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def test(year, stock, window=10, up=0.05, down=0.05, get_plots=True, verbose=True):
quandl.ApiConfig.api_key = "FDEDsMbK1E2t_PMf7X3M"
df = quandl.get('NSE/ZEEL', start_date='2017-01-01', end_date='2017-12-31')
prices = df["Close"]
dates = df["Date"]
agent = EMA_Agent(window, up, down)
test = Backtest(agent, 10000)
output = test.run(prices)
# class Evaluation takes for initialization - prices, output, name of algorithm, name of security
evaluator = Evaluation(prices, dates, output, "EMA", stock)
return evaluator.complete_evaluation(get_plots, verbose)
from os import getenv
from quandl import ApiConfig, get
from clint.textui import colored
from app.data import to_pickle
from app.variables import QUANDL_SYMBOLS
ApiConfig.api_key = getenv('QUANDL_KEY')
from app.utils.date_utils import ensure_latest
def run_quandl(check_latest=True):
for s in QUANDL_SYMBOLS:
data = get(s[0])
name = s[0].replace('/', '_')
if check_latest:
if s[2]:
ensure_latest(df=data)
to_pickle(data, 'futures', name)
print(colored.green(name))
def fetch_compare(request):
if request.method == 'POST':
company = []
company1 = ''
company2 = ''
company3 = ''
start_date = '2015-12-31'
end_date = '2016-12-31'
stock_return1 = []
stock_return2 = []
stock_return3 = []
# form = NameForm(request.POST)
quandl.ApiConfig.api_key = "23KLyzjn5UvKQog-DZyM"
company1 = request.POST.get('company_name1')
company2 = request.POST.get('company_name2')
company3 = request.POST.get('company_name3')
if company1 != '':
company.append(company1)
if company2 != '':
company.append(company2)
if company3 != '':
company.append(company3)
start_date = request.POST.get('start_date')
end_date = request.POST.get('end_date')
# print(company1)
# print(start_date)
# print(end_date)
"""
from sysdata.futures.contracts import futuresContract
from sysdata.futures.futures_per_contract_prices import futuresContractPriceData, futuresContractPrices
from syscore.fileutils import get_filename_for_package
from sysdata.quandl.quandl_utils import load_private_key
import quandl
import pandas as pd
QUANDL_FUTURES_CONFIG_FILE = get_filename_for_package("sysdata.quandl.QuandlFuturesConfig.csv")
quandl.ApiConfig.api_key = load_private_key()
class quandlFuturesConfiguration(object):
def __init__(self, config_file = QUANDL_FUTURES_CONFIG_FILE):
self._config_file = config_file
def get_list_of_instruments(self):
config_data = self._get_config_information()
return list(config_data.index)
def get_instrument_config(self, instrument_code):
if instrument_code not in self.get_list_of_instruments():
raise Exception("Instrument %s missing from config file %s" % (instrument_code, self._config_file))
import quandl
import pandas as pd
import numpy as np
from scipy.signal import argrelextrema
import sys, os
import dill as pickle
from sklearn import preprocessing as prep
from sklearn.model_selection import train_test_split
from talib import abstract as ta
from sklearn.externals import joblib
import copy
quandl.ApiConfig.api_key = "KDH1TFmmmcrjgynvRdWg"
HI_LO_DIFF = 0.03
MIN_MAX_PERIOD = 8
def build_data(raw=False, random_split=True, start_date=None, end_date=None, test_proportion=0.1):
# if len(sec) == 1 and os.path.isfile(secs[0]): #it's a file
# with open(secs[0]) as f:
# secs = ["WIKI/" + line.strip() for line in f]
# print("SECURITIES: ", s[5:] for s in secs)
with open("stock_data/invalid_stocks.txt", "r+") as f:
invalid_stock_codes = [line.strip() for line in f]
f = open("stock_data/invalid_stocks.txt", "a")
def __init__(self, columns, config=None):
super(QuandleDataManager, self).__init__("quandl", columns, config)
"""DataManager object used to fetch and integrate Quandl Blockchain database"""
self.config = config
_api_key = os.getenv("QUANDL_API_KEY")
quandl.ApiConfig.api_key = _api_key
self.data_dir = os.path.join(DATA_DIR, "quandle")
def __init__(self, *args, **kwargs):
super().__init__(*args, **kwargs)
self.period = 60 * 60 # 1h
self.days = 1
self.maxAge = getattr(self, "maxAge", 5)
quandl.ApiConfig.api_key = self.api_key
quandl.ApiConfig.api_version = '2015-04-09'
def get_data(security):
"""
This function obtains data under certain parameters from Quandl and returns the following information as a Pandas
DataFrame: date, adjusted closing, and percentage change in adjusted closing from the last week.
:param security: Holds information about the requested security
:return: A Pandas DataFrame with columns: Date, Adjusted Close, and Percentage Change.
"""
quandl.ApiConfig.api_key = "7NU4-sXfczxA9fsf_C8E"
name = security.get_name()
start = security.get_start()
end = security.get_end()
period = security.get_period()
raw_df = quandl.get("YAHOO/" + name, start_date=start, end_date=end, collapse=period)
adjusted_df = raw_df.ix[:, ['Adjusted Close']]
adjusted_df["Percentage Change"] = adjusted_df['Adjusted Close'].pct_change() * 100
return adjusted_df
import quandl, sys, os
import pandas as pd
import numpy as np
from scipy.signal import argrelextrema
import dill as pickle
from sklearn import preprocessing as prep
from sklearn.model_selection import train_test_split
from talib import abstract as ta
from sklearn.externals import joblib
from collections import OrderedDict
import time
np.random.seed(1337) # for reproducibility
quandl.ApiConfig.api_key = "KDH1TFmmmcrjgynvRdWg"
HI_LO_DIFF = 0.03
MIN_MAX_PERIOD = 8
def build_data(raw=False, random_split=True, start_date=None, end_date=None, test_proportion=0.1):
# if len(sec) == 1 and os.path.isfile(secs[0]): #it's a file
# with open(secs[0]) as f:
# secs = ["WIKI/" + line.strip() for line in f]
# print("SECURITIES: ", s[5:] for s in secs)
with open("stock_data/invalid_stocks.txt", "r+") as f:
invalid_stock_codes = [line.strip() for line in f]
f = open("stock_data/invalid_stocks.txt", "a")