{ "cells": [ { "cell_type": "code", "execution_count": null, "id": "85beb777-95c3-46fd-9c6f-ae584ac20d95", "metadata": {}, "outputs": [], "source": [ "from pandas import DataFrame\n", "import matplotlib.pyplot as plt\n", "from DATA225utils import make_connection, dataframe_query\n", "\n", "%matplotlib inline" ] }, { "cell_type": "code", "execution_count": null, "id": "ad0f88cb-d35b-4fcb-9369-74914bdc6381", "metadata": {}, "outputs": [], "source": [ "conn = make_connection(config_file='stock-prices.ini')" ] }, { "cell_type": "code", "execution_count": null, "id": "4e94198c-77f5-444c-8052-5235596aa432", "metadata": {}, "outputs": [], "source": [ "def compute_moving_average(conn, days, label):\n", " \"\"\"\n", " @cursor the database cursor\n", " @count the number of days for the moving average\n", " @label label for the moving average\n", " \"\"\"\n", " _, df = dataframe_query(conn,\n", " f'SELECT days_ago, price, '\n", " f' CASE WHEN ROW_NUMBER() OVER (ORDER BY days_ago) >= {days} '\n", " f' THEN AVG(price) OVER (ORDER BY days_ago '\n", " f' ROWS BETWEEN {days - 1} PRECEDING '\n", " f' AND CURRENT ROW) '\n", " f' ELSE NULL '\n", " f' END AS {label} '\n", " f'FROM recent_prices '\n", " f'ORDER BY days_ago'\n", " )\n", " \n", " return df" ] }, { "cell_type": "code", "execution_count": null, "id": "b6422882-56b3-4d47-b34f-3c3a878e58f5", "metadata": {}, "outputs": [], "source": [ "plt.figure(figsize=(15, 10))\n", "\n", "first = True\n", "\n", "for days in [3, 5, 10]:\n", " graph_label = f'{days}_day_moving_average'\n", " \n", " df = compute_moving_average(conn, days, graph_label)\n", " display(df) \n", "\n", " rows = df.values.tolist()\n", " xs = [row[0] for row in rows]\n", " ys = [row[1] for row in rows]\n", " avgs = [row[2] for row in rows]\n", " \n", " # Initialize the graph.\n", " if first:\n", " plt.xticks(xs)\n", " plt.plot(xs, ys, linewidth=5)\n", " plt.title('Moving Average of Stock Prices')\n", " plt.xlabel('Days ago')\n", " plt.ylabel('Price')\n", " first = False\n", "\n", " # Plot the moving average line.\n", " plt.plot(xs[days - 1:], avgs[days - 1:], label=graph_label)\n", " \n", "plt.legend()\n", "plt.show()" ] }, { "cell_type": "code", "execution_count": null, "id": "11b6bb83-b19f-4835-a6bb-400fe57309b6", "metadata": {}, "outputs": [], "source": [ "conn.close()" ] }, { "cell_type": "markdown", "id": "0fe44922-50fb-4284-943a-82bf05ea190f", "metadata": {}, "source": [ "#### (c) 2023 by Ronald Mak" ] }, { "cell_type": "code", "execution_count": null, "id": "d7891457-aeb7-4a21-89ca-518a1752067e", "metadata": {}, "outputs": [], "source": [] } ], "metadata": { "kernelspec": { "display_name": "Python 3 (ipykernel)", "language": "python", "name": "python3" }, "language_info": { "codemirror_mode": { "name": "ipython", "version": 3 }, "file_extension": ".py", "mimetype": "text/x-python", "name": "python", "nbconvert_exporter": "python", "pygments_lexer": "ipython3", "version": "3.9.18" } }, "nbformat": 4, "nbformat_minor": 5 }