def download_from_yahoo(self, start_date="01-12-2011", end_date="01-12-2015"):
precision = "1mo"
dataCSV = DBl.get_data_yahoo(self.symbol, precision, start_date, end_date)
self.set_timeData(dataCSV)
return dataCSV
def add_csv(self, file_dir="./storage/", symbolID=None, period=None):
print("Setting csv: ", file_dir, ",symbol: ", symbolID, ", period: ",
period)
# Loads a CSV and adds its values to the main structure
symbolID, period = self.get_final_SymbolID_period(symbolID, period)
newTD = DBl.load_TD_from_csv(file_dir, symbolID, period)
self.add_TD(newTD)
def set_csv(self, file_dir = "./storage/", symbolID = None, period = None):
# Loads a CSV from the folder with the naming convention for the period.
# The file must have the path: ./TimeScale/symbolName_TimeScale.csv
# If we did not specify the symbolID or period and we set them in the
# initialization it will get them from there
# specific and adds its values to the main structure
symbolID, period = self.get_final_SymbolID_period(symbolID, period)
TD = DBl.load_TD_from_csv(file_dir,symbolID,period)
self.set_TD(TD)
def set_csv(self, file_dir = "./storage/", file_name = None, symbolID = None, period = None):
# This function loads the data from the file file_dir + file_name if file_name is provided
# Otherwise it uses the naming convention to find it from the root folder:
# The file must have the path: ./TimeScale/symbolName_TimeScale.csv
# If we did not specify the symbolID or period and we set them in the
# initialization it will get them from there
# specific and adds its values to the main structure
symbolID, period = self.get_final_SymbolID_period(symbolID, period)
TD = DBl.load_TD_from_csv(file_dir,file_name,symbolID,period)
self.set_TD(TD)
def set_csv(self,
file_dir="./storage/",
file_name=None,
symbolID=None,
period=None):
# This function loads the data from the file file_dir + file_name if file_name is provided
# Otherwise it uses the naming convention to find it from the root folder:
# The file must have the path: ./TimeScale/symbolName_TimeScale.csv
# If we did not specify the symbolID or period and we set them in the
# initialization it will get them from there
# specific and adds its values to the main structure
symbolID, period = self.get_final_SymbolID_period(symbolID, period)
TD = DBl.load_TD_from_csv(file_dir, file_name, symbolID, period)
self.set_TD(TD)
##########################################################################
######## SELECT SOURCE ########
dataSource = "Google" # Hanseatic FxPro GCI Yahoo
[storage_folder, info_folder,
updates_folder] = ul.get_foldersData(source = dataSource)
folder_images = "../pics/Trapying/EM_trading/"
ul.create_folder_if_needed(folder_images)
######## SELECT SYMBOLS AND PERIODS ########
symbols = ["XAUUSD","Mad.ITX", "EURUSD"]
symbols = ["Alcoa_Inc"]
symbols = ["GooG", "Alcoa_Inc"]
periods = [5]
# Create porfolio and load data
cmplist = DBl.read_NASDAQ_companies(whole_path = "../storage/Google/companylist.csv")
cmplist.sort_values(by = ['MarketCap'], ascending=[0],inplace = True)
symbolIDs = cmplist.iloc[0:30]["Symbol"].tolist()
symbol_ID_indx1 = 0
symbol_ID_indx2 = 1
for period in periods:
Cartera = CPfl.Portfolio("BEST_PF", symbolIDs, [period])
Cartera.set_csv(storage_folder)
sdate = dt.datetime.strptime("1-8-2017", "%d-%m-%Y")
edate = dt.datetime.strptime("15-9-2017", "%d-%m-%Y")
#edate = dt.datetime.now()
Cartera.set_interval(sdate, edate)
updates_folder] = ul.get_foldersData(source=dataSource)
folder_images = "../pics/gl/"
######## SELECT SYMBOLS AND PERIODS ########
symbols = ["XAUUSD", "Mad.ITX", "EURUSD"]
symbols = ["Alcoa_Inc"]
symbols = ["Amazon", "Alcoa_Inc"]
periods = [15]
######## SELECT DATE LIMITS ###########
sdate = dt.datetime.strptime("21-11-2016", "%d-%m-%Y")
#edate = dt.datetime.strptime("25-11-2016", "%d-%m-%Y")
edate = dt.datetime.now()
######## CREATE THE OBJECT AND LOAD THE DATA ##########
# Tell which company and which period we want
timeData = CTD.CTimeData(symbols[0], periods[0])
TD = DBl.load_TD_from_csv(storage_folder, symbols[1], periods[0])
timeData.set_csv(storage_folder) # Load the data into the model
timeData.set_TD(TD)
cmplist = DBl.read_NASDAQ_companies(
whole_path="../storage/Google/companylist.csv")
cmplist.sort_values(by=['MarketCap'], ascending=[0], inplace=True)
symbolIDs = cmplist.iloc[0:30]["Symbol"].tolist()
timeData.set_TD_from_google("AAPL", 5, "3d")
