def getPayOff(year,month): nifty = DataReader("^NSEI","yahoo",datetime(year,month,1),datetime(year,month,25)) bn=DataReader("^NSEBANK","yahoo",datetime(year,month,1),datetime(year,month,25)) nifty_daily=nifty.diff()['Close'] bn_daily=bn.diff()['Close'] nifty_daily_return =50*(nifty_daily) bn_daily_return =25*(bn_daily) return -nifty_daily_return.sum()+bn_daily_return.sum()
def getLongShortPayOff(year,month,longSymbol,longQty,shortSymbol,shortQty): shortStk = DataReader(shortSymbol,"yahoo",datetime(year,month,1),datetime(year,month,25)) longStk=DataReader(longSymbol,"yahoo",datetime(year,month,1),datetime(year,month,25)) short_daily=shortStk.diff()['Close'] long_daily=longStk.diff()['Close'] short_daily_return =shortQty*(short_daily) long_daily_return =longQty*(long_daily) #print abs(long_daily_return.sum())-abs(short_daily_return.sum()) return abs(long_daily_return.sum())-abs(short_daily_return.sum())
#TECHM.NS,HCLTECH.NS #axis = DataReader("AXISBANK.NS","yahoo",datetime(2013,3,1),datetime(2014,3,31)) nifty = DataReader("^NSEI","yahoo",datetime(2013,5,1),datetime(2013,5,25)) bn=DataReader("^NSEBANK","yahoo",datetime(2013,5,1),datetime(2013,5,25)) #print spx.head() #print ss0.head() #print axis.tail() print nifty.tail()['Close'],bn.tail()['Close'] print nifty.head()['Close'],bn.head()['Close'] #axis_daily= axis.tail().diff()['Close'] #nifty_daily=nifty.tail().diff()['Close'] #axis_daily= axis.diff()['Close'] nifty_daily=nifty.diff()['Close'] bn_daily=bn.diff()['Close'] #daily_return = (axis_daily*250 ) - (50*nifty_daily) daily_return = (bn_daily*25)- (50*nifty_daily) nifty_daily_return =50*(nifty_daily) bn_daily_return =25*(bn_daily) print -nifty_daily_return.sum()+bn_daily_return.sum() both = pd.DataFrame(data = {'nifty': 50*nifty.diff()['Adj Close'], 'bn': 25*bn.diff()['Adj Close']}) print both.plot() current = datetime.datetime.now print current current =+datetime.timedelta(days=1) print current