def execute(self, dateValuesDict):
''' processing input'''
super(AvgDivProcessor, self).execute(dateValuesDict)
for dateValues in dateValuesDict.values():
stockMeasurement = StockMeasurement(dateValues)
data = {
'days': len(dateValues),
'avg': stockMeasurement.mean(),
'standard deviation': stockMeasurement.std(),
'alpha': stockMeasurement.alpha(),
'beta': stockMeasurement.beta()
}
return data
def testMeasurement(self):
dateValues = [StockDailyType('2011-01-03', '3190.04', '3239.03', '3190.04', '3235.77', '000', '3235.7'),
StockDailyType('2011-01-04', '3235.77', '3260.08', '3235.77', '3250.29', '000', '3250.2'),
StockDailyType('2011-01-05', '3250.29', '3263.05', '3242.98', '3254.25', '000', '3254.2'),
StockDailyType('2011-01-06', '3254.25', '3280.43', '3254.25', '3279.70', '000', '3279.7'),
StockDailyType('2011-01-07', '3279.70', '3280.77', '3253.14', '3261.35', '000', '3261.3'),
StockDailyType('2011-01-10', '3261.35', '3270.21', '3229.27', '3229.27', '000', '3229.2')]
stockMeasurement = StockMeasurement(dateValues, '^GSPC')
stockMeasurement.linearRegression()
assert stockMeasurement.alpha()
assert stockMeasurement.beta()
assert stockMeasurement.mean()
assert stockMeasurement.std()
assert stockMeasurement.relativeReturnRate()
assert stockMeasurement.marketReturnRate()
assert stockMeasurement.returnRate()
def execute(self, dateValuesDict):
''' processing input'''
super(AvgDivProcessor, self).execute(dateValuesDict)
for dateValues in dateValuesDict.values():
stockMeasurement = StockMeasurement(dateValues)
data = {'days': len(dateValues), 'avg': stockMeasurement.mean(), 'standard deviation': stockMeasurement.std(),
'alpha': stockMeasurement.alpha(), 'beta': stockMeasurement.beta()}
return data