Matplotlib Moving Average sample wih TaLib

Matplotlib Moving Average TaLib

def SMA_TaLib(df):
    df1 = df.copy()
    df1["ma5"] = talib.SMA(df1['close'], timeperiod=5)
    df1["ma15"] = talib.SMA(df1['close'], timeperiod=15)
    df1["diff"] = df1.ma5 - df1.ma15
    df1["unixtime"] = [datetime.timestamp(t) for t in df1.index]

    # line and Moving Average
    fig = plt.figure(figsize=(15,5))
    ax = fig.add_subplot(1, 1, 1)
    ax.set_title('btc/jpy by bitbank.cc API')
    ax.plot(df1.index, df1.close,label="original")
    ax.plot(df1.index, df1.ma15,label="15minutes")
    ax.plot(df1.index, df1.ma5,label="5minutes")
    ax.set_xlim(df1.index[0], df1.index[-1])
    locator = mdates.AutoDateLocator()
    ax.xaxis.set_major_locator(locator)
    ax.xaxis.set_major_formatter(mdates.AutoDateFormatter(locator))
    ax.xaxis.set_major_formatter(DateFormatter('%H:%M'))
    ax.grid()

    # Cross points
    for i in range(1, len(df1)):
        if df1.iloc[i-1]["diff"] < 0 and df1.iloc[i]["diff"] > 0:
            print("{}:GOLDEN CROSS".format(df1.index[i]))
            ax.scatter(df1.index[i], df1.iloc[i]["ma5"], marker="o", s=100, color="b")
            ax.scatter(df1.index[i], df1.iloc[i]["close"], marker="o", s=50, color="b", alpha=0.5)

        if df1.iloc[i-1]["diff"] > 0 and df1.iloc[i]["diff"] < 0:
            print("{}:DEAD CROSS".format(df1.index[i]))
            ax.scatter(df1.index[i], df1.iloc[i]["ma5"], marker="o", s=100, color="r")
            ax.scatter(df1.index[i], df1.iloc[i]["close"], marker="o", s=50, color="r", alpha=0.5)
    ax.legend()

SMA_TaLib(df)