32-Money-Flow-Index
Sat 17 May 2025
# Created: 20250104
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("yfinance pandas matplotlib"))
yfinance==0.2.51
pandas==2.2.3
matplotlib==3.9.3
import yfinance as yf
import pandas as pd
import numpy as np
import matplotlib.pyplot as plt
import yfinance as yf
import pandas as pd
import matplotlib.pyplot as plt
# Step 1: Download historical data
symbol = "^GSPC" # S&P 500 as an example
start = "2020-01-01"
end = "2023-12-31"
data = yf.download(symbol, start=start, end=end)
# Step 2: Calculate Money Flow Index (MFI)
def calculate_mfi(data, period=14):
# Calculate Typical Price (TP) as a single Series
data['Typical Price'] = (data['High'] + data['Low'] + data['Close']) / 3
# Calculate Raw Money Flow (RMF)
data['Raw Money Flow'] = data['Typical Price'] * data['Volume']
# Identify Positive and Negative Money Flows
data['Positive Money Flow'] = data['Raw Money Flow'].where(data['Typical Price'] > data['Typical Price'].shift(1), 0)
data['Negative Money Flow'] = data['Raw Money Flow'].where(data['Typical Price'] < data['Typical Price'].shift(1), 0)
# Calculate Money Flow Ratio (MFR)
sum_positive = data['Positive Money Flow'].rolling(window=period).sum()
sum_negative = data['Negative Money Flow'].rolling(window=period).sum()
data['Money Flow Ratio'] = sum_positive / sum_negative
# Calculate MFI
data['MFI'] = 100 - (100 / (1 + data['Money Flow Ratio']))
return data
# Apply MFI calculation
data = calculate_mfi(data)
# Step 3: Plot Close Price and MFI
plt.figure(figsize=(14, 7))
# Plot Close Price
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)
# Plot MFI
plt.subplot(2, 1, 2)
plt.plot(data['MFI'], label='MFI (Money Flow Index)', color='green', linewidth=1.5)
plt.axhline(80, color='red', linestyle='--', linewidth=1, label='Overbought (80)')
plt.axhline(20, color='blue', linestyle='--', linewidth=1, label='Oversold (20)')
plt.title(f'Money Flow Index (MFI) for {symbol}')
plt.xlabel('Date')
plt.ylabel('MFI')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()
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---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
/tmp/ipykernel_1248056/1062155594.py in ?()
30
31 return data
32
33 # Apply MFI calculation
---> 34 data = calculate_mfi(data)
35
36 # Step 3: Plot Close Price and MFI
37 plt.figure(figsize=(14, 7))
/tmp/ipykernel_1248056/1062155594.py in ?(data, period)
13 # Calculate Typical Price (TP) as a single Series
14 data['Typical Price'] = (data['High'] + data['Low'] + data['Close']) / 3
15
16 # Calculate Raw Money Flow (RMF)
---> 17 data['Raw Money Flow'] = data['Typical Price'] * data['Volume']
18
19 # Identify Positive and Negative Money Flows
20 data['Positive Money Flow'] = data['Raw Money Flow'].where(data['Typical Price'] > data['Typical Price'].shift(1), 0)
~/miniconda3/envs/ml312-2024/lib/python3.12/site-packages/pandas/core/frame.py in ?(self, key, value)
4297 self._setitem_frame(key, value)
4298 elif isinstance(key, (Series, np.ndarray, list, Index)):
4299 self._setitem_array(key, value)
4300 elif isinstance(value, DataFrame):
-> 4301 self._set_item_frame_value(key, value)
4302 elif (
4303 is_list_like(value)
4304 and not self.columns.is_unique
~/miniconda3/envs/ml312-2024/lib/python3.12/site-packages/pandas/core/frame.py in ?(self, key, value)
4455
4456 return self.isetitem(locs, value)
4457
4458 if len(value.columns) > 1:
-> 4459 raise ValueError(
4460 "Cannot set a DataFrame with multiple columns to the single "
4461 f"column {key}"
4462 )
ValueError: Cannot set a DataFrame with multiple columns to the single column Raw Money Flow
def show_graph(symbol):
pass
show_graph("AMZN")
---------------------------------------------------------------------------
NameError Traceback (most recent call last)
Cell In[5], line 1
----> 1 show_graph("AMZN")
NameError: name 'show_graph' is not defined
Score: 5
Category: stockmarket