\n \ucd5c\uadfc \uae08\uc735 \uc2dc\uc7a5\uc5d0\uc11c \uc54c\uace0\ub9ac\uc998 \ud2b8\ub808\uc774\ub529\uc774 \ub300\uc138\ub85c \uc790\ub9ac \uc7a1\uc73c\uba74\uc11c, \uc774\ub97c \uad6c\ud604\ud560 \uc218 \uc788\ub294 \ub2e4\uc591\ud55c \ud504\ub85c\uadf8\ub798\ubc0d \uc5b8\uc5b4 \uc911 \ud30c\uc774\uc36c\uc774 \uac01\uad11\ubc1b\uace0 \uc788\uc2b5\ub2c8\ub2e4. \uadf8\uc911\uc5d0\uc11c\ub3c4 \ub370\uc774\ud130 \uc2dc\uac01\ud654\ub294 \ubd84\uc11d \uacb0\uacfc\ub97c \uc774\ud574\ud558\ub294 \ub370 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud558\ub294\ub370, \uc774\uc5d0\ub294 \n \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc740 \ud2b9\uc815\ud55c \uc54c\uace0\ub9ac\uc998\uc774\ub098 \uc804\ub7b5\uc5d0 \ub530\ub77c \uc8fc\uc2dd, \uc678\ud658, \uc554\ud638\ud654\ud3d0 \ub4f1\uc744 \uac70\ub798\ud558\ub294 \ud504\ub85c\uadf8\ub7a8\uc785\ub2c8\ub2e4. \uc0ac\uc6a9\uc790\ub294 \ub9e4\ub9e4 \uc804\ub7b5\uc744 \ucf54\ub529\ud558\uc5ec \uc2dc\uc2a4\ud15c\uc5d0 \uc785\ub825\ud558\uace0, \ud504\ub85c\uadf8\ub7a8\uc740 \uc2dc\uc7a5\uc758 \ub370\uc774\ud130\ub97c \uc2e4\uc2dc\uac04\uc73c\ub85c \ubd84\uc11d\ud558\uc5ec \ub9e4\uc218\/\ub9e4\ub3c4 \uc2e0\ud638\ub97c \ubc1c\uc0dd\uc2dc\ud0b5\ub2c8\ub2e4.\n <\/p>\n \n \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc740 \uc8fc\ub85c \ub2e4\uc74c\uacfc \uac19\uc740 \uc694\uc18c\ub85c \uad6c\uc131\ub429\ub2c8\ub2e4:\n <\/p>\n \n \n \n \n \uc774\uc81c \uc790\ub3d9\ub9e4\ub9e4 \uc804\ub7b5\uc744 \uad6c\ud604\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \ub2e8\uc21c\ud55c \uc774\ub3d9 \ud3c9\uade0 \uad50\ucc28 \uc804\ub7b5\uc744 \uc608\ub85c \ub4e4\uc5b4 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \uc774 \uc804\ub7b5\uc740 \ub2e8\uae30 \uc774\ub3d9 \ud3c9\uade0\uc120\uc774 \uc7a5\uae30 \uc774\ub3d9 \ud3c9\uade0\uc120\uc744 \uc0c1\ud5a5 \ub3cc\ud30c\ud558\uba74 \ub9e4\uc218 \uc2e0\ud638\ub85c, \ud558\ud5a5 \ub3cc\ud30c\ud558\uba74 \ub9e4\ub3c4 \uc2e0\ud638\ub85c \ud574\uc11d\ud569\ub2c8\ub2e4.\n <\/p>\n \n \uae08\uc735 \ub370\uc774\ud130\ub294 \ubcf4\ud1b5 API\ub97c \ud1b5\ud574 \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc608\ub97c \ub4e4\uc5b4, \n \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud55c \ud6c4 \ub2e8\uae30 \ubc0f \uc7a5\uae30 \uc774\ub3d9 \ud3c9\uade0\uc744 \uacc4\uc0b0\ud558\uc5ec \ub9e4\ub9e4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4. \uc544\ub798 \ucf54\ub4dc\ub294 20\uc77c\uacfc 50\uc77c \uc774\ub3d9 \ud3c9\uade0\uc744 \uacc4\uc0b0\ud558\ub294 \uc608\uc2dc\ub97c \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.