In [ ]:
In [27]:
'''
['CQS Symbol', 'NASDAQ Symbol']
No data fetched for symbol ABEOW using YahooDailyReader
No data fetched for symbol ABRpA using YahooDailyReader
No data fetched for symbol ABRpB using YahooDailyReader
No data fetched for symbol ABRpC using YahooDailyReader
No data fetched for symbol ADILW using YahooDailyReader
No data fetched for symbol ADXSW using YahooDailyReader
No data fetched for symbol AFSIpA using YahooDailyReader
No data fetched for symbol AFSIpB using YahooDailyReader
No data fetched for symbol AFSIpC using YahooDailyReader
No data fetched for symbol AFSIpD using YahooDailyReader
No data fetched for symbol AFSIpE using YahooDailyReader
No data fetched for symbol AFSIpF using YahooDailyReader
No data fetched for symbol AGFSW using YahooDailyReader
No data fetched for symbol AGMpA using YahooDailyReader
No data fetched for symbol AGMpB using YahooDailyReader
No data fetched for symbol AGMpC using YahooDailyReader
No data fetched for symbol AGM.A using YahooDailyReader
No data fetched for symbol AGOpB using YahooDailyReader
No data fetched for symbol AGOpE using YahooDailyReader
No data fetched for symbol AGOpF using YahooDailyReader
No data fetched for symbol AHLpC using YahooDailyReader
No data fetched for symbol AHLpD using YahooDailyReader
No data fetched for symbol AHPAW using YahooDailyReader
No data fetched for symbol AHTpD using YahooDailyReader
No data fetched for symbol AHTpF using YahooDailyReader
No data fetched for symbol AHTpG using YahooDailyReader
No data fetched for symbol AHTpH using YahooDailyReader
No data fetched for symbol AHTpI using YahooDailyReader
No data fetched for symbol AIpB using YahooDailyReader
No data fetched for symbol AIG.WS using YahooDailyReader
No data fetched for symbol AIVpA using YahooDailyReader
No data fetched for symbol AKO.A using YahooDailyReader
No data fetched for symbol AKO.B using YahooDailyReader
No data fetched for symbol ALGRW using YahooDailyReader
No data fetched for symbol ALLpA using YahooDailyReader
No data fetched for symbol ALLpB using YahooDailyReader
No data fetched for symbol ALLpC.CL using YahooDailyReader
No data fetched for symbol ALLpD using YahooDailyReader
No data fetched for symbol ALLpE using YahooDailyReader
'Date'
No data fetched for symbol ALLpG using YahooDailyReader
No data fetched for symbol ALLYpA using YahooDailyReader
No data fetched for symbol ALPpQ using YahooDailyReader
No data fetched for symbol AMBCW using YahooDailyReader
No data fetched for symbol AMHpD using YahooDailyReader
No data fetched for symbol AMHpE using YahooDailyReader
No data fetched for symbol AMHpG using YahooDailyReader
No data fetched for symbol AMRHW using YahooDailyReader
No data fetched for symbol AMRWW using YahooDailyReader
No data fetched for symbol ANHpA using YahooDailyReader
No data fetched for symbol ANHpB using YahooDailyReader
No data fetched for symbol ANHpC using YahooDailyReader
No data fetched for symbol APDNW using YahooDailyReader
No data fetched for symbol APOpA using YahooDailyReader
No data fetched for symbol APOpB using YahooDailyReader
No data fetched for symbol APOPW using YahooDailyReader
No data fetched for symbol AREpD using YahooDailyReader
No data fetched for symbol ARESpA using YahooDailyReader
No data fetched for symbol ARIpC using YahooDailyReader
No data fetched for symbol ARNCp using YahooDailyReader
No data fetched for symbol ARRpA using YahooDailyReader
No data fetched for symbol ARRpB using YahooDailyReader
No data fetched for symbol ASBpC using YahooDailyReader
No data fetched for symbol ASBpD using YahooDailyReader
No data fetched for symbol ASB.WS using YahooDailyReader
No data fetched for symbol ATEST.A using YahooDailyReader
No data fetched for symbol ATEST.B using YahooDailyReader
No data fetched for symbol ATEST.C using YahooDailyReader
No data fetched for symbol ATISW using YahooDailyReader
No data fetched for symbol AXSpD using YahooDailyReader
No data fetched for symbol AXSpE using YahooDailyReader
No data fetched for symbol BACpA using YahooDailyReader
No data fetched for symbol BACpB using YahooDailyReader
No data fetched for symbol BACpC using YahooDailyReader
No data fetched for symbol BACpE using YahooDailyReader
No data fetched for symbol BACpK using YahooDailyReader
No data fetched for symbol BACpL using YahooDailyReader
No data fetched for symbol BACpW using YahooDailyReader
No data fetched for symbol BACpY using YahooDailyReader
No data fetched for symbol BAC.WS.A using YahooDailyReader
No data fetched for symbol BAC.WS.B using YahooDailyReader
No data fetched for symbol BANCpD using YahooDailyReader
No data fetched for symbol BANCpE using YahooDailyReader
No data fetched for symbol BBTpD using YahooDailyReader
No data fetched for symbol BBTpE using YahooDailyReader
No data fetched for symbol BBTpF using YahooDailyReader
No data fetched for symbol BBTpG using YahooDailyReader
No data fetched for symbol BBTpH using YahooDailyReader
No data fetched for symbol BCACW using YahooDailyReader
No data fetched for symbol BCSpD using YahooDailyReader
No data fetched for symbol BCVpA using YahooDailyReader
No data fetched for symbol BDCpB using YahooDailyReader
'Date'
'Date'
No data fetched for symbol BFSpC using YahooDailyReader
No data fetched for symbol BFSpD using YahooDailyReader
No data fetched for symbol BH.A using YahooDailyReader
No data fetched for symbol BHACW using YahooDailyReader
No data fetched for symbol BHRpB using YahooDailyReader
No data fetched for symbol BIO.B using YahooDailyReader
No data fetched for symbol BKpC using YahooDailyReader
No data fetched for symbol BLNKW using YahooDailyReader
No data fetched for symbol BMLpG using YahooDailyReader
No data fetched for symbol BMLpH using YahooDailyReader
No data fetched for symbol BMLpJ using YahooDailyReader
No data fetched for symbol BMLpL using YahooDailyReader
No data fetched for symbol BNTCW using YahooDailyReader
No data fetched for symbol BPFHW using YahooDailyReader
No data fetched for symbol BRACW using YahooDailyReader
No data fetched for symbol BRGpA using YahooDailyReader
No data fetched for symbol BRGpC using YahooDailyReader
No data fetched for symbol BRGpD using YahooDailyReader
'Date'
'Date'
