In [1]:

    

%matplotlib inline
import math
import matplotlib.pyplot as plt
import requests
import datetime
import urllib
from  pandas import DataFrame,Series
# Define function to fetch remote data # demonstartion only #
def TQDB(symbol='DEMO1',startDate='2015-6-18',endDate='2025-6-18',type='DataFrame',server='127.0.0.1'):
    querystr={'symbol':symbol, 'BEG':startDate, 'END': endDate}
    url = "http://"+server+"/cgi-bin/q1min.py?"+urllib.urlencode(querystr)
    r = requests.get(url)
    lines = r.content.split('\n')
    x = []
    H=[]
    L=[]
    C=[]
    O=[]
    i=0
    for line in lines:
        i=i+1
        items=line.split(',')
        if len(items) < 5:
            continue
        dt=datetime.datetime.strptime(items[0]+items[1], '%Y%m%d%H%M%S')
        x.append(dt)

        C.append(float(items[5]))
        L.append(float(items[4]))
        H.append(float(items[3]))
        O.append(float(items[2]))
    d = {'O' :O,'H':H,'L':L,'C':C}
    if type=="DataFrame":
        return DataFrame(d,index=x, columns=['O','H','L','C'])
    elif type=="Series":
        return Series(C,index=x)
    else:
        print 'type is not defined'


    

In [2]:

    

import mibian
c = mibian.GK([1.4565, 1.45, 1, 2, 30], volatility=20)
c.callPrice


    

    
Out[2]:





0.03591379198404554

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