Ejemplo n.º 1
0
 def __init__(self
                 , symbol
                 , startdate_string='2004-12-31'
                 , period = 'monthly' #or daily
                 , source = 'Yahoo'
                 #, enddate_string='xxx'
             ):
     print('Initialized class pullreturns.perform')
     
     self.Symbol = symbol
     self.StartDateString = startdate_string
     self.Period = period
     
     import datetime
     #today_datetime = datetime.datetime.today()
     #today_date = datetime.date.today()
     yesterday_date = datetime.date.fromordinal(datetime.date.today().toordinal()-1)
     
     import pullprices as pp
     if period == 'monthly':
         self.StockHistoryDataframe = pp.stockhistorybackfilledtodatframeofstockhistoryinstancesusingcache(symbol,startdate_string,str(yesterday_date)) #,str(today_date))
         self.ReturnsDataframe = self.monthlyreturns
     else:
         self.StockHistoryDataframe = pp.stockhistorynobackfilltodataframeusingcache(symbol,startdate_string,str(yesterday_date)) #,str(today_date))
         self.ReturnsDataframe = self.dailyreturns
Ejemplo n.º 2
0
    def __init__(
            self,
            symbol,
            startdate_string='2004-12-31',
            enddate_string='',
            period='monthly'  #or daily
        ,
            source='Yahoo'
        #, enddate_string='xxx'
    ):
        print('Initialized class pullreturns.perform')

        #today_date = datetime.date.today()

        self.Symbol = symbol
        self.StartDateString = startdate_string
        self.EndDateString = enddate_string
        self.Period = period

        import datetime
        #today_datetime = datetime.datetime.today()

        startdate_date = datetime.datetime.strptime(startdate_string,
                                                    "%Y-%m-%d")
        my_enddate_string = enddate_string
        yesterday_date = datetime.date.fromordinal(
            datetime.date.today().toordinal() - 1)
        if len(my_enddate_string) == 0:
            my_enddate_string = str(yesterday_date)

        enddate_date = datetime.datetime.strptime(my_enddate_string,
                                                  "%Y-%m-%d")

        if enddate_date <= startdate_date:
            my_enddate_string = str(yesterday_date)

        import pullprices as pp
        if period == 'monthly':
            self._StockHistoryDataframe = pp.stockhistorybackfilledtodatframeofstockhistoryinstancesusingcache(
                symbol, startdate_string,
                my_enddate_string)  #,str(today_date))
            #self.MonthDayCharacter = 'M'
        else:
            self._StockHistoryDataframe = pp.stockhistorynobackfilltodataframeusingcache(
                symbol, startdate_string,
                my_enddate_string)  #,str(today_date))
            #self.MonthDayCharacter = 'D'

        #Append todays price if no end date specified
        appendtodaysprice = False
        if enddate_string == '':
            appendtodaysprice = True

        self.ReturnsDataframe = self.calculatereturns(
            period=period, appendtodaysprice=appendtodaysprice)

        self.PriceHistoryDataframe = self.getpricehistory(
            period=period, appendtodaysprice=appendtodaysprice)
        self.FirstDateOfPriceHistory = self.PriceHistoryDataframe.index.tolist(
        )[0]