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va2577/short-term-trading.ipynb

Created January 24, 2019 13:33
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矢口新の短期トレード教室
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short-term-trading.ipynb
{
"cells": [
{
"cell_type": "markdown",
"metadata": {},
"source": [
"# 矢口新の短期トレード教室\n",
"\n",
"> なお、ローソク足の基本的な値動きは以下の４つになります。\n",
"> それを念頭に置いて、次ページ以降、読み進めてみてください。\n",
">\n",
"> 1. 前足を高値＆安値共に切り上げる→買い（＆売りポジションの利確）\n",
"> 1. 前足の中に高値＆安値が収まる（はらみ線）→様子見\n",
"> 1. 前足を包むように高値＆安値が形成される（抱き線）→様子見\n",
"> 1. 前足を高値＆安値共に切り下げる→売り（＆買いポジションの利確）\n",
">\n",
"> <cite>矢口新の短期トレード教室 第５章 素のチャートで転換点を探ることが最も効率の良いやり方 第３節 素のチャートでエントリーとエグジットを考える</cite>"
]
},
{
"cell_type": "code",
"execution_count": 1,
"metadata": {},
"outputs": [],
"source": [
"%matplotlib inline\n",
"import math\n",
"import matplotlib.pyplot as plt\n",
"import numpy as np\n",
"import pandas as pd\n",
"from highcharts import Highstock"
]
},
{
"cell_type": "code",
"execution_count": 2,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<div>\n",
"<style scoped>\n",
" .dataframe tbody tr th:only-of-type {\n",
" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>open</th>\n",
" <th>high</th>\n",
" <th>low</th>\n",
" <th>close</th>\n",
" </tr>\n",
" <tr>\n",
" <th>time</th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" <th></th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>2017-12-27</th>\n",
" <td>113.226</td>\n",
" <td>113.379</td>\n",
" <td>113.147</td>\n",
" <td>113.347</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-12-28</th>\n",
" <td>113.346</td>\n",
" <td>113.348</td>\n",
" <td>112.664</td>\n",
" <td>112.866</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2017-12-29</th>\n",
" <td>112.866</td>\n",
" <td>112.969</td>\n",
" <td>112.472</td>\n",
" <td>112.658</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2018-01-01</th>\n",
" <td>112.658</td>\n",
" <td>112.658</td>\n",
" <td>112.658</td>\n",
" <td>112.658</td>\n",
" </tr>\n",
" <tr>\n",
" <th>2018-01-02</th>\n",
" <td>112.594</td>\n",
" <td>112.789</td>\n",
" <td>112.570</td>\n",
" <td>112.773</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" open high low close\n",
"time \n",
"2017-12-27 113.226 113.379 113.147 113.347\n",
"2017-12-28 113.346 113.348 112.664 112.866\n",
"2017-12-29 112.866 112.969 112.472 112.658\n",
"2018-01-01 112.658 112.658 112.658 112.658\n",
"2018-01-02 112.594 112.789 112.570 112.773"
]
},
"execution_count": 2,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"def read(filepath):\n",
" names = ['time', 'open', 'high', 'low', 'close']\n",
" dtype = { 'time': str, 'open': float, 'high': float, 'low': float, 'close': float }\n",
" df = pd.read_csv(filepath, header=0, names=names, index_col='time', usecols=names, dtype=dtype, parse_dates=['time'])\n",
" return df\n",
"\n",
"df = read('~/Documents/1/data/D/USDJPY.csv')\n",
"df.head()\n",
"df.tail()"
]
},
{
"cell_type": "code",
"execution_count": 3,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"CPU times: user 188 ms, sys: 15.6 ms, total: 203 ms\n",
"Wall time: 194 ms\n"
]
},
{
"data": {
"text/plain": [
"time\n",
"2017-12-14 -1.0\n",
"2017-12-19 1.0\n",
