{ "cells": [ { "cell_type": "code", "execution_count": 1, "metadata": {}, "outputs": [], "source": [ "# 출처 : https://cprosenjit.medium.com/10-time-series-forecasting-methods-we-should-know-291037d2e285" ] }, { "cell_type": "markdown", "metadata": {}, "source": [ "## 1. Library and Data load" ] }, { "cell_type": "code", "execution_count": 59, "metadata": {}, "outputs": [], "source": [ "\"\"\" 시간대별 데이터 불러오기 \"\"\"\n", "import pandas as pd\n", "import numpy as np\n", "import matplotlib.pyplot as plt\n", "import pyupbit\n", "from sklearn.metrics import mean_squared_error\n", "from math import sqrt\n", "\n", "data = pyupbit.get_ohlcv(\"KRW-BTC\", interval = \"day\", count=60)" ] }, { "cell_type": "code", "execution_count": 60, "metadata": {}, "outputs": [ { "data": { "text/html": [ "
\n", " | open | \n", "high | \n", "low | \n", "close | \n", "volume | \n", "value | \n", "
---|---|---|---|---|---|---|
2021-12-12 09:00:00 | \n", "61414000.0 | \n", "62887000.0 | \n", "60904000.0 | \n", "62049000.0 | \n", "3665.345632 | \n", "2.262398e+11 | \n", "
2021-12-13 09:00:00 | \n", "61995000.0 | \n", "62190000.0 | \n", "58158000.0 | \n", "58626000.0 | \n", "7453.740910 | \n", "4.474210e+11 | \n", "
2021-12-14 09:00:00 | \n", "58626000.0 | \n", "60150000.0 | \n", "57347000.0 | \n", "59930000.0 | \n", "7199.357764 | \n", "4.219309e+11 | \n", "
2021-12-15 09:00:00 | \n", "59909000.0 | \n", "62150000.0 | \n", "58055000.0 | \n", "61198000.0 | \n", "10234.389890 | \n", "6.142101e+11 | \n", "
2021-12-16 09:00:00 | \n", "61196000.0 | \n", "61660000.0 | \n", "59500000.0 | \n", "59817000.0 | \n", "7807.696187 | \n", "4.738449e+11 | \n", "
2021-12-17 09:00:00 | \n", "59820000.0 | \n", "60198000.0 | \n", "57400000.0 | \n", "58086000.0 | \n", "8991.835833 | \n", "5.293789e+11 | \n", "
2021-12-18 09:00:00 | \n", "58110000.0 | \n", "58867000.0 | \n", "57207000.0 | \n", "58402000.0 | \n", "5479.583915 | \n", "3.183083e+11 | \n", "
2021-12-19 09:00:00 | \n", "58438000.0 | \n", "59864000.0 | \n", "58071000.0 | \n", "58329000.0 | \n", "5945.750016 | \n", "3.498301e+11 | \n", "
2021-12-20 09:00:00 | \n", "58329000.0 | \n", "58616000.0 | \n", "56917000.0 | \n", "58011000.0 | \n", "6685.605334 | \n", "3.858406e+11 | \n", "
2021-12-21 09:00:00 | \n", "57980000.0 | \n", "60650000.0 | \n", "57500000.0 | \n", "60023000.0 | \n", "6637.670907 | \n", "3.943527e+11 | \n", "
2021-12-22 09:00:00 | \n", "60023000.0 | \n", "60772000.0 | \n", "59605000.0 | \n", "59753000.0 | \n", "5773.963745 | \n", "3.471722e+11 | \n", "
2021-12-23 09:00:00 | \n", "59759000.0 | \n", "61925000.0 | \n", "59120000.0 | \n", "61490000.0 | \n", "6471.529895 | \n", "3.890817e+11 | \n", "
2021-12-24 09:00:00 | \n", "61490000.0 | \n", "62850000.0 | \n", "61250000.0 | \n", "61939000.0 | \n", "5243.543150 | \n", "3.256901e+11 | \n", "
2021-12-25 09:00:00 | \n", "61939000.0 | \n", "62500000.0 | \n", "61107000.0 | \n", "61177000.0 | \n", "3730.367984 | \n", "2.306797e+11 | \n", "
2021-12-26 09:00:00 | \n", "61177000.0 | \n", "61939000.0 | \n", "60288000.0 | \n", "61467000.0 | \n", "4350.543669 | \n", "2.650300e+11 | \n", "
2021-12-27 09:00:00 | \n", "61467000.0 | \n", "62500000.0 | \n", "60934000.0 | \n", "61508000.0 | \n", "5287.225194 | \n", "3.255122e+11 | \n", "
