예제 #1
0
def top_N_bias(bias_dict, df, save_path, N):
	## top N bias
	sorted_bias_dict = dict(sorted(bias_dict.items(), key=operator.itemgetter(1), reverse=False)[:N])
	for fund_name in sorted_bias_dict:
		print fund_name
		ma_dict, df_period, df_short = f.MA(fund_name,df)
		rate = sorted_bias_dict[fund_name]
		f.plot_line(fund_name,str(rate)+'_'+fund_name, df_period, df_short, save_path)
예제 #2
0
		print attr[2], attr[0], row[attr[2]], row[attr[0]]



print '--index--'
biasF_rate_dict = BIAS_ratio(indexF_list, three_year, 20)
top_N_bias(biasF_rate_dict, three_year, 'Foreign/output/index', 60)

print '--stock--'
biasF_rate_dict = BIAS_ratio(stockF_list, three_year, -4)
top_N_bias(biasF_rate_dict, three_year, 'Foreign/output/stock', 60)

print '--balance--'
biasF_rate_dict = BIAS_ratio(balanceF_list, three_year, 0)
top_N_bias(biasF_rate_dict, three_year, 'Foreign/output/balance', 60)

#print '--bond--'
#biasF_rate_dict = BIAS_ratio(bondF_list, three_year, 0)
#top_N_bias(biasF_rate_dict, three_year, 'Foreign/output/bond', 60)


print '-------------targeted-------------'


## bought Foreign
necessary = ['富蘭克林坦伯頓全球投資系列-全球平衡基金美元A(Qdis)股','富達基金-新興歐非中東基金(美元)','富蘭克林坦伯頓全球投資系列-亞洲成長基金美元A(Ydis)股','富蘭克林坦伯頓全球投資系列-全球債券總報酬基金美元A(acc)股']

for name in necessary:
	ma_dict, df_period, df_short = f.MA(name,three_year)
	f.plot_line(name,name,df_period,df_short,'Foreign/output/observation')