def example_SP500():
from DataHandler.DBReader import DBReader
dbr = DBReader()
data = dbr.readSeries('SP500')
data['Adj_Close'].plot()
data.info()
def load_data_from_DB():
con_string = "/home/phcostello/Documents/Data/FinanceData.sqlite"
dbreader = DBReader( con_string )
info = dbreader.seriesList
dbinfo = info[info['Index'] == 'DJIA']
dbinfo = dbinfo[dbinfo['Type']=='equity']
series_names = dbinfo['SeriesName'].tolist()
data_dict = { sn : dbreader.readSeries(sn) for sn in series_names}
print 'number of series read', len(data_dict)
panel_series = pd.Panel.from_dict(data_dict,
intersect=True,
orient = 'minor')
print 'panel items', panel_series.items
# panel_series.set_index['Date']
dim = 'Adj_Close'
df_allseries_dim = panel_series[dim]
pickle.dump(df_allseries_dim,open('pickle_jar/SP500_AdjClose.pkl','w'))
print df_allseries_dim
from DataHandler.DBReader import DBReader
import pickle
dbr = DBReader()
SP500 = dbr.readSeries('SP500')
print SP500.info()
testdir = '/home/phcostello/Documents/workspace/FinancePython/strategy_tester/test/'
#pickle.dump(SP500,open( testdir + 'SP500.pkl','wb'))
SP5002 = pickle.load(open(testdir + 'SP500.pkl'))
SP5002.info()
'''
Created on Jul 12, 2013
@author: phcostello
'''
from BoilerPlate import *
from DataHandler.DBReader import DBReader
from strategy_tester.ResultsAnalyser import ResultsAnalyser
if __name__ == '__main__':
dbreader = DBReader()
AAPL = dbreader.readSeries('AAPL')
SP500 = dbreader.readSeries('SP500')
print AAPL.info()
print SP500.info()
data = pd.merge(pd.DataFrame(AAPL['Adj_Close']),pd.DataFrame(SP500['Adj_Close']), how='inner', left_index=True, right_index=True)
data_dict = {'AAPL':AAPL , 'SP500':SP500}
panel_series = pd.Panel.from_dict(data_dict,
intersect=True,
orient = 'minor')
print 'panel items', panel_series.items
dim = 'Adj_Close'
df_allseries_dim = panel_series[dim]
dataRed = df_allseries_dim.loc['2011-1-1':'2012-1-1']
rets = dataRed['SP500'].pct_change()