"2017-12-26 -1.0\n",
"2017-12-28 1.0\n",
"2017-12-29 -1.0\n",
"dtype: float64"
]
},
"execution_count": 3,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"def test(df, pip=0.01, spread=0.3, unit=10000):\n",
" sp = pip * spread * unit\n",
" df2 = pd.concat([df, df['high'].shift(1), df['high'].shift(2), df['low'].shift(1), df['low'].shift(2)], axis=1)\n",
" bs = pd.Series(np.full(df2.index.size, np.nan), index=df2.index)\n",
" pl = pd.Series(np.full(df2.index.size, np.nan), index=df2.index)\n",
" entry = ls = np.nan\n",
" for row in df2.itertuples():\n",
" time, open_, high, low, close, high1, high2, low1, low2 = row\n",
" if np.isnan([high1, high2, low1, low2]).any():\n",
" continue\n",
" if high2 < high1 and low2 < low1:\n",
" # 前足を高値＆安値共に切り上げる\n",
" if ls < 0:\n",
" # 売りポジションの利確\n",
" pl[time] = (open_ - entry) * unit * ls - sp\n",
" if not 0 < ls:\n",
" # 買いポジション以外\n",
" # 買い\n",
" bs[time] = ls = 1\n",
" entry = open_\n",
" if high1 < high2 and low1 < low2:\n",
" # 前足を高値＆安値共に切り下げる\n",
" if 0 < ls:\n",
" # 買いポジションの利確\n",
" pl[time] = (open_ - entry) * unit * ls - sp\n",
" if not ls < 0:\n",
" # 売りポジション以外\n",
" # 売り\n",
" bs[time] = ls = -1\n",
" entry = open_\n",
" if not np.isnan(ls):\n",
" pl[time] = (close - entry) * unit * ls - sp\n",
" return bs, pl\n",
"\n",
"%time bs, pl = test(df)\n",
"pl.dropna().head()\n",
"pl.dropna().tail()\n",
"bs.dropna().head()\n",
"bs.dropna().tail()"
]
},
{
"cell_type": "code",
"execution_count": 4,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"<matplotlib.axes._subplots.AxesSubplot at 0x7fd44b746320>"
]
},
"execution_count": 4,
"metadata": {},
"output_type": "execute_result"
},
{
"data": {
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\n",
"text/plain": [
"<Figure size 432x288 with 1 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"pl.dropna().cumsum().plot()"
]
},
{
"cell_type": "code",
"execution_count": 5,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"{'トレード数': 1191,\n",
" '勝率（％）': 39.46,\n",
" '平均利益': 9762.09,\n",
" '平均損失': 6438.61,\n",
" '平均利益÷平均損失': 1.52,\n",
" '1トレード当たりの平均損益': -45.39,\n",
" '最大損失額': -412600.0,\n",
" '総損益': -54060.0}"
]
},
"execution_count": 5,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"def mdd(s):\n",
" s2 = s.dropna()\n",
" s3 = s2.cumsum()\n",
" s4 = s3.cummax()\n",
" s5 = s4 - s3\n",
" r = s5.max()\n",
" return r\n",
"\n",
"def stat(s):\n",
" r = lambda x: round(x, 2)\n",
" p = lambda x: r(x * 100)\n",
" s2 = s.dropna()\n",
" s3 = s2[0 < s2]\n",
" s4 = s2[s2 < 0]\n",
" d = {\n",
" 'トレード数': s2.count(),\n",
" '勝率（％）': p(s3.count() / s2.count()),\n",
" '平均利益': r(s3.mean()),\n",
" '平均損失': r(abs(s4.mean())),\n",
" '平均利益÷平均損失': r(abs(s3.mean() / s4.mean())),\n",
" '1トレード当たりの平均損益': r(s2.mean()),\n",
" '最大損失額': r(-mdd(s2)),\n",
" '総損益': r(s2.sum()),\n",
" }\n",
" return d\n",
"\n",
"stat(pl)"
]
},
{
"cell_type": "code",
"execution_count": 6,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
