예제 #1
0
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()
예제 #2
0
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())
예제 #3
0
파일: demo.py 프로젝트: rnandan273/python
#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