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
## 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