Wolfram言語

時系列の処理

過去の通貨換算

ドイツのフランクフルト証券取引所で取引されたドイツの企業Siemensの株価の終値は,ユーロで与えられる.それぞれの日付の終値に対して,過去の通貨換算率を使ってユーロを米ドルに変換する.

完全なWolfram言語入力を表示する
In[1]:=
Click for copyable input
siemens = TimeSeries@ WolframAlpha[ "Siemens stocks in 2015", \ {{"DateRangeSpecified:Close:FinancialData", 1}, "ComputableData"}];
In[2]:=
Click for copyable input
siemens = TemporalData[TimeSeries, {{ StructuredArray[QuantityArray, {253}, StructuredArray`StructuredData[QuantityArray, CompressedData[" 1:eJxdVW1IU2EUfkUscEVJ9gWyLH+IEhYMHJGrGxKrCMm23W2ybBWtfgStP1Em uBFaQTFDiAyiaxIWwcA/Yl8wpaKPUULIiixmEBUrKOiWgUa393ku+bYfezjn Pee85zznnPeu3Ht45/4iIcSM4C8e1Kz/fD+wsvOO/hejsSEd8muJ2uQlnEdW SBQ1kSDsjlK/RqLRe0Niovwt460PSdnTIjHffF2iEGNELQy/WxIzTlPqDe8I 48eCtKM8xHyFtIum3klZcy0KAV/g3vQp2hnA5osSMybQiM8w7+fUf2QcF+IO typoVQDM9aCewmCIfKGutu9KfZWdJxR7K88QeQmhzvf0u4/zWBfqz54lH6+I x1ugr2iBnU65gec19Ksgbg+jP9Pgo/Qn488J0592q8Oz40Rj9QoavWeIW2kX IU5Q/wn3CEPR/7O7G5qdn+aqov4z+TtPHsZtfhlvRxh92Q1++qMKJgp94Dey gHXVs84c+lfqZby1PP+B+cn1c36WsE9TkIedjNfBuUsqfbN4UFBzNdIO+Vem g8zrG+fdgbqy09iD0c2cozq777w3jTn0HuF8j8G+MMn5PGfni7omaznXS1nP PvrvgZ+nljxUc85+0z7HOA8x584Syhew3+kPOvPREa9Ph3+TDvsHAdRRoqMP CbwHrmIl/4SnjXIS92QnuHcvmW8x34En3LsU8+ii/zbyNa7zPrs/5KUIfamJ kM806x1Q5juTncf5z7Jv66hv514+5fs1TZ7fMM9HSl+sOMzzCnjpXW7nRT7A i9UP8lWn816pj6ZWQc6dlLIQ3fDz3A7g3nvQ53qgL2+l3KigEd9Ff01ivs3v Bx99ftTj8KNPi6EfveaDvcB5eoByxse6ffAf8aGuxz7ew3g3/eC1GvVFNhI7 kGchybq9zO8L7F1VAWAx7coCyMtkPDfsvYPEJOYre4jz18TvDb8/w8/An8jD zlzG+SrjvixU9iLj7FT2xdpvxnOwn+18H9zB2XorH8brZhyTdnPtdx1xU1eV ubHeWe6/G3ttnuZ8NlCe4vfw13/zvMG+F3MVv4x9Kj3Aer8q82LNIe3mI05h E/e0iPuYh515kDxtUb7f+eZjuvYHlgn1AA== "], "Euros", {{ 1}}]]}, CompressedData[" 1:eJxdl02KnDkQRHtgVr7F3ECZyt8jDHjlI3hh8GoWPdc3OL8SU3oMGNNBq6yK UOgp/df3f779+OPj4+Pzz/nr68/Pf/+nflH9/WV+2KG9vHWttxTzgLRlRdnC xZ7JxRG2INOXveWe33RQPupKKeVijSrI7a6QIcbFuRYXZyUXV27u+9r2LUUF 9rfsBfsjn19eaVnYVzwQzj4OrmyhfekOLNZVG/uqBMNRU9pXF9rXWMLFr6iu zGQ4kx3t7+f8IHUFF2sr9t07Gc78of2dSvu7RLi4OrlvF8MxNdofQftmwm6Y L3bDvBiOldG+9ab9+Si74bLYDZdmOG5O++6b9j2U3fAUdsOzGU4sp/1T2Ct1 sxvTDnZjToThRATtRxrtR212I1rZjdSg39xOv6+iQLqyDBnCNM6turKdfmsZ y1CyWYZSYRplSb/lQb8VxjKc63tlKdPoVfTbryCvVGcZphosQ5synLmftN+Z tN9FTu5ucnI+thGOLSUn5zjJyUEqOWnLyUlbz5lCFjlpq8lJk0VOmgg5aaKG cEycnBxJTs5KctJeBwZZhnBMhZy0A9ErlZw03eTkXH1nOJrk5Ehy8uHg5uIm J+3Q+spNTtqcNu1vIydtbiy6YXPNGM4B/1vOQtqfY0A3BlfkpJkGwxmo0L4F OTmSnLTzwlxZyXAmONp3JSfNNzk5kpw0t2Q4nuTkMJWcNG9yciQ5aa+kIDc5 OT0hJy2cnBxJTlpEMZxoctJykZOWQk7afEN2Y64rw0knJ4c45KTN5WY3sha7 kdUMp4TYtPPOX7mJzXmOiM2RzXAqic35hsSmVROb1ovYtDNQXLmJTZtvTPsd 5KR1LqThS0jCeSRJQl8z+ASkk4S+giT0lSShn7nmyhb4dRGScJpBErpsktDF SMJnBoJflyQJXYoknIedJJwfScK5N4rjnn+XJJzrShL6q82QQRK65mY42iSh P8MoFs87j+P2Z7DDvs+8hX23k4T+vPRcnCShP48o9523DfuakoR+pssrN0k4 LyZJ6A84sO98f9qfytL+9IzdeLqCfc8Ye6WRhP58mIudJHQPktA9neGcifhK IQlHkoQzx5GE/kxn2HemLdqfbWk/kiT0M3pfef4L9J9MJQmHuCThSJJwXiOS cPwlw8kiCWfYJAm9Fkk4kiT0Om/5WxpJ6OUkoVeQhCNJwpkYiuH0Igm9hSQc SpCE3qejbxlEn3cSffNIEH0xx9mUmzNhLHux7jehBFio "], 1, { "Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];
In[3]:=
Click for copyable input
siemens["FirstValue"]
Out[3]=

