def rollAggIlliquid(n=25): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: rho_prime = AggregateIlliquidity(iDate) precalculatedDict[iDate] = rho_prime iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('AggregateIlliquidity.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)
def rollAggIlliquid(n=25): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: rho_prime = AggregateIlliquidity(iDate) precalculatedDict[iDate]= rho_prime iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('AggregateIlliquidity.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)
def rollQStat(n=25): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: nameArray, Qarray = Qstatistic(iDate) p_values = [chi2.pdf(x, 6) for x in Qarray] precalculatedDict[iDate] = [p_values, Qarray] iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('Qstatistic.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)
def generateAllGrangerMonths(): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: npNArray, p_values = getGCPvalues(iDate) precalculatedDict[iDate]= [npNArray, p_values] iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('GrangerPrecomputed.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)
def generateAllGrangerMonths(): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: npNArray, p_values = getGCPvalues(iDate) precalculatedDict[iDate] = [npNArray, p_values] iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('GrangerPrecomputed.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)
def rollQStat(n=25): now = dt.datetime.now() precalculatedDict = {} iDate = dt.datetime(1996, 1, 31) while iDate < now: try: nameArray, Qarray = Qstatistic(iDate) p_values = [chi2.pdf(x, 6) for x in Qarray] precalculatedDict[iDate]= [p_values, Qarray] iDate = addMonths(iDate, 1) print iDate.strftime('%Y/%m/%d %H:%M:%S') except: print "Unexpected error:", sys.exc_info()[0] raise Nameoutput = open('Qstatistic.pkl', 'wb') pickle.dump(precalculatedDict, Nameoutput)