超初心者がPythonで5分足チャートからボリンジャーバンドを計算してグラフに表示してみた

import pandas as pd
import datetime
import mplfinance as mpf
from pyti.bollinger_bands import upper_bollinger_band as bb_up
from pyti.bollinger_bands import middle_bollinger_band as bb_mid
from pyti.bollinger_bands import lower_bollinger_band as bb_low

df = pd.read_csv('./temp_historical_data/USDJPY.csv', nrows=500)
df.columns = ['Date', 'Open', 'High', 'Low', 'Close', 'Volume']
df['Date'] = pd.to_datetime(df['Date'])
df.set_index('Date', inplace=True)

# 5分足に変換
df5 = pd.DataFrame()
rule = '5T'
df5['Open'] = df['Open'].resample(rule).first()
df5['Close'] = df['Close'].resample(rule).last()
df5['High'] = df['High'].resample(rule).max()
df5['Low'] = df['Low'].resample(rule).min()

# ボリンジャーバンド計算
bb = pd.DataFrame()
data = df5['Close'].values.tolist()
period = 20
bb['Close'] = df5['Close']
bb['Up'] = bb_up(data, period)
bb['Mid'] = bb_mid(data, period)
bb['Low'] = bb_low(data, period)

bbplot = mpf.make_addplot(bb[['Close', 'Up', 'Mid', 'Low']])

mpf.plot(df5, type='candle', addplot=[bbplot],
        datetime_format='%Y/%m/%d %H:%M', xrotation=90, style='yahoo', savefig=dict(fname='./figures/draw_bb.png',dpi=100))

from pyti.moving_average_convergence_divergence import moving_average_convergence_divergence as macd_func

macd = pd.DataFrame()
macd['Close'] = df5['Close']
data = macd['Close'].values.tolist()
macd['MACD'] = macd_func(data, 12, 26)
macd['Signal'] = macd['MACD'].ewm(span=9).mean()

macdplot = mpf.make_addplot(macd[['MACD', 'Signal']])