2021-12-28 09:00:00 | \n", "61470000.0 | \n", "61508000.0 | \n", "57912000.0 | \n", "58274000.0 | \n", "7303.087277 | \n", "4.366198e+11 | \n", "
2021-12-29 09:00:00 | \n", "58261000.0 | \n", "58763000.0 | \n", "56650000.0 | \n", "57089000.0 | \n", "8037.999545 | \n", "4.650985e+11 | \n", "
2021-12-30 09:00:00 | \n", "57089000.0 | \n", "58233000.0 | \n", "56400000.0 | \n", "57200000.0 | \n", "5506.789813 | \n", "3.153787e+11 | \n", "
2021-12-31 09:00:00 | \n", "57233000.0 | \n", "58812000.0 | \n", "56233000.0 | \n", "56784000.0 | \n", "4959.970086 | \n", "2.857282e+11 | \n", "
2022-01-01 09:00:00 | \n", "56784000.0 | \n", "58271000.0 | \n", "56762000.0 | \n", "57915000.0 | \n", "2628.145965 | \n", "1.510645e+11 | \n", "
2022-01-02 09:00:00 | \n", "57915000.0 | \n", "58300000.0 | \n", "57100000.0 | \n", "57531000.0 | \n", "3567.505712 | \n", "2.052913e+11 | \n", "
2022-01-03 09:00:00 | \n", "57540000.0 | \n", "57749000.0 | \n", "56133000.0 | \n", "56641000.0 | \n", "6304.958564 | \n", "3.600635e+11 | \n", "
2022-01-04 09:00:00 | \n", "56640000.0 | \n", "57685000.0 | \n", "56000000.0 | \n", "56023000.0 | \n", "6053.445802 | \n", "3.425126e+11 | \n", "
2022-01-05 09:00:00 | \n", "56023000.0 | \n", "57100000.0 | \n", "52701000.0 | \n", "53854000.0 | \n", "9296.798714 | \n", "5.152768e+11 | \n", "
2022-01-06 09:00:00 | \n", "53854000.0 | \n", "54300000.0 | \n", "52388000.0 | \n", "53239000.0 | \n", "6389.079302 | \n", "3.396310e+11 | \n", "
2022-01-07 09:00:00 | \n", "53240000.0 | \n", "53358000.0 | \n", "50900000.0 | \n", "51449000.0 | \n", "7509.108093 | \n", "3.895280e+11 | \n", "
2022-01-08 09:00:00 | \n", "51449000.0 | \n", "52709000.0 | \n", "50829000.0 | \n", "52142000.0 | \n", "4171.096458 | \n", "2.154237e+11 | \n", "
2022-01-09 09:00:00 | \n", "52142000.0 | \n", "52600000.0 | \n", "51144000.0 | \n", "51678000.0 | \n", "3369.095090 | \n", "1.748699e+11 | \n", "
2022-01-10 09:00:00 | \n", "51672000.0 | \n", "51999000.0 | \n", "48897000.0 | \n", "51246000.0 | \n", "7955.460111 | \n", "4.025708e+11 | \n", "
2022-01-11 09:00:00 | \n", "51255000.0 | \n", "52493000.0 | \n", "50408000.0 | \n", "52307000.0 | \n", "5812.218052 | \n", "2.986761e+11 | \n", "
2022-01-12 09:00:00 | \n", "52306000.0 | \n", "53945000.0 | \n", "51800000.0 | \n", "53349000.0 | \n", "5617.866428 | \n", "2.964927e+11 | \n", "
2022-01-13 09:00:00 | \n", "53349000.0 | \n", "53940000.0 | \n", "51809000.0 | \n", "51885000.0 | \n", "5468.015911 | \n", "2.898372e+11 | \n", "
2022-01-14 09:00:00 | \n", "51885000.0 | \n", "52691000.0 | \n", "51010000.0 | \n", "52230000.0 | \n", "5030.186536 | \n", "2.610861e+11 | \n", "
2022-01-15 09:00:00 | \n", "52230000.0 | \n", "52891000.0 | \n", "51878000.0 | \n", "52357000.0 | \n", "2595.049411 | \n", "1.356577e+11 | \n", "
2022-01-16 09:00:00 | \n", "52357000.0 | \n", "52634000.0 | \n", "51948000.0 | \n", "52165000.0 | \n", "2131.428819 | \n", "1.114174e+11 | \n", "
2022-01-17 09:00:00 | \n", "52165000.0 | \n", "52300000.0 | \n", "50822000.0 | \n", "51436000.0 | \n", "3104.237631 | \n", "1.606838e+11 | \n", "
2022-01-18 09:00:00 | \n", "51435000.0 | \n", "51600000.0 | \n", "50192000.0 | \n", "51179000.0 | \n", "3894.697552 | \n", "1.979972e+11 | \n", "
