kquant API document (0.3.6)

median

이동 중앙값 (Rolling Median)

median(
    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.median(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	MEDIAN_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	60,400.0000
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	60,350.0000
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	60,200.0000
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	59,900.0000
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	59,600.0000

246 rows × 22 columns