def returns():
try:
todatestring = str(datetime.datetime.now().date())
fromdatestring = todatestring[:-2] + '01'
tickerstring = request.args.get('tickerstring',
default='MSFT-AAPL',
type=str)
fromdatestring = request.args.get('fromdate',
default=fromdatestring,
type=str)
todatestring = request.args.get('todate',
default=todatestring,
type=str)
import pullstackedreturns as psp
#symbols = ['MSFT','AMZN','GOOG','MS']
symbols = tickerstring.split('-')
fromdate, todate = fromdatestring, todatestring
df = psp.stockreturnsstacked(symbols, fromdate, todate)
df.index = df.index.map(str)
list_of_dicts = df.T.to_dict()
ret = jsonify({'returns': list_of_dicts})
except Exception as inst:
ret = 'Main.py My error was caught: ' + str(inst)
return ret
def cov():
try:
todatestring = str(datetime.datetime.now().date())
fromdatestring = todatestring[:-2] + '01'
tickerstring = request.args.get('tickerstring',
default='MSFT,AAPL',
type=str)
fromdatestring = request.args.get('fromdate',
default=fromdatestring,
type=str)
todatestring = request.args.get('todate',
default=todatestring,
type=str)
import pullstackedreturns as psp
#symbols = ['MSFT','AMZN','GOOG','MS']
symbols = tickerstring.split(',')
fromdate, todate = fromdatestring, todatestring
df_returns = psp.stockreturnsstacked(symbols,
fromdate,
todate,
pricechangeortotal='pricechange')
df_alignedpricechangereturns = df_returns
df_alignedpricechangereturns = df_alignedpricechangereturns.dropna(
) #eeee
covmatrix_array = np.cov(df_alignedpricechangereturns, None, 0)
rows = np.array(list(df_alignedpricechangereturns))[:np.newaxis]
df = pd.DataFrame(covmatrix_array,
index=rows,
columns=list(df_alignedpricechangereturns))
#df.index = df.index.map(str)
list_of_dicts = df.T.to_dict()
ret = jsonify({'cov': list_of_dicts})
except Exception as inst:
ret = 'Main.py My error was caught: ' + str(inst)
return ret
