def getTotalDiscount(self, startdate, enddate):
aprice = wu.wsd(self.ticker, 'close', startdate, enddate)['close']
bprice = wu.wsd(self.bticker, 'close', startdate, enddate)['close']
mnav = wu.wsd(self.mticker, 'nav', startdate, enddate)['nav']
ashare = wu.wsd(self.ticker, 'fund_subshareproportion', startdate, enddate)['fund_subshareproportion']
bshare = 100 - ashare
totalDiscount = (aprice * ashare + bprice * bshare) / mnav / 100 - 1
return totalDiscount
def getTotalDiscount(self, startdate, enddate):
aprice = wu.wsd(self.ticker, 'close', startdate, enddate)['close']
bprice = wu.wsd(self.bticker, 'close', startdate, enddate)['close']
mnav = wu.wsd(self.mticker, 'nav', startdate, enddate)['nav']
ashare = wu.wsd(self.ticker, 'fund_subshareproportion', startdate,
enddate)['fund_subshareproportion']
bshare = 100 - ashare
totalDiscount = (aprice * ashare + bprice * bshare) / mnav / 100 - 1
return totalDiscount
def getbprice(self, startdate, enddate):
bprice = wu.wsd(self.bticker, 'close', startdate, enddate)
return bprice
def getaprice(self, startdate, enddate):
aprice = wu.wsd(self.aticker, 'close', startdate, enddate)
return aprice
def getImpliedYield(self, startdate, enddate):
# function to be improved
tmp = wu.wsd(self.ticker, 'anal_nextaayield, nav, close', startdate, enddate)
return tmp['anal_nextaayield'] / (tmp['close'] - (tmp['nav'] - 1))
def getbprice(self, startdate, enddate):
bprice = wu.wsd(self.bticker, 'close', startdate, enddate)
return bprice
def getaprice(self, startdate, enddate):
aprice = wu.wsd(self.aticker, 'close', startdate, enddate)
return aprice
def getImpliedYield(self, startdate, enddate):
# function to be improved
tmp = wu.wsd(self.ticker, 'anal_nextaayield, nav, close', startdate,
enddate)
return tmp['anal_nextaayield'] / (tmp['close'] - (tmp['nav'] - 1))
