from packer import Packer
from fdates import parse
P = Packer()
P.d_fred(
1,
"https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=SPPOPDPNDOLUSA&scale=left&cosd=1960-01-01&coed=2019-01-01&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Annual&fam=avg&fgst=lin&fgsnd=2019-01-01&line_index=1&transformation=lin&vintage_date=2020-11-02&revision_date=2020-11-02&nd=1960-01-01",
"SPPOPDPNDOLUSA")
P.remove_dots(1, "SPPOPDPNDOLUSA")
# P.d_fred(2, "https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=OVXCLS&scale=left&cosd=2007-05-10&coed=2020-10-29&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily%2C%20Close&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&vintage_date=2020-10-31&revision_date=2020-10-31&nd=2007-05-10", "OVXCLS")
# P.remove_dots(2, "OVXCLS")
P.d_yfi(2, "^GSPC")
P.remove_dots(2, "close")
# print(P.datasets[1]["subsets"])
# P.percentages(2, "close")
# P.inverse(2, "close")
# P.add(2, "close", 0.02)
P.minimize([1, 2], normalize=True)
# our "callables" for date parsing our datasets
def fred(input):
return parse("year-month-day", str(input.split(" ")[0]), normalize=True)
def yahoofin_dp(input):
from packer import Packer
from fdates import parse
P = Packer()
P.d_fred(
1,
"https://alfred.stlouisfed.org/graph/alfredgraph.csv?bgcolor=%23e1e9f0&chart_type=column&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=alfred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=MRTSSM44511USN,MRTSSM44511USN&scale=left,left&cosd=2001-01-01,2001-01-01&coed=2020-07-01,2020-08-01&line_color=%234572a7,%23aa4643&link_values=false,false&line_style=solid,solid&mark_type=none,none&mw=3,3&lw=2,2&ost=-99999,-99999&oet=99999,99999&mma=0,0&fml=a,a&fq=Monthly,Monthly&fam=avg,avg&fgst=lin,lin&fgsnd=2020-02-01,2020-02-01&line_index=1,2&transformation=lin,lin&vintage_date=2020-09-16,2020-10-16&nd=2001-01-01,2001-01-01",
"MRTSSM44511USN_20201016")
# P.percentages(1, "MRTSSM44511USN_20201016")
# P.stacked(1, "MRTSSM44511USN_20201016")
# P.d_yfi(2, "^VIX")
# P.percentages(2, "close")
# P.inverse(2, "close")
# P.add(2, "close", 0.02)
# P.stacked(2, "close")
P.d_yfi(2, "wow.ax")
# P.percentages(2, "close")
# P.stacked(2, "close")
# P.d_yfi(3, "col.ax")
# P.percentages(3, "close")
# P.stacked(3, "close")
# P.dataset(2, {
# "url": "^VIX.yfi",
# "range": "daily",
# "name": "VIX",
# "index": "date",
from packer import Packer
from fdates import parse
P = Packer()
# P.d_fred(1, "https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=NPPTTL&scale=left&cosd=2002-04-01&coed=2020-09-01&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Monthly&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&vintage_date=2020-10-31&revision_date=2020-10-31&nd=2002-04-01", "NPPTTL")
# P.percentages(1, "NPPTTL")
# P.multiply(1, "NPPTTL")
# gold
P.d_fred(
1,
"https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=GVZCLS&scale=left&cosd=2008-06-03&coed=2020-10-29&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily%2C%20Close&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&vintage_date=2020-10-31&revision_date=2020-10-31&nd=2008-06-03",
"GVZCLS")
P.remove_dots(1, "GVZCLS")
# oil
P.d_fred(
2,
"https://fred.stlouisfed.org/graph/fredgraph.csv?bgcolor=%23e1e9f0&chart_type=line&drp=0&fo=open%20sans&graph_bgcolor=%23ffffff&height=450&mode=fred&recession_bars=on&txtcolor=%23444444&ts=12&tts=12&width=1168&nt=0&thu=0&trc=0&show_legend=yes&show_axis_titles=yes&show_tooltip=yes&id=OVXCLS&scale=left&cosd=2007-05-10&coed=2020-10-29&line_color=%234572a7&link_values=false&line_style=solid&mark_type=none&mw=3&lw=2&ost=-99999&oet=99999&mma=0&fml=a&fq=Daily%2C%20Close&fam=avg&fgst=lin&fgsnd=2020-02-01&line_index=1&transformation=lin&vintage_date=2020-10-31&revision_date=2020-10-31&nd=2007-05-10",
"OVXCLS")
P.remove_dots(2, "OVXCLS")
# P.d_yfi(2, "^VIX")
# P.percentages(2, "close")
# P.inverse(2, "close")
# P.add(2, "close", 0.02)
P.minimize([1, 2], normalize=True)
# our "callables" for date parsing our datasets