Exemple #1
0
def init():
    tt = time()
    fname = genData(cc[Nidx], cc[Didx], str(cc[DistrIdx]))
    tt = time() - tt
    print "Generate data elapsed time:", tt

    tt = time()
    points = gdata(fname, 22 * cc[Didx])
    tt = time() - tt
    print "Read elapsed time:", tt
    return points
Exemple #2
0
##  DATES ##
############
'''
previous_bday = pd.datetime.today() - BDay(1)
earliest_date = dt.datetime(2015, 8, 8)  # Earliest date with data available
default_initial_date = dt.datetime(2017, 2, 15)
default_final_date = dt.datetime(2019, 2, 15)
initial_date, final_date = gdate(default_initial_date, default_final_date)


'''
####################
## GATHERING DATA ##
####################
'''
df_data = gdata()
df_data = df_data[initial_date:final_date]


'''
######################
## ASSET ALLOCATION ##
######################
'''
# Default weights
btc_weight = 0.25
eth_weight = 0.25
xrp_weight = 0.25
ltc_weight = 0.25
total_weight = btc_weight + eth_weight + xrp_weight + ltc_weight