43-Volume-Weighted-Macd
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
# Step 2: Calculate VW-MACD
def calculate_vw_macd(data, fast_period=12, slow_period=26, signal_period=9):
# Calculate Volume-Weighted Close
data['VW-Close'] = (data['Close'] * data['Volume']).cumsum() / data['Volume'].cumsum()
# Calculate Fast and Slow EMA of VW-Close
data['Fast EMA'] = data['VW-Close'].ewm(span=fast_period, adjust=False).mean()
data['Slow EMA'] = data['VW-Close'].ewm(span=slow_period, adjust=False).mean()
# Calculate VW-MACD Line
data['VW-MACD'] = data['Fast EMA'] - data['Slow EMA']
# Calculate Signal Line
data['Signal Line'] = data['VW-MACD'].ewm(span=signal_period, adjust=False).mean()
return data
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def show_graph(symbol):
# Step 1: Download historical data
start = "2020-01-01"
end = "2023-12-31"
data = yf.download(symbol, start=start, end=end)
# Apply VW-MACD calculation
data = calculate_vw_macd(data)
# Step 3: Plot VW-MACD
plt.figure(figsize=(14, 7))
# Plot VW-MACD and Signal Line
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['VW-MACD'], label='VW-MACD Line', color='green', linewidth=1.5)
plt.plot(data['Signal Line'], label='Signal Line', color='orange', linestyle='--', linewidth=1.5)
plt.axhline(0, color='black', linestyle='--', linewidth=1, label='Zero Line')
plt.title(f'Volume-Weighted MACD (VW-MACD) for {symbol}')
plt.xlabel('Date')
plt.ylabel('VW-MACD')
plt.legend(loc='best')
plt.grid(True)
plt.tight_layout()
plt.show()
show_graph("AMZN")
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Score: 5
Category: stockmarket