\n <\/p>\n \n \uc774\ub3d9 \ud3c9\uade0\uc120\uc744 \uae30\ubc18\uc73c\ub85c \ub9e4\ub9e4 \uc2e0\ud638\ub97c \uc0dd\uc131\ud569\ub2c8\ub2e4. \uc2e0\ud638\ub294 \ub2e4\uc74c\uacfc \uac19\uc774 \uc815\uc758\ub429\ub2c8\ub2e4:\n <\/p>\n \n \uc774\uc81c \uc0dd\uc131\ub41c \ub9e4\ub9e4 \uc2e0\ud638\uc640 \ud568\uaed8 \uac00\uaca9 \ucc28\ud2b8\ub97c \uc2dc\uac01\ud654\ud574 \ubcf4\uaca0\uc2b5\ub2c8\ub2e4. \n \ub9e4\ub9e4 \uc131\uacfc\ub294 \uac70\ub798 \uc804\ub7b5\uc758 \uc131\uacf5 \uc5ec\ubd80\ub97c \ud3c9\uac00\ud558\ub294 \ub370 \ud544\uc218\uc801\uc785\ub2c8\ub2e4. \uc218\uc775\ub960\uc744 \uacc4\uc0b0\ud558\uace0, \ucd5c\uc885 \uc790\uc0b0 \uaddc\ubaa8\ub97c \ud655\uc778\ud558\uc5ec \uc804\ub7b5\uc758 \ud6a8\uacfc\ub97c \uc54c\uc544\ubcf4\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n \n \ubcf8 \uae00\uc5d0\uc11c\ub294 \ud30c\uc774\uc36c\uc744 \uc774\uc6a9\ud55c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc758 \uad6c\uc131 \uc694\uc18c\uc640 \n \ub9c8\uc9c0\ub9c9\uc73c\ub85c, \uc2e4\uc804\uc5d0\uc11c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744 \uc6b4\uc6a9\ud558\ub294 \uac83\uc740 \ub192\uc740 \ub9ac\uc2a4\ud06c\uac00 \ub530\ub978\ub2e4\ub294 \uc810\uc744 \ud56d\uc0c1 \uc5fc\ub450\uc5d0 \ub450\uc2dc\uae30 \ubc14\ub78d\ub2c8\ub2e4. \ub2e4\uc591\ud55c \uc804\ub7b5\uc744 \uc2dc\ubbac\ub808\uc774\uc158\ud574 \ubcf4\uace0, \uc2dc\uc7a5 \ubcc0\ud654\uc5d0 \ubbfc\uac10\ud558\uac8c \ubc18\uc751\ud558\uc5ec \uc801\uc808\ud55c \ub9ac\uc2a4\ud06c \uad00\ub9ac \ubc29\uc548\uc744 \ub9c8\ub828\ud558\ub294 \uac83\uc774 \uc911\uc694\ud569\ub2c8\ub2e4.\n <\/p>\n \n \uc55e\uc73c\ub85c\ub3c4 \ud30c\uc774\uc36c\uacfc \uac19\uc740 \ud504\ub85c\uadf8\ub798\ubc0d \uc5b8\uc5b4\ub97c \ud65c\uc6a9\ud55c \uae08\uc735 \ub370\uc774\ud130 \ubd84\uc11d \ubc0f \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c \uac1c\ubc1c\uc5d0 \uafb8\uc900\ud788 \ub3c4\uc804\ud574 \ubcf4\uc2dc\uae38 \ubc14\ub78d\ub2c8\ub2e4.\n <\/p>\n <\/body><\/p>\n","protected":false},"excerpt":{"rendered":"matplotlib<\/code> \ub77c\uc774\ube0c\ub7ec\ub9ac\uac00 \ub110\ub9ac \uc0ac\uc6a9\ub429\ub2c8\ub2e4. \ubcf8 \uae00\uc5d0\uc11c\ub294 \ud30c\uc774\uc36c\uc744 \uc774\uc6a9\ud55c \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c \uad6c\ucd95\uacfc \uadf8 \uacfc\uc815\uc5d0\uc11c matplotlib<\/code>\uc744 \ud65c\uc6a9\ud558\uc5ec \ub370\uc774\ud130\ub97c \uc2dc\uac01\ud654\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc124\uba85\ud558\uaca0\uc2b5\ub2c8\ub2e4.\n <\/p>\n1. \ud30c\uc774\uc36c\uacfc \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c<\/h2>\n
1.1 \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc758 \uad6c\uc131 \uc694\uc18c<\/h3>\n
\n
2. matplotlib \uc18c\uac1c<\/h2>\n
