Python DataAccess.get_symbols_from_listの例

コード例 #1

ファイル: hw2.py プロジェクト: ybhartia/Machin-learning

def findEvents(symbols_year, startday, endday, event, data_item="close"):
    dataobj = DataAccess('Yahoo')
    symbols = dataobj.get_symbols_from_list("sp500%d" % symbols_year)
    symbols.append('SPY')

    # Reading the Data for the list of Symbols.
    timestamps = getNYSEdays(startday, endday, timedelta(hours=16))

    # Reading the Data
    print "# reading data"
    close = dataobj.get_data(timestamps, symbols, data_item)

    # Generating the Event Matrix
    print "# finding events"
    eventmat = copy.deepcopy(close)
    for sym in symbols:
        for time in timestamps:
            eventmat[sym][time] = NAN

    for symbol in symbols:
        event(eventmat, symbol, close[symbol], timestamps)

    return eventmat

コード例 #2

ファイル: hw2.py プロジェクト: 01010000101001100/Artificial-Intelligence-and-Machine-Learning

def findEvents(symbols_year, startday, endday, event, data_item="close"):
    dataobj = DataAccess('Yahoo')
    symbols = dataobj.get_symbols_from_list("sp500%d" % symbols_year)
    symbols.append('SPY')
    
    # Reading the Data for the list of Symbols.
    timestamps = getNYSEdays(startday, endday, timedelta(hours=16))
    
    # Reading the Data
    print "# reading data"
    close = dataobj.get_data(timestamps, symbols, data_item)
    
    # Generating the Event Matrix
    print "# finding events"
    eventmat = copy.deepcopy(close)
    for sym in symbols:
        for time in timestamps:
            eventmat[sym][time] = NAN
    
    for symbol in symbols:
        event(eventmat, symbol, close[symbol], timestamps)
    
    return eventmat