def example_SP500(): from DataHandler.DBReader import DBReader dbr = DBReader() data = dbr.readSeries('SP500') data['Adj_Close'].plot() data.info()
def load_data_from_DB(): con_string = "/home/phcostello/Documents/Data/FinanceData.sqlite" dbreader = DBReader( con_string ) info = dbreader.seriesList dbinfo = info[info['Index'] == 'DJIA'] dbinfo = dbinfo[dbinfo['Type']=='equity'] series_names = dbinfo['SeriesName'].tolist() data_dict = { sn : dbreader.readSeries(sn) for sn in series_names} print 'number of series read', len(data_dict) panel_series = pd.Panel.from_dict(data_dict, intersect=True, orient = 'minor') print 'panel items', panel_series.items # panel_series.set_index['Date'] dim = 'Adj_Close' df_allseries_dim = panel_series[dim] pickle.dump(df_allseries_dim,open('pickle_jar/SP500_AdjClose.pkl','w')) print df_allseries_dim
from DataHandler.DBReader import DBReader import pickle dbr = DBReader() SP500 = dbr.readSeries('SP500') print SP500.info() testdir = '/home/phcostello/Documents/workspace/FinancePython/strategy_tester/test/' #pickle.dump(SP500,open( testdir + 'SP500.pkl','wb')) SP5002 = pickle.load(open(testdir + 'SP500.pkl')) SP5002.info()
''' Created on Jul 12, 2013 @author: phcostello ''' from BoilerPlate import * from DataHandler.DBReader import DBReader from strategy_tester.ResultsAnalyser import ResultsAnalyser if __name__ == '__main__': dbreader = DBReader() AAPL = dbreader.readSeries('AAPL') SP500 = dbreader.readSeries('SP500') print AAPL.info() print SP500.info() data = pd.merge(pd.DataFrame(AAPL['Adj_Close']),pd.DataFrame(SP500['Adj_Close']), how='inner', left_index=True, right_index=True) data_dict = {'AAPL':AAPL , 'SP500':SP500} panel_series = pd.Panel.from_dict(data_dict, intersect=True, orient = 'minor') print 'panel items', panel_series.items dim = 'Adj_Close' df_allseries_dim = panel_series[dim] dataRed = df_allseries_dim.loc['2011-1-1':'2012-1-1'] rets = dataRed['SP500'].pct_change()