dbreader = DBReader()
AAPL = dbreader.readSeries('AAPL')
SP500 = dbreader.readSeries('SP500')
print AAPL.info()
print SP500.info()
data = pd.merge(pd.DataFrame(AAPL['Adj_Close']),pd.DataFrame(SP500['Adj_Close']), how='inner', left_index=True, right_index=True)
data_dict = {'AAPL':AAPL , 'SP500':SP500}
panel_series = pd.Panel.from_dict(data_dict,
intersect=True,
orient = 'minor')
print 'panel items', panel_series.items
dim = 'Adj_Close'
df_allseries_dim = panel_series[dim]
dataRed = df_allseries_dim.loc['2011-1-1':'2012-1-1']
rets = dataRed['SP500'].pct_change()
print 'rets std', rets.std()
print rets.head()
#dataRed['SP500'].plot()
plt.show()
ra = ResultsAnalyser(dataRed,valueIndex = 'SP500')#, referenceIndex='SP500')
print "vol", ra.get_volatility(annualising_scalar=1, returns=True)
sharpe = ra.sharpe_ratio(useMarketRef=False)
print sharpe
