import numpy as np import pandas as pd import matplotlib as mpl import scipy import importlib import matplotlib.pyplot as plt from scipy.stats import skew, kurtosis, chi2 # import our own files and reload import stream_functions importlib.reload(stream_functions) import stream_classes importlib.reload(stream_classes) # input parameters ric = 'SGREN.MC' # DBK.DE ^IXIC MXN=X ^STOXX ^S&P500 ^VIX file_extension = 'csv' # csv o Excel extension # load timeseries x, x_str, t = stream_functions.load_timeseries(ric) # compute risk metrics in class jarque_bera_test jb = stream_classes.jarque_bera_test(x, x_str) jb.compute() print(jb) # plots stream_functions.plot_timeseries_price(t, ric) stream_functions.plot_histogram(x, x_str, jb.plot_str())
def plot_histogram(self):
stream_functions.plot_histogram(self.returns, self.str_name, self.plot_str())