def benchmark():
from time import clock, time
da = DataAccess('./data')
da.empty_dirs(delete=False)
print ('Directory empty: Download and save 5 stocks')
t1, t2 = clock(), time()
symbols = ["AAPL","GLD","GOOG","SPY","XOM"]
start_date = datetime(2008, 1, 1)
end_date = datetime(2009, 12, 31)
fields = "Close"
da.get_data(symbols, start_date, end_date, fields)
t1_f, t2_f = clock(), time()
print (" ", t1_f - t1, t2_f - t2)
print ('Load 5 stocks from .csv')
t1, t2 = clock(), time()
symbols = ["AAPL","GLD","GOOG","SPY","XOM"]
start_date = datetime(2008, 1, 1)
end_date = datetime(2009, 12, 31)
fields = "Close"
da.get_data(symbols, start_date, end_date, fields, useCache=False)
t1_f, t2_f = clock(), time()
print (" ", t1_f - t1, t2_f - t2)
print ('Load 5 stocks from serialized')
t1, t2 = clock(), time()
symbols = ["AAPL","GLD","GOOG","SPY","XOM"]
start_date = datetime(2008, 1, 1)
end_date = datetime(2009, 12, 31)
fields = "Close"
da.get_data(symbols, start_date, end_date, fields, useCache=True)
t1_f, t2_f = clock(), time()
print (" ", t1_f - t1, t2_f - t2)
def __init__(self):
self.data_access = DataAccess()
self.list = None
self.market = 'SPY'
self.lookback_days = 20
self.lookforward_days = 20
self.estimation_period = 200
self.field = 'Adj Close'
# Result
self.equities_window = None
self.equities_estimation = None
self.market_window = None
self.market_estimation = None
self.reg_estimation = None
self.dr_equities_window = None
self.dr_equities_estimation = None
self.dr_market_window = None
self.dr_market_estimation = None
self.er = None
self.ar = None
self.car = None
def setUpDataAccess(self, delete=False):
self_dir = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
DataAccess.path = os.path.join(self_dir, 'data')
self.data_access = DataAccess()
self.data_access.empty_cache(delete=delete)
self.data_access.empty_dir(delete=delete)
def __init__(self):
self.da = DataAccess()
self.initial_cash = 0
self.field = 'adjusted_close'
self.trades = None
self.prices = None
self.num_of_shares = None
self.cash = None
self.equities = None
self.portfolio = None
def __init__(self):
self.data_access = DataAccess()
self.symbols = []
self.start_date = None
self.end_date = None
self.field = 'Adj Close'
self.condition = Condition()
self.matrix = None
self.num_events = 0
self.oneEventPerEquity = True
def __init__(self):
# Utils
self.data_access = DataAccess()
# Variables
self.date = None # Date of the event
self.symbol = None
self.field = 'adjusted_close'
self.lookback_days = 20
self.lookforward_days = 20
self.estimation_period = 255
self.market = "SPY"
# Results
self.evt_window_data = None
self.er = None
self.ar = None
self.car = None
self.t_test = None
self.prob = None
import os from datetime import datetime from finance.utils import DataAccess # Option 1: Set the Enviroment Variable FINANCEPATH os.environ["FINANCEPATH"] = './data' da = DataAccess() symbols = ["GOOG", "SPY", "XOM"] start_date = datetime(2015, 1, 1) end_date = datetime(2017, 12, 31) fields = 'close' close = da.get_data(symbols, start_date, end_date, fields) print(close) # Option 2: Manualy set the PATH, overwrites option 1 DataAccess.path = 'data2' da = DataAccess() symbols = ["AAPL", "GLD"] start_date = datetime(2015, 1, 1) end_date = datetime(2017, 12, 31) fields = 'close' close = da.get_data(symbols, start_date, end_date, fields) print(close)
def delete_data():
self_dir = os.path.dirname(
os.path.abspath(inspect.getfile(inspect.currentframe())))
DataAccess.path = os.path.join(self_dir, 'data')
data_access = DataAccess()
data_access.empty_dirs()
