June 2015
Beginner
348 pages
8h 44m
English
Content preview from Numpy Beginner's Guide (Update)Become an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Time for action – detecting a trend in QQQ
Often we are more interested in the trend of a data sample than in detrending it. We can still get the trend back easily after detrending. Let's do that for one year of price data for QQQ.
- Write code that gets the close price and corresponding dates for QQQ:
today = date.today() start = (today.year - 1, today.month, today.day) quotes = quotes_historical_yahoo("QQQ", start, today) quotes = np.array(quotes) dates = quotes.T[0] qqq = quotes.T[4] - Detrend the signal:
y = signal.detrend(qqq)
- Create month and day locators for the dates:
alldays = DayLocator() months = MonthLocator()
- Create a date formatter that creates a string of month name and year:
month_formatter = DateFormatter("%b %Y") - Create a figure and subplot: ...
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