その期間のユーロ・米ドル間の通貨換算率を取得する.

完全なWolfram言語入力を表示する
In[4]:=
Click for copyable input
rates = TimeSeries[ First[WolframAlpha[ "euro to dollar in 2015", {{"Result", 1}, "ComputableData"}]]];
In[5]:=
Click for copyable input
rates = TemporalData[TimeSeries, {{ StructuredArray[QuantityArray, {343}, StructuredArray`StructuredData[QuantityArray, CompressedData[" 1:eJxFVnl4VNUVP48l4ESWYhAiOCztVxNpiTggFJ1yPqodICUh7LxzJ0AapoBR ISFIw9JPYNhSmCofbYcgGid8CsWpFMQpAtphl2ERKFM2IQhfiiObMIBF3+l5 70XeP3O/N/e9e8/9nd9yu5W8MnySBgBj5Kc/c65rQDHeM/hKERTjLYMLA4Yf Txg8/XWtGN8zuEXuCXlmXuX7px/7aBBP/9WPRwFcwdl+PGjwiNBqP85l/lu4 1o+lzHO98nybuSLrz35MGDwl62U//pJ5V3qWH2Xbr6qy/NgcYHXqisJdBue7 GhRWAqwZJmOBBqcTzfz4LsC9nAsKXRoMjGX48WnmoaGpCnsDlHubKNxq8Cfu 5gqXA6yNyyj13OYOCmuZWwUrFHZhPhLpp/BR5n3uoQpvAmSpvs7/fTW4Nv4Z hc8zL02NU/Z5Niu8yvy+26+wvQbvhDcp3GFwTXiwM47SYNnVQQrXA7SOFjrr pwz2B0bLewB/DL+mcCVAaWymNb8p/HuFEwF6H5O68gFmhEoUdtJguGuxwkcA JgfmKbxo8Kj6qU793xu8wFuu8EsAFZB1SINAbLRTbzlzfiyg8DTzCzGD8BWA k1XfOaPg1S14n7CMORhPE+ZpcDR9g/A5DZakNsk8wK89Kwm/k3q8jxEO0yAj 2YlwIvO3Jx8hc1263JVMXvDJzTp2Zx5RonSzv79r+ycdZwqObq+OuRp0nSRj NvND0b46fsPsc72o2/XP01ExV37ajnAR84FInW72b0m8FeEgDbKSTQk/YH48 2YOwD8CW3YrwvwZ3SuYTljAXffkSYSXz8ut5hOeZz0f6ES4BaJZ8lnA/QBOQ 5/4A3aNtyObHaR1Rg+7JlG7j0Jswg/mjxHOE45kPJcoILzN/7J5L2FODbdNG Wd/1dbUgvG5wfeK2jkcMTqbf03EF8zp3UMftABNC83WsYH41PlfHlqKZ3DId dWZP/Tu6rY8tOk5iXu+7omMH5nP5mYQbAeY0yPmeYf483ZJMHv/Mc0Y3+b3b d0rHRQD/SSR0dGuwwS141ACgR3BYADD1fk/CMcw3i3IIlQZvxPuQXde0RtwO EtYDPKVaKHyL+W6h8P8fUs/DBj3gwwiAYa7zhEmD03yXsBlzdVx4HQZ4MtrF 0U8h8/G8pgpXS99CoivQoHXuJcKWAC2Dmcru53hl6vdU1UKFJwDq9q+1+XdP xlkAXZM1Ckcz7/GJPgSHlfFzsi9z09zt1r6V3jjhR4J/YZAsvLIXy7kAFoan k4nrRG85met1iUqf7wn/AcnkiYoFCMUwsjIqCUcKnqqKbD+YSTgboCRQQLiT +RNfPeENg1sle9g6c7URXWkwod0+wpXMo+7uJ/yV+FFgJ+FQgGVZovsPDV4f 7uXot0H6FOmo8JjBL4S6K3yKORNy1AMcemnQLuhRuJH5pYBb4V7hV3qswn7M DVVlomsN5k8WfE3cT//W+f+H9yw/uUJ4x+AdPk3Z/AWFUYMPua+SuX9DzteE mczPel5sPN+jCgcDdPacEd4L/3PqCE8avHnah4SfGnwuZzfhV3K+kgThEA2w XnAs1mBnos7heQPAnaIPLH6VeVdbzxcSZwnXMe/YcVlw0aAqdYBwA/OY+vk2 zlmLCEdrcLFoAuFe8S9fL8KD0u/qzoSvMWf3EH8oANjqbk/4Yw2ed7Wxvnsj PI5MfqxIFZHt4zOcPg8CuJFT5tS5gHl6aBvhZwA9Xe8S/g9gkKeCsCnzYM8I snzw3/J9nvhGTPovfXUHZV58tiI1kfCQ5EXqF406GEC2/xeSqf+HN0wiMxeW eKdafnGtaDJhNkDHZDWZPtXFU0Omj78dl/OXAAwJXRTcmGvjewRPgILAXsLH mSNhwUXs73ha8Ps5wEbf61KfBnPihwjrxN/i7dWDXLLyao4yfWytb7rCU8x5 nlvK9L3N7j3K6pPLJ+/JelWdlem7xW3vOf5s8jx63dF1zGAt6nP4vEVwzDps +WULXfq3C2Be9heE85j/5b5Mdn6lCPOZC+ubWHwcHWitbByeVtiN+f4oXZk8 yuwxRpl6uVs01sm1OMDw0JMW379hyclxsk+yWpl9yzB6K1whvCmS3KsVPkZl 