{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "import numpy as np\n", "import pandas as pd\n", "import matplotlib.pyplot as plt\n", "import seaborn as sns\n", "sns.set()" ] }, { "cell_type": "code", "execution_count": 2, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
| \n", " | Date | \n", "Open | \n", "High | \n", "Low | \n", "Close | \n", "Adj Close | \n", "Volume | \n", "
|---|---|---|---|---|---|---|---|
| 0 | \n", "2016-11-02 | \n", "778.200012 | \n", "781.650024 | \n", "763.450012 | \n", "768.700012 | \n", "768.700012 | \n", "1872400 | \n", "
| 1 | \n", "2016-11-03 | \n", "767.250000 | \n", "769.950012 | \n", "759.030029 | \n", "762.130005 | \n", "762.130005 | \n", "1943200 | \n", "
| 2 | \n", "2016-11-04 | \n", "750.659973 | \n", "770.359985 | \n", "750.560974 | \n", "762.020020 | \n", "762.020020 | \n", "2134800 | \n", "
| 3 | \n", "2016-11-07 | \n", "774.500000 | \n", "785.190002 | \n", "772.549988 | \n", "782.520020 | \n", "782.520020 | \n", "1585100 | \n", "
| 4 | \n", "2016-11-08 | \n", "783.400024 | \n", "795.632996 | \n", "780.190002 | \n", "790.510010 | \n", "790.510010 | \n", "1350800 | \n", "
| \n", " | signal | \n", "short_ma | \n", "long_ma | \n", "positions | \n", "
|---|---|---|---|---|
| 0 | \n", "0.0 | \n", "768.700012 | \n", "768.700012 | \n", "NaN | \n", "
| 1 | \n", "0.0 | \n", "765.415008 | \n", "765.415008 | \n", "0.0 | \n", "
| 2 | \n", "0.0 | \n", "764.283346 | \n", "764.283346 | \n", "0.0 | \n", "
| 3 | \n", "0.0 | \n", "768.842514 | \n", "768.842514 | \n", "0.0 | \n", "
| 4 | \n", "0.0 | \n", "773.176013 | \n", "773.176013 | \n", "0.0 | \n", "
| 5 | \n", "0.0 | \n", "775.198344 | \n", "775.198344 | \n", "0.0 | \n", "
| 6 | \n", "1.0 | \n", "774.175008 | \n", "773.392866 | \n", "1.0 | \n", "
| 7 | \n", "1.0 | \n", "772.823344 | \n", "770.971260 | \n", "0.0 | \n", "
| 8 | \n", "1.0 | \n", "768.500010 | \n", "767.094456 | \n", "0.0 | \n", "
| 9 | \n", "0.0 | \n", "764.495005 | \n", "766.234009 | \n", "-1.0 | \n", "
| 10 | \n", "0.0 | \n", "760.156667 | \n", "766.074552 | \n", "0.0 | \n", "
| 11 | \n", "0.0 | \n", "757.809998 | \n", "766.504171 | \n", "0.0 | \n", "
| 12 | \n", "0.0 | \n", "757.473327 | \n", "765.824168 | \n", "0.0 | \n", "
| 13 | \n", "0.0 | \n", "760.003326 | \n", "766.413335 | \n", "0.0 | \n", "
| 14 | \n", "0.0 | \n", "765.368327 | \n", "766.934169 | \n", "0.0 | \n", "
| 15 | \n", "1.0 | \n", "765.784993 | \n", "765.139999 | \n", "1.0 | \n", "
| 16 | \n", "1.0 | \n", "765.318329 | \n", "762.737498 | \n", "0.0 | \n", "
| 17 | \n", "1.0 | \n", "764.819997 | \n", "761.314997 | \n", "0.0 | \n", "
| 18 | \n", "1.0 | \n", "766.536672 | \n", "762.005000 | \n", "0.0 | \n", "
| 19 | \n", "1.0 | \n", "764.676666 | \n", "762.339996 | \n", "0.0 | \n", "
| 20 | \n", "0.0 | \n", "761.284993 | \n", "763.326660 | \n", "-1.0 | \n", "
| 21 | \n", "0.0 | \n", "759.536662 | \n", "762.660828 | \n", "0.0 | \n", "
| 22 | \n", "0.0 | \n", "759.676666 | \n", "762.497498 | \n", "0.0 | \n", "