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115.94, 116.823], [Date.UTC(2003,4,9,0,0,0,0.0), 116.835, 117.612, 116.794, 117.151], [Date.UTC(2003,4,12,0,0,0,0.0), 117.286, 117.286, 116.304, 117.025], [Date.UTC(2003,4,13,0,0,0,0.0), 117.053, 117.528, 116.338, 116.561], [Date.UTC(2003,4,14,0,0,0,0.0), 116.554, 116.837, 115.557, 116.16], [Date.UTC(2003,4,15,0,0,0,0.0), 116.173, 116.525, 115.282, 116.515], [Date.UTC(2003,4,16,0,0,0,0.0), 116.538, 116.596, 115.768, 115.898], [Date.UTC(2003,4,19,0,0,0,0.0), 115.578, 117.445, 115.03, 117.275], [Date.UTC(2003,4,20,0,0,0,0.0), 117.239, 117.382, 116.565, 116.656], [Date.UTC(2003,4,21,0,0,0,0.0), 116.71, 117.507, 116.479, 117.217], [Date.UTC(2003,4,22,0,0,0,0.0), 117.216, 117.752, 116.878, 117.176], [Date.UTC(2003,4,23,0,0,0,0.0), 117.173, 117.413, 116.72, 116.821], [Date.UTC(2003,4,26,0,0,0,0.0), 116.793, 117.367, 116.644, 116.791], [Date.UTC(2003,4,27,0,0,0,0.0), 116.816, 117.288, 116.17, 117.229], [Date.UTC(2003,4,28,0,0,0,0.0), 117.233, 118.89, 116.923, 118.639], 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{&quot;x&quot;: Date.UTC(2017,9,31,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,3,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,9,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,16,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,7,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,14,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,26,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,29,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}], &quot;type&quot;: &quot;flags&quot;, &quot;name&quot;: &quot;Series 3&quot;, &quot;shape&quot;: &quot;circlepin&quot;}]; var dataLen = data.length; for (var ix = 0; ix &lt; dataLen; ix++) { chart.addSeries(data[ix]); } }); &lt;/script&gt; &lt;/body&gt; &lt;/html&gt;\" height=520 width=820></iframe>"
],
"text/plain": [
"<highcharts.highstock.highstock.Highstock at 0x7fd44bd1c470>"
]
},
"execution_count": 6,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"def candlestick(df, bs, title='', ndigits=3):\n",
" H = Highstock()\n",
" r = lambda x: round(x, ndigits)\n",
" ohlc = [[x[0], r(x[1]), r(x[2]), r(x[3]), r(x[4])] for x in df.itertuples()]\n",
" flags1 = [{ 'x': x.to_pydatetime(), 'title': '↑', 'text': 'buy' } for x, y in bs[0 < bs].dropna().iteritems()]\n",
" flags2 = [{ 'x': x.to_pydatetime(), 'title': '↓', 'text': 'sell' } for x, y in bs[bs < 0].dropna().iteritems()]\n",
" options = {\n",
" 'rangeSelector': {\n",
" 'selected': 1\n",
" },\n",
" 'title': {\n",
" 'text': title\n",
" },\n",
" }\n",
" H.add_data_set(ohlc, 'candlestick', title)\n",
" H.add_data_set(flags1, 'flags', shape='circlepin')\n",
" H.add_data_set(flags2, 'flags', shape='circlepin')\n",
" H.set_dict_options(options)\n",
" return H\n",
"\n",
"candlestick(df, bs, title='USDJPY')"
]
},
{
"cell_type": "code",
"execution_count": 7,
"metadata": {},
"outputs": [],
"source": [
"data = [\n",
" ('AUDJPY', 0.01, 0.6),\n",
" ('AUDNZD', 0.0001, 6.0),\n",
" ('AUDUSD', 0.0001, 0.8),\n",
" ('CADJPY', 0.01, 3.8),\n",
" ('CHFJPY', 0.01, 3.8),\n",
" ('EURAUD', 0.0001, 2.3),\n",
" ('EURGBP', 0.0001, 2.0),\n",
" ('EURJPY', 0.01, 0.4),\n",
" ('EURUSD', 0.0001, 0.3),\n",
" ('GBPAUD', 0.0001, 4.9),\n",
" ('GBPJPY', 0.01, 0.9, 1),\n",
" ('GBPUSD', 0.0001, 0.8),\n",
" ('HKDJPY', 0.01, 2.8),\n",
" ('NZDJPY', 0.01, 1.0), # 仮スプレッド\n",
" ('NZDUSD', 0.0001, 2.0),\n",