3uLFt3ZOeI8JPsyLw/Is+liQuklWXrjEV44ze6slj84ZHErJvJkXwU4KrwFs 93VTZr/Hx6453wu/37yl2fjEpH7hZ2ngjuWLIwM9lannAa4OzrnEpz/OF70R wMtZkodvSb25pVa9nyVmKNxgsMcjub5McK2XPM0AOFsl8wcMfiIo31m8GKFw oPhvrFj8QIPDEcHljOxXH7d8qHyV+JV1b1lo5UbdrVpLr5/ff5OwLcClQuH7 NuGR69XGPJ1H+D3A276lkity74lMbsQll3C3wcvD4udyj9rY9ayOhwH2py80 5uYR3Vynd1ByYq/BEfdDhHMBtpXLvORcQWyr5Btz82CNjmsA5sfX6ZgJMDNw 0sq9OyfW6DgF4Keuv+jYUYNLOfJ8RfJRhXTbTxY5OfZ3gBORyTq+D7DTvUq3 dbtUf6DjnzD/oUz8WHh9MdLRxsHbn0xeZ0dDZN/f5D3zvnd1lvBW7hue2Y5+ pd5+Hh/hF6KbdFsy+zPQJetlajDWO8TK76+rSglnMf8o6rNyotY3xRlFB48l xQefADia+A3Zuhkpfm/wvojk4v8Bcie12w== "], "USCents", {{ 1}}]]}, CompressedData[" 1:eJxdmEHOJDUMRmckVtyCG8SJ7dhHQGLFhj0LJFYshvuLLx2YPLEZ/Z964q56 lfJz+qff//r1j69fvnz59oP++eXPb3//L/32FennH/XHytkjeo7xPZpHIs6l D19cVo7ow4uxjaVib5bKdJbaMViqVrLU/eJ/49K6TsaTXrSajjizCnFFsJS7 sVTMYqk0Z6k9Bkvt2ixVe7HU56K+RxueKGW2JkrZNGBfpgtJxp4s5btYKtJZ KsNYaq/NUh82L7YNluoGdiEvYp+WxD5nEPtcTuzTJ7HPMGKfOYj9PqIX9yb2 WUns2ljEridK7OvcPOIcxK7FxL7WJvblSex3p7yYi9jXnsS+yoh9VRP76iJ2 105CKdcjRClxJHYFYr8b9sUYxO5RxO65id13EruXE7v3InYVJvawQexhTez3 vXlxJbGHB7FHLGKPnMQe24g9dhO77o/Yozex5whiv6/vi3MR+3lXUEoXTOx6 qYg9P4VfzCT23E7sWYvYsyex3y6C2MS+rYh9zyT2fdAifu7vxZjErqdN7Dub 2PcuYr/N7MUOYi81SpQqW8Re04i9PpgRm9hLu5ClIom90on99tQXaxJ79SD2 6iZ2fUjs/XnaL84gdu19Ym+fxN5hxH5bO2IRe+9N7F1U6uqmUrWMSvVhVKrr FQR2RSpV+5VK9WuYF4NK9ZFUqjoQlXruvVmqqFQfTaW6DSrVzahUt0ml+hXd i06lqvNRqYpUqupQqf7ZZIhFpboaErD7HFSqT6NS/fr2xUml+lxUqvoxleoz qFSfSaVq31CpilTqkSKxq7MT+9X+i0alygNUqkt1xK79S+zLqVRXGyV29S9i Vx8hdr2xxH6nj+9RZYhdm4PY9ZCIXXSI3ReV6srELksQuyeVqkil+h2CXiwq 1b2pVEmSSj2Pk9hjUqkei0pVpFI9nEr1CCrV7yz24qZSJWcq1aOpVEUq1T9P CNGoVJczif2MGCh1NilLBZWqSKV6JpWqkYFK9SwqVQ+BSvU9qFTfRqWeTUXs aovEfifTF51KFWUqVc6gUl0tlth3UamKVKprgiD2GlSql1GpfgfkFxeVqomJ SlWkUr2CSvVKKlU7lErV3VGpmjaoVO9Bpfqd0xGpVO9JpWqOo1JdLIi9g0rV R1Sq96ZSFalU76JS/R4X/otq5VRqDKNSNU5SqTEWlfpRFUs5lRoa6yZLJZUa Y1OpcU8tLzaVqjGWSlWkUsOMStVrQ6VqCKBSw5xKPSecxVJJpcY9PL24qdSw olI1XFOp+pNKVbuiUmNOKlUXQaUqUqnqsFRq3DPci0mlxtxUapxfB7i26dA4 52Gs1XBNzucEiMs4Ry+UOqcLrg1KM848zbWb0oxVlGac0Q2lznSCtWcsSEZa MnzRktrMtGSc1s9Sm1qM01a4tqjFOC8S1p4djMu4h+MXneKLs5j/OSg++Yfi i9gUX9xz9otGtSlSbTqHUW1xzk/4Xp14SENfSxq5Ka+4B/oXm/LSy0w9SZLU kyL1pMGFetL9UU+xiwLSYZECihoUkCIFFGUUkLBSMWrlVEzcHyEQqRiNrVRM 9KBEoo0SUe+iRBQpkehFiehNoCZ03qUmJHJqQhMENaFITaSePW4/7w8nLzpF oJP0RwT/AAtnKg8= "], 1, {"Continuous", 1}, {"Discrete", 1}, 1, { ValueDimensions -> 1, DateFunction -> Automatic, ResamplingMethod -> {"Interpolation", InterpolationOrder -> 1}}}, True, 314.1];

