def check():
if request.method == 'GET':
data_json = {}
return render_template('check.html', data_list=data_json)
id = request.form['ID']
data_json = getRecord.getRecord(id)
return render_template('check.html', data_list=data_json)
#
# vol = volatility(indexPrice,calc='yang.zhang')
#
# import getRecord as gr
# indexPrice = gr.getRecord(100000001,'23020')
#
# #aa =AMAi(indexPrice,1,20,250,2)
# #print(aa)
import pandas.io.data as web
from PyQuantRisk import ReturnAnalysis as ra
HS300=web.DataReader(name='000300.SS',data_source='yahoo',start='2006-01-01',end='2015-11-10')
SH=web.DataReader(name='000001.SS',data_source='yahoo',start='2006-01-01',end='2015-11-10')
dr1=HS300['Close'].pct_change()
dr2=SH['Close'].pct_change()
ra.Return_excess(dr1,dr2)
import getRecord as gr
SH= gr.getRecord(100000001,'23020')
HS300=gr.getRecord(100000300,'232')
SH=SH.set_index('settledate',drop=True)
HS300=HS300.set_index('settledate',drop=True)
dr1=HS300['close']['2006-01-01':'2015-11-10'].pct_change()
dr2=SH['close']['2006-01-01':'2015-11-10'].pct_change()
print(ra.Return_annualized(dr1,scale=252))
print(ra.TrackingError(dr1,dr2,252))
def AMAi(Pricevector,FastMaLength,SlowMALength,ERlength,depth):
Fast=2/(FastMaLength+1)
Slow=2/(SlowMALength+1)
Pricevector=Pricevector.set_index('settledate')
closeprice=Pricevector['close']['2005-04-08':]
ERI=ERi(closeprice,ERlength)
Ci=(ERI*(Fast-Slow)+Slow)**depth
#amai=df(columns=closeprice.columns)
#amai=df()
#amai=df(columns=['close'],index=Pricevector['close'][ERlength])
#amai=closeprice[:'2006-4-19']
amai=closeprice
#for i in closeprice['2006-4-20':].index:
for i in range(ERlength,len(closeprice)):
amai[i]=amai[i-1]+Ci[i]*(closeprice[i]-amai[i-1])
# newAMAi=pd.Series(amai.tail(1)+Ci[i]*(closeprice[i]-amai.tail(1)))
# newAMAi.index=[i]
# amai=amai.append(newAMAi)
return amai
import getRecord as gr
indexPrice = gr.getRecord(201023,'23020')
aa =AMAi(indexPrice,1,20,250,2)
print(aa)