" ('SGDJPY', 0.01, 3.5),\n",
" ('USDCAD', 0.0001, 1.0), # 仮スプレッド\n",
" ('USDCHF', 0.0001, 1.0), # 仮スプレッド\n",
" ('USDHKD', 0.0001, 1.0), # 仮スプレッド\n",
" ('USDJPY', 0.01, 0.3),\n",
" ('USDSGD', 0.0001, 1.0), # 仮スプレッド\n",
"]"
]
},
{
"cell_type": "code",
"execution_count": 8,
"metadata": {},
"outputs": [
{
"name": "stdout",
"output_type": "stream",
"text": [
"CPU times: user 203 ms, sys: 156 ms, total: 359 ms\n",
"Wall time: 396 ms\n",
"CPU times: user 2.39 s, sys: 46.9 ms, total: 2.44 s\n",
"Wall time: 2.54 s\n",
"CPU times: user 109 ms, sys: 0 ns, total: 109 ms\n",
"Wall time: 105 ms\n",
"CPU times: user 0 ns, sys: 0 ns, total: 0 ns\n",
"Wall time: 1.78 ms\n"
]
},
{
"data": {
"text/html": [
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" vertical-align: middle;\n",
" }\n",
"\n",
" .dataframe tbody tr th {\n",
" vertical-align: top;\n",
" }\n",
"\n",
" .dataframe thead th {\n",
" text-align: right;\n",
" }\n",
"</style>\n",
"<table border=\"1\" class=\"dataframe\">\n",
" <thead>\n",
" <tr style=\"text-align: right;\">\n",
" <th></th>\n",
" <th>トレード数</th>\n",
" <th>勝率（％）</th>\n",
" <th>平均利益</th>\n",
" <th>平均損失</th>\n",
" <th>平均利益÷平均損失</th>\n",
" <th>1トレード当たりの平均損益</th>\n",
" <th>最大損失額</th>\n",
" <th>総損益</th>\n",
" </tr>\n",
" </thead>\n",
" <tbody>\n",
" <tr>\n",
" <th>AUDJPY</th>\n",
" <td>1129</td>\n",
" <td>41.28</td>\n",
" <td>11593.88</td>\n",
" <td>7472.05</td>\n",
" <td>1.55</td>\n",
" <td>397.50</td>\n",
" <td>-479960.0</td>\n",
" <td>448780.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>AUDNZD</th>\n",
" <td>866</td>\n",
" <td>35.45</td>\n",
" <td>98.18</td>\n",
" <td>63.05</td>\n",
" <td>1.56</td>\n",
" <td>-5.89</td>\n",
" <td>-6747.7</td>\n",
" <td>-5101.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>AUDUSD</th>\n",
" <td>1156</td>\n",
" <td>40.22</td>\n",
" <td>100.03</td>\n",
" <td>64.76</td>\n",
" <td>1.54</td>\n",
" <td>1.52</td>\n",
" <td>-2649.9</td>\n",
" <td>1761.2</td>\n",
" </tr>\n",
" <tr>\n",
" <th>CADJPY</th>\n",
" <td>991</td>\n",
" <td>39.35</td>\n",
" <td>12173.13</td>\n",
" <td>8307.25</td>\n",
" <td>1.47</td>\n",
" <td>-247.37</td>\n",
" <td>-728370.0</td>\n",
" <td>-245140.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>CHFJPY</th>\n",
" <td>1156</td>\n",
" <td>37.11</td>\n",
" <td>10288.90</td>\n",
" <td>6570.94</td>\n",
" <td>1.57</td>\n",
" <td>-314.13</td>\n",
" <td>-448850.0</td>\n",
" <td>-363130.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>EURAUD</th>\n",
" <td>962</td>\n",
" <td>40.54</td>\n",
" <td>159.25</td>\n",
" <td>99.84</td>\n",
" <td>1.60</td>\n",
" <td>5.20</td>\n",
" <td>-3843.1</td>\n",
" <td>4999.8</td>\n",
" </tr>\n",
" <tr>\n",
" <th>EURGBP</th>\n",
" <td>1160</td>\n",
" <td>37.50</td>\n",
" <td>61.80</td>\n",
" <td>41.13</td>\n",
" <td>1.50</td>\n",
" <td>-2.53</td>\n",
" <td>-3479.3</td>\n",
" <td>-2934.9</td>\n",
" </tr>\n",
" <tr>\n",
" <th>EURJPY</th>\n",
" <td>1187</td>\n",
" <td>39.26</td>\n",
" <td>14300.04</td>\n",
" <td>8865.53</td>\n",
" <td>1.61</td>\n",
" <td>228.96</td>\n",
" <td>-304880.0</td>\n",
" <td>271770.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>EURUSD</th>\n",
" <td>1193</td>\n",
" <td>39.73</td>\n",