matplotlib<\/code>\ub294 2D \uadf8\ub798\ud53d\uc744 \uc704\ud55c \ud30c\uc774\uc36c \ub77c\uc774\ube0c\ub7ec\ub9ac\ub85c, \ub370\uc774\ud130\ub97c \uc2dc\uac01\uc801\uc73c\ub85c \ud45c\ud604\ud558\ub294 \ub370 \uc720\uc6a9\ud569\ub2c8\ub2e4. \ub2e4\uc591\ud55c \uc720\ud615\uc758 \ucc28\ud2b8\uc640 \ud50c\ub86f\uc744 \uadf8\ub9b4 \uc218 \uc788\uc73c\uba70, \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc5d0\uc11c \uc218\uc9d1\ub41c \ub370\uc774\ud130\ub97c \ubd84\uc11d\ud558\uace0 \uacb0\uacfc\ub97c \uc2dc\uac01\uc801\uc73c\ub85c \ud45c\ud604\ud558\ub294 \ub370 \ub9ce\uc774 \uc0ac\uc6a9\ub429\ub2c8\ub2e4.\n <\/p>\n2.1 matplotlib \uc124\uce58<\/h3>\n
matplotlib<\/code>\ub294 pip\ub97c \ud1b5\ud574 \uc27d\uac8c \uc124\uce58\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \uc544\ub798 \uba85\ub839\uc5b4\ub97c \uc774\uc6a9\ud574 \uc124\uce58\ud574 \ubcf4\uc138\uc694.\n <\/p>\npip install matplotlib<\/code><\/pre>\n2.2 matplotlib \uae30\ubcf8 \uc0ac\uc6a9\ubc95<\/h3>\n
matplotlib<\/code>\uc758 \uac00\uc7a5 \uae30\ubcf8\uc801\uc778 \uc0ac\uc6a9\ubc95\uc740 \ub370\uc774\ud130\ub97c \uc900\ube44\ud55c \ud6c4 \ud50c\ub86f\uc744 \uadf8\ub9ac\ub3c4\ub85d \uc124\uc815\ud558\ub294 \uac83\uc785\ub2c8\ub2e4. \uc544\ub798\uc758 \uc608\uc2dc \ucf54\ub4dc\ub294 \uac04\ub2e8\ud55c \uc120\ud615 \uadf8\ub798\ud504\ub97c \uadf8\ub9ac\ub294 \ubc29\ubc95\uc744 \ubcf4\uc5ec\uc90d\ub2c8\ub2e4.\n <\/p>\n\nimport matplotlib.pyplot as plt\n\n# \ub370\uc774\ud130 \uc900\ube44\nx = [1, 2, 3, 4, 5]\ny = [2, 3, 5, 7, 11]\n\n# \uc120 \uadf8\ub798\ud504 \uadf8\ub9ac\uae30\nplt.plot(x, y)\nplt.title(\"\uc0d8\ud50c \uadf8\ub798\ud504\")\nplt.xlabel(\"X\ucd95\")\nplt.ylabel(\"Y\ucd95\")\nplt.grid(True)\nplt.show()\n <\/code><\/pre>\n<\/div>\n3. \uc790\ub3d9\ub9e4\ub9e4 \uc804\ub7b5 \uad6c\ud604<\/h2>\n
3.1 \ub370\uc774\ud130 \uc218\uc9d1<\/h3>\n
yfinance<\/code> \ub77c\uc774\ube0c\ub7ec\ub9ac\ub97c \uc774\uc6a9\ud558\uc5ec \ud2b9\uc815 \uc8fc\uc2dd\uc758 \ub370\uc774\ud130\ub97c \uc218\uc9d1\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n\nimport yfinance as yf\n\n# \uc560\ud50c \uc8fc\uc2dd \ub370\uc774\ud130 \uc218\uc9d1\ndata = yf.download(\"AAPL\", start=\"2020-01-01\", end=\"2023-01-01\")\ndata.head()\n <\/code><\/pre>\n<\/div>\n3.2 \uc774\ub3d9 \ud3c9\uade0 \uacc4\uc0b0<\/h3>\n
\n# \uc774\ub3d9 \ud3c9\uade0 \uacc4\uc0b0\nshort_window = 20\nlong_window = 50\n\ndata['Short_MA'] = data['Close'].rolling(window=short_window).mean()\ndata['Long_MA'] = data['Close'].rolling(window=long_window).mean()\n <\/code><\/pre>\n<\/div>\n3.3 \ub9e4\ub9e4 \uc2e0\ud638 \uc0dd\uc131<\/h3>\n
