# <codecell>
import datetime
import time
import pytz
from dateutil.relativedelta import relativedelta
hkg_time = pytz.timezone("Asia/Hong_Kong")
start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0))
period = relativedelta(days=1)
intervals = 30
forex_list = ["GBPUSD"]
forex_table = {}
compositor = PriceCompositor()
avg = compositor.exchange_table(start, period, intervals)
for f in forex_list:
forex = Forex(f)
forex_table[f] = forex.rates(list(map(TimeUtil.unix_epoch, avg.index)), avg.index)
forex_table[f].rename(columns={"rates" : f}, inplace=True)
avg = avg.join(forex_table[f] for f in forex_list)
# <codecell>
forex_table["GBPUSD"]
# <codecell>
f=Forex("USDUSD")
# <codecell>
import datetime
import time
import pytz
from dateutil.relativedelta import relativedelta
hkg_time = pytz.timezone("Asia/Hong_Kong")
start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0))
period = relativedelta(days=1)
intervals = 30
forex_list = ["GBPUSD"]
forex_table = {}
compositor = PriceCompositor()
avg = compositor.exchange_table(start, period, intervals)
for f in forex_list:
forex = Forex(f)
forex_table[f] = forex.rates(map(TimeUtil.unix_epoch, avg.index), avg.index)
forex_table[f].rename(columns={"rates" : f}, inplace=True)
avg = avg.join(forex_table[f] for f in forex_list)
# <codecell>
forex_table["GBPUSD"]
# <codecell>
f=Forex("USDUSD")
