35-Detrended-Price-Oscillator
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 Detrended Price Oscillator (DPO)
def calculate_dpo(data, period=20):
# Calculate SMA as a single Series
data['SMA'] = data['Close'].rolling(window=period, min_periods=1).mean()
# Shift SMA by (period / 2) + 1
data['Shifted SMA'] = data['SMA'].shift(int(period / 2) + 1)
# Calculate DPO as a single Series
data['DPO'] = data['Close'] - data['Shifted SMA']
return data
# Apply DPO calculation
data = calculate_dpo(data)
# Step 3: Plot Close Price and DPO
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 DPO
plt.subplot(2, 1, 2)
plt.plot(data['DPO'], label='Detrended Price Oscillator (DPO)', color='purple', linewidth=1.5)
plt.axhline(0, color='black', linestyle='--', linewidth=1, label='Zero Line')
plt.title(f'Detrended Price Oscillator (DPO) for {symbol}')
plt.xlabel('Date')
plt.ylabel('DPO')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()
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---------------------------------------------------------------------------
ValueError Traceback (most recent call last)
/tmp/ipykernel_1262328/1687021974.py in ?()
21
22 return data
23
24 # Apply DPO calculation
---> 25 data = calculate_dpo(data)
26
27 # Step 3: Plot Close Price and DPO
28 plt.figure(figsize=(14, 7))
/tmp/ipykernel_1262328/1687021974.py in ?(data, period)
16 # Shift SMA by (period / 2) + 1
17 data['Shifted SMA'] = data['SMA'].shift(int(period / 2) + 1)
18
19 # Calculate DPO as a single Series
---> 20 data['DPO'] = data['Close'] - data['Shifted SMA']
21
22 return data
~/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 DPO
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