No data fetched for symbol BRPAW using YahooDailyReader
No data fetched for symbol BTX.WS using YahooDailyReader
No data fetched for symbol BVXVW using YahooDailyReader
No data fetched for symbol BWL.A using YahooDailyReader
No data fetched for symbol BXPpB using YahooDailyReader
No data fetched for symbol CpC.CL using YahooDailyReader
No data fetched for symbol CpJ using YahooDailyReader
No data fetched for symbol CpN using YahooDailyReader
No data fetched for symbol C.WS.A using YahooDailyReader
No data fetched for symbol CAIpA using YahooDailyReader
No data fetched for symbol CAIpB using YahooDailyReader
No data fetched for symbol CATYW using YahooDailyReader
No data fetched for symbol CBBpB using YahooDailyReader
No data fetched for symbol CBLpD using YahooDailyReader
No data fetched for symbol CBLpE using YahooDailyReader
No data fetched for symbol CBS.A using YahooDailyReader
No data fetched for symbol CCC.U using YahooDailyReader
No data fetched for symbol CCIpA using YahooDailyReader
No data fetched for symbol CDRpB using YahooDailyReader
No data fetched for symbol CDRpC using YahooDailyReader
No data fetched for symbol CERCW using YahooDailyReader
No data fetched for symbol CETXW using YahooDailyReader
No data fetched for symbol CFRpA using YahooDailyReader
No data fetched for symbol CGVIC using YahooDailyReader
No data fetched for symbol CHEKW using YahooDailyReader
No data fetched for symbol CHEKZ using YahooDailyReader
No data fetched for symbol CHKpD using YahooDailyReader
No data fetched for symbol CHMIpA using YahooDailyReader
No data fetched for symbol CIC.U using YahooDailyReader
No data fetched for symbol CIC.WS using YahooDailyReader
No data fetched for symbol CIG.C using YahooDailyReader
No data fetched for symbol CIMpA using YahooDailyReader
No data fetched for symbol CIMpB using YahooDailyReader
No data fetched for symbol CIOpA using YahooDailyReader
No data fetched for symbol CLIRW using YahooDailyReader
No data fetched for symbol CLNYpB using YahooDailyReader
No data fetched for symbol CLNYpE using YahooDailyReader
No data fetched for symbol CLNYpG using YahooDailyReader
No data fetched for symbol CLNYpH using YahooDailyReader
No data fetched for symbol CLNYpI using YahooDailyReader
No data fetched for symbol CLNYpJ using YahooDailyReader
No data fetched for symbol CLRBW using YahooDailyReader
No data fetched for symbol CMA.WS using YahooDailyReader
No data fetched for symbol CMOpE using YahooDailyReader
No data fetched for symbol CMREpB using YahooDailyReader
No data fetched for symbol CMREpC using YahooDailyReader
No data fetched for symbol CMREpD using YahooDailyReader
No data fetched for symbol CMREpE using YahooDailyReader
No data fetched for symbol CMSpB using YahooDailyReader
No data fetched for symbol CMSSW using YahooDailyReader
No data fetched for symbol CNACW using YahooDailyReader
No data fetched for symbol CODIpA using YahooDailyReader
No data fetched for symbol CODIpB using YahooDailyReader
No data fetched for symbol COFpC using YahooDailyReader
No data fetched for symbol COFpD using YahooDailyReader
No data fetched for symbol COFpF using YahooDailyReader
No data fetched for symbol COFpG using YahooDailyReader
No data fetched for symbol COFpH using YahooDailyReader
No data fetched for symbol COFpP using YahooDailyReader
No data fetched for symbol COF.WS using YahooDailyReader
No data fetched for symbol CORRpA using YahooDailyReader
No data fetched for symbol CPEpA using YahooDailyReader
No data fetched for symbol CPTAG using YahooDailyReader
No data fetched for symbol CRD.A using YahooDailyReader
'Date'
No data fetched for symbol CTXRW using YahooDailyReader
No data fetched for symbol CUBIpC using YahooDailyReader
No data fetched for symbol CUBIpD using YahooDailyReader
No data fetched for symbol CUBIpE using YahooDailyReader
No data fetched for symbol CUBIpF using YahooDailyReader
No data fetched for symbol CVM.WS using YahooDailyReader
No data fetched for symbol CWEN.A using YahooDailyReader
No data fetched for symbol CYRXW using YahooDailyReader
No data fetched for symbol CYTXW using YahooDailyReader
No data fetched for symbol CYTXZ using YahooDailyReader
'Date'
No data fetched for symbol DCPpB using YahooDailyReader
No data fetched for symbol DDpA using YahooDailyReader
No data fetched for symbol DDpB using YahooDailyReader
No data fetched for symbol DDRpA using YahooDailyReader
No data fetched for symbol DDRpJ using YahooDailyReader
No data fetched for symbol DDRpK using YahooDailyReader
No data fetched for symbol DFBHW using YahooDailyReader
No data fetched for symbol DHCP.WS.A using YahooDailyReader
No data fetched for symbol DHCP.WS.B using YahooDailyReader
No data fetched for symbol DLNGpA using YahooDailyReader
No data fetched for symbol DLPNW using YahooDailyReader
No data fetched for symbol DLRpC using YahooDailyReader
No data fetched for symbol DLRpG using YahooDailyReader
No data fetched for symbol DLRpH using YahooDailyReader
No data fetched for symbol DLRpI using YahooDailyReader
No data fetched for symbol DLRpJ using YahooDailyReader
No data fetched for symbol DOTAW using YahooDailyReader
No data fetched for symbol DRIOW using YahooDailyReader
No data fetched for symbol DSpB using YahooDailyReader
No data fetched for symbol DSpC using YahooDailyReader
No data fetched for symbol DSpD using YahooDailyReader
No data fetched for symbol DSKEW using YahooDailyReader
No data fetched for symbol DSXpB using YahooDailyReader
No data fetched for symbol DTLAp using YahooDailyReader
No data fetched for symbol DUKB using YahooDailyReader
No data fetched for symbol DXpA using YahooDailyReader
No data fetched for symbol DXpB using YahooDailyReader
No data fetched for symbol EACQW using YahooDailyReader
No data fetched for symbol EAGLW using YahooDailyReader
No data fetched for symbol EASG using YahooDailyReader
No data fetched for symbol EBR.B using YahooDailyReader
No data fetched for symbol ECFpA using YahooDailyReader
No data fetched for symbol ENTXW using YahooDailyReader
No data fetched for symbol EPpC using YahooDailyReader
No data fetched for symbol EPRpC using YahooDailyReader
No data fetched for symbol EPRpE using YahooDailyReader
No data fetched for symbol EPRpG using YahooDailyReader
