def _setup(self, list_of_symbols, startdate_string, monthlyordaily,
pctchangeorlogreturn):
import efficientfrontier as ef
o = ef.perform(
list_of_symbols, startdate_string, monthlyordaily,
pctchangeorlogreturn) # '^GSPC','^OEX','^MID','^RUT','^DJI'
self.EfficientFrontierObject = o
def _setup(self, list_of_symbols, startdate_string, enddate_string, period,
pctchangeorlogreturn):
print('Initialized class outputefficientfrontier')
import efficientfrontier as ef
o = ef.perform(
list_of_symbols, startdate_string, enddate_string, period,
pctchangeorlogreturn) # '^GSPC','^OEX','^MID','^RUT','^DJI'
self.EfficientFrontierObject = o
def _setup(self,list_of_symbols
, startdate_string
, bottomconstraint
, topconstraint
):
import efficientfrontier as ef
o = ef.perform(list_of_symbols,startdate_string,bottomconstraint,topconstraint) # '^GSPC','^OEX','^MID','^RUT','^DJI'
self.EfficientFrontierObject = o
def _setup(self
, mySymbolsDict
, startdate_string
, enddate_string
, period
, pctchangeorlogreturn
, source
):
print('Initialized def _setup')
import efficientfrontier as ef
print mySymbolsDict
o = ef.perform(mySymbolsDict,startdate_string,enddate_string,period,pctchangeorlogreturn,source)
self.EfficientFrontierObject = o
def _setup(self, list_of_symbols, startdate_string, iterations):
import efficientfrontier as ef
o = ef.perform(list_of_symbols,
startdate_string) # '^GSPC','^OEX','^MID','^RUT','^DJI'
df = o.permutationstodataframe(iterations)
for index, row in df.iterrows():
print '----------'
print index
print '-----'
print 'random weights:'
randomweightseries = row['value']['randomweightseries']
#print index,randomweightseries
for idx in randomweightseries.iteritems():
print ' ', idx[0], idx[1]
print 'portfolioreturn=', row['value']['portfolioreturn']
print 'portfoliostandarddeviation=', row['value'][
'portfoliostandarddeviation']
"""
Created on Wed Jul 29 17:31:47 2015
@author: justin.malinchak
"""
# -*- coding: utf-8 -*-
"""
Created on Wed Jul 29 17:18:11 2015
@author: justin.malinchak
"""
import efficientfrontier as ef
o = ef.perform(['^GSPC','^DJI','^OEX','GLD','^RUT','^IXIC'],'2009-12-31') # '^GSPC','^OEX','^MID','^RUT','^DJI'
df = o.permutationstodataframe(50)
for index, row in df.iterrows():
print '-----'
print index
print '-----'
print 'random weights:'
randomweightseries = row['value']['randomweightseries']
#print index,randomweightseries
for idx in randomweightseries.iteritems():
print ' ',idx[0],idx[1]
print 'portfolioreturn=',row['value']['portfolioreturn']
print 'portfoliostandarddeviation=',row['value']['portfoliostandarddeviation']