import pandas as pd import numpy as np df = pd . read_pickle ( '../pytester_data/pickle/' + "USDJPY_M1.pkl" ) print ( df ) #前回始値から今回始値までの変化量のカラムを作る。 df [ "open_change" ] = np . nan opens = df [ "open" ].values changes = df [ "open_change" ].values for n in range ( 1 , len ( opens )): #単位:pips changes [ n ] = 100 * ( opens [ n ] - opens [ n - 1 ]) #changes[n] = 100 * (opens[n] - opens[n-1]) / opens[n-1] print ( df ) total = 0 with open ( "anomary_result.csv" , "w" ) as f : for h in range ( 24 ): for min in range ( 60 ): #0時0分は前回からの変化量を取得しない。 if h == 0 and min == 0 : continue df2 = df [( df [ "hour" ]== h )&( df [ "minute" ]== min )] ...
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