" <td>116.49</td>\n",
" <td>81.18</td>\n",
" <td>1.44</td>\n",
" <td>-2.64</td>\n",
" <td>-4722.5</td>\n",
" <td>-3147.4</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GBPAUD</th>\n",
" <td>945</td>\n",
" <td>38.10</td>\n",
" <td>196.27</td>\n",
" <td>141.73</td>\n",
" <td>1.38</td>\n",
" <td>-12.97</td>\n",
" <td>-14125.9</td>\n",
" <td>-12252.2</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GBPJPY</th>\n",
" <td>1144</td>\n",
" <td>41.08</td>\n",
" <td>20223.09</td>\n",
" <td>12029.55</td>\n",
" <td>1.68</td>\n",
" <td>1221.09</td>\n",
" <td>-433420.0</td>\n",
" <td>1396930.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>GBPUSD</th>\n",
" <td>1125</td>\n",
" <td>39.38</td>\n",
" <td>149.92</td>\n",
" <td>96.51</td>\n",
" <td>1.55</td>\n",
" <td>0.53</td>\n",
" <td>-6696.9</td>\n",
" <td>590.9</td>\n",
" </tr>\n",
" <tr>\n",
" <th>HKDJPY</th>\n",
" <td>865</td>\n",
" <td>29.02</td>\n",
" <td>1384.50</td>\n",
" <td>936.40</td>\n",
" <td>1.48</td>\n",
" <td>-262.94</td>\n",
" <td>-226470.0</td>\n",
" <td>-227440.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>NZDJPY</th>\n",
" <td>1011</td>\n",
" <td>40.95</td>\n",
" <td>10478.60</td>\n",
" <td>7000.10</td>\n",
" <td>1.50</td>\n",
" <td>157.35</td>\n",
" <td>-423630.0</td>\n",
" <td>159080.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>NZDUSD</th>\n",
" <td>1139</td>\n",
" <td>39.16</td>\n",
" <td>96.91</td>\n",
" <td>58.30</td>\n",
" <td>1.66</td>\n",
" <td>2.47</td>\n",
" <td>-3759.4</td>\n",
" <td>2816.7</td>\n",
" </tr>\n",
" <tr>\n",
" <th>SGDJPY</th>\n",
" <td>857</td>\n",
" <td>37.81</td>\n",
" <td>6722.19</td>\n",
" <td>4972.74</td>\n",
" <td>1.35</td>\n",
" <td>-551.32</td>\n",
" <td>-506230.0</td>\n",
" <td>-472480.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>USDCAD</th>\n",
" <td>1176</td>\n",
" <td>37.33</td>\n",
" <td>100.11</td>\n",
" <td>68.67</td>\n",
" <td>1.46</td>\n",
" <td>-5.66</td>\n",
" <td>-8118.6</td>\n",
" <td>-6660.2</td>\n",
" </tr>\n",
" <tr>\n",
" <th>USDCHF</th>\n",
" <td>1149</td>\n",
" <td>39.51</td>\n",
" <td>105.48</td>\n",
" <td>74.47</td>\n",
" <td>1.42</td>\n",
" <td>-3.37</td>\n",
" <td>-5825.7</td>\n",
" <td>-3868.4</td>\n",
" </tr>\n",
" <tr>\n",
" <th>USDHKD</th>\n",
" <td>721</td>\n",
" <td>40.92</td>\n",
" <td>39.62</td>\n",
" <td>21.82</td>\n",
" <td>1.82</td>\n",
" <td>3.32</td>\n",
" <td>-944.8</td>\n",
" <td>2392.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>USDJPY</th>\n",
" <td>1191</td>\n",
" <td>39.46</td>\n",
" <td>9762.09</td>\n",
" <td>6438.61</td>\n",
" <td>1.52</td>\n",
" <td>-45.39</td>\n",
" <td>-412600.0</td>\n",
" <td>-54060.0</td>\n",
" </tr>\n",
" <tr>\n",
" <th>USDSGD</th>\n",
" <td>1116</td>\n",
" <td>37.90</td>\n",
" <td>66.01</td>\n",
" <td>51.93</td>\n",
" <td>1.27</td>\n",
" <td>-7.23</td>\n",
" <td>-8444.3</td>\n",
" <td>-8065.0</td>\n",
" </tr>\n",
" </tbody>\n",
"</table>\n",
"</div>"
],
"text/plain": [
" トレード数 勝率（％） 平均利益 平均損失 平均利益÷平均損失 1トレード当たりの平均損益 最大損失額 \\\n",
"AUDJPY 1129 41.28 11593.88 7472.05 1.55 397.50 -479960.0 \n",
"AUDNZD 866 35.45 98.18 63.05 1.56 -5.89 -6747.7 \n",
"AUDUSD 1156 40.22 100.03 64.76 1.54 1.52 -2649.9 \n",