No data fetched for symbol EQCpD using YahooDailyReader
No data fetched for symbol ESTRW using YahooDailyReader
No data fetched for symbol ETPpC using YahooDailyReader
No data fetched for symbol ETPpD using YahooDailyReader
No data fetched for symbol EYEGW using YahooDailyReader
No data fetched for symbol EYESW using YahooDailyReader
'Date'
No data fetched for symbol FFBCW using YahooDailyReader
No data fetched for symbol FG.WS using YahooDailyReader
No data fetched for symbol FHNpA using YahooDailyReader
No data fetched for symbol FLMNW using YahooDailyReader
No data fetched for symbol FMCIW using YahooDailyReader
No data fetched for symbol FNBpE using YahooDailyReader
No data fetched for symbol FPAC.U using YahooDailyReader
No data fetched for symbol FPAC.WS using YahooDailyReader
No data fetched for symbol FPIpB using YahooDailyReader
No data fetched for symbol FRCpD using YahooDailyReader
No data fetched for symbol FRCpE using YahooDailyReader
No data fetched for symbol FRCpF using YahooDailyReader
No data fetched for symbol FRCpG using YahooDailyReader
No data fetched for symbol FRCpH using YahooDailyReader
No data fetched for symbol FRCpI using YahooDailyReader
No data fetched for symbol FRTpC using YahooDailyReader
No data fetched for symbol FSACW using YahooDailyReader
No data fetched for symbol FTFrw using YahooDailyReader
No data fetched for symbol FTVpA using YahooDailyReader
No data fetched for symbol GABpD using YahooDailyReader
No data fetched for symbol GABpG using YahooDailyReader
No data fetched for symbol GABpH using YahooDailyReader
No data fetched for symbol GABpJ using YahooDailyReader
No data fetched for symbol GAMpB using YahooDailyReader
No data fetched for symbol GCVpB using YahooDailyReader
No data fetched for symbol GCVr using YahooDailyReader
No data fetched for symbol GDLpC using YahooDailyReader
No data fetched for symbol GDVpA using YahooDailyReader
No data fetched for symbol GDVpD using YahooDailyReader
No data fetched for symbol GDVpG using YahooDailyReader
No data fetched for symbol GEF.B using YahooDailyReader
No data fetched for symbol GGNpB using YahooDailyReader
No data fetched for symbol GGOpA using YahooDailyReader
No data fetched for symbol GGTpB using YahooDailyReader
No data fetched for symbol GGTpE using YahooDailyReader
No data fetched for symbol GGZpA using YahooDailyReader
No data fetched for symbol GIGr using YahooDailyReader
No data fetched for symbol GIG.U using YahooDailyReader
No data fetched for symbol GIG.WS using YahooDailyReader
No data fetched for symbol GLACW using YahooDailyReader
No data fetched for symbol GLF.WS using YahooDailyReader
No data fetched for symbol GLOGpA using YahooDailyReader
No data fetched for symbol GLOPpA using YahooDailyReader
No data fetched for symbol GLOPpB using YahooDailyReader
No data fetched for symbol GLPpA using YahooDailyReader
No data fetched for symbol GLUpA using YahooDailyReader
No data fetched for symbol GM.WS.B using YahooDailyReader
No data fetched for symbol GMREpA using YahooDailyReader
No data fetched for symbol GNEpA using YahooDailyReader
No data fetched for symbol GNLpA using YahooDailyReader
No data fetched for symbol GNTpA using YahooDailyReader
No data fetched for symbol GPAQW using YahooDailyReader
No data fetched for symbol GPTpA using YahooDailyReader
No data fetched for symbol GRP.U using YahooDailyReader
No data fetched for symbol GRXpA using YahooDailyReader
No data fetched for symbol GRXpB using YahooDailyReader
No data fetched for symbol GSpA using YahooDailyReader
No data fetched for symbol GSpB using YahooDailyReader
No data fetched for symbol GSpC using YahooDailyReader
No data fetched for symbol GSpD using YahooDailyReader
No data fetched for symbol GSpJ using YahooDailyReader
No data fetched for symbol GSpK using YahooDailyReader
No data fetched for symbol GSpN using YahooDailyReader
No data fetched for symbol GSAH.U using YahooDailyReader
No data fetched for symbol GSAH.WS using YahooDailyReader
No data fetched for symbol GSHTW using YahooDailyReader
No data fetched for symbol GSLpB using YahooDailyReader
No data fetched for symbol GTN.A using YahooDailyReader
No data fetched for symbol GTXw using YahooDailyReader
No data fetched for symbol GTYHW using YahooDailyReader
No data fetched for symbol GUTpA using YahooDailyReader
No data fetched for symbol GUTpC using YahooDailyReader
No data fetched for symbol HCAC.U using YahooDailyReader
No data fetched for symbol HCAC.WS using YahooDailyReader
No data fetched for symbol HCCHW using YahooDailyReader
No data fetched for symbol HCFTpA using YahooDailyReader
No data fetched for symbol HEpU using YahooDailyReader
'Date'
No data fetched for symbol HESpA using YahooDailyReader
No data fetched for symbol HFGIC using YahooDailyReader
No data fetched for symbol HIG.WS using YahooDailyReader
No data fetched for symbol HJLIW using YahooDailyReader
No data fetched for symbol HK.WS using YahooDailyReader
No data fetched for symbol HLpB using YahooDailyReader
No data fetched for symbol HLMp using YahooDailyReader
No data fetched for symbol HMLPpA using YahooDailyReader
No data fetched for symbol HONw using YahooDailyReader
No data fetched for symbol HSBCpA using YahooDailyReader
No data fetched for symbol HTpC using YahooDailyReader
No data fetched for symbol HTpD using YahooDailyReader
No data fetched for symbol HTpE using YahooDailyReader
No data fetched for symbol HUNTW using YahooDailyReader
No data fetched for symbol HVT.A using YahooDailyReader
No data fetched for symbol HYACW using YahooDailyReader
No data fetched for symbol IAMXW using YahooDailyReader
No data fetched for symbol IEAWW using YahooDailyReader
'Date'
No data fetched for symbol IIPRpA using YahooDailyReader
'Date'
No data fetched for symbol IMRNW using YahooDailyReader
No data fetched for symbol IMUC.WS using YahooDailyReader
No data fetched for symbol IMXIW using YahooDailyReader
No data fetched for symbol INDUW using YahooDailyReader
No data fetched for symbol INNpD using YahooDailyReader
No data fetched for symbol INNpE using YahooDailyReader
No data fetched for symbol INSWpA using YahooDailyReader
No data fetched for symbol IPLpD using YahooDailyReader
