Created
August 16, 2018 14:33
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BMF return per day
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| def get_company_data(days=7, id=''): | |
| symbol = Company.objects.get(pk=id).symbol | |
| end = datetime.now().date() | |
| start = end - timedelta(days=int(days)) | |
| stock_data = web.DataReader('BVMF:{}'.format(symbol), 'google', start, end) | |
| stock_days = [] | |
| for i, (key, data) in enumerate(stock_data.T.iteritems()): | |
| data.dropna(axis=0, inplace=True) | |
| try: | |
| Stock = namedtuple('Stock', ['date', 'open', 'high', 'low', 'close']) | |
| Stock.date = str(key.date()) | |
| Stock.open = data['Open'] | |
| Stock.high = data['High'] | |
| Stock.low = data['Low'] | |
| Stock.close = data['Close'] | |
| stock_days.append(Stock) | |
| except KeyError: | |
| continue | |
| return stock_days | |
| def get_return_company(id, current_price, current_date, purchase_price, | |
| purchase_date, quantity): | |
| symbol = Company.objects.get(pk=id).symbol | |
| start = datetime.strptime(purchase_date, '%m/%d/%Y') | |
| end = datetime.strptime(current_date, '%m/%d/%Y') | |
| stock_data = web.DataReader('BVMF:{}'.format(symbol), 'google', start, end) | |
| stock_