R语言预测美国股票走势

2021-03-11  本文已影响0人  落寞的橙子

Introduction to Stock Analysis with R
移动平均线
简单来说短线趋势在长线之上的时候可以考虑买,在我的例子中则是红色开始蓝线之上的时候可以买

rm(list=ls())
# install.packages("quantmod")
# install.packages("ggplot2")

predict_stock_30day<-function(stock_code,data_start,data_end,data_tracking_from){
  suppressMessages(library(quantmod))
  suppressMessages(library(ggplot2))
  
  pbr <- getSymbols(stock_code, src = "yahoo", from = data_start, to =data_end , auto.assign = FALSE)
  pbr_mm <- subset(pbr, index(pbr) >=data_tracking_from )
  
  pbr_mm10 <- rollmean(pbr_mm[,6], 10, fill = list(NA, NULL, NA), align = "right")
  pbr_mm30 <- rollmean(pbr_mm[,6], 30, fill = list(NA, NULL, NA), align = "right")
  
  pbr_mm$mm10 <- coredata(pbr_mm10)
  pbr_mm$mm30 <- coredata(pbr_mm30)
  
  p<-ggplot(pbr_mm, aes(x = index(pbr_mm))) +
    geom_line(aes(y = pbr_mm[,6], color = "PBR")) + ggtitle("Petrobras prices series") +
    geom_line(aes(y = pbr_mm$mm10, color = "MM10")) +
    geom_line(aes(y = pbr_mm$mm30, color = "MM30")) + xlab("Date") + ylab(paste0(stock_code," Price")) +
    theme(plot.title = element_text(hjust = 0.5), panel.border = element_blank()) +
    scale_x_date(date_labels = "%b %y", date_breaks = "3 months") +
    scale_colour_manual("Series", values=c("PBR"="gray70", "MM10"="#DF3D8C", "MM30"="#0A5EB9"))
  p<-p+theme_bw()+theme_classic()
  return(p)
}

stock_code="AAL"
data_start="2018-01-01"
data_end=Sys.Date()
data_tracking_from="2020-01-01"
plot(predict_stock_30day(stock_code=stock_code,data_start=data_start,data_end=data_end,data_tracking_from=data_tracking_from))
image.png
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