No data fetched for symbol IPOA.U using YahooDailyReader
No data fetched for symbol IPOA.WS using YahooDailyReader
No data fetched for symbol IRETpC using YahooDailyReader
No data fetched for symbol IVRpA using YahooDailyReader
No data fetched for symbol IVRpB using YahooDailyReader
No data fetched for symbol IVRpC using YahooDailyReader
No data fetched for symbol JASNW using YahooDailyReader
No data fetched for symbol JCAPpB using YahooDailyReader
No data fetched for symbol JEpA using YahooDailyReader
No data fetched for symbol JPMpA using YahooDailyReader
No data fetched for symbol JPMpB using YahooDailyReader
No data fetched for symbol JPMpE using YahooDailyReader
No data fetched for symbol JPMpF using YahooDailyReader
No data fetched for symbol JPMpG using YahooDailyReader
No data fetched for symbol JPMpH using YahooDailyReader
No data fetched for symbol JPM.WS using YahooDailyReader
No data fetched for symbol JSYNW using YahooDailyReader
'Date'
No data fetched for symbol JW.B using YahooDailyReader
No data fetched for symbol KAACW using YahooDailyReader
HTTPSConnectionPool(host='finance.yahoo.com', port=443): Max retries exceeded with url: /quote/KBLM/history?interval=1d&filter=history&frequency=1d&period2=1537862399&period1=1222436741 (Caused by NewConnectionError('<urllib3.connection.VerifiedHTTPSConnection object at 0x7f8bc8ac55d0>: Failed to establish a new connection: [Errno 110] Connection timed out',))
No data fetched for symbol KBLMW using YahooDailyReader
No data fetched for symbol KEYpI using YahooDailyReader
No data fetched for symbol KEYpJ using YahooDailyReader
No data fetched for symbol KIMpI using YahooDailyReader
No data fetched for symbol KIMpJ using YahooDailyReader
No data fetched for symbol KIMpK using YahooDailyReader
No data fetched for symbol KIMpL using YahooDailyReader
No data fetched for symbol KIMpM using YahooDailyReader
No data fetched for symbol KKRpA using YahooDailyReader
No data fetched for symbol KKRpB using YahooDailyReader
No data fetched for symbol KMIpA using YahooDailyReader
No data fetched for symbol KSUp using YahooDailyReader
No data fetched for symbol KTOVW using YahooDailyReader
No data fetched for symbol KYNpF using YahooDailyReader
No data fetched for symbol LACQW using YahooDailyReader
No data fetched for symbol LCAHW using YahooDailyReader
No data fetched for symbol LEN.B using YahooDailyReader
No data fetched for symbol LFACW using YahooDailyReader
No data fetched for symbol LGC.U using YahooDailyReader
No data fetched for symbol LGC.WS using YahooDailyReader
No data fetched for symbol LGF.A using YahooDailyReader
No data fetched for symbol LGF.B using YahooDailyReader
No data fetched for symbol LHC.U using YahooDailyReader
No data fetched for symbol LHC.WS using YahooDailyReader
No data fetched for symbol LHOpI using YahooDailyReader
No data fetched for symbol LHOpJ using YahooDailyReader
No data fetched for symbol LINDW using YahooDailyReader
No data fetched for symbol LMFAW using YahooDailyReader
No data fetched for symbol LNC.WS using YahooDailyReader
No data fetched for symbol LTNr using YahooDailyReader
No data fetched for symbol LTN.U using YahooDailyReader
No data fetched for symbol LTN.WS using YahooDailyReader
No data fetched for symbol LTSpA using YahooDailyReader
No data fetched for symbol LTSK using YahooDailyReader
No data fetched for symbol LXPpC using YahooDailyReader
No data fetched for symbol MAApI using YahooDailyReader
No data fetched for symbol MDGSW using YahooDailyReader
No data fetched for symbol MERpK using YahooDailyReader
No data fetched for symbol METpA using YahooDailyReader
No data fetched for symbol METpE using YahooDailyReader
No data fetched for symbol MFApB using YahooDailyReader
No data fetched for symbol MFAC.U using YahooDailyReader
No data fetched for symbol MFAC.WS using YahooDailyReader
No data fetched for symbol MGY.WS using YahooDailyReader
No data fetched for symbol MHpA using YahooDailyReader
No data fetched for symbol MHpD using YahooDailyReader
No data fetched for symbol MITTpA using YahooDailyReader
No data fetched for symbol MITTpB using YahooDailyReader
No data fetched for symbol MKC.V using YahooDailyReader
No data fetched for symbol MMDMW using YahooDailyReader
No data fetched for symbol MNRpC using YahooDailyReader
'Date'
No data fetched for symbol MOG.B using YahooDailyReader
No data fetched for symbol MOSC.U using YahooDailyReader
No data fetched for symbol MOSC.WS using YahooDailyReader
No data fetched for symbol MPpD using YahooDailyReader
No data fetched for symbol MPACW using YahooDailyReader
No data fetched for symbol MSpA using YahooDailyReader
No data fetched for symbol MSpE using YahooDailyReader
No data fetched for symbol MSpF using YahooDailyReader
No data fetched for symbol MSpG using YahooDailyReader
No data fetched for symbol MSpI using YahooDailyReader
No data fetched for symbol MSpK using YahooDailyReader
No data fetched for symbol MTBp using YahooDailyReader
No data fetched for symbol MTBpC using YahooDailyReader
No data fetched for symbol MTB.WS using YahooDailyReader
No data fetched for symbol MTECW using YahooDailyReader
No data fetched for symbol MTFBW using YahooDailyReader
No data fetched for symbol MTLp using YahooDailyReader
No data fetched for symbol MUDSW using YahooDailyReader
No data fetched for symbol MYNDW using YahooDailyReader
No data fetched for symbol NAVpD using YahooDailyReader
No data fetched for symbol NBRpA using YahooDailyReader
No data fetched for symbol NCVpA using YahooDailyReader
No data fetched for symbol NCZpA using YahooDailyReader
No data fetched for symbol NDRAW using YahooDailyReader
No data fetched for symbol NEBUW using YahooDailyReader
No data fetched for symbol NEEpI using YahooDailyReader
No data fetched for symbol NEEpJ using YahooDailyReader
No data fetched for symbol NEEpK using YahooDailyReader
No data fetched for symbol NEEpR using YahooDailyReader
No data fetched for symbol NESRW using YahooDailyReader
No data fetched for symbol NFC.U using YahooDailyReader
No data fetched for symbol NFC.WS using YahooDailyReader
No data fetched for symbol NGLpB using YahooDailyReader
No data fetched for symbol NGLSpA using YahooDailyReader
No data fetched for symbol NHLDW using YahooDailyReader
