python实现趋势预测，仅供自己复习使用

import numpy as np
import datetime as dt
import matplotlib.pyplot as mp
import matplotlib.dates as md
import pandas as pd

def dmy2wday(dmy):
    dmy = str(dmy, encoding='utf-8')
    date = dt.datetime.strptime(dmy, '%d-%m-%Y').date()
    ymd = date.strftime('%Y-%m-%d')
    return ymd

dates, closing_prices =\
    np.loadtxt('C:/Users/Administrator/Desktop/asd/DS/data/aapl.csv',
               delimiter=',', usecols=(1, 6), unpack=True,
               dtype=np.dtype('M8[D],f8'),
               converters={1: dmy2wday})

n = 10
pred_prices = np.zeros(closing_prices.size - 2 * n + 1)
for i in range(pred_prices.size):
    a = np.zeros((n, n))
    for j in range(n):
        a[j, ] = closing_prices[i + j:i + j + n]
    b = closing_prices[i + n:i + n * 2]
    x = np.linalg.lstsq(a, b)[0]
    pred_prices[i] = b.dot(x)
    print(pred_prices)

mp.figure('Stock Price Prediction', facecolor='lightgray')
mp.title('Stock Price Prediction', fontsize=20)
mp.xlabel('Date', fontsize=14)
mp.ylabel('price', fontsize=14)
ax = mp.gca()
ax.xaxis.set_major_locator(
    md.WeekdayLocator(byweekday=md.MO))

ax.xaxis.set_major_formatter(
    md.DateFormatter('%d %b %Y'))
mp.tick_params(labelsize=10)
mp.grid(linestyle=':')

dates = dates.astype(md.datetime.datetime)
mp.plot(dates, closing_prices, 'o-', c='lightgray', label='Closing Price')

dates = np.append(dates, dates[-1] + pd.tseries.offsets.BDay())
mp.plot(dates[n * 2:], pred_prices, 'o-',
        c='orangered', label='Prediction Price')

mp.legend()
mp.gcf().autofmt_xdate()
mp.show()