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January 16, 2021 03:59
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import numpy as np | |
import pandas as pd | |
import yfinance as yf | |
import statsmodels.api as sm | |
import matplotlib.pyplot as plt | |
from matplotlib import patheffects | |
from datetime import datetime | |
# Input Parameters | |
stonk = 'LMFA' | |
start = datetime(2021, 1, 15, 9, 0) | |
end = datetime(2021, 1, 15, 16, 0) | |
# Functions | |
def get_data(symbol, start, end, interval='1m'): | |
stock_prices = yf.download( tickers = symbol, | |
interval = interval, | |
start = start, | |
end = end, | |
auto_adjust = False, | |
progress = False ) | |
# convert list to pandas dataframe | |
return pd.DataFrame(stock_prices, columns=['Open', 'High', 'Low', 'Close', 'Volume']) | |
# Get data | |
stonk_data = get_data(stonk, start, end) | |
cycle, trend = sm.tsa.filters.hpfilter(stonk_data['Close']) | |
# Plot data | |
with plt.xkcd(): | |
plt.rcParams['path.effects'] = [patheffects.withStroke(linewidth=0)] | |
plt.plot(stonk_data['Close'], linewidth=12) | |
plt.plot(trend, linewidth=12) | |
plt.axis('off') | |
plt.grid(linewidth=0.5) | |
plt.savefig('stonk_logo.png', transparent=True) | |
plt.show() |
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