'Date'
No data fetched for symbol NLYpC using YahooDailyReader
No data fetched for symbol NLYpD using YahooDailyReader
No data fetched for symbol NLYpF using YahooDailyReader
No data fetched for symbol NLYpG using YahooDailyReader
No data fetched for symbol NLYpH using YahooDailyReader
No data fetched for symbol NMpG using YahooDailyReader
No data fetched for symbol NMpH using YahooDailyReader
No data fetched for symbol NMKpB using YahooDailyReader
No data fetched for symbol NMKpC using YahooDailyReader
No data fetched for symbol NNNpE using YahooDailyReader
No data fetched for symbol NNNpF using YahooDailyReader
No data fetched for symbol NSpA using YahooDailyReader
No data fetched for symbol NSpB using YahooDailyReader
No data fetched for symbol NSpC using YahooDailyReader
No data fetched for symbol NSApA using YahooDailyReader
No data fetched for symbol NSPR.WS.B using YahooDailyReader
No data fetched for symbol NSPR.WS using YahooDailyReader
No data fetched for symbol NTEST.A using YahooDailyReader
No data fetched for symbol NTEST.B using YahooDailyReader
No data fetched for symbol NTEST.C using YahooDailyReader
No data fetched for symbol NUROW using YahooDailyReader
No data fetched for symbol NXEOW using YahooDailyReader
No data fetched for symbol NXTDW using YahooDailyReader
No data fetched for symbol NYCBpA using YahooDailyReader
No data fetched for symbol NYCBpU using YahooDailyReader
No data fetched for symbol OAKpA using YahooDailyReader
No data fetched for symbol OAKpB using YahooDailyReader
No data fetched for symbol OFGpA using YahooDailyReader
No data fetched for symbol OFGpB using YahooDailyReader
No data fetched for symbol OFGpD using YahooDailyReader
No data fetched for symbol OIBR.C using YahooDailyReader
No data fetched for symbol OMAD.U using YahooDailyReader
No data fetched for symbol OMAD.WS using YahooDailyReader
No data fetched for symbol ONSIW using YahooDailyReader
No data fetched for symbol ONTXW using YahooDailyReader
No data fetched for symbol OPESW using YahooDailyReader
No data fetched for symbol OPGNW using YahooDailyReader
No data fetched for symbol OXBRW using YahooDailyReader
No data fetched for symbol PACQW using YahooDailyReader
No data fetched for symbol PAVMW using YahooDailyReader
No data fetched for symbol PAVMZ using YahooDailyReader
No data fetched for symbol PBIpB using YahooDailyReader
No data fetched for symbol PBR.A using YahooDailyReader
No data fetched for symbol PCGpA using YahooDailyReader
No data fetched for symbol PCGpB using YahooDailyReader
No data fetched for symbol PCGpC using YahooDailyReader
No data fetched for symbol PCGpD using YahooDailyReader
No data fetched for symbol PCGpE using YahooDailyReader
No data fetched for symbol PCGpG using YahooDailyReader
No data fetched for symbol PCGpH using YahooDailyReader
No data fetched for symbol PCGpI using YahooDailyReader
No data fetched for symbol PEBpC using YahooDailyReader
No data fetched for symbol PEBpD using YahooDailyReader
No data fetched for symbol PEIpB using YahooDailyReader
No data fetched for symbol PEIpC using YahooDailyReader
No data fetched for symbol PEIpD using YahooDailyReader
No data fetched for symbol PLYMpA using YahooDailyReader
No data fetched for symbol PMTpA using YahooDailyReader
No data fetched for symbol PMTpB using YahooDailyReader
No data fetched for symbol PNCpP using YahooDailyReader
No data fetched for symbol PNCpQ using YahooDailyReader
No data fetched for symbol PNC.WS using YahooDailyReader
No data fetched for symbol PREpF using YahooDailyReader
No data fetched for symbol PREpG using YahooDailyReader
No data fetched for symbol PREpH using YahooDailyReader
No data fetched for symbol PREpI using YahooDailyReader
No data fetched for symbol PRIFpA using YahooDailyReader
No data fetched for symbol PRPLW using YahooDailyReader
No data fetched for symbol PRTHW using YahooDailyReader
No data fetched for symbol PSApA using YahooDailyReader
No data fetched for symbol PSApB using YahooDailyReader
No data fetched for symbol PSApC using YahooDailyReader
No data fetched for symbol PSApD using YahooDailyReader
No data fetched for symbol PSApE using YahooDailyReader
No data fetched for symbol PSApF using YahooDailyReader
No data fetched for symbol PSApG using YahooDailyReader
No data fetched for symbol PSApU using YahooDailyReader
No data fetched for symbol PSApV using YahooDailyReader
No data fetched for symbol PSApW using YahooDailyReader
No data fetched for symbol PSApY using YahooDailyReader
No data fetched for symbol PSApZ using YahooDailyReader
No data fetched for symbol PSBpU using YahooDailyReader
No data fetched for symbol PSBpV using YahooDailyReader
No data fetched for symbol PSBpW using YahooDailyReader
No data fetched for symbol PSBpY using YahooDailyReader
No data fetched for symbol PUKp using YahooDailyReader
No data fetched for symbol PUKpA using YahooDailyReader
No data fetched for symbol PWpA using YahooDailyReader
No data fetched for symbol QTSpA using YahooDailyReader
No data fetched for symbol QTSpB using YahooDailyReader
No data fetched for symbol RBSpS using YahooDailyReader
'Date'
'Date'
No data fetched for symbol REXRpA using YahooDailyReader
No data fetched for symbol REXRpB using YahooDailyReader
No data fetched for symbol RFpA using YahooDailyReader
No data fetched for symbol RFpB using YahooDailyReader
No data fetched for symbol RHEpA using YahooDailyReader
No data fetched for symbol RIBTW using YahooDailyReader
No data fetched for symbol RLGTpA using YahooDailyReader
No data fetched for symbol RLJpA using YahooDailyReader
No data fetched for symbol RMPLp using YahooDailyReader
No data fetched for symbol RNRpC using YahooDailyReader
No data fetched for symbol RNRpE using YahooDailyReader
No data fetched for symbol RNRpF using YahooDailyReader
No data fetched for symbol ROSEW using YahooDailyReader
No data fetched for symbol RPIBC using YahooDailyReader
No data fetched for symbol RPTpD using YahooDailyReader
No data fetched for symbol RWGE.U using YahooDailyReader
No data fetched for symbol RWGE.WS using YahooDailyReader
No data fetched for symbol RXIIW using YahooDailyReader
No data fetched for symbol RXNpA using YahooDailyReader
