Python addMonths Exemples

Exemple #1

Fichier : F71_ACmeasures.py Projet : lnsongxf/riskdash

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)

Exemple #2

Fichier : F71_ACmeasures.py Projet : aybose/riskdash

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)

Exemple #3

Fichier : F71_ACmeasures.py Projet : lnsongxf/riskdash

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)

Exemple #4

Fichier : Granger.py Projet : aybose/riskdash

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)

Exemple #5

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)

Exemple #6

Fichier : F71_ACmeasures.py Projet : aybose/riskdash

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)