def get_winning_days(fund_ts):
"""
@summary Returns percentage of winning days in fund time series
@param fund_ts: pandas time series of daily fund values
@return Percentage of winning days over fund time series
"""
return tsu.get_winning_days(tsu.daily(fund_ts))
print "Reading data..."
high = dataobj.get_data(timestamps, symbols, "high")
actclose = dataobj.get_data(timestamps, symbols, "actual_close")
print actclose.tail()[symbols[:5]]
print high.tail()[symbols[:5]]
eventMatrix = findEvents(symbols, timestamps, high, actclose)
print "Matrix calculated - getting returns..."
rendite = calc_returns(eventMatrix, actclose)
rendite.to_csv('daily_return.csv')
print rendite.describe()
renditereihe = jp.cum_return(rendite)
print
print "Winning Days:"
print tsu.get_winning_days(rendite)
print
print "Max Drawdown:"
print tsu.get_max_draw_down(renditereihe)
print
#jp.plotline(rendite,'Returns (Close to Open)','closetoopen.png',20)
#jp.plotline(renditereihe,'Cum Returns (Close to Open)','closetoopen_cum.png')
rendite.plot()
plt.show()
renditereihe.plot()
plt.show()
high = dataobj.get_data(timestamps, symbols, "high")
actclose = dataobj.get_data(timestamps, symbols, "actual_close")
print actclose.tail()[symbols[:5]]
print high.tail()[symbols[:5]]
eventMatrix = findEvents(symbols,timestamps,high,actclose)
print "Matrix calculated - getting returns..."
rendite=calc_returns(eventMatrix,actclose)
rendite.to_csv('daily_return.csv')
print rendite.describe()
renditereihe=jp.cum_return(rendite)
print
print "Winning Days:"
print tsu.get_winning_days(rendite)
print
print "Max Drawdown:"
print tsu.get_max_draw_down(renditereihe)
print
#jp.plotline(rendite,'Returns (Close to Open)','closetoopen.png',20)
#jp.plotline(renditereihe,'Cum Returns (Close to Open)','closetoopen_cum.png')
rendite.plot()
plt.show()
renditereihe.plot()
plt.show()