"CADJPY 991 39.35 12173.13 8307.25 1.47 -247.37 -728370.0 \n",
"CHFJPY 1156 37.11 10288.90 6570.94 1.57 -314.13 -448850.0 \n",
"EURAUD 962 40.54 159.25 99.84 1.60 5.20 -3843.1 \n",
"EURGBP 1160 37.50 61.80 41.13 1.50 -2.53 -3479.3 \n",
"EURJPY 1187 39.26 14300.04 8865.53 1.61 228.96 -304880.0 \n",
"EURUSD 1193 39.73 116.49 81.18 1.44 -2.64 -4722.5 \n",
"GBPAUD 945 38.10 196.27 141.73 1.38 -12.97 -14125.9 \n",
"GBPJPY 1144 41.08 20223.09 12029.55 1.68 1221.09 -433420.0 \n",
"GBPUSD 1125 39.38 149.92 96.51 1.55 0.53 -6696.9 \n",
"HKDJPY 865 29.02 1384.50 936.40 1.48 -262.94 -226470.0 \n",
"NZDJPY 1011 40.95 10478.60 7000.10 1.50 157.35 -423630.0 \n",
"NZDUSD 1139 39.16 96.91 58.30 1.66 2.47 -3759.4 \n",
"SGDJPY 857 37.81 6722.19 4972.74 1.35 -551.32 -506230.0 \n",
"USDCAD 1176 37.33 100.11 68.67 1.46 -5.66 -8118.6 \n",
"USDCHF 1149 39.51 105.48 74.47 1.42 -3.37 -5825.7 \n",
"USDHKD 721 40.92 39.62 21.82 1.82 3.32 -944.8 \n",
"USDJPY 1191 39.46 9762.09 6438.61 1.52 -45.39 -412600.0 \n",
"USDSGD 1116 37.90 66.01 51.93 1.27 -7.23 -8444.3 \n",
"\n",
" 総損益 \n",
"AUDJPY 448780.0 \n",
"AUDNZD -5101.0 \n",
"AUDUSD 1761.2 \n",
"CADJPY -245140.0 \n",
"CHFJPY -363130.0 \n",
"EURAUD 4999.8 \n",
"EURGBP -2934.9 \n",
"EURJPY 271770.0 \n",
"EURUSD -3147.4 \n",
"GBPAUD -12252.2 \n",
"GBPJPY 1396930.0 \n",
"GBPUSD 590.9 \n",
"HKDJPY -227440.0 \n",
"NZDJPY 159080.0 \n",
"NZDUSD 2816.7 \n",
"SGDJPY -472480.0 \n",
"USDCAD -6660.2 \n",
"USDCHF -3868.4 \n",
"USDHKD 2392.0 \n",
"USDJPY -54060.0 \n",
"USDSGD -8065.0 "
]
},
"execution_count": 8,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"%time d1 = { x[0]: read(f'~/Documents/1/data/D/{x[0]}.csv') for x in data }\n",
"%time d2 = { x[0]: test(d1[x[0]], pip=x[1], spread=x[2]) for x in data }\n",
"%time d3 = { x[0]: stat(d2[x[0]][1]) for x in data }\n",
"%time pd.DataFrame(list(d3.values()), index=d3.keys(), columns=d3[list(d3)[0]].keys())"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## ポンド／円"
]
},
{
"cell_type": "code",
"execution_count": 9,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"<matplotlib.axes._subplots.AxesSubplot at 0x7fd44bcfd470>"
]
},
"execution_count": 9,
"metadata": {},
"output_type": "execute_result"
},
{
"data": {
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\n",
"text/plain": [
"<Figure size 432x288 with 1 Axes>"
]
},
"metadata": {
"needs_background": "light"
},
"output_type": "display_data"
}
],
"source": [
"d2['GBPJPY'][1].dropna().cumsum().plot()"
]
},
{
"cell_type": "code",
"execution_count": 10,
"metadata": {},
"outputs": [
{
"data": {
"text/html": [
"<iframe style=\"border:0;outline:none;overflow:hidden\" srcdoc=\"&lt;!DOCTYPE html&gt; &lt;html lang=&quot;en&quot;&gt; &lt;head&gt; &lt;meta charset=&quot;utf-8&quot; /&gt; &lt;link href=&quot;https://www.highcharts.com/highslide/highslide.css&quot; rel=&quot;stylesheet&quot; /&gt; &lt;script type=&quot;text/javascript&quot; src=&quot;https://ajax.googleapis.com/ajax/libs/jquery/1.9.1/jquery.min.js&quot;&gt;&lt;/script&gt; &lt;script type=&quot;text/javascript&quot; src=&quot;https://code.highcharts.com/stock/6/highstock.js&quot;&gt;&lt;/script&gt; &lt;script type=&quot;text/javascript&quot; src=&quot;https://code.highcharts.com/stock/6/modules/exporting.js&quot;&gt;&lt;/script&gt; &lt;script type=&quot;text/javascript&quot; src=&quot;https://code.highcharts.com/6/highcharts-more.js&quot;&gt;&lt;/script&gt; &lt;/head&gt; &lt;body style=&quot;margin:0;padding:0&quot;&gt; &lt;div id=&quot;container&quot; style=&quot;&quot;&gt;Loading....