\ndata['Signal'] = 0\ndata['Signal'][short_window:] = np.where(data['Short_MA'][short_window:] > data['Long_MA'][short_window:], 1, 0)\ndata['Position'] = data['Signal'].diff()\n <\/code><\/pre>\n<\/div>\n3.4 \uc2dc\uac01\ud654<\/h3>\n
matplotlib<\/code>\ub97c \uc0ac\uc6a9\ud558\uc5ec \uac00\uaca9, \uc774\ub3d9 \ud3c9\uade0\uc120 \ubc0f \ub9e4\ub9e4 \uc2e0\ud638\ub97c \ud568\uaed8 \ud45c\uc2dc\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4.\n <\/p>\n\nplt.figure(figsize=(14,7))\nplt.plot(data['Close'], label='\uc885\uac00', alpha=0.5)\nplt.plot(data['Short_MA'], label='20\uc77c \uc774\ub3d9 \ud3c9\uade0', alpha=0.75)\nplt.plot(data['Long_MA'], label='50\uc77c \uc774\ub3d9 \ud3c9\uade0', alpha=0.75)\n\n# \ub9e4\uc218 \uc2e0\ud638 \ud45c\uc2dc\nplt.plot(data[data['Position'] == 1].index, \n data['Short_MA'][data['Position'] == 1], \n '^', markersize=10, color='g', lw=0, label='\ub9e4\uc218 \uc2e0\ud638')\n\n# \ub9e4\ub3c4 \uc2e0\ud638 \ud45c\uc2dc\nplt.plot(data[data['Position'] == -1].index, \n data['Short_MA'][data['Position'] == -1], \n 'v', markersize=10, color='r', lw=0, label='\ub9e4\ub3c4 \uc2e0\ud638')\n\nplt.title('\uc790\ub3d9\ub9e4\ub9e4 \uc804\ub7b5 \uc2dc\uac01\ud654')\nplt.xlabel('\ub0a0\uc9dc')\nplt.ylabel('\uac00\uaca9')\nplt.legend(loc='best')\nplt.grid()\nplt.show()\n <\/code><\/pre>\n<\/div>\n4. \uc131\uacfc \ubd84\uc11d<\/h2>\n
\n# \ub204\uc801 \uc218\uc775\ub960 \uacc4\uc0b0\ndata['Returns'] = data['Close'].pct_change()\ndata['Strategy_Returns'] = data['Returns'] * data['Signal'].shift(1)\n\n# \ucd5c\uc885 \uc790\uc0b0 \uaddc\ubaa8\ncumulative_strategy_returns = (1 + data['Strategy_Returns']).cumprod()\ncumulative_strategy_returns.plot(figsize=(14,7), label='\uc804\ub7b5 \uc218\uc775\ub960')\nplt.title('\uc804\ub7b5 \uc218\uc775\ub960')\nplt.xlabel('\ub0a0\uc9dc')\nplt.ylabel('\ub204\uc801 \uc218\uc775\ub960')\nplt.legend()\nplt.grid()\nplt.show()\n <\/code><\/pre>\n<\/div>\n5. \uacb0\ub860<\/h2>\n
matplotlib<\/code>\ub97c \ud65c\uc6a9\ud558\uc5ec \ub370\uc774\ud130\ub97c \uc2dc\uac01\ud654\ud558\ub294 \ubc29\ubc95\uc5d0 \ub300\ud574 \uc54c\uc544\ubcf4\uc558\uc2b5\ub2c8\ub2e4. \uc790\ub3d9\ub9e4\ub9e4 \uc2dc\uc2a4\ud15c\uc744 \uad6c\ucd95\ud558\uace0 \ub9e4\ub9e4 \uc804\ub7b5\uc744 \uad6c\ud604\ud558\ub294 \uacfc\uc815\uc5d0\uc11c \uc2dc\uac01\ud654\ub294 \ub9e4\uc6b0 \uc911\uc694\ud55c \uc5ed\ud560\uc744 \ud558\uba70, \uc774\ub97c \ud1b5\ud574 \ud2b8\ub808\uc774\ub354\ub294 \uc804\ub7b5\uc758 \uc720\ud6a8\uc131\uc744 \ud3c9\uac00\ud558\uace0 \uac1c\uc120\ud560 \uc218 \uc788\uc2b5\ub2c8\ub2e4. \ub370\uc774\ud130 \uc2dc\uac01\ud654\ub294 \ubcf5\uc7a1\ud55c \ub370\uc774\ud130 \ud1b5\ucc30\ub825\uc744 \uc81c\uacf5\ud558\uace0, \ud6a8\uacfc\uc801\uc778 \uc758\uc0ac \uacb0\uc815\uc744 \ub3d5\uc2b5\ub2c8\ub2e4.\n <\/p>\n