# <codecell> import datetime import time import pytz from dateutil.relativedelta import relativedelta hkg_time = pytz.timezone("Asia/Hong_Kong") start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0)) period = relativedelta(days=1) intervals = 30 forex_list = ["GBPUSD"] forex_table = {} compositor = PriceCompositor() avg = compositor.exchange_table(start, period, intervals) for f in forex_list: forex = Forex(f) forex_table[f] = forex.rates(list(map(TimeUtil.unix_epoch, avg.index)), avg.index) forex_table[f].rename(columns={"rates" : f}, inplace=True) avg = avg.join(forex_table[f] for f in forex_list) # <codecell> forex_table["GBPUSD"] # <codecell> f=Forex("USDUSD")
# <codecell> import datetime import time import pytz from dateutil.relativedelta import relativedelta hkg_time = pytz.timezone("Asia/Hong_Kong") start = hkg_time.localize(datetime.datetime(2014,2,1,6,0,0)) period = relativedelta(days=1) intervals = 30 forex_list = ["GBPUSD"] forex_table = {} compositor = PriceCompositor() avg = compositor.exchange_table(start, period, intervals) for f in forex_list: forex = Forex(f) forex_table[f] = forex.rates(map(TimeUtil.unix_epoch, avg.index), avg.index) forex_table[f].rename(columns={"rates" : f}, inplace=True) avg = avg.join(forex_table[f] for f in forex_list) # <codecell> forex_table["GBPUSD"] # <codecell> f=Forex("USDUSD")