def returns(): try: todatestring = str(datetime.datetime.now().date()) fromdatestring = todatestring[:-2] + '01' tickerstring = request.args.get('tickerstring', default='MSFT-AAPL', type=str) fromdatestring = request.args.get('fromdate', default=fromdatestring, type=str) todatestring = request.args.get('todate', default=todatestring, type=str) import pullstackedreturns as psp #symbols = ['MSFT','AMZN','GOOG','MS'] symbols = tickerstring.split('-') fromdate, todate = fromdatestring, todatestring df = psp.stockreturnsstacked(symbols, fromdate, todate) df.index = df.index.map(str) list_of_dicts = df.T.to_dict() ret = jsonify({'returns': list_of_dicts}) except Exception as inst: ret = 'Main.py My error was caught: ' + str(inst) return ret
def cov(): try: todatestring = str(datetime.datetime.now().date()) fromdatestring = todatestring[:-2] + '01' tickerstring = request.args.get('tickerstring', default='MSFT,AAPL', type=str) fromdatestring = request.args.get('fromdate', default=fromdatestring, type=str) todatestring = request.args.get('todate', default=todatestring, type=str) import pullstackedreturns as psp #symbols = ['MSFT','AMZN','GOOG','MS'] symbols = tickerstring.split(',') fromdate, todate = fromdatestring, todatestring df_returns = psp.stockreturnsstacked(symbols, fromdate, todate, pricechangeortotal='pricechange') df_alignedpricechangereturns = df_returns df_alignedpricechangereturns = df_alignedpricechangereturns.dropna( ) #eeee covmatrix_array = np.cov(df_alignedpricechangereturns, None, 0) rows = np.array(list(df_alignedpricechangereturns))[:np.newaxis] df = pd.DataFrame(covmatrix_array, index=rows, columns=list(df_alignedpricechangereturns)) #df.index = df.index.map(str) list_of_dicts = df.T.to_dict() ret = jsonify({'cov': list_of_dicts}) except Exception as inst: ret = 'Main.py My error was caught: ' + str(inst) return ret