kquant API document (0.3.6)

mad

이동 평균절대편차 (Rolling Mean Absolute Deviation)

mad(
    df: 'pd.DataFrame',
    column: 'str'='CLOSE',
    length: 'int'=30,
    inplace: 'bool'=False,
) -> pd.DataFrame
  • df (pd.DataFrame): 가격 데이터를 포함한 pandas 데이터프레임
  • column (str): 입력 컬럼의 이름 문자열. 디폴트 “CLOSE”.
  • length (int): 구간 데이터수. 디폴트 30.
  • inplace (bool): inplace=True 이면 계산 결과를 입력 데이터프레임에 추가. inplace=True 이면 계산 결과를 복사된 데이터프레임에 추가. 디폴트는 False.
  • 반환값 (pd.DataFrame): 계산된 데이터 컬럼이 포함된 pandas 데이터프레임
예제 코드
import kquant as kq
df = kq.daily_stock("005930", "20220101", "20221231")
kq.mad(df)
DATE SYMBOL OPEN HIGH LOW CLOSE VOLUME AMOUNT CHG CHG_PCT CHG_TYPE EX_EVENT OPEN_NOTADJ HIGH_NOTADJ LOW_NOTADJ CLOSE_NOTADJ CHG_NOTADJ CHG_PCT_NOTADJ CHG_TYPE_NOTADJ MARKETCAP SHARES MAD_30
0 2022-01-03 005930 79,400 79,800 78,200 78,600 13,502,112 1,066,006,837,750 300 0.3800 2 00 79,400 79,800 78,200 78,600 300 0.3800 2 469,224,908,430,000 5,969,782,550 NaN
1 2022-01-04 005930 78,800 79,200 78,300 78,700 12,427,416 977,990,613,000 100 0.1300 2 00 78,800 79,200 78,300 78,700 100 0.1300 2 469,821,886,685,000 5,969,782,550 NaN
2 2022-01-05 005930 78,800 79,000 76,400 77,400 25,470,640 1,967,841,509,800 -1,300 -1.6500 5 00 78,800 79,000 76,400 77,400 -1,300 -1.6500 5 462,061,169,370,000 5,969,782,550 NaN
3 2022-01-06 005930 76,700 77,600 76,600 76,900 12,931,954 996,378,432,570 -500 -0.6500 5 00 76,700 77,600 76,600 76,900 -500 -0.6500 5 459,076,278,095,000 5,969,782,550 NaN
4 2022-01-07 005930 78,100 78,400 77,400 78,300 15,163,757 1,184,236,552,700 1,400 1.8200 2 00 78,100 78,400 77,400 78,300 1,400 1.8200 2 467,433,973,665,000 5,969,782,550 NaN
... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ... ...
241 2022-12-23 005930 58,200 58,400 57,700 58,100 9,829,407 570,401,785,680 -1,000 -1.6900 5 00 58,200 58,400 57,700 58,100 -1,000 -1.6900 5 346,844,366,155,000 5,969,782,550 1,084.8889
242 2022-12-26 005930 58,000 58,100 57,700 57,900 6,756,411 391,223,170,600 -200 -0.3400 5 00 58,000 58,100 57,700 57,900 -200 -0.3400 5 345,650,409,645,000 5,969,782,550 1,120.4444
243 2022-12-27 005930 58,000 58,400 57,900 58,100 10,667,027 620,410,096,800 200 0.3500 2 00 58,000 58,400 57,900 58,100 200 0.3500 2 346,844,366,155,000 5,969,782,550 1,120.0000
244 2022-12-28 005930 57,600 57,600 56,400 56,600 14,665,410 832,919,426,100 -1,500 -2.5800 5 02 57,600 57,600 56,400 56,600 -1,500 -2.5800 5 337,889,692,330,000 5,969,782,550 1,150.0000
245 2022-12-29 005930 56,000 56,200 55,300 55,300 11,295,935 628,653,753,150 -1,300 -2.3000 5 00 56,000 56,200 55,300 55,300 -1,300 -2.3000 5 330,128,975,015,000 5,969,782,550 1,240.0000

246 rows × 22 columns