values = YahooData.get_ev_ebitda(u_tick) df = universe.join(values) mkt_cap_df = YahooData.get_value(u_tick, "Mkt_cap") """ mkt_cap_df.ix['FLOW'] = 22720 mkt_cap_df.ix['MSG'] = 4450 mkt_cap_df.ix['ALLE'] = 5730 mkt_cap_df.ix['GHC'] = 3370 mkt_cap_df.ix['HME'] = 4370 """ # if 'N/A' in mkt_cap_df['Mkt_cap']: mkt_cap_df[mkt_cap_df["Mkt_cap"] == "N/A"] = np.nan # calculate score based on compustat data comp_MF_data = Utility.get_compustat_data("CQA_MF_data.csv", exchanges=["11", "12", "14"]) comp_PIO_data = Utility.get_compustat_data("CQA_PIO_data.csv", exchanges=["11", "12", "14"]) comp_MOH_data = Utility.get_compustat_data("CQA_MOH_data.csv", exchanges=["11", "12", "14"]) comp_MOH_ad_data = Utility.get_compustat_data("CQA_MOH_AD_data.csv", exchanges=["11", "12", "14"], period="A") MF_result = MF_calc.Calc(comp_MF_data, u_tick, mkt_cap_df) PIO_result = PIO_calc.Calc(comp_PIO_data, u_tick, details=False) MOH_result = MOH_calc.Calc(comp_MOH_data, u_tick, comp_MOH_ad_data) # join all the dataframe universe.set_index("Tick", inplace=True) result = universe.join(mkt_cap_df) result = result.join(returns) result = result.join(MF_result) result = result.join(PIO_result)
# -*- coding: utf-8 -*- """ Created on Tue Nov 10 20:50:03 2015 @author: Guanwen """ from Data import Utility from Calculation import PIO_calc u_tick= ['AAPL'] comp_PIO_data = Utility.get_compustat_data('CQA_PIO_data.csv', exchanges=['11', '12', '14']) PIO_result = PIO_calc.Calc(comp_PIO_data, u_tick, details=True) PIO_result.to_csv(r'C:\Users\Guanwen\Desktop\test.csv')