![[PukiWiki]](image/pukiwiki.png "[PukiWiki]")
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Random Memorandum 2021Q4 |
set title "Price data"
set xlabel "year"
set ylabel "price"
set grid
set label 1 right at first 2022.20,13301.95 "BUY1" textcolor rgb "red"
set label 2 left at first 2024.00,13301.95 "BUY2" textcolor rgb "red"
plot "$attach_plot.txt" using 1:2 with line title "price (predict)", \
"$attach_plot.txt" using 1:2:3 with filledc fill pattern 4 notitle
---- plot.txt
2025.00 16320.75 16320.75
2024.00 13301.95 16320.75
2023.00 12000.00 16320.75
2022.20 13301.95 16320.75
2022.10 14905.00 16320.75
2022.00 16320.75 16320.75
2021.90 16150.50 16150.50
2021.80 15838.50 15838.50
2021.70 14682.50 14682.50
2021.60 14955.75 14955.75
2021.50 14549.00 14549.00
2021.40 13686.50 13686.50
2021.30 13850.00 13850.00
2021.20 13089.75 13089.75
2021.10 12911.00 12911.00
2021.00 12911.25 12911.25
2020.90 12885.50 12885.50
2020.80 11046.25 11046.25
2020.70 11407.25 11407.25
2020.60 12114.00 12114.00
2020.50 10890.50 10890.50
2020.40 10147.25 10147.25
2020.30 9560.25 9560.25
2020.20 8988.50 8988.50
2020.10 8454.00 8454.00
2020.00 8997.75 8997.75
\(e^x = \sum_{n=0}^{ \infty } { \frac{x^n}{n!} } = 1 + x + { \frac{x^2}{2} } + { \frac{x^3}{6} } + \cdots \approx 1 + x \\ \)
｜サンプリング期間｜←−−売買期間−−→｜ (この期間は見ない) 〇 〇 〇……〇 〇 ● ● ●……● ★ □ □ □ □ □ 1 2 3 k k+1 k+2 k+3 t-1 t n
\(\begin{cases} 0 & {t \leq k }\\ 1 & {t > k } \end{cases} \)
\(\frac{1}{n} \)
\(\frac{k}{t-1} \)
\(P = \sum_{t=k-1}^{n} { \frac{1}{n} \frac{k}{t+1}} = \frac{k}{n} (\frac{1}{k} + \frac{1}{k+1} + \frac{1}{k+2} + \cdots + \frac{1}{n-1}) = \frac{k}{n} Q \\ \)
\(e^Q = e^{\frac{1}{k} + \frac{1}{k+1} + \frac{1}{k+2} + \cdots + \frac{1}{n-1}} = e^{\frac{1}{k}} e^{\frac{1}{k+1}} e^{\frac{1}{k+2}} \cdots e^{\frac{1}{n-1}} \\ \approx ( 1 + \frac{1}{k} ) ( 1 + \frac{1}{k+1} ) ( 1 + \frac{1}{k+2} ) \cdots ( 1 + \frac{1}{n-1}) =\frac{k+1}{k} \frac{k+2}{k+1} \frac{k+3}{k+2} \cdots \frac{n}{n-1} = \frac{n}{k} \\ \)
\(\therefore Q = log \frac{n}{k} \\ \therefore P = \frac{k}{n} Q = \frac{k}{n} log \frac{n}{k} \)
\(P' = {\frac{1}{n} log \frac{n}{k}} - \frac{1}{n} \)
\(k = 20 * 0.36 = 7.35 \)
最初の 7 日間は、サンプリング期間として取引を留保すればいいのね\(f(x) = \sum_{n=0}^\infty \frac{f^{(n)} (a)}{n!} (x-a)^n = f(a) + f'(a)(x-a) + \frac{1}{2!} f''(a)(x-a)^2 + \frac{1}{3!} f'''(a)(x-a)^3 + \ldots \)
\(f(x) = f(a) + f'(a)(x-a) + \frac{1}{2!} f''(a)(x-a)^2 + \frac{1}{3!} f'''(a)(x-a)^3 + \ldots \\ f(a) = f(a) + f'(a)(a-a) + \frac{1}{2!} f''(a)(a-a)^2 + \frac{1}{3!} f'''(a)(a-a)^3 + \ldots = f(a) \)
\(f'(x) = f'(a) + \frac{2}{2!} f''(a)(x-a) + \frac{3}{3!} f''(a)(x-a)^2 + \ldots \\ = f'(a) + f''(a)(x-a) + \frac{3}{3!} f''(a)(x-a)^2 + \ldots \\ f'(a) = f'(a) + f''(a)(a-a) + \frac{3}{3!} f''(a)(a-a)^2 + \ldots = f'(a) \)
\(f''(x) = f''(a) + \frac{3 \times 2}{3!} f''(x)(x-a) + \ldots \\ = f''(a) + f'''(a)(x-a) + \ldots \\ f''(a) = f''(a) + f'''(a)(a-a) + \ldots = f''(a) \)
\(f'''(x) = f'''(a) + \ldots \\ f'''(a) = f'''(a) \)
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#!/usr/bin/env python
# -*- coding:utf-8 -*-
import argparse
import subprocess
from itertools import permutations
def main():
parser = argparse.ArgumentParser()
parser.add_argument('-p', '--pattern', help='word pattern', required=True)
parser.add_argument('-i', '--include', help='include words', required=False)
parser.add_argument('-e', '--exclude', help='exclude words', required=False)
args = parser.parse_args()
word_regex = "^("
word_template = args.pattern
seed = '' if None == args.include else args.include
seed = seed + "-"*(word_template.count("_") - len(seed))
exclude_pattern = '[^\']' if None == args.exclude else "[^\'" + args.exclude + "]"
for p in set(permutations(seed)) :
idx = 0
for c in word_template :
if '_' == c :
word_regex += exclude_pattern if '-' == p[idx] else p[idx]
idx += 1
else :
word_regex += c
word_regex += "|"
word_regex += ")$"
command = "grep -E \"" + word_regex.replace("|)", ")") + "\" /usr/share/dict/words"
proc = subprocess.Popen(
command,
shell = True, # sh -c "command"
stdin = subprocess.PIPE, #1
stdout = subprocess.PIPE, #2
stderr = subprocess.PIPE) #3
stdout_data, stderr_data = proc.communicate() #wait
if (isinstance(stdout_data, bytes)):
print (stdout_data.decode("UTF-8"))
else:
print (stdout_data)
if __name__ == '__main__':
main()
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