ret 0.259406 stdev 0.141263 sharpe 1.836329 HD 0.160262 PYPL 0.163804 SBUX 0.151671 UNH 0.169210 WEC 0.355054 Name: 1834, dtype: float64 ret 0.239737 stdev 0.135932 sharpe 1.763657 HD 0.158094 PYPL 0.137120 SBUX 0.092738 UNH 0.051022 WEC 0.561026 Name: 1672, dtype: float64


In [17]:
import pandas as pd
   from pandas import DataFrame as df
   #import matplotlib.pyplot as plt
   import seaborn as sns

   def load_file(filename) :
      data = pd.read_pickle(filename)
      target = 'Stock'
      if target in data :
         name = data.pop(target)
         name = name[0]
         return name, data
      name = filename.split("/")[-1]
      name = name.split(".")[0]
      return name, data
   def main(file_list, stock_list) :
       for path in file_list :
           name, ret = load_file(path)
           if name not in stock_list :
              del ret
              continue
           yield name, ret 

   from glob import glob
   import os,sys

   pwd = os.getcwd()
   ini_list = glob('{}/*.ini'.format(pwd))
   file_list = glob('{}/historical_prices/*pkl'.format(pwd))
   file_list = sorted(file_list)
   spy_list = filter(lambda x : 'SPY' in x, file_list)
   spy = spy_list[0]
   print spy
    
   stock_list = ["HD", "PYPL", "SBUX", "UNH", "WEC"]
   target_01 = 'Adj Close'
   stocks = {'SPY' : spy }
   for name, data in main(file_list, stock_list) :
       stocks[name] = data
   for key in stocks.keys() :
       data = stocks[key]
       returns = data[target_01]
       returns = returns.pct_change()
       returns.plot(label=name)
       print returns.description()
   target_02 = 'Volume'
   for key in stocks.keys() :
       data = stocks[key]
       volume = data[target_01]
       volume = volume.pct_change()
       volume.plot(label=name)
       print returns.description()


---------------------------------------------------------------------------
ImportError                               Traceback (most recent call last)
<ipython-input-17-087253127d4b> in <module>()
      2 from pandas import DataFrame as df
      3 #import matplotlib.pyplot as plt
----> 4 import seaborn as sns
      5 
      6 def load_file(filename) :

/usr/lib/python2.7/dist-packages/seaborn/__init__.py in <module>()
      1 # Capture the original matplotlib rcParams
----> 2 import matplotlib as mpl
      3 _orig_rc_params = mpl.rcParams.copy()
      4 
      5 # Import seaborn objects

/home/sonc/.local/lib/python2.7/site-packages/matplotlib/__init__.py in <module>()
    124 # cbook must import matplotlib only within function
    125 # definitions, so it is safe to import from it here.
--> 126 from . import cbook
    127 from matplotlib.cbook import (
    128     _backports, mplDeprecation, dedent, get_label, sanitize_sequence)

ImportError: cannot import name cbook

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