Python downloadの例

コード例 #1

ファイル: etfjcategories.py プロジェクト: rlouyang/finex

	  os.makedirs('ETF')

ts = []
categories = []
stocks = []

if len(sys.argv) > 1:
    for i in xrange(1, len(sys.argv)):
        categories.append(sys.argv[i])
else:
    for category in etf.etf_dict.keys():
        categories.append(category)
    
for category in categories:
    qs.ensure_path('ETF/' + category)
		
    for ticker in etf.etf_dict[category]:
	    filename = 'ETF/' + category + '/' + ticker + '.csv'
	    qs.download(ticker, filename)
	    if os.path.isfile(filename):
	        ts.append(qs.load(filename))
	        stocks.append(ticker)
# shutil.rmtree("ETF", True)

ts = qs.johansen_trim(ts)

jresults = johansen.coint_johansen(ts, 0, 1)

for item in jresults.keys():
    print '%s: ' % item, jresults[item]

コード例 #2

    os.makedirs('ETF')

ts = []
categories = []
stocks = []

if len(sys.argv) > 1:
    for i in xrange(1, len(sys.argv)):
        categories.append(sys.argv[i])
else:
    for category in etf.etf_dict.keys():
        categories.append(category)

for category in categories:
    qs.ensure_path('ETF/' + category)

    for ticker in etf.etf_dict[category]:
        filename = 'ETF/' + category + '/' + ticker + '.csv'
        qs.download(ticker, filename)
        if os.path.isfile(filename):
            ts.append(qs.load(filename))
            stocks.append(ticker)
# shutil.rmtree("ETF", True)

ts = qs.johansen_trim(ts)

jresults = johansen.coint_johansen(ts, 0, 1)

for item in jresults.keys():
    print '%s: ' % item, jresults[item]

コード例 #3

cnx = mysql.connector.connect(user='******',
                              password='',
                              host='localhost',
                              database='quantcode')
cursor = cnx.cursor()

if not os.path.exists('ETF'):
    os.makedirs('ETF')

ts = {}
for category in etf.etf_dict.keys():
    qs.ensure_path('ETF/' + category)
    for ticker in etf.etf_dict[category]:
        filename = 'ETF/' + category + '/' + ticker + '.csv'
        qs.download(ticker, filename, endmonth=12, endday=31, endyear=2007)
        # download(ticker, filename, endmonth=1, endday=1, endyear=1) is ok
        if os.path.isfile(filename):
            ts.update({ticker: qs.load(filename)})

for key1 in ts.keys():
    for key2 in ts.keys():
        if key1 != key2:
            # print key1 + "*" + key2
            try:
                cadf = qs.cadf_helper(ts[key1], ts[key2])
            except numpy.RankWarning, e:
                print e, key1, key2
            # edit database here
            add_database = (
                'INSERT INTO alletf '

コード例 #4

ファイル: manualpicks.py プロジェクト: rlouyang/finex

#!/usr/bin/env python

import csv
import os
import shutil
import sys

import quantcode.johansen as johansen
import quantcode.quantstats as qs

ts = []
for i in xrange(1, 3):
    filename = sys.argv[i] + '.csv'
    qs.download(sys.argv[i], filename)
    ts.append(qs.load(filename))
    if len(sys.argv) >= 4 and sys.argv[3] == '-r':
        os.remove(filename)

for i in enumerate(ts):
    # augmented Dickey-Fuller test from statsmodels
    results = qs.adf(ts[i], maxlag=None, regression='c', autolag='AIC')
    
    print 'ADF results: ', results
    # https://www.quantopian.com/posts/some-code-from-ernie-chans-new-book-implemented-in-python
    
    print 'half-life: ', qs.halflife(ts[i])
    
    print 'Hurst exponent: ', qs.hurst(ts[i])
    # print qs.hurst2(closes)

print 'CADF results: ', qs.cadf(ts[0], ts[1])

コード例 #5

ファイル: alletf.py プロジェクト: rlouyang/finex

warnings.filterwarnings('error')

cnx = mysql.connector.connect(user='******', password='',
                              host='localhost',
                              database='quantcode')
cursor = cnx.cursor()

if not os.path.exists('ETF'):
	os.makedirs('ETF')
	
ts = {}
for category in etf.etf_dict.keys():
	qs.ensure_path('ETF/' + category)
	for ticker in etf.etf_dict[category]:
	    filename = 'ETF/' + category + '/' + ticker + '.csv'
	    qs.download(ticker, filename, endmonth=12, endday=31, endyear=2007)
	    # download(ticker, filename, endmonth=1, endday=1, endyear=1) is ok
	    if os.path.isfile(filename):
	    	ts.update({ticker: qs.load(filename)})
	
for key1 in ts.keys():
	for key2 in ts.keys():
		if key1 != key2:
			# print key1 + "*" + key2
			try:
			    cadf = qs.cadf_helper(ts[key1], ts[key2])
			except numpy.RankWarning, e:
			    print e, key1, key2
			# edit database here
			add_database = ('INSERT INTO alletf '
							'(ticker1, ticker2, cadf, hedgeRatio, pval, usedlag, nobs, cvalue1, cvalue5, cvalue10, icbest, hurst, halflife, vratio, vratiozscore, vratiopval) '

コード例 #6

#!/usr/bin/env python

import csv
import os
import shutil
import sys

import quantcode.johansen as johansen
import quantcode.quantstats as qs

ts = []
for i in xrange(1, 3):
    filename = sys.argv[i] + '.csv'
    qs.download(sys.argv[i], filename)
    ts.append(qs.load(filename))
    if len(sys.argv) >= 4 and sys.argv[3] == '-r':
        os.remove(filename)

for i in enumerate(ts):
    # augmented Dickey-Fuller test from statsmodels
    results = qs.adf(ts[i], maxlag=None, regression='c', autolag='AIC')

    print 'ADF results: ', results
    # https://www.quantopian.com/posts/some-code-from-ernie-chans-new-book-implemented-in-python

    print 'half-life: ', qs.halflife(ts[i])

    print 'Hurst exponent: ', qs.hurst(ts[i])
    # print qs.hurst2(closes)

print 'CADF results: ', qs.cadf(ts[0], ts[1])