In [1]:

    

using PyPlot
#using Dates
using YahooFinanceAPI


    

    




WARNING: Base.Uint8 is deprecated, use UInt8 instead.
WARNING: Base.Uint8 is deprecated, use UInt8 instead.
WARNING: Base.Uint8 is deprecated, use UInt8 instead.
WARNING: Base.Uint8 is deprecated, use UInt8 instead.
WARNING: int32(x) is deprecated, use Int32(x) instead.

In [2]:

    

startDate = Date(2000,1,1)
sym = "^GSPC";
data = fetchHistoricalData("$sym", startDate);


    

    




WARNING: float64(x::AbstractArray) is deprecated, use map(Float64,x) instead.

In [3]:

    

#compute the N-day trailing average
lag = 50;
ma = zeros(length(data.adjusted_close)-lag)
for i = lag+1:length(data.adjusted_close)
    sum = 0
    for j = 1:lag
        sum += data.adjusted_close[i-j]
    end
    ma[i-lag] = sum/lag;
end


    

    




 in depwarn at deprecated.jl:73
 in float64 at deprecated.jl:50
 in fetchHistoricalData at /home/tyler/src/YahooFinanceAPI.jl/src/yahoo_finance_api/apiCalls.jl:30
 in fetchHistoricalData at /home/tyler/src/YahooFinanceAPI.jl/src/yahoo_finance_api/apiCalls.jl:9
 in include_string at loading.jl:266
 in execute_request_0x535c5df2 at /home/tyler/.julia/v0.4/IJulia/src/execute_request.jl:177
 in eventloop at /home/tyler/.julia/v0.4/IJulia/src/IJulia.jl:144
 in anonymous at task.jl:447
while loading In[2], in expression starting on line 3
WARNING: float64(x::AbstractArray) is deprecated, use map(Float64,x) instead.
 in depwarn at deprecated.jl:73
 in float64 at deprecated.jl:50
 in fetchHistoricalData at /home/tyler/src/YahooFinanceAPI.jl/src/yahoo_finance_api/apiCalls.jl:30
 in fetchHistoricalData at /home/tyler/src/YahooFinanceAPI.jl/src/yahoo_finance_api/apiCalls.jl:9
 in include_string at loading.jl:266
 in execute_request_0x535c5df2 at /home/tyler/.julia/v0.4/IJulia/src/execute_request.jl:177
 in eventloop at /home/tyler/.julia/v0.4/IJulia/src/IJulia.jl:144
 in anonymous at task.jl:447
while loading In[2], in expression starting on line 3

In [4]:

    

plot(data.dates,data.adjusted_close,"b-")
plot(data.dates[lag+1:end], ma, "r-")
legend(["$sym", "$sym MA$(lag)"])


    

    













    
Out[4]:





PyObject <matplotlib.legend.Legend object at 0x7ff3bc78cd10>

In [ ]:

    

vixdat = fetchHistoricalData("^VIX",startDate);


    

In [ ]:

    

subplot(2,1,1)
plot(data.dates, data.adjusted_close)
legend([sym],"best")
subplot(2,1,2)
plot(vixdat.dates, vixdat.adjusted_close)
legend(["^VIX"],"best")


    

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