| 23 | \n", "0.0 | \n", "758.154999 | \n", "761.487498 | \n", "0.0 | \n", "
| 24 | \n", "0.0 | \n", "758.213328 | \n", "762.375000 | \n", "0.0 | \n", "
| 25 | \n", "0.0 | \n", "761.276662 | \n", "762.976664 | \n", "0.0 | \n", "
| 26 | \n", "1.0 | \n", "768.171661 | \n", "764.728327 | \n", "1.0 | \n", "
| 27 | \n", "1.0 | \n", "774.633331 | \n", "767.084997 | \n", "0.0 | \n", "
| 28 | \n", "1.0 | \n", "780.229991 | \n", "769.953328 | \n", "0.0 | \n", "
| 29 | \n", "1.0 | \n", "786.556661 | \n", "772.355830 | \n", "0.0 | \n", "
| ... | \n", "... | \n", "... | \n", "... | \n", "... | \n", "
| 222 | \n", "0.0 | \n", "924.373332 | \n", "927.728338 | \n", "0.0 | \n", "
| 223 | \n", "0.0 | \n", "924.943339 | \n", "927.788340 | \n", "0.0 | \n", "
| 224 | \n", "0.0 | \n", "925.056671 | \n", "926.540003 | \n", "0.0 | \n", "
| 225 | \n", "1.0 | \n", "926.700002 | \n", "926.403335 | \n", "1.0 | \n", "
| 226 | \n", "1.0 | \n", "930.480001 | \n", "927.687500 | \n", "0.0 | \n", "
| 227 | \n", "1.0 | \n", "933.466664 | \n", "929.139999 | \n", "0.0 | \n", "
| 228 | \n", "1.0 | \n", "937.909993 | \n", "931.141662 | \n", "0.0 | \n", "
| 229 | \n", "1.0 | \n", "942.033325 | \n", "933.488332 | \n", "0.0 | \n", "
| 230 | \n", "1.0 | \n", "948.169993 | \n", "936.613332 | \n", "0.0 | \n", "
| 231 | \n", "1.0 | \n", "952.639994 | \n", "939.669998 | \n", "0.0 | \n", "
| 232 | \n", "1.0 | \n", "956.885000 | \n", "943.682500 | \n", "0.0 | \n", "
| 233 | \n", "1.0 | \n", "961.783335 | \n", "947.625000 | \n", "0.0 | \n", "
| 234 | \n", "1.0 | \n", "964.765005 | \n", "951.337499 | \n", "0.0 | \n", "
| 235 | \n", "1.0 | \n", "967.986664 | \n", "955.009995 | \n", "0.0 | \n", "
| 236 | \n", "1.0 | \n", "973.230001 | \n", "960.699997 | \n", "0.0 | \n", "
| 237 | \n", "1.0 | \n", "979.255005 | \n", "965.947500 | \n", "0.0 | \n", "
| 238 | \n", "1.0 | \n", "982.541667 | \n", "969.713333 | \n", "0.0 | \n", "
| 239 | \n", "1.0 | \n", "984.726664 | \n", "973.255000 | \n", "0.0 | \n", "
| 240 | \n", "1.0 | \n", "987.256663 | \n", "976.010834 | \n", "0.0 | \n", "
| 241 | \n", "1.0 | \n", "990.625000 | \n", "979.305832 | \n", "0.0 | \n", "
| 242 | \n", "1.0 | \n", "989.825002 | \n", "981.527502 | \n", "0.0 | \n", "
| 243 | \n", "1.0 | \n", "989.886668 | \n", "984.570836 | \n", "0.0 | \n", "
| 244 | \n", "1.0 | \n", "986.348338 | \n", "984.445002 | \n", "0.0 | \n", "
| 245 | \n", "0.0 | \n", "982.771667 | \n", "983.749166 | \n", "-1.0 | \n", "
| 246 | \n", "0.0 | \n", "979.630005 | \n", "983.443334 | \n", "0.0 | \n", "
| 247 | \n", "0.0 | \n", "976.255005 | \n", "983.440002 | \n", "0.0 | \n", "
| 248 | \n", "0.0 | \n", "982.058339 | \n", "985.941671 | \n", "0.0 | \n", "
| 249 | \n", "0.0 | \n", "986.876668 | \n", "988.381668 | \n", "0.0 | \n", "
| 250 | \n", "1.0 | \n", "994.908335 | \n", "990.628337 | \n", "1.0 | \n", "
| 251 | \n", "1.0 | \n", "1004.068339 | \n", "993.420003 | \n", "0.0 | \n", "
252 rows × 4 columns
\n", "