brian piercy bjpcjp
bjpcjp
/ trading-investment-metrics.py
Last active
July 31, 2024 13:17
— forked from bfan1256/metrics.py
5 Performance Metrics for Trading Algorithms and Investment Portfolios
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| from blankly import Alpaca, CoinbasePro # supports stocks, crypto, and forex | |
| import numpy as np | |
| from math import sqrt | |
| def cagr(start_value: float, end_value: float, years: int): | |
| return (end_value / start_value) ** (1.0 / years) - 1 | |
| def sharpe(account_values: np.array, risk_free_rate, annualize_coefficient): | |
| diff = np.diff(account_values, 1) / account_values[1:] # this gets our pct_return in the array |
bjpcjp
/ housingScrape.py
Created
February 8, 2018 22:57
— forked from theriley106/housingScrape.py
Scraping Valid Addresses from all US ZipCodes
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| import sys | |
| reload(sys) | |
| sys.setdefaultencoding("utf-8") | |
| import requests | |
| import bs4 | |
| import zipcode | |
| import threading | |
| import re | |
| import json | |
| import time |