Python TS_datasets.load_yahoo_stock_prices Examples

Example #1

File: run_benchmark_Yahoo.py Project: ysravankumar/pyaf

import pandas as pd
import numpy as np
import pyaf.Bench.TS_datasets as tsds
import pyaf.Bench.YahooStocks as ys

symbol_lists = tsds.get_yahoo_symbol_lists();
y_keys = sorted(symbol_lists.keys()) 
print(y_keys)
for k in y_keys:
    tester = ys.cYahoo_Tester(tsds.load_yahoo_stock_prices(k) , "YAHOO_STOCKS_" + k);
    tester.run_multiprocessed();

Example #2

import pandas as pd
import numpy as np

import pyaf.ForecastEngine as autof
import pyaf.Bench.TS_datasets as tsds

import pyaf.CodeGen.TS_CodeGenerator as tscodegen

stock = "BNP.PA"
b1 = tsds.load_yahoo_stock_prices("cac40")[stock]
df = b1.mPastData

df.head()
df.info()

lEngine = autof.cForecastEngine()
lEngine

H = b1.mHorizon[stock]

lEngine.train(df, b1.mTimeVar, b1.mSignalVar, H)
lEngine.getModelInfo()
print(lEngine.mSignalDecomposition.mTrPerfDetails.head())

dfapp_in = df.copy()
dfapp_in.tail()

dfapp_out = lEngine.forecast(dfapp_in, H)
#dfapp_out.to_csv("outputs/ozone_apply_out.csv")
dfapp_out.tail(2 * H)
print("Forecast Columns ", dfapp_out.columns)

Example #3

import pyaf.Bench.YahooStocks as ys
import pyaf.Bench.TS_datasets as tsds

tester7 = ys.cYahoo_Tester(tsds.load_yahoo_stock_prices("my_test"),
                           "YAHOO_my_test")
tester7.testAllSignals(12)
# tester7.run_multiprocessed(18);

Example #4

import pyaf.Bench.TS_datasets as tsds

import pyaf.Bench.YahooStocks as ys

tester7 = ys.cYahoo_Tester(tsds.load_yahoo_stock_prices("cac40"),
                           "YAHOO_STOCKS")
#tester7.testAllSignals(12);
tester7.testSignals("ML.PA", 12)
# tester7.run_multiprocessed(18);