Supports et résistances automatiques avec Python

import numpy as np
import pandas as pd
import yfinance as yf
from lightweight_charts import JupyterChart

TICKER = 'MNQ=F'
PERIOD = '730d'
TIME_FRAME = '1d'
DIVIDER = 100
DELTA = 0.33

def load_data(ticker=TICKER, period=PERIOD, interval=TIME_FRAME):
    df = yf.download(ticker, period=period, interval=interval, auto_adjust=True)
    df = df[['Open','High','Low','Close','Volume']]
    df.columns = ['open','high','low','close','volume']
    df['time'] = df.index.strftime('%Y-%m-%d %H:%M:%S')
    df.reset_index(drop=True, inplace=True)
    return df[['time','open','high','low','close','volume']]

df_analysis = load_data()

max_price, min_price = df_analysis['high'].max(), df_analysis['low'].min()
extra_bins = (max_price - min_price)/DIVIDER
prices_div = np.linspace(max_price + extra_bins, min_price - extra_bins, DIVIDER)

bins = pd.DataFrame(columns=['low_range','high_range','count'])
for i in range(1, len(prices_div)):
    low, high = prices_div[i], prices_div[i-1]
    count = df_analysis[((df_analysis['close']>=low)&(df_analysis['close']<high))].shape[0]
    bins.loc[len(bins)] = [low, high, count]

median_count = bins['count'].mean()
bins['support'] = (bins['count']>median_count)&(bins['count'].shift(-1)<bins['count']*DELTA)&(bins['count'].shift(1)>=bins['count']*DELTA)
bins['resistance'] = (bins['count']>median_count)&(bins['count'].shift(1)<bins['count']-DELTA)&(bins['count'].shift(-1)>=bins['count'])

def renderGraphSR(chart):
    for _, row in bins.iterrows():
        if row['support']:
            chart.horizontal_line((row['low_range']+row['high_range'])/2, color="#0aff643b", width=30, style='solid', axis_label_visible=False)
        if row['resistance']:
            chart.horizontal_line((row['low_range']+row['high_range'])/2, color="#ff0d0d38", width=30, style='solid', axis_label_visible=False)

chart = JupyterChart(width=1200, height=600)
chart.precision(4)
chart.grid(False, False)
chart.volume_config(1)
chart.set(df_analysis)
renderGraphSR(chart)
chart.load()