{"id":5043,"date":"2024-05-28T17:42:35","date_gmt":"2024-05-28T08:42:35","guid":{"rendered":"https:\/\/blog.since2020.jp\/?p=5043"},"modified":"2024-05-28T18:24:57","modified_gmt":"2024-05-28T09:24:57","slug":"moving_average","status":"publish","type":"post","link":"https:\/\/since2020.jp\/media\/moving_average\/","title":{"rendered":"\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306b\u304a\u3051\u308b\u79fb\u52d5\u5e73\u5747\u3092\u4f7f\u3046\u30e1\u30ea\u30c3\u30c8\u3068\u306f"},"content":{"rendered":"\n<p>\u79fb\u52d5\u5e73\u5747\u306f\u682a\u4fa1\u3084\u5929\u6c17\u306a\u3069\u306e\u6642\u9593\u3067\u7d30\u304b\u304f\u5909\u5316\u3059\u308b\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5168\u4f53\u306e\u50be\u5411\u3092\u3064\u304b\u307f\u305f\u3044\u3068\u304d\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n\n\n<h2>\u306f\u3058\u3081\u306b<\/h2>\n<p>\u4eca\u56de\u306f\u79fb\u52d5\u5e73\u5747\u306b\u3064\u3044\u3066\u307e\u3068\u3081\u307e\u3057\u305f\u3002\u79fb\u52d5\u5e73\u5747\u306f\u4e3b\u306b\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u6271\u3046\u6642\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\n\n<h2>\u79fb\u52d5\u5e73\u5747\u3068\u306f<\/h2>\n<p>\u682a\u4fa1\u3084\u6c17\u6e29\u306a\u3069\u306e\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306f\u6642\u9593\u3067\u7d30\u304b\u304f\u5909\u5316\u3059\u308b\u305f\u3081\u3001\u5168\u4f53\u306e\u50be\u5411\u3092\u63b4\u307f\u306b\u304f\u3044\u5834\u5408\u304c\u3042\u308a\u307e\u3059\u3002\u305d\u306e\u3088\u3046\u306a\u3068\u304d\u306b\u306f\u300c\u79fb\u52d5\u5e73\u5747\u300d\u3092\u7528\u3044\u308b\u3053\u3068\u3067\u3001\u5909\u5316\u3092\u3088\u308a\u6ed1\u3089\u304b\u306b\u3057\u3066\u30c7\u30fc\u30bf\u3092\u4fef\u77b0\u3067\u304d\u307e\u3059\u3002<\/p>\n\n<h2>\u3069\u306e\u3088\u3046\u306b\u4f7f\u7528\u3059\u308b\u304b<\/h2>\n<p>\u4eca\u56de\u306fpandas-datareader\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\r\n<p>Web\u4e0a\u306e\u69d8\u3005\u306a\u30bd\u30fc\u30b9\u306b\u30a2\u30af\u30bb\u30b9\u3067\u304d\u308bPython\u30e9\u30a4\u30d6\u30e9\u30ea\u306e1\u3064\u3067\u3059\u3002\u65e2\u5b58\u306ePython\u74b0\u5883\u306bPandas\u304c\u5165\u3063\u3066\u3044\u308c\u3070\u4f7f\u3048\u308b\u308f\u3051\u3067\u306f\u306a\u3044\u306e\u3067\u30a4\u30f3\u30b9\u30c8\u30fc\u30eb\u304c\u5fc5\u8981\u3067\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>pip install pandas_datareader<\/code><\/pre>\r\n<\/div>\r\n<p>\u5fc5\u8981\u306a\u30e9\u30a4\u30d6\u30e9\u30ea\u3092\u30a4\u30f3\u30dd\u30fc\u30c8\u3057\u307e\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>import pandas as pd\r\nimport matplotlib.pyplot as plt\r\nimport seaborn as sns \r\nimport pandas_datareader.data as web\r\nimport datetime as dt<\/code><\/pre>\r\n<\/div>\r\n<p>\u4eca\u56de\u306fFRED\uff08St.Louis Fed\uff09\u3092\u4f7f\u7528\u3057\u307e\u3059\u3002<\/p>\r\n<p>\u3053\u308c\u306f\u3001\u30d3\u30c3\u30c8\u30b3\u30a4\u30f3\u306e\u7c73\u30c9\u30eb\u306b\u5bfe\u3059\u308b\u4fa1\u683c\u306e\u30c7\u30fc\u30bf\u3067\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>start = dt.date(2017,1,1)\r\nend = dt.date(2023,1,1)\r\ncode = \"CBBTCUSD\"\r\n\r\ndf = web.DataReader(code,\"fred\",start,end)<\/code><\/pre>\r\n<\/div>\r\n<p>\u30c7\u30fc\u30bf\u306e\u9577\u3055\u3068\u6b20\u640d\u5024\u306e\u6570\u3092\u78ba\u8a8d\u3057\u307e\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>print(f\"data length:{len(df)}\")\r\nprint(f\"\\n{df.isnull().sum()}\"<\/code><\/pre>\r\n<\/div>\r\n<p>data_length:2192<\/p>\r\n<p>&nbsp;<\/p>\r\n<p>CBBTCUSD\u00a0 \u00a0 \u00a0\uff11<\/p>\r\n<p>&nbsp;<\/p>\r\n<p>\u4eca\u56de\u306e\u30c7\u30fc\u30bf\u3067\u306f\u6b20\u640d\u5024\u304c\uff11\u3064\u3057\u304b\u306a\u3044\u306e\u3067\u6b20\u640d\u5024\u304c\u3042\u308b\u884c\u3092\u524a\u9664\u3057\u307e\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>df = df.dropna(axis = 0)<\/code><\/pre>\r\n<\/div>\r\n<p>df\u3092\u53ef\u8996\u5316\u3057\u307e\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>plt.figure(figsize = (10,5))\r\nsns.lineplot(\r\n    x = \"DATE\",\r\n    y = \"CBBTCUSD\",\r\n    data = df\r\n)<\/code><\/pre>\r\n<\/div>\r\n<p><img decoding=\"async\" src=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1.png\" alt=\"\" width=\"868\" height=\"449\" class=\"alignnone size-full wp-image-5045\" srcset=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1.png 868w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-300x155.png 300w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-768x397.png 768w\" sizes=\"(max-width: 868px) 100vw, 868px\" \/><\/p>\r\n<p>\u30c7\u30fc\u30bf\u306e\u91cf\u304c\u591a\u304f\u3001\u5e74\u5ea6\u306b\u3088\u3063\u3066\u5024\u304c\u7d30\u304b\u304f\u5909\u308f\u3063\u3066\u3044\u308b\u306e\u3067\u3001\u5168\u4f53\u306e\u6d41\u308c\u304c\u3064\u304b\u307f\u306b\u304f\u3044\u3067\u3059\u3002<\/p>\r\n<p>\u3053\u3053\u3067\u4fbf\u5229\u306a\u306e\u304c\u300c\u79fb\u52d5\u5e73\u5747\u300d\u3067\u3059\u3002\u591a\u304f\u306e\u5834\u5408\u306e\u79fb\u52d5\u5e73\u5747\u306f\u30c7\u30fc\u30bf\u9577\u306e10%\u306e\u5024\u306b\u8a2d\u5b9a\u3059\u308b\u5834\u5408\u304c\u591a\u3044\u3067\u3059\u3002window\u306b\u30c7\u30fc\u30bf\u9577\u306e10%\u306e\u5024\u3092\u6307\u5b9a\u3057\u307e\u3059\u3002\u5f15\u6570min_periods\u306b\u6574\u6570\u5024\u3092\u6307\u5b9a\u3059\u308b\u3068\u3001\u305d\u306e\u5024\u306e\u500b\u6570\u306e\u30c7\u30fc\u30bf\u304c\u542b\u307e\u308c\u3066\u3044\u308c\u3070\u7d50\u679c\u304c\u7b97\u51fa\u3055\u308c\u307e\u3059\u3002<\/p>\r\n<p>&nbsp;<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>df[\"10%MA\"] = df[\"CBBTCUSD\"].rolling(window = 219,min_periods = 0).mean()\r\n<\/code><\/pre>\r\n<\/div>\r\n<p>\u79fb\u52d5\u5e73\u5747\u3082\u542b\u3081\u305f\u30b0\u30e9\u30d5\u3092\u51fa\u529b\u3057\u307e\u3059\u3002<\/p>\r\n<div class=\"hcb_wrap\">\r\n<pre class=\"prism line-numbers lang-python\" data-lang=\"Python\"><code>plt.figure(figsize = (10,5))\r\nfor col in df.columns:\r\n  graph = sns.lineplot(\r\n      x = \"DATE\",\r\n      y = col,\r\n      data = df,\r\n      label = col\r\n)\r\nplt.legend(loc = \"upper left\") <\/code><\/pre>\r\n<\/div>\r\n<p><img decoding=\"async\" src=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-1.png\" alt=\"\" width=\"868\" height=\"449\" class=\"alignnone size-full