2022-01-19 09:00:00 | \n", "51183000.0 | \n", "51395000.0 | \n", "49988000.0 | \n", "50333000.0 | \n", "4815.617545 | \n", "2.433496e+11 | \n", "
2022-01-20 09:00:00 | \n", "50333000.0 | \n", "52361000.0 | \n", "49575000.0 | \n", "49648000.0 | \n", "6914.680876 | \n", "3.504892e+11 | \n", "
2022-01-21 09:00:00 | \n", "49600000.0 | \n", "50001000.0 | \n", "44600000.0 | \n", "45316000.0 | \n", "13031.222695 | \n", "6.148954e+11 | \n", "
2022-01-22 09:00:00 | \n", "45316000.0 | \n", "45622000.0 | \n", "42629000.0 | \n", "43375000.0 | \n", "12317.485273 | \n", "5.420970e+11 | \n", "
2022-01-23 09:00:00 | \n", "43376000.0 | \n", "44500000.0 | \n", "42725000.0 | \n", "44253000.0 | \n", "6165.208729 | \n", "2.692898e+11 | \n", "
2022-01-24 09:00:00 | \n", "44255000.0 | \n", "45600000.0 | \n", "40871000.0 | \n", "44731000.0 | \n", "10984.732576 | \n", "4.688627e+11 | \n", "
2022-01-25 09:00:00 | \n", "44764000.0 | \n", "45572000.0 | \n", "43511000.0 | \n", "44909000.0 | \n", "6937.037407 | \n", "3.084795e+11 | \n", "
2022-01-26 09:00:00 | \n", "44905000.0 | \n", "47460000.0 | \n", "44520000.0 | \n", "45100000.0 | \n", "10144.394427 | \n", "4.655031e+11 | \n", "
2022-01-27 09:00:00 | \n", "45100000.0 | \n", "45844000.0 | \n", "43786000.0 | \n", "45809000.0 | \n", "7488.144801 | \n", "3.350130e+11 | \n", "
2022-01-28 09:00:00 | \n", "45800000.0 | \n", "46890000.0 | \n", "45060000.0 | \n", "46588000.0 | \n", "5565.154275 | \n", "2.547627e+11 | \n", "
2022-01-29 09:00:00 | \n", "46592000.0 | \n", "47746000.0 | \n", "46180000.0 | \n", "47146000.0 | \n", "3980.167762 | \n", "1.862863e+11 | \n", "
2022-01-30 09:00:00 | \n", "47144000.0 | \n", "47500000.0 | \n", "46498000.0 | \n", "47208000.0 | \n", "2868.985234 | \n", "1.350271e+11 | \n", "
2022-01-31 09:00:00 | \n", "47208000.0 | \n", "47647000.0 | \n", "45624000.0 | \n", "47266000.0 | \n", "4554.265206 | \n", "2.112754e+11 | \n", "
2022-02-01 09:00:00 | \n", "47304000.0 | \n", "48270000.0 | \n", "46869000.0 | \n", "47760000.0 | \n", "3944.001610 | \n", "1.874350e+11 | \n", "
2022-02-02 09:00:00 | \n", "47784000.0 | \n", "47900000.0 | \n", "45401000.0 | \n", "45517000.0 | \n", "4684.820468 | \n", "2.192811e+11 | \n", "
2022-02-03 09:00:00 | \n", "45518000.0 | \n", "45900000.0 | \n", "44770000.0 | \n", "45835000.0 | \n", "3279.737875 | \n", "1.488391e+11 | \n", "
2022-02-04 09:00:00 | \n", "45835000.0 | \n", "50843000.0 | \n", "45500000.0 | \n", "50633000.0 | \n", "7451.464651 | \n", "3.556750e+11 | \n", "
2022-02-05 09:00:00 | \n", "50613000.0 | \n", "51488000.0 | \n", "50216000.0 | \n", "50788000.0 | \n", "5618.422204 | \n", "2.854418e+11 | \n", "
2022-02-06 09:00:00 | \n", "50788000.0 | \n", "52022000.0 | \n", "50400000.0 | \n", "51732000.0 | \n", "4046.196215 | \n", "2.066614e+11 | \n", "
2022-02-07 09:00:00 | \n", "51678000.0 | \n", "54110000.0 | \n", "51084000.0 | \n", "53511000.0 | \n", "6414.990458 | \n", "3.375537e+11 | \n", "
2022-02-08 09:00:00 | \n", "53511000.0 | \n", "55321000.0 | \n", "52325000.0 | \n", "53651000.0 | \n", "10799.768389 | \n", "5.788453e+11 | \n", "
2022-02-09 09:00:00 | \n", "53651000.0 | \n", "53921000.0 | \n", "52560000.0 | \n", "53436000.0 | \n", "3064.083905 | \n", "1.627087e+11 | \n", "