예쁜 차트 백테스팅 (패턴 검색)

beautifl-chart-sorting.py

import numpy as np
import pandas as pd
import pyupbit
import time
import plotly.graph_objects as go

pat = [ 100, 90, 80, 70, 90, 120, 140  ]

tickers = pyupbit.get_tickers(fiat="KRW")
dfs = []
for ticker in tickers:
    df = pyupbit.get_ohlcv(ticker, count=7)
    dfs.append(df['close'])
    time.sleep(0.2)

df = pd.concat(dfs, axis=1)
df.columns = tickers
df['target'] = pat
corr = df.corr()
print(corr.loc['target'].sort_values())

# btc = pyupbit.get_ohlcv("KRW-BTC")
# ltc = pyupbit.get_ohlcv("KRW-LTC")

# df = pd.concat([btc.close, ltc.close], axis=1)
# df.columns = ["BTC", "LTC"]
# print(df.corr().iloc[0, 1])

# val = np.corrcoef(btc['close'], ltc['close'])
# print(val[0, 1])

# co = go.Scatter(
#     x = btc['close'],
#     y = ltc['close'],
#     mode = "markers"
# )

# fig = go.Figure([co])
# fig.show()