コード例 #1
0
# ea.asx_market_comment(ota,ben,path + '/comments/comment.tex')

print "Printing Hedge Market data"

ea.forward_price_curve(9, ota, "Reds", path + "/figures/ota_fpc.pdf")
ea.forward_price_curve(9, ota, "Reds", path + "/figures/ota_fpc.png")
ea.forward_price_curve(10, ben, "Blues", path + "/figures/ben_fpc.pdf")
ea.forward_price_curve(10, ben, "Blues", path + "/figures/ben_fpc.png")
ea.bid_ask_plot(11, OTA_BA, BEN_BA, path + "/figures/cq_trend.pdf")
ea.bid_ask_plot(11, OTA_BA, BEN_BA, path + "/figures/cq_trend.png")
ea.plot_monthly_volumes(12, ota, ben, path + "/figures/asx_volumes.pdf")
ea.plot_monthly_volumes(12, ota, ben, path + "/figures/asx_volumes.png")
ea.plot_open_interest(13, ota, ben, path + "/figures/asx_opint.pdf")
ea.plot_open_interest(13, ota, ben, path + "/figures/asx_opint.png")
mpl.rcParams["xtick.labelsize"] = 16  # setting tick label size
ota_sum, ota_win = ea.filter_last_year(ota, CQ)
ben_sum, ben_win = ea.filter_last_year(ben, CQ)
ea.plot_last_year(14, ota_sum, ota_win, path + "/figures/asx_ota_year.pdf")
ea.plot_last_year(14, ota_sum, ota_win, path + "/figures/asx_ota_year.png")
ea.plot_last_year(15, ben_sum, ben_win, path + "/figures/asx_ben_year.pdf")
ea.plot_last_year(15, ben_sum, ben_win, path + "/figures/asx_ben_year.png")


ben_minus_ota_sum = {}
ben_minus_ota_win = {}

if ota_sum["Current quarter"] is not None:
    ben_minus_ota_sum["Current quarter"] = ben_sum["Current quarter"] - ota_sum["Current quarter"]
ben_minus_ota_sum["Future quarters"] = ben_sum["Future quarters"] - ota_sum["Future quarters"]
ben_minus_ota_sum["Past quarters"] = ben_sum["Past quarters"] - ota_sum["Past quarters"]