No data fetched for symbol RYpT using YahooDailyReader
No data fetched for symbol RYAMpA using YahooDailyReader
No data fetched for symbol SANpB using YahooDailyReader
No data fetched for symbol SBpC using YahooDailyReader
No data fetched for symbol SBpD using YahooDailyReader
No data fetched for symbol SBNYW using YahooDailyReader
No data fetched for symbol SCACW using YahooDailyReader
No data fetched for symbol SCEpB using YahooDailyReader
No data fetched for symbol SCEpC using YahooDailyReader
No data fetched for symbol SCEpD using YahooDailyReader
No data fetched for symbol SCEpE using YahooDailyReader
No data fetched for symbol SCEpG using YahooDailyReader
No data fetched for symbol SCEpH using YahooDailyReader
No data fetched for symbol SCEpJ using YahooDailyReader
No data fetched for symbol SCEpK using YahooDailyReader
No data fetched for symbol SCEpL using YahooDailyReader
No data fetched for symbol SCHWpC using YahooDailyReader
No data fetched for symbol SCHWpD using YahooDailyReader0
No data fetched for symbol SERVw using YahooDailyReader
No data fetched for symbol SFpA using YahooDailyReader
No data fetched for symbol SGLBW using YahooDailyReader
No data fetched for symbol SHIPW using YahooDailyReader
No data fetched for symbol SHLDW using YahooDailyReader
No data fetched for symbol SHOpE using YahooDailyReader
No data fetched for symbol SHOpF using YahooDailyReader
No data fetched for symbol SLGpI using YahooDailyReader
No data fetched for symbol SLNOW using YahooDailyReader
No data fetched for symbol SMPLW using YahooDailyReader
No data fetched for symbol SNGXW using YahooDailyReader
No data fetched for symbol SNOAW using YahooDailyReader
No data fetched for symbol SNVpD using YahooDailyReader
No data fetched for symbol SOLOW using YahooDailyReader
No data fetched for symbol SPAQ.U using YahooDailyReader
No data fetched for symbol SPEpB using YahooDailyReader
No data fetched for symbol SPGpJ using YahooDailyReader
No data fetched for symbol SPLPpA using YahooDailyReader
No data fetched for symbol SRCpA using YahooDailyReader
No data fetched for symbol SREpA using YahooDailyReader
No data fetched for symbol SREpB using YahooDailyReader
No data fetched for symbol SRGpA using YahooDailyReader
No data fetched for symbol SRTSW using YahooDailyReader
No data fetched for symbol SSWpD using YahooDailyReader
No data fetched for symbol SSWpE using YahooDailyReader
No data fetched for symbol SSWpG using YahooDailyReader
No data fetched for symbol SSWpH using YahooDailyReader
No data fetched for symbol STAGpC using YahooDailyReader
No data fetched for symbol STARpD using YahooDailyReader
No data fetched for symbol STARpG using YahooDailyReader
No data fetched for symbol STARpI using YahooDailyReader
No data fetched for symbol STIpA using YahooDailyReader
No data fetched for symbol STI.WS.A using YahooDailyReader
No data fetched for symbol STI.WS.B using YahooDailyReader
No data fetched for symbol STLpA using YahooDailyReader
No data fetched for symbol STLRW using YahooDailyReader
No data fetched for symbol STNLW using YahooDailyReader
No data fetched for symbol STTpC using YahooDailyReader
No data fetched for symbol STTpD using YahooDailyReader
No data fetched for symbol STTpE using YahooDailyReader
No data fetched for symbol STTpG using YahooDailyReader
No data fetched for symbol STZ.B using YahooDailyReader
No data fetched for symbol TACOW using YahooDailyReader
No data fetched for symbol TALO.WS using YahooDailyReader
No data fetched for symbol TAP.A using YahooDailyReader
No data fetched for symbol TBRGW using YahooDailyReader
No data fetched for symbol TCBIW using YahooDailyReader
No data fetched for symbol TCFpD using YahooDailyReader
No data fetched for symbol TCF.WS using YahooDailyReader
No data fetched for symbol TCOpJ using YahooDailyReader
No data fetched for symbol TCOpK using YahooDailyReader
No data fetched for symbol TDACW using YahooDailyReader
No data fetched for symbol TDW.WS.A using YahooDailyReader
No data fetched for symbol TDW.WS.B using YahooDailyReader
No data fetched for symbol TGPpA using YahooDailyReader
No data fetched for symbol TGPpB using YahooDailyReader
No data fetched for symbol TI.A using YahooDailyReader
No data fetched for symbol TIBRW using YahooDailyReader
No data fetched for symbol TKKSW using YahooDailyReader
No data fetched for symbol TMCXW using YahooDailyReader
No data fetched for symbol TMKpC using YahooDailyReader
No data fetched for symbol TNPpB using YahooDailyReader
No data fetched for symbol TNPpC using YahooDailyReader
No data fetched for symbol TNPpD using YahooDailyReader
No data fetched for symbol TNPpE using YahooDailyReader
No data fetched for symbol TNPpF using YahooDailyReader
No data fetched for symbol TOOpA using YahooDailyReader
No data fetched for symbol TOOpB using YahooDailyReader
No data fetched for symbol TOOpE using YahooDailyReader
No data fetched for symbol TOTAW using YahooDailyReader
No data fetched for symbol TPGH.U using YahooDailyReader
No data fetched for symbol TPGH.WS using YahooDailyReader
No data fetched for symbol TWLVW using YahooDailyReader
No data fetched for symbol TWNKW using YahooDailyReader
No data fetched for symbol TWOpA using YahooDailyReader
No data fetched for symbol TWOpB using YahooDailyReader
No data fetched for symbol TWOpC using YahooDailyReader
No data fetched for symbol TWOpD using YahooDailyReader
No data fetched for symbol TWOpE using YahooDailyReader
No data fetched for symbol TYp using YahooDailyReader
No data fetched for symbol UBPpG using YahooDailyReader
No data fetched for symbol UBPpH using YahooDailyReader
No data fetched for symbol UMHpB using YahooDailyReader
No data fetched for symbol UMHpC using YahooDailyReader
No data fetched for symbol UMHpD using YahooDailyReader
No data fetched for symbol USBpA using YahooDailyReader
No data fetched for symbol USBpH using YahooDailyReader
No data fetched for symbol USBpM using YahooDailyReader
No data fetched for symbol USBpO using YahooDailyReader
No data fetched for symbol USBpP using YahooDailyReader
No data fetched for symbol UUUU.WS using YahooDailyReader
No data fetched for symbol VEACW using YahooDailyReader
No data fetched for symbol VERpF using YahooDailyReader
