savgol_filter

savgol_filter.py

import pandas as pd
import plotly.graph_objects as go
from scipy.signal import savgol_filter

data = pd.read_csv('DOGE-USD.csv', index_col=0, parse_dates=True)
data.head()


# Savitzky-Golay filter
y_filtered = savgol_filter(data.High, 11, 2)
y_filtered_7_3 = savgol_filter(data.High, 7, 3)
f = go.Figure()
f.add_trace(go.Scatter(x=data.index, y=y_filtered, name="High Smoothed (11, 2)"))
f.add_trace(go.Scatter(x=data.index, y=y_filtered_7_3, name="High Smoothed (7, 3)"))
f.add_trace(go.Scatter(x=data.index, y=data.High, name="High Unsmoothed"))
f.update_layout(
    title="DOGE-USD",
    xaxis_title="Date-Time axis",
    yaxis_title="USD",
    legend_title="Legend",
    font=dict(
        family="Courier New, monospace",
        size=18,
        color="RebeccaPurple"
    )
)
f.show()ow()