How detrended data behave with candlestick chart#
The whole data are detrended using close price (chosen arbitrarily amongst open / close / high / low).
This way, the detrended data can be plotted on candlestick chart.
Otherwise, open / close / high / low prices may cross each other.
1import mplfinance as mpl
2import pandas as pd
3
4from src.utils import init_notebook
1init_notebook()
Choose detrend method
1detrend_model_name = "LinearMADetrend"
2model_options = "window-100"
1raw_data_folder = "data/raw_data"
2processed_data_folder = (
3 f"data/processed_data/detrend_data/{detrend_model_name}/{model_options}"
4)
5stock_name = "AAPL"
1df = pd.read_csv(
2 f"{raw_data_folder}/{stock_name}.csv", parse_dates=["Date"], index_col="Date"
3)
4print(f"{df.shape = }")
5
6df_detrend = pd.read_csv(
7 f"{processed_data_folder}/{stock_name}.csv",
8 parse_dates=["Date"],
9 index_col="Date",
10)
df.shape = (756, 6)
1df_6_months = df[df.index > pd.Timestamp("2021-06-01")]
2df_detrend_6_months = df_detrend[df.index > pd.Timestamp("2021-06-01")]
1mpl.plot(
2 df_6_months,
3 type="candle",
4 title=f"Cours de l'action {stock_name}",
5 style="yahoo",
6)
7mpl.plot(
8 df_detrend_6_months,
9 type="candle",
10 title=f"Cours de l'action {stock_name} sans la tendance",
11 style="yahoo",
12)