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