#####################################################################3
timeData.set_interval(sdate, edate)
opentime, closetime = timeData.guess_openMarketTime()
period = timeData.guess_period()
print "Period: %f" % period
print "Market Hours " + str(opentime) + " - " + str(closetime)
[storage_folder, info_folder,
updates_folder] = ul.get_foldersData(source = dataSource)
folder_images = "../pics/gl/"
######## SELECT SYMBOLS AND PERIODS ########
symbols = ["XAUUSD","Mad.ITX", "EURUSD"]
symbols = ["Alcoa_Inc"]
symbols = ["Amazon", "Alcoa_Inc"]
periods = [15]
######## SELECT DATE LIMITS ###########
sdate = dt.datetime.strptime("21-11-2016", "%d-%m-%Y")
edate = dt.datetime.strptime("25-11-2016", "%d-%m-%Y")
######## CREATE THE OBJECT AND LOAD THE DATA ##########
# Tell which company and which period we want
timeData = CTD.CTimeData(symbols[0],periods[0])
TD = DBl.load_TD_from_csv(storage_folder, symbols[1],periods[0])
timeData.set_csv(storage_folder) # Load the data into the model
timeData.set_TD(TD)
############## Obtain time series ###########################
price = timeData.get_timeSeries(["Close", "Average"]);
############# Plot time Series and save it to disk #########
gl.plot([],price)
datafolder = "../maildata/"
picdir = datafolder + "pene.png"
gl.savefig(picdir)
###########################################################################
############## BASIC PLOTING FUNC #########################################
###########################################################################
##########################################################################
################# DATA OBTAINING ######################################
##########################################################################
######## SELECT SOURCE ########
dataSource = "Google" # Hanseatic FxPro GCI Yahoo
[storage_folder, info_folder,
updates_folder] = ul.get_foldersData(source=dataSource)
folder_images = "../pics/Trapying/MultivariateStat/"
######## SELECT SYMBOLS AND PERIODS ########
symbols = ["XAUUSD", "Mad.ITX", "EURUSD"]
symbols = ["Alcoa_Inc"]
symbols = ["GooG", "Alcoa_Inc"]
periods = [15]
# Create porfolio and load data
cmplist = DBl.read_NASDAQ_companies(
whole_path="../storage/Google/companylist.csv")
cmplist.sort_values(by=['MarketCap'], ascending=[0], inplace=True)
symbolIDs = cmplist.iloc[0:3]["Symbol"].tolist()
for period in periods:
Cartera = CPfl.Portfolio("BEST_PF", symbolIDs, [period])
Cartera.set_csv(storage_folder)
sdate = dt.datetime.strptime("6-8-2017", "%d-%m-%Y")
edate = dt.datetime.strptime("11-8-2017", "%d-%m-%Y")
#edate = dt.datetime.now()
Cartera.set_interval(sdate, edate)
opentime, closetime = Cartera.get_timeData(symbolIDs[0],
15).guess_openMarketTime()
dataTransform = ["intraday", opentime, closetime]
def add_csv(self, file_dir = "./storage/", symbolID = None, period = None):
# Loads a CSV and adds its values to the main structure
symbolID, period = self.get_final_SymbolID_period(symbolID, period)
newTD = DBl.load_TD_from_csv(file_dir,symbolID,period)
self.add_TD(newTD)
updates_folder] = ul.get_foldersData(source = dataSource)
folder_images = "../pics/gl/"
######## SELECT SYMBOLS AND PERIODS ########
symbols = ["XAUUSD","Mad.ITX", "EURUSD"]
symbols = ["Alcoa_Inc"]
symbols = ["Amazon", "Alcoa_Inc"]
periods = [15]
######## SELECT DATE LIMITS ###########
sdate = dt.datetime.strptime("21-11-2016", "%d-%m-%Y")
#edate = dt.datetime.strptime("25-11-2016", "%d-%m-%Y")
edate = dt.datetime.now()
######## CREATE THE OBJECT AND LOAD THE DATA ##########
# Tell which company and which period we want
timeData = CTD.CTimeData(symbols[0],periods[0])
TD = DBl.load_TD_from_csv(storage_folder, symbols[1],periods[0])
timeData.set_csv(storage_folder) # Load the data into the model
timeData.set_TD(TD)
cmplist = DBl.read_NASDAQ_companies(whole_path = "../storage/Google/companylist.csv")
cmplist.sort_values(by = ['MarketCap'], ascending=[0],inplace = True)
symbolIDs = cmplist.iloc[0:30]["Symbol"].tolist()
timeData.set_TD_from_google("AAPL",5,"3d")
#####################################################################3
timeData.set_interval(sdate, edate)
opentime, closetime = timeData.guess_openMarketTime()
period = timeData.guess_period()
print "Period: %f"%period
print "Market Hours " + str(opentime) +" - " + str(closetime)
dataTransform = ["intraday", opentime, closetime]