Giter VIP home page Giter VIP logo

sh300dtw's Introduction

用DTW算法找到沪深300指数历史行情与最近10天走势最相似的一段

结果

根据所用的距离不同dist,结果会有不同。这里采用1-范数。

输出最相似的一段行情为

              close
date               
2016-06-27  3120.54
2016-06-28  3136.40
2016-06-29  3151.39
2016-06-30  3153.92
2016-07-01  3154.20
2016-07-04  3204.70
2016-07-05  3207.38
2016-07-06  3216.80
2016-07-07  3209.95
2016-07-08  3192.28

绘制成图

respic

主要涉及库

  • tushare - 用来获取行情数据
  • dtw - DTW算法

sh300dtw's People

Contributors

yzlnew avatar

Stargazers

 avatar

Watchers

James Cloos avatar

Forkers

penbaggio

Recommend Projects

  • React photo React

    A declarative, efficient, and flexible JavaScript library for building user interfaces.

  • Vue.js photo Vue.js

    🖖 Vue.js is a progressive, incrementally-adoptable JavaScript framework for building UI on the web.

  • Typescript photo Typescript

    TypeScript is a superset of JavaScript that compiles to clean JavaScript output.

  • TensorFlow photo TensorFlow

    An Open Source Machine Learning Framework for Everyone

  • Django photo Django

    The Web framework for perfectionists with deadlines.

  • D3 photo D3

    Bring data to life with SVG, Canvas and HTML. 📊📈🎉

Recommend Topics

  • javascript

    JavaScript (JS) is a lightweight interpreted programming language with first-class functions.

  • web

    Some thing interesting about web. New door for the world.

  • server

    A server is a program made to process requests and deliver data to clients.

  • Machine learning

    Machine learning is a way of modeling and interpreting data that allows a piece of software to respond intelligently.

  • Game

    Some thing interesting about game, make everyone happy.

Recommend Org

  • Facebook photo Facebook

    We are working to build community through open source technology. NB: members must have two-factor auth.

  • Microsoft photo Microsoft

    Open source projects and samples from Microsoft.

  • Google photo Google

    Google ❤️ Open Source for everyone.

  • D3 photo D3

    Data-Driven Documents codes.