Exemple #1
0
from packer import Packer
from fdates import parse

P = Packer()

P.d_fred(
    1,
    "https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=RRSFS&scale=left&cosd=1992-01-01&coed=2020-09-01&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Monthly&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&vintage_date=2020-10-29&revision_date=2020-10-29&nd=1992-01-01",
    "RRSFS")
P.percentages(1, "RRSFS")
P.multiply(1, "RRSFS", 100)
P.stacked(1, "RRSFS")

# P.d_yfi(2, "^VIX")
# P.percentages(2, "close")
# P.inverse(2, "close")
# P.add(2, "close", 0.02)

P.minimize([1], normalize=True)

# our "callables" for date parsing our datasets


def nyfed_dp(input):
    s = str(input).split(":")[0].split("T")[0]
    return parse("year-month-day", s, normalize=True)


def yahoofin_dp(input):
    return parse("year-month-day", str(input), normalize=True)