Python Seasonality Exemples

Exemple #1

Fichier : seasonality_examples.py Projet : denicomc/finmarketpy

"""

# Loading data
import datetime

import pandas

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())

# choose run_example = 0 for everything
# run_example = 1 - seasonality of gold
# run_example = 2 - seasonality of FX vol
# run_example = 3 - seasonality of gasoline
# run_example = 4 - seasonality in NFP
# run_example = 5 - seasonal adjustment in NFP

run_example = 0

Exemple #2

Fichier : seasonality_examples.py Projet : simplifysolutions/finmarketpy

# loading data
import datetime

import pandas

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())

# choose run_example = 0 for everything
# run_example = 1 - seasonality of gold
# run_example = 2 - seasonality of FX vol
# run_example = 3 - seasonality of gasoline
# run_example = 4 - seasonality in NFP
# run_example = 5 - seasonal adjustment in NFP

run_example = 0

Exemple #3

Fichier : seasonality_examples.py Projet : Bruce2020/pythalesians

__author__ = 'saeedamen'


# loading data
import datetime

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())

# choose run_example = 0 for everything
# run_example = 1 - seasonality of gold
# run_example = 2 - seasonality of FX vol
# run_example = 3 - seasonality of gasoline
# run_example = 4 - seasonality in NFP

run_example = 0

###### calculate seasonal moves in Gold (using Bloomberg data)

Exemple #4

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())
"""Only to test if market fetcher is working
Add other data sources to try API akeys and libraries
"""
md_request = MarketDataRequest(
    start_date="20 Nov 2016",  # start date
    freq='daily',
    data_source='bloomberg',  # use Bloomberg as data source
    tickers=['Gold'],
    fields=['close'],  # which fields to download
    vendor_tickers=['XAUUSD Curncy'],  # ticker (Bloomberg)
    vendor_fields=['PX_LAST'],  # which Bloomberg fields to download
    cache_algo='internet_load_return')  # how to return data

df = market.fetch_market(md_request)

print(df)

Exemple #5

Fichier : seasonality_examples.py Projet : pmnyc/Source_Codes_Collected

__author__ = 'saeedamen'

# loading data
import datetime

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())

# choose run_example = 0 for everything
# run_example = 1 - seasonality of gold
# run_example = 2 - seasonality of FX vol
# run_example = 3 - seasonality of gasoline
# run_example = 4 - seasonality in NFP

run_example = 0

###### calculate seasonal moves in Gold (using Bloomberg data)
if run_example == 1 or run_example == 0:

Exemple #6

__author__ = 'saeedamen'

# loading data
import datetime

from chartpy import Chart, Style
from finmarketpy.economics import Seasonality
from findatapy.market import Market, MarketDataGenerator, MarketDataRequest

from chartpy.style import Style
from findatapy.timeseries import Calculations
from findatapy.util.loggermanager import LoggerManager

seasonality = Seasonality()
calc = Calculations()
logger = LoggerManager().getLogger(__name__)

chart = Chart(engine='matplotlib')

market = Market(market_data_generator=MarketDataGenerator())

# choose run_example = 0 for everything
# run_example = 1 - seasonality of gold
# run_example = 2 - seasonality of FX vol

run_example = 0

###### calculate seasonal moves in Gold (using Bloomberg data)
if run_example == 1 or run_example == 0:
    md_request = MarketDataRequest(
        start_date="01 Jan 1996",  # start date