wp-image-5046\" srcset=\"https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-1.png 868w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-1-300x155.png 300w, https:\/\/since2020.jp\/media\/wp-content\/uploads\/2024\/05\/Untitled-1-1-768x397.png 768w\" sizes=\"(max-width: 868px) 100vw, 868px\" \/><\/p>\r\n<p>\u79fb\u52d5\u5e73\u5747\u304c\u3042\u308b\u3053\u3068\u306b\u3088\u3063\u3066\u3001\u5168\u4f53\u306e\u50be\u5411\u304c\u3064\u304b\u307f\u3084\u3059\u304f\u3001\u3088\u308a\u5206\u304b\u308a\u3084\u3059\u3044\u30b0\u30e9\u30d5\u306b\u306a\u3063\u305f\u304b\u3068\u601d\u3044\u307e\u3059\u3002<\/p>\n\n<h2>\u307e\u3068\u3081<\/h2>\n<p>\u4eca\u56de\u306f\u79fb\u52d5\u5e73\u5747\u306b\u3064\u3044\u3066\u307e\u3068\u3081\u307e\u3057\u305f\u3002<\/p>\r\n<p>\u79fb\u52d5\u5e73\u5747\u306b\u3088\u3063\u3066\u3001\u5909\u5316\u304c\u6fc0\u3057\u3044\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3067\u3082\u5168\u4f53\u306e\u50be\u5411\u3092\u3064\u304b\u3080\u3053\u3068\u304c\u3067\u304d\u308b\u306e\u3067\u3001\u305d\u306e\u3088\u3046\u306a\u30c7\u30fc\u30bf\u306b\u906d\u9047\u3057\u305f\u969b\u306b\u306f\u4f7f\u3063\u3066\u307f\u308b\u3068\u826f\u3044\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/p>","protected":false},"excerpt":{"rendered":"<p>\u79fb\u52d5\u5e73\u5747\u306f\u682a\u4fa1\u3084\u5929\u6c17\u306a\u3069\u306e\u6642\u9593\u3067\u7d30\u304b\u304f\u5909\u5316\u3059\u308b\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u306e\u5168\u4f53\u306e\u50be\u5411\u3092\u3064\u304b\u307f\u305f\u3044\u3068\u304d\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002 \u306f\u3058\u3081\u306b \u4eca\u56de\u306f\u79fb\u52d5\u5e73\u5747\u306b\u3064\u3044\u3066\u307e\u3068\u3081\u307e\u3057\u305f\u3002\u79fb\u52d5\u5e73\u5747\u306f\u4e3b\u306b\u6642\u7cfb\u5217\u30c7\u30fc\u30bf\u3092\u6271\u3046\u6642\u306b\u4f7f\u7528\u3057\u307e\u3059\u3002 \u79fb\u52d5\u5e73\u5747\u3068\u306f \u682a\u4fa1\u3084\u6c17 [&hellip;]<\/p>\n","protected":false},"author":19,"featured_media":3123,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"content-type":"","swell_btn_cv_data":"","footnotes":"","_wp_rev_ctl_limit":""},"categories":[1246],"tags":[331,484,419],"class_list":["post-5043","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-data-infrastructure","tag-python","tag-484","tag-419"],"_links":{"self":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/5043","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/users\/19"}],"replies":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/comments?post=5043"}],"version-history":[{"count":1,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/5043\/revisions"}],"predecessor-version":[{"id":5049,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/posts\/5043\/revisions\/5049"}],"wp:featuredmedia":[{"embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media\/3123"}],"wp:attachment":[{"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/media?parent=5043"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/categories?post=5043"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/since2020.jp\/media\/wp-json\/wp\/v2\/tags?post=5043"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}