plt.legend(**kwargs) plt.savefig(path) plt.clf() plt.cla() plt.close() if __name__ == '__main__': import sys import logging from libCommon import ENVIRONMENT from libFinance import STOCK_TIMESERIES, HELPER as FINANCE from libSharpe import HELPER as MONTECARLO env = ENVIRONMENT() log_msg = '%(module)s.%(funcName)s(%(lineno)s) %(levelname)s - %(message)s' logging.basicConfig(stream=sys.stdout, format=log_msg, level=logging.DEBUG) file_list = env.list_filenames('local/historical_prices/*pkl') ini_list = env.list_filenames('local/*.ini') portfolio_ini = filter(lambda ini: "portfolio" in ini, ini_list) portfolio_ini = filter(lambda ini: "sharpe" in ini, ini_list) logging.debug(portfolio_ini) def prep(tickers): reader = STOCK_TIMESERIES.init() values = map(lambda ticker: reader.extract_from_yahoo(ticker), tickers) values = map(lambda data: pd.DataFrame(data)['Adj Close'], values)
def main(): env = ENVIRONMENT() logging.info(env) file_list = env.list_filenames(extension='local/*.ini') logging.info(file_list)