Scripts calcul hyperopt multiple

tools/statistique/savgol.py

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+import pandas as pd
+import numpy as np
+import matplotlib.pyplot as plt
+from scipy.interpolate import make_interp_spline
+from scipy.signal import savgol_filter
+
+np.random.seed(42)
+
+# Générer 100 valeurs simulant un prix réel avec fluctuations
+t = np.arange(100)
+trend = np.sin(t/10) * 2  # tendance ondulante
+noise = np.random.randn(100) * 0.5  # bruit
+prices = 50 + trend + noise      # prix centré autour de 50
+
+df = pd.DataFrame({"price": prices})
+
+df["ema5"] = df["price"].ewm(span=5, adjust=False).mean()
+# ATTENTION cela regarde dans le futur
+df["ema5_savgol"] = savgol_filter(df["ema5"], window_length=21, polyorder=3)
+
+# Plot
+# fenetre=21 points, poly order 3
+plt.plot(df["price"], alpha=0.5, label="Prix")
+plt.plot(df["ema5_savgol"], label="EMA5 lissée Savitzky-Golay", color="red")
+plt.legend()
+plt.show()
+