Skip to content
Merged
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
23 changes: 12 additions & 11 deletions examples/applications/plot_stock_market.py
Original file line number Diff line number Diff line change
Expand Up @@ -77,6 +77,7 @@
# #############################################################################
# Retrieve the data from Internet


def quotes_historical_google(symbol, date1, date2):
"""Get the historical data from Google finance.

Expand All @@ -102,15 +103,15 @@ def quotes_historical_google(symbol, date1, date2):
'output': 'csv'
})
url = 'http://www.google.com/finance/historical?' + params
with urlopen(url) as response:
dtype = {
'names': ['date', 'open', 'high', 'low', 'close', 'volume'],
'formats': ['object', 'f4', 'f4', 'f4', 'f4', 'f4']
}
converters = {0: lambda s: datetime.strptime(s.decode(), '%d-%b-%y')}
return np.genfromtxt(response, delimiter=',', skip_header=1,
dtype=dtype, converters=converters,
missing_values='-', filling_values=-1)
response = urlopen(url)
dtype = {
'names': ['date', 'open', 'high', 'low', 'close', 'volume'],
'formats': ['object', 'f4', 'f4', 'f4', 'f4', 'f4']
}
converters = {0: lambda s: datetime.strptime(s.decode(), '%d-%b-%y')}
return np.genfromtxt(response, delimiter=',', skip_header=1,
dtype=dtype, converters=converters,
missing_values='-', filling_values=-1)


# Choose a time period reasonably calm (not too long ago so that we get
Expand Down Expand Up @@ -182,8 +183,8 @@ def quotes_historical_google(symbol, date1, date2):
quotes_historical_google(symbol, d1, d2) for symbol in symbols
]

close_prices = np.stack([q['close'] for q in quotes])
open_prices = np.stack([q['open'] for q in quotes])
close_prices = np.vstack([q['close'] for q in quotes])
open_prices = np.vstack([q['open'] for q in quotes])

# The daily variations of the quotes are what carry most information
variation = close_prices - open_prices
Expand Down