded volume: 331500
Traded price: 4916366
Curr date is 20110916
Last traded price: 1840.10
Fluctuation ratio: +3.72%
Traded volume: 423993
Traded price: 7510863
In [3]:
plt.figure(1, figsize=(14, 7))
n = len(last_trade_prices)
x = range(n)
step = int(n/20)
xtick_input = x[0:n:step]
xtick_input.append(x[-1])
xtick_str = date_strs[0:n:step]
xtick_str.append(date_strs[-1])
plt.xticks(xtick_input, xtick_str, fontsize=20
, rotation='vertical')
plt.plot(x, last_trade_prices, "-")
plt.title("KOSPI")
Out[3]:
<matplotlib.text.Text at 0x7f02aadc3350>
In [4]:
def kernel_se(X1, X2, g2, l2, w2):
n1 = X1.shape[0]
n2 = X2.shape[0]
K = np.zeros((n1, n2))
for i in range(n1):
for j in range(n2):
x1 = X1[i, :]
x2 = X2[j, :]
d = x1 - x2
K[i, j] = g2*np.exp(-d*d/(l2))
if n1 > 1 and i == j:
K[i, j] = K[i, j] + w2
return K
print ("Kernel function defined")
Kernel function defined
In [39]:
xdata = np.array(x).reshape(-1, len(x)).T
ydata = np.array(last_trade_prices).reshape(-1, len(last_trade_prices)).T
ydata_mz = ydata - np.mean(ydata)
xtest = xtest = np.array([np.linspace(0, 1200, 3000)]).T
g2 = 1
l2 = 30
w2 = 1e-1
Kdata = kernel_se(xdata, xdata, g2, l2, w2)
alpha = np.matmul(np.linalg.inv(Kdata), ydata_mz)
Ktest = kernel_se(xtest, xdata, g2, l2, w2)
ytest = np.matmul(Ktest, alpha) + np.mean(ydata)
print ("GPR ready")
# Plot
plt.figure(1, figsize=(15, 8))
plt.plot(xdata[:, 0], ydata[:, 0], 'r-', label='Original data')
plt.plot(xtest[:, 0], ytest[:, 0], 'b-', label='GPR')
plt.legend()
GPR ready
Out[39]:
<matplotlib.legend.Legend at 0x7f02a8a7c850>
In [43]:
import pandas
Content source: sjchoi86/Tensorflow-101
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