&lt;/div&gt; &lt;script&gt; $(function(){ 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{&quot;x&quot;: Date.UTC(2016,3,1,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,3,15,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,3,29,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,4,16,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,4,23,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,4,30,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,5,2,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,5,9,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,6,4,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,6,20,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,6,25,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,7,1,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,7,10,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,8,7,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,8,13,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,8,16,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,9,3,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,9,10,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,9,18,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,9,21,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,10,3,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,10,29,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,11,8,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,11,19,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2016,11,30,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,0,6,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,0,31,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,1,3,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,1,17,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,1,28,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,2,6,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,2,14,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,2,21,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,2,23,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,3,4,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,3,10,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,4,12,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,4,18,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,4,29,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,5,6,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,5,12,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,5,22,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,6,13,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,6,19,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,6,31,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,7,7,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,7,17,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,8,5,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,8,11,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,8,25,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,8,29,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,9,17,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,9,25,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,9,30,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,3,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,9,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,14,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,20,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,23,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,10,28,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,6,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,12,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,18,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}, {&quot;x&quot;: Date.UTC(2017,11,25,0,0,0,0.0), &quot;title&quot;: &quot;\\u2193&quot;, &quot;text&quot;: &quot;sell&quot;}], &quot;type&quot;: &quot;flags&quot;, &quot;name&quot;: &quot;Series 3&quot;, &quot;shape&quot;: &quot;circlepin&quot;}]; var dataLen = data.length; for (var ix = 0; ix &lt; dataLen; ix++) { chart.addSeries(data[ix]); } }); &lt;/script&gt; &lt;/body&gt; &lt;/html&gt;\" height=520 width=820></iframe>"
],
"text/plain": [
"<highcharts.highstock.highstock.Highstock at 0x7fd44bd097b8>"
]
},
"execution_count": 10,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"candlestick(d1['GBPJPY'], d2['GBPJPY'][0], title='GBPJPY')"
]
},
{
"cell_type": "markdown",
"metadata": {},
"source": [
"## 期待値"
]
},
{
"cell_type": "code",
"execution_count": 11,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"AUDJPY 0.052640\n",
"AUDNZD -0.092480\n",
"AUDUSD 0.021588\n",
"CADJPY -0.028055\n",
"CHFJPY -0.046273\n",
"EURAUD 0.054040\n",
"EURGBP -0.062500\n",
"EURJPY 0.024686\n",
"EURUSD -0.030588\n",
"GBPAUD -0.093220\n",
"GBPJPY 0.100944\n",
"GBPUSD 0.004190\n",
"HKDJPY -0.280304\n",
"NZDJPY 0.023750\n",
"NZDUSD 0.041656\n",
"SGDJPY -0.111465\n",
"USDCAD -0.081682\n",
"USDCHF -0.043858\n",
"USDHKD 0.153944\n",
"USDJPY -0.005608\n",
"USDSGD -0.139670\n",
"dtype: float64"
]
},
"execution_count": 11,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"s = pd.DataFrame(list(d3.values()), index=d3.keys(), columns=d3[list(d3)[0]].keys())\n",
"s2 = ((s['勝率（％）'] / 100) * s['平均利益÷平均損失'] - (1 - (s['勝率（％）'] / 100)))\n",
"s2"
]
},
{
"cell_type": "code",
"execution_count": 12,
"metadata": {},
"outputs": [
{
"data": {
"text/plain": [
"-0.025631666666666657"
]
},
"execution_count": 12,
"metadata": {},
"output_type": "execute_result"
}
],
"source": [
"s2.mean()"
]
}
],
"metadata": {
"kernelspec": {
"display_name": "Python 3",
"language": "python",
"name": "python3"
},
"language_info": {
"codemirror_mode": {
"name": "ipython",
"version": 3
},
"file_extension": ".py",
"mimetype": "text/x-python",
"name": "python",
"nbconvert_exporter": "python",
"pygments_lexer": "ipython3",
"version": "3.6.5"
}
},
"nbformat": 4,
"nbformat_minor": 2
}
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