No data fetched for symbol VKTXW using YahooDailyReader
No data fetched for symbol VLYpA using YahooDailyReader
No data fetched for symbol VLYpB using YahooDailyReader
No data fetched for symbol VLY.WS using YahooDailyReader
No data fetched for symbol VNOpK using YahooDailyReader
No data fetched for symbol VNOpL using YahooDailyReader
No data fetched for symbol VNOpM using YahooDailyReader
No data fetched for symbol VRpA using YahooDailyReader
No data fetched for symbol VRpB using YahooDailyReader
No data fetched for symbol VST.WS.A using YahooDailyReader
No data fetched for symbol VTIQW using YahooDailyReader
No data fetched for symbol WAFDW using YahooDailyReader
No data fetched for symbol WBSpF using YahooDailyReader
No data fetched for symbol WELLpI using YahooDailyReader
No data fetched for symbol WFCpL using YahooDailyReader
No data fetched for symbol WFCpN using YahooDailyReader
No data fetched for symbol WFCpO using YahooDailyReader
No data fetched for symbol WFCpP using YahooDailyReader
No data fetched for symbol WFCpQ using YahooDailyReader
No data fetched for symbol WFCpR using YahooDailyReader
No data fetched for symbol WFCpT using YahooDailyReader
No data fetched for symbol WFCpV using YahooDailyReader
No data fetched for symbol WFCpW using YahooDailyReader
No data fetched for symbol WFCpX using YahooDailyReader
No data fetched for symbol WFCpY using YahooDailyReader
No data fetched for symbol WFC.WS using YahooDailyReader
No data fetched for symbol WFEpA using YahooDailyReader
No data fetched for symbol WHLRW using YahooDailyReader
No data fetched for symbol WPGpH using YahooDailyReader
No data fetched for symbol WPGpI using YahooDailyReader
No data fetched for symbol WRBpB using YahooDailyReader
No data fetched for symbol WRBpC using YahooDailyReader
No data fetched for symbol WRBpD using YahooDailyReader
No data fetched for symbol WRBpE using YahooDailyReader
No data fetched for symbol WRLSW using YahooDailyReader
No data fetched for symbol WSO.B using YahooDailyReader
No data fetched for symbol WTFCW using YahooDailyReader
No data fetched for symbol XANpC using YahooDailyReader
No data fetched for symbol ZBpA using YahooDailyReader
No data fetched for symbol ZBpG using YahooDailyReader
No data fetched for symbol ZBpH using YahooDailyReader
No data fetched for symbol ZIONW using YahooDailyReader
No data fetched for symbol ZNWAA using YahooDailyReader
No data fetched for symbol ZXYZ.A using YahooDailyReader
'''
Out[27]:
In [ ]:
import pandas_datareader as web
import pandas as pd
import datetime
class StockFinder :
nasdaq_keys = [u'Symbol',u'Nasdaq Traded', u'Security Name', u'Listing Exchange',
u'Market Category', u'ETF', u'Round Lot Size', u'Test Issue',
u'Financial Status', u'CQS Symbol', u'NASDAQ Symbol', u'NextShares']
filename = 'nasdaq.csv'
@staticmethod
def extract_stock_list(**kwargs) :
target = 'path'
path = kwargs.get(target,'./')
filename = '{}/{}'.format(path,StockFinder.filename)
target = 'retry_count'
retry_count = kwargs.get(target,3)
target = 'timeout'
timeout = kwargs.get(target,30)
ret = web.nasdaq_trader.get_nasdaq_symbols(retry_count, timeout)
if ret is None : return
ret.to_csv(filename)
for name, alt_name, row in StockFinder._extract_stock_list(ret) :
stock = row.get(name)
if not isinstance(stock,str) :
stock = row.get(alt_name)
yield stock
@staticmethod
def _extract_stock_list(ret) :
symbol_list = filter(lambda x : 'Symbol' in x, ret.columns)
for index, row in ret.iterrows():
symbol_value = map(lambda x : row[x],symbol_list)
kwargs = dict(zip(symbol_list,symbol_value))
yield symbol_list[0], symbol_list[1], kwargs
class StockReader :
#rrr = web.robinhood.RobinhoodHistoricalReader("nvda", start, end)
#ValueError: The Quandl API key must be provided either through the api_key variable or through the environmental variable QUANDL_API_KEY.
#rr = web.quandl.QuandlReader("nvda", start,end)
# Morningstar has been immediately deprecated due to large breaks in the API without the
# introduction of a stable replacement. Pull Requests to re-enable these data
# connectors are welcome.
# rrrr = web.mstar.daily.MorningstarDailyReader("nvda", start, end)
@staticmethod
def init(**kwargs) :
end = datetime.datetime.utcnow()
start = end - datetime.timedelta(days=365*10)
ret = StockReader(start,end)
print str(ret)
return ret
def __init__(self,start,end) :
self.start = start
self.end = end
def __str__(self) :
key_list = self.__dict__.keys()
value_list = map(lambda x : self.__dict__.get(x), key_list)
key_list = map(lambda x : '{}.{}'.format(self.__class__.__name__,x),key_list)
ret = dict(zip(key_list,value_list))
return str(ret)
def extract_from_yahoo(self, stock,filename) :
ret = self._extract_from(stock, 'yahoo')
if ret is not None :
ret['Stock'] = stock
ret.to_pickle(filename)
return ret
def _extract_from(self, stock, service) :
try :
return web.DataReader(stock, service, self.start, self.end)
except Exception, e:
print e
def epoch_now(self) :
ret = datetime.datetime(1970,1,1)
ret = self.end - ret
return ret.total_seconds()
def requires_refresh(self,epoch) :
flag_seconds = self.epoch_now() - epoch
flag_hour /= 3600
flag_day /= 24
flag_month /= 30
return int(flag_month) > 1
#DataReader method name is case sensitive
reader = StockReader.init()
from glob import glob
import os,sys
pwd = os.getcwd()
file_list = glob('{}/historical_prices/*pkl'.format(pwd))
fresh_list = filter(lambda path : not reader.requires_refresh(os.path.getmtime(path)) , file_list)
for stock in StockFinder.extract_stock_list(path=pwd) :
filename = '{}/historical_prices/{}.pkl'.format(pwd,stock)
if filename in fresh_list : continue
reader.extract_from_yahoo(stock,filename)
In [ ]:
import pandas as pd
from pandas import DataFrame as df
import datetime
import math
import numpy as np
class CompareStock(object) :
@staticmethod
def init(**kwargs) :
target = 'baseline_name'
baseline_name = kwargs.get(target,'SPY')
target = 'baseline_data'
baseline_data = kwargs.get(target,{})
target = 'contender_name'
contender_name = kwargs.get(target,'AAA')
target = 'contender_data'
contender_data = kwargs.get(target,{})
ret = CompareStock(baseline_name, baseline_data,contender_name,contender_data)
#print str(ret)
return ret
def __init__(self,baseline_name, baseline_data,contender_name,contender_data) :
