本文整理汇总了Python中pythalesians.timeseries.calcs.timeseriescalcs.TimeSeriesCalcs.get_bottom_valued_sorted方法的典型用法代码示例。如果您正苦于以下问题：Python TimeSeriesCalcs.get_bottom_valued_sorted方法的具体用法？Python TimeSeriesCalcs.get_bottom_valued_sorted怎么用？Python TimeSeriesCalcs.get_bottom_valued_sorted使用的例子？那么恭喜您, 这里精选的方法代码示例或许可以为您提供帮助。您也可以进一步了解该方法所在类pythalesians.timeseries.calcs.timeseriescalcs.TimeSeriesCalcs的用法示例。
在下文中一共展示了TimeSeriesCalcs.get_bottom_valued_sorted方法的1个代码示例，这些例子默认根据受欢迎程度排序。您可以为喜欢或者感觉有用的代码点赞，您的评价将有助于系统推荐出更棒的Python代码示例。
示例1: ticker
# 需要导入模块: from pythalesians.timeseries.calcs.timeseriescalcs import TimeSeriesCalcs [as 别名]
# 或者: from pythalesians.timeseries.calcs.timeseriescalcs.TimeSeriesCalcs import get_bottom_valued_sorted [as 别名]
data_source = 'bloomberg', # use Bloomberg as data source
tickers = ['USDBRL'] , # ticker (Thalesians)
fields = ['close'], # which fields to download
vendor_tickers = ['USDBRL BGN Curncy'], # ticker (Bloomberg)
vendor_fields = ['PX_LAST'], # which Bloomberg fields to download
cache_algo = 'internet_load_return') # how to return data
ltsf = LightTimeSeriesFactory()
df = ltsf.harvest_time_series(time_series_request)
df.columns = [x.replace('.close', '') for x in df.columns.values]
df = tsc.calculate_returns(df) * 100
df = df.dropna()
df_sorted = tsc.get_bottom_valued_sorted(df, "USDBRL", n = 20)
# df = tsc.get_top_valued_sorted(df, "USDBRL", n = 20) # get biggest up moves
# get values on day after
df2 = df.shift(-1)
df2 = df2.ix[df_sorted.index]
df2.columns = ['T+1']
df_sorted.columns = ['T']
df_sorted = df_sorted.join(df2)
df_sorted.index = [str(x.year) + '/' + str(x.month) + '/' + str(x.day) for x in df_sorted.index]
gp = GraphProperties()
gp.title = 'Largest daily falls in USDBRL'
gp.scale_factor = 3