本文整理汇总了Python中matplotlib.finance.quotes_historical_yahoo_ochl方法的典型用法代码示例。如果您正苦于以下问题:Python finance.quotes_historical_yahoo_ochl方法的具体用法?Python finance.quotes_historical_yahoo_ochl怎么用?Python finance.quotes_historical_yahoo_ochl使用的例子?那么, 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matplotlib.finance
的用法示例。
在下文中一共展示了finance.quotes_historical_yahoo_ochl方法的15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: sharpeRatio
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def sharpeRatio(ticker,begdate=(2012,1,1),enddate=(2016,12,31)):
"""Objective: estimate Sharpe ratio for stock
ticker : stock symbol
begdate : beginning date
enddate : ending date
Example #1: sharpeRatio("ibm")
0.0068655583807256159
Example #2: date1=(1990,1,1)
date2=(2015,12,23)
sharpeRatio("ibm",date1,date2)
0.027831010497755326
"""
import scipy as sp
from matplotlib.finance import quotes_historical_yahoo_ochl as getData
p = getData(ticker,begdate, enddate,asobject=True,adjusted=True)
ret=p.aclose[1:]/p.aclose[:-1]-1
return sp.mean(ret)/sp.std(ret)
示例2: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker,begdate, enddate):
p = quotes_historical_yahoo_ochl(ticker, begdate,
enddate,asobject=True,adjusted=True)
return((p.aclose[1:] - p.aclose[:-1])/p.aclose[:-1])
#
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:7,代码来源:c6_08_dailyReturn_4_annual.py
示例3: dailyReturn
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def dailyReturn(ticker,begdate,enddate):
p = aa(ticker, begdate,enddate,asobject=True,adjusted=True)
return p.aclose[1:]/p.aclose[:-1]-1
#
示例4: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker,begdate,enddate):
p = getData(ticker,begdate, enddate,asobject=True,adjusted=True)
ret=p.aclose[1:]
ret=p.aclose[1:]/p.aclose[:-1]-1
return(ret)
示例5: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker,begdate,enddte):
x=getData(ticker,begdate,enddate,asobject=True,adjusted=True)
ret =x.aclose[1:]/x.aclose[:-1]-1
return ret
示例6: ret_annual
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_annual(ticker,begdate,enddte):
x=getData(ticker,begdate,enddate,asobject=True,adjusted=True)
logret =sp.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,sp.size(logret)):
date.append(d0[i].strftime("%Y"))
y=pd.DataFrame(logret,date,columns=[ticker])
return sp.exp(y.groupby(y.index).sum())-1
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:11,代码来源:c9_44_impact_of_correlation_2stock_portfolio.py
示例7: ret_monthly
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_monthly(ticker): # function 1
x = getData(ticker,(begYear,1,1),(endYear,12,31),asobject=True,adjusted=True)
logret=np.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,np.size(logret)):
date.append(''.join([d0[i].strftime("%Y"),d0[i].strftime("%m")]))
y=pd.DataFrame(logret,date,columns=[ticker])
return y.groupby(y.index).sum()
# function 2: objective function
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:13,代码来源:c9_50_efficient_frontier.py
示例8: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker): # function 1
x = getData(ticker,begdate,enddate,asobject=True,adjusted=True)
ret=x.aclose[1:]/x.aclose[:-1]-1
ddate=x['date'][1:]
y=pd.DataFrame(ret,columns=[ticker],index=ddate)
return y.groupby(y.index).sum()
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:8,代码来源:c9_77_Modigliani_m2_performance_measure.py
示例9: ret_annual
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_annual(ticker,begdate,enddte):
x=getData(ticker,begdate,enddate,asobject=True,adjusted=True)
logret =sp.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,sp.size(logret)):
date.append(d0[i].strftime("%Y"))
y=pd.DataFrame(logret,date,columns=[ticker])
return sp.exp(y.groupby(y.index).sum())-1
# function 2: estimate portfolio variance
示例10: ret_annual
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_annual(ticker,begdate,enddte):
x=getData(ticker,begdate,enddate,asobject=True,adjusted=True)
logret =sp.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,sp.size(logret)):
date.append(d0[i].strftime("%Y"))
y=pd.DataFrame(logret,date,columns=[ticker])
return sp.exp(y.groupby(y.index).sum())-1
# function 2: estimate portfolio beta
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:12,代码来源:c9_21_optimal_portfolio_based_on_Sortino_ratio.py
示例11: ret_annual
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_annual(ticker,begdate,enddte):
x=getData(ticker,begdate,enddate,asobject=True,adjusted=True)
logret =sp.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,sp.size(logret)):
date.append(d0[i].strftime("%Y"))
y=pd.DataFrame(logret,date,columns=[ticker])
return sp.exp(y.groupby(y.index).sum())-1
# function 2: estimate LPSD
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:13,代码来源:c9_23_efficient_based_on_sortino_ratio.py
示例12: ret_monthly
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_monthly(ticker): # function 1
x = getData(ticker,(begYear,1,1),(endYear,12,31),asobject=True,adjusted=True)
logret=np.log(x.aclose[1:]/x.aclose[:-1])
date=[]
d0=x.date
for i in range(0,np.size(logret)):
date.append(''.join([d0[i].strftime("%Y"),d0[i].strftime("%m")]))
y=pd.DataFrame(logret,date,columns=[ticker])
return y.groupby(y.index).sum()
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:11,代码来源:c9_52_impact_of_correlation_on_efficient_frontier_notWorking.py
示例13: dailyRet
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def dailyRet(ticker,begdate,enddate):
p =getData(ticker, begdate, enddate,asobject=True,adjusted=True)
return p.aclose[1:]/p.aclose[:-1]-1
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:5,代码来源:c8_34_Durbin_Watson_test_CAPM_IBM_residual.py
示例14: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker,begdate,enddate):
p = getData(ticker,begdate, enddate,asobject=True,adjusted=True)
return p.aclose[1:]/p.aclose[:-1]-1
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:5,代码来源:c8_27_test_equal_variances.py
示例15: ret_f
# 需要导入模块: from matplotlib import finance [as 别名]
# 或者: from matplotlib.finance import quotes_historical_yahoo_ochl [as 别名]
def ret_f(ticker,begdate,enddate):
p =getData(ticker, begdate, enddate,asobject=True, adjusted=True)
ret = p.aclose[1:]/p.aclose[:-1]-1
date_=p.date
return pd.DataFrame(data=ret,index=date_[1:],columns=['ret'])
#
# call the above function twice
开发者ID:PacktPublishing,项目名称:Python-for-Finance-Second-Edition,代码行数:9,代码来源:c15_07_equal_vol_2periods.py