現在の換算率と比較した過去の換算率をプロットする.

In[6]:=
Click for copyable input
current = FinancialData["EUR/USD"]
Out[6]=
完全なWolfram言語入力を表示する
In[7]:=
Click for copyable input
DateListPlot[{rates, {{rates["FirstDate"], current}, {rates["LastDate"], current}}}, FrameLabel -> Automatic, PlotTheme -> "Detailed", TargetUnits -> "$"]
Out[7]=

換算率の単位をチェックする.

In[8]:=
Click for copyable input
rates["FirstValue"]
Out[8]=

これらはセントの単位なので,まず米ドルに換算してから,株価をユーロで割る.

In[9]:=
Click for copyable input
ratesUSD = UnitConvert[rates, "$"]*Quantity[1/"Euros"]
Out[9]=
In[10]:=
Click for copyable input
ratesUSD["FirstValue"]
Out[10]=

株価の時系列に通貨変換率の時間を掛ける.

In[11]:=
Click for copyable input
prices1 = ratesUSD*siemens;

UnitConvertを使って,米ドル対ユーロの現在の変換率で株価を変換する.

In[12]:=
Click for copyable input
prices2 = UnitConvert[siemens, "$"];
完全なWolfram言語入力を表示する
In[13]:=
Click for copyable input
DateListPlot[{prices1, prices2}, PlotLegends -> {"stock price with historical rate conversion", "stock price with current rate conversion"}, PlotTheme -> "Detailed", FrameLabel -> Automatic]
Out[13]=

関連する例

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