Пример #1
0
def calculateCorrelationCoefficient():
	soyF_df = pullquandl.pullSoybeanFutures()
	soyF_df['dailyReturns'] = (soyF_df['Last'] - soyF_df['Open'])/soyF_df['Open']
	soyOilF_df = pullquandl.pullSoybeanOilFutures()
	soyOilF_df['dailyReturns'] = (soyOilF_df['Last'] - soyOilF_df['Open'])/soyOilF_df['Open']
	print(soyF_df['dailyReturns'].corr(soyOilF_df['dailyReturns'], method='pearson'))
Пример #2
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def plotSoybeanData():
	soyF_df = pullquandl.pullSoybeanFutures()
	soyCTR_df = pullquandl.pullSoybeanCTR() 
	graph.draw(soyF_df, 'Total Long Short Ratio Of Soybean Future since 2006', 'Total Longs/Total Shorts', \
		soyCTR_df, 'Cumulative Daily Returns For Soybean since 1959', 'Cumulative Daily Returns For Soybean')