python 进口

Posted 2021-05-09

# IMPORTS

from __future__ import print_function
from IPython.utils.path import get_ipython_dir
print(get_ipython().profile_dir.location)

import pandas_datareader.data as web
import matplotlib.pyplot as plt
from datetime import datetime
import talib
import itable
import ffn
import numpy as np
from cvxopt import matrix, solvers, spdiag

from fintools.Parameters import Parameters
from fintools.set_start_end import set_start_end
from fintools.get_yahoo_prices import get_yahoo_prices
from fintools.compute_weights_RS_DM import compute_weights_RS_DM
from fintools.compute_weights_PMA import compute_weights_PMA
from fintools.endpoints import endpoints
from fintools.backtest import backtest
from fintools.monthly_return_table import monthly_return_table
from fintools.show_return_table import show_return_table
from fintools.finhelpers3 import highlight_pos_neg
from fintools.portfolio_helper_functions import *

# dummy logger
class Log() :
    pass
    def info (self, s) :
        print ('{} INFO : {}'.format(datetime.today().utcnow().replace(tzinfo=pytz.utc),s))
        pass
    def debug (self, s) :
        print ('{} DEBUG : {}'.format(datetime.today().utcnow().replace(tzinfo=pytz.utc)))
        pass
    def warn (self, s) :
        print ('{} WARNING : {}'.format(datetime.today().utcnow().replace(tzinfo=pytz.utc)))
        pass
        
log = Log()
%matplotlib inline


###############################################################################
# useful utility routine
def side_by_side(*objs, **kwds):
    from pandas.core.common import adjoin
    space = kwds.get('space', 4)
    reprs = [repr(obj).split('\n') for obj in objs]
    print (adjoin(space, *reprs))