In [32]:
% matplotlib inline
from matplotlib import pyplot as plt
import numpy as np
import csv
import math
In [36]:
f = open('./data/AMZN.csv', 'r')
reader = csv.reader(f)
header = next(reader)
close = []
date = {}
i = 0
for row in reader:
date[i] = row[0]
close.append(float(row[4]))
i = i + 1
f.close()
def approx(close, t_approx, t):
np_close = np.array(close)
close_1 = np.diff(np_close)
close_2 = np.diff(close_1)
return np_close[t_approx] + close_1[t_approx] * (t - t_approx) + (close_2[t_approx] / math.factorial(2)) * np.power(t - t_approx, 2)