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)