self.spy_name = baseline_name
self.contender_name = contender_name
self.spy = baseline_data
self.contender = contender_data
self.spy2 = baseline_data.reindex(contender_data.index)
def __str__(self) :
key_list = self.__dict__.keys()
value_list = map(lambda x : self.__dict__.get(x), key_list)
key_list = map(lambda x : '{}.{}'.format(self.__class__.__name__,x),key_list)
ret = dict(zip(key_list,value_list))
return str(ret)
def byAdjClose(self) :
target = 'Adj Close'
data = {self.spy_name: self.spy2[target], self.contender_name: self.contender[target]}
data = pd.DataFrame(data=data)
adjusted = data[self.contender_name]-data[self.spy_name]
data[target] = adjusted
return self.contender, data
def byVolume(self) :
target = 'Volume'
data = {self.spy_name: self.spy2[target], self.contender_name: self.contender[target]}
data = pd.DataFrame(data=data)
adjusted = data[self.contender_name]-data[self.spy_name]
data[target] = adjusted
return self.contender, data
@staticmethod
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
class StockTransform(object) :
@staticmethod
def by_quarter(data):
year_to_year = {}
for month, year, dataSeries in StockTransform.group_by_month(data) :
quarter = 1
if month in [4,5,6] : quarter = 2
elif month in [7,8,9] : quarter = 3
elif month in [10,11,12] : quarter = 4
percent = dataSeries.pct_change()
percent = percent.replace([np.inf, -np.inf], np.nan)
percent = percent.dropna(how='all')
percent = percent.fillna(0)
#percent = percent + 1
#percent = percent.cumprod()
if len(percent) == 0 : continue
if quarter not in year_to_year :
year_to_year[quarter] = pd.DataFrame(percent)
else :
init = len(year_to_year[quarter])
year_to_year[quarter] = year_to_year[quarter].append(percent)
if init == len(year_to_year[quarter]) :
raise ValueError("dataframe did not append")
return year_to_year
@staticmethod
def by_month(name, data):
year_to_year = {}
many_years = {}
for month, year, dataSeries in StockTransform.group_by_month(data) :
percent = dataSeries.pct_change()
percent = percent.replace([np.inf, -np.inf], np.nan)
percent = percent.dropna(how='all')
#percent = percent + 1
#percent = percent.cumprod()
if len(percent) == 0 : continue
if month not in year_to_year :
year_to_year[month] = pd.DataFrame(percent)
else :
init = len(year_to_year[month])
year_to_year[month] = year_to_year[month].append(percent)
if init == len(year_to_year[month]) :
raise ValueError("dataframe did not append")
label = '{},{}-{}'.format(month, year, name)
many_years[label] = StockTransform.many_years(month, year, percent)
return year_to_year, many_years
@staticmethod
def group_by_month(data):
ret = df.groupby(data,by=[data.index.month,data.index.year])
for key in ret.groups :
month, year = key[0],key[1]
yield month, year, ret.get_group(key)
@staticmethod
def many_years(month, year, data):
lastday = StockTransform.getLastDay(month, year)
days = range(1,lastday+1)
ret = dict.fromkeys(days,None)
for x in data.index :
ret[x.day]=data[data.index.day==x.day]
return ret
@staticmethod
def getLastDay(month,year) :
if month != 12 :
month += 1
else :
year += 1
month = 1
ret = datetime.date (year, month, 1) - datetime.timedelta (days = 1)
return ret.day
class Monthly_Transform(object) :
@staticmethod
def init(**kwargs) :
target = 'spy_name'
baseline_name = kwargs.get(target, "")
target = 'contender_name'
contender_name = kwargs.get(target, "")
target = 'spy2'
baseline = kwargs.get(target, {})
target = 'contender'
contender = kwargs.get(target, {})
ret = Monthly_Transform(baseline_name, baseline, contender_name, contender)
return ret
def __init__(self, baseline_name, baseline, contender_name, contender) :
self.baseline_name = baseline_name
self.contender_name = contender_name
self.baseline = baseline
self.contender = contender
def __str__(self) :
key_list = self.__dict__.keys()
value_list = map(lambda x : self.__dict__.get(x), key_list)
key_list = map(lambda x : '{}.{}'.format(self.__class__.__name__,x),key_list)
ret = dict(zip(key_list,value_list))
return str(ret)
def __call__(self, **kwargs) :
#month_list=[11]
#percent = percent.iloc[percent.index.month==month_list]
#a,b = StockTransform.by_month(self.baseline_name,self.baseline)
c,d = StockTransform.by_month(self.contender_name,self.contender)
return c,d
def gen_normalize_by_month(self, data) :
for month, year, dataSeries in StockTransform.group_by_month(data) :
ret = (dataSeries + 1).cumprod()
ret['normalized']=(ret[self.contender]-ret[self.baseline]) + 1
label = '{},{}-{}'.format(month, year,self.contender)
data_2 = StockTransform.many_years(month, year,ret['normalized'])
yield month, year, dataSeries, label, data_2
import os
from glob import glob
pwd = os.getcwd()
file_list = glob('{}/historical_prices/*pkl'.format(pwd))
file_list = sorted(file_list)
spy = filter(lambda stock : 'SPY' in stock, file_list)
spy_filename = spy[0]
spy_name, spy_data = CompareStock.load_file(spy_filename)
spy_quarterly = StockTransform.by_quarter(spy_data)
key_list = spy_quarterly.keys()
file_list = filter(lambda path : spy_filename not in path, file_list)
for file_path in file_list :
contender_name, contender_data = CompareStock.load_file(file_path)
contender_quarterly = StockTransform.by_quarter(contender_data)
ret = {}
for key in key_list :
if key not in contender_quarterly : continue
if len(contender_quarterly[key]) == 0 : continue
obj = CompareStock.init(baseline_name=spy_name,
baseline_data=spy_quarterly[key],
contender_name=contender_name,
contender_data=contender_quarterly[key])
name, vol = obj.byVolume()
vol = pd.DataFrame(vol,columns=[spy_name,contender_name])
temp = {}
for column in vol.columns :
std = vol[column].values.std(ddof=1)
temp[column] = std
flag_stable = 1.5*temp[spy_name] > temp[contender_name]
flag_isNum = not math.isnan(temp[contender_name])
if not flag_isNum :
print contender_quarterly[key]
if not flag_isNum or not flag_stable : continue
name, clo = obj.byAdjClose()
clo = pd.DataFrame(clo,columns=['Adj Close'])
mean = 0
for column in clo.columns :
mean = clo[column].values.mean()
break
flag_better_than_spy = mean > 0
if not flag_better_than_spy : continue
print key, contender_name, temp[contender_name], mean
print "Done"
In [ ]:
In [ ]:
In [ ]:
In [ ]: