def draw_viz(t1, t2):
data_store = sds()
delta = datetime.timedelta(days=1)
t1_data = []
t2_data = []
dates = []
d_cursor = data_store.get_company_data(t1)
for d in d_cursor:
t1_data.append(d["Adj Clos"])
dates.append(d["date"])
d_cursor = data_store.get_company_data(t2)
for d in d_cursor:
t2_data.append(d["Adj Clos"])
print len(t1_data), len(t2_data)
p, sprd, beta = fc.get_adf(t1, t2, spread=True)
dates = mpl.dates.date2num(dates)
p1 = plt.plot_date(dates, sprd, "b-.", label="Sprd")
p2 = plt.plot_date(dates, t1_data, "g-.", label=t1)
p3 = plt.plot_date(dates, t2_data, "r-.", label=t2)
plt.grid(True)
plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.0)
def add_vert_line(event):
plt.avspan(event.xdata, event.xdata, ls="p-")
print "Beta: %f" % beta
plt.show()
def draw_viz(t1, t2):
data_store = sds()
delta = datetime.timedelta(days=1)
t1_data = []
t2_data = []
dates = []
d_cursor = data_store.get_company_data(t1)
for d in d_cursor:
t1_data.append(d['Adj Clos'])
dates.append(d['date'])
d_cursor = data_store.get_company_data(t2)
for d in d_cursor:
t2_data.append(d['Adj Clos'])
print len(t1_data), len(t2_data)
p, sprd, beta = fc.get_adf(t1, t2, spread=True)
dates = mpl.dates.date2num(dates)
p1 = plt.plot_date(dates, sprd, 'b-.', label='Sprd')
p2 = plt.plot_date(dates, t1_data, 'g-.', label=t1)
p3 = plt.plot_date(dates, t2_data, 'r-.', label=t2)
plt.grid(True)
plt.legend(bbox_to_anchor=(1.05, 1), loc=2, borderaxespad=0.)
def add_vert_line(event):
plt.avspan(event.xdata, event.xdata, ls='p-')
print 'Beta: %f' % beta
plt.show()
def draw_plots_for_features(ticker, features):
results = {}
data_store = sds()
delta = datetime.timedelta(days=1)
for feature in features:
results[feature] = list()
data = data_store.get_company_data(ticker)
dates = []
for d in data:
dates.append(d['date'])
for f in features:
try:
results[f].append(d[f])
except:
pass
dates = matplotlib.dates.date2num(dates)
for i in range(len(features)):
print features[i]
plt.subplot(int('%d1%d' % (len(features), i+1)))
print len(dates), len(results[features[i]])
plt.plot_date(dates ,results[features[i]], 'r-.')
plt.grid(True)
plt.show()