def parseFile(filename, opts):
with open(filename, 'rU') as f:
return bp.parsedata(f, opts)
def _import_data(ls_filenames):
result = []
for s_file in ls_filenames:
with open(s_file, 'rU') as f:
result.extend(bvparser.parsedata(f))
return result
def __parseFile(filename):
with open(filename, 'rU') as f:
return bp.parsedata(f)
""" Created on Thu Mai 19 2019 @author: [email protected] """ #------------------------------------------------------------------------------ import numpy as np np.set_printoptions(suppress=True) from scipy.optimize import linprog from numpy.linalg import solve import bovespaparser.bovespaparser as bvparser import ipdb #------------------------------------------------------------------------------ with open('./COTAHIST_M042019.TXT', 'rU') as f: result = bvparser.parsedata(f) a = np.array(result) acao = a[:, 0] abertura = np.around(a[:, 2].astype(np.double), 2) mini = np.around(a[:, 3].astype(np.double), 2) maxi = np.around(a[:, 4].astype(np.double), 2) fechamento = np.around(a[:, 5].astype(np.double), 2) vol = np.around(a[:, 6].astype(np.double), 2) # obtendo a variavel de retorno da açao (abertura - fechamento) retorno = (fechamento - abertura) / abertura # obtendo o risco media = (abertura + fechamento + mini + maxi) / 4 Q = ((media - abertura)**2 + (media - fechamento)**2 + (media - mini)**2 +
def parseFile(filename, opts):
with open(filename, 'rU') as f:
return bp.parsedata(f, opts)
def _import_data(ls_filenames):
result = []
for s_file in ls_filenames:
with open(s_file, 'rU') as f:
result.extend(bvparser.parsedata(f))
return result
