def find_stock_sharpe(fileName):
import numpy as np
import pandas as pd
import matplotlib as plt
import matplotlib.dates as date
import datetime
#%matplotlib inline
from numpy.random import randn
from stock import Stock
dfStock = pd.read_csv(fileName, parse_dates=['Date'], dayfirst =True)
dfStock= dfStock.drop(dfStock.columns[[1,2,3,4,6]], axis=1)
dfStock=dfStock.set_index(dfStock.columns[0])
stock_returns = dfStock.pct_change()
stock_mean_return = stock_returns.mean()
stock_return_stdev = stock_returns.std()
stock_annualised_return = round(stock_mean_return * 252,2)
stock_annualised_stdev = round(stock_return_stdev * np.sqrt(252),2)
stock_sharpe_ratio=(stock_mean_return/stock_return_stdev)
stock_sharpe_ratio=(252**0.5)*stock_sharpe_ratio
myStock=Stock()
code=fileName.split(".")
myStock.code=code[0]
myStock.stock_annualised_return=format(stock_annualised_return.values)
myStock.stock_return_stdev=format(stock_annualised_stdev.values)
myStock.stock_sharpe_ratio=format(stock_sharpe_ratio.values)
#print("The annualised mean return of stock is {}".format(stock_annualised_return.values))
#print("The annualised volatility is {}".format(stock_annualised_stdev.values))
#print("Sharpe Ratio of stock is {}".format(stock_sharpe_ratio.values))
# return format(stock_annualised_return.values)
return myStock
def find_stock_sharpe_by_yahoo_fin(code): import numpy as np import pandas as pd import matplotlib as plt import matplotlib.dates as date import datetime # %matplotlib inline from numpy.random import randn from yahoo_fin.stock_info import get_analysts_info, get_data from stock import Stock df=get_data(code) df=df.drop(df.columns[[0,1,2,3,5,6]], axis=1) df['daily_return'] = df['adjclose'].pct_change() df.sort_index(inplace=True,ascending=False) stock_mean_return = df['daily_return'].mean() stock_return_stdev =df['daily_return'].std() stock_annualised_return = round(252*stock_mean_return,2) stock_annualised_stdev = round(np.sqrt(252)*stock_return_stdev,2) stock_sharpe_ratio=round(np.sqrt(252)*stock_mean_return/stock_return_stdev,2) myStock=Stock() myStock.code=code myStock.stock_annualised_return=stock_annualised_return myStock.stock_return_stdev=stock_annualised_stdev myStock.stock_sharpe_ratio=stock_sharpe_ratio return myStock
