超初心者がPythonで移動平均線をPlotlyを使ってグラフ化してみた（5分足チャートと同時に表示）

移動平均線もPlotlyで表示してみたい

参考

以下のコードに少し足すだけ

コード

draw_with_plotly.py

import pandas as pd
import plotly.graph_objects as go
import datetime

# 1分足データを取得
df = pd.read_csv('./temp_historical_data/USDJPY.csv', nrows=1500)
df.columns = ["Date", "Open", "High", "Low", "Close", "Volume"]
df["Date"] = pd.to_datetime(df["Date"])
df.set_index("Date", inplace=True)

# 5分足に変換
df5 = pd.DataFrame()
rule = '5T'
df5['Open'] = df.Open.resample(rule).first()
df5['Close'] = df.Close.resample(rule).last()
df5['High'] = df.High.resample(rule).max()
df5['Low'] = df.Low.resample(rule).min()

# SMA計算
df5["SMA5"] = df5["Close"].rolling(window=5).mean()
df5["SMA20"] = df5["Close"].rolling(window=20).mean()

# グラフ化
interval = 12
vals = []
labels = []
for i in range(len(df5)//interval):
    vals.append(df5.index[i*interval])
    labels.append(df5.index[i*interval].strftime('%Y-%m-%d %H:%M'))


fig = go.Figure(
        data=[
                go.Candlestick(
                    x=df5.index,
                    open=df5['Open'],
                    high=df5['High'],
                    low=df5['Low'],
                    close=df5['Close'],
                    hovertext=['date:{}<br>open:{}<br>high:{}<br>low:{}<br>close:{}'
                        .format(i.strftime('%Y-%m-%d %H:%M'), df5.loc[i,'Open'],df5.loc[i,'High'],df5.loc[i,'Low'],df5.loc[i,'Close']) for i in df5.index],
                    hoverinfo="text"
                ),
                go.Scatter(x=df5.index, y=df5.SMA5, line=dict(color='orange', width=1)),
                go.Scatter(x=df5.index, y=df5.SMA20, line=dict(color='green', width=1))
            ],
        layout = go.Layout(
                xaxis = dict(
                    ticktext = labels,
                    tickvals = vals,
                    tickangle = -90
                ),
        )
)
fig.show()

グラフ

感想

簡単。ボリンジャーバンドの同時表示も同じ要領でできそうなのでそちらは割愛しようかな。