def compare():
syms = request.args.get('symbols').split(';')
series = {}
for sym in syms:
stock = Market.get_stock(sym)
close = stock.prices.close
series[sym] = close.to_json(orient="split")
return render_template('compare.html', data=series)
def event_profile(algo, size=30):
buy_window = np.zeros(size)
buy_count = 0
sell_window = np.zeros(size)
sell_count = 0
orders = algo.blotter.orders
for order in orders.values():
stock = Market.get_stock(order.sid, reindex=False)
index = stock.index.searchsorted(order.created)
w = stock['close'].ix[index-size/2:index+size/2] / stock['close'].ix[index]
if order.amount > 0:
buy_window += w
buy_count += 1
else:
sell_window += w
sell_count += 1
buy_window /= buy_count
sell_window /= sell_count
return buy_window, sell_window
def _stock(sym):
stock = Market.get_stock(sym)
return stock.prices.to_json(orient="split")
def get_benchmark(sym, start_date, end_date):
bench = Market.get_stock(sym,
start_date,
end_date)
benchmark = bench.prices['close']
return benchmark
