Exemple #1
0
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)
Exemple #2
0
# -*- 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')