13-Commadity-Channel-Index
Sat 17 May 2025
# Created: 20250103
import pyutil as pyu
pyu.get_local_pyinfo()
'conda env: ml312-2024; pyv: 3.12.7 | packaged by Anaconda, Inc. | (main, Oct 4 2024, 13:27:36) [GCC 11.2.0]'
print(pyu.ps2("requests"))
requests==2.32.3
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
# Step 2: Calculate CCI
def calculate_cci(data, window=20):
# Calculate Typical Price (TP)
data['Typical Price'] = (data['High'] + data['Low'] + data['Close']) / 3
# Calculate SMA of Typical Price
data['SMA'] = data['Typical Price'].rolling(window=window).mean()
# Calculate Mean Deviation
data['Mean Deviation'] = data['Typical Price'].rolling(window=window).apply(
# lambda x: pd.Series(x).mad(), raw=True
lambda x: np.mean(np.abs(x - np.mean(x))), raw=True
)
# Calculate CCI
data['CCI'] = (data['Typical Price'] - data['SMA']) / (0.015 * data['Mean Deviation'])
return data
def show_graph(symbol):
# Step 1: Download historical data
start = "2020-01-01"
end = "2024-12-31"
data = yf.download(symbol, start=start, end=end)
# Apply the CCI calculation
data = calculate_cci(data)
# Step 3: Plot CCI
plt.figure(figsize=(14, 7))
# Plot the CCI
plt.subplot(2, 1, 1)
plt.plot(data['Close'], label='Close Price', color='blue')
plt.title(f'{symbol} Close Price')
plt.xlabel('Date')
plt.ylabel('Price')
plt.legend()
plt.grid(True)
plt.subplot(2, 1, 2)
plt.plot(data['CCI'], label='CCI', color='purple')
plt.axhline(100, color='red', linestyle='--', label='Overbought (+100)')
plt.axhline(-100, color='green', linestyle='--', label='Oversold (-100)')
plt.title('Commodity Channel Index (CCI)')
plt.xlabel('Date')
plt.ylabel('CCI')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()
show_graph("AMZN")
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Score: 5
Category: stockmarket