コード例 #1
0
ファイル: main_Prj01.py プロジェクト: gavrol/ShortTermTrading
            F2scores = ["F2(8,20)","F2(15,40)"]              
            sheets = pd.ExcelFile(DATA_DIR+fn).sheet_names
            #print sheets
            df = pd.ExcelFile(DATA_DIR+fn).parse(sheets[0],index_col=0,parse_dates=True)
            print "number of observations retrieved:",len(df)
            
            stock_name = fn.split(" ")[0]
            Stock_Names.append(stock_name)
            print stock_name
            to_feed_anOld_habbit(DF,df,Stocks,stock_name)
            Date_Stock = {} #keys are dates, values are stocks

            df,shift,xVar,yVar,F2scores = transform_df_ASneeded(df,F2scores,shift,stock_name)
            
            fig_fn = out_dir+ stock_name+"_behaviour.jpg"
            Plotting.stacked_TimeSeries(df,stock_name,["ClosePrice","EWPoolClose","ccRelRet","barraBeta"],"Behaviour of "+stock_name,fig_fn)
            
            #g_xVar = 'barraBeta'            
            #fig_fn = out_dir+ stock_name+"_Prices_vs_"+g_xVar+".jpg"            
            #Plotting.stacked_ScatterPlots(df,stock_name,["ccRawRet","ccPoolRet"],g_xVar,stock_name,fig_fn)
            
            #now go thru the segments of dates
            if Dates != []:
                for d in range(len(Dates)-1):
                    date1 = Dates[d]
                    date2 = Dates[d+1]
                    curr_df = df[date1.strftime('%d/%m/%Y'):date2.strftime('%d/%m/%Y')]
                    stock = STOCK(stock_name)
                    stock.df = curr_df
                    #utils.simple_operations_on_DataFrame(curr_df,stock)