peak_indicator

peak_indicator.py

import pandas_datareader as pdr
import matplotlib.pyplot as plt
from statsmodels.tsa.arima_model import ARIMA
from scipy.signal import find_peaks

data = pdr.get_data_yahoo("FR.PA")

data_ = data[data.index>"2017"]

# find_peaks(data_["Volume"])
peaks = find_peaks(data_["Volume"],threshold=10**6)[0]


plt.clf()
plt.subplot(211)
plt.plot(data_.index, data_["Close"], linewidth=1)
plt.ylabel("Price (€)")
for peak in data_.index[peaks]:
    plt.axvline(x=peak, color='gray', linestyle='--', linewidth=1, alpha=0.5)
plt.subplot(212)
plt.plot(data_.index, data_["Volume"], linewidth=1)
for peak in data_.index[peaks]:
    plt.axvline(x=peak, color='gray', linestyle='--', linewidth=1, alpha=0.5)
plt.ylabel("Volume")
plt.xlabel("Date")
plt.show()

peak_md.md