[英]Fast Fourier Transform Algorithm and Technical Analysis
我的迷你實踐項目要求我做以下事情:
迷你實踐項目的Python代碼如下所示:
#Python code: Download the Daily Stock Prices from Yahoo Finance
from matplotlib.finance
import quotes_historical_yahoo
from pylab
import * import numpy as np import
scipy.signal as sc import
matplotlib.pyplot as plt
import pandas as pd
ticker='AAPL' begdate=(2013,12,6) enddate=(2015,12,20)
data = quotes_historical_yahoo(ticker, begdate, enddate,asobject=True, adjusted=True)
aapl=data.aclose[1:]
np.count_nonzero(aapl)
plt.plot(aapl)
plt.title(‘Apple stock price movement’)
#Python code: Detrend stock prices
detrend=sc.detrend(aapl)
plt.plot(detrend)
plt.title(‘Apple stock detrended prices’)
#Python code: Smooth Detrended Apple Stock Prices
w=np.blackman(20)
#we selected 20 the parameter of the blackman window function
y=np.convolve(w/w.sum(),detrend,mode='same')
plt.plot(y) plt.title(‘Blackman window function for detrended Apple stock
price’)
#Python code: Apply FFT Algorithm
fft=abs(rfft(y)) plt.plot(fft)
plt.title(‘FFT Algorithm applied to Apple stock price’)
當我鍵入>>> fft時,結果應為:array([31.29635197,2706.46455209,1093.11797192,904.02261366,582.27538238,282.87694269,244.95336969,501.27771573,247.04690328,554.24978967,115.67400179,270.142459.0.174.51970 87.25308608、87.15654977、39.34619432])
我不斷收到代碼錯誤:來自matplotlib.finance是無效的語法。 我該如何解決?
from matplotlib.finance
import quotes_historical_yahoo
應該在同一行上,如下所示:
from matplotlib.finance import quotes_historical_yahoo
或者,您可以折行:
from matplotlib.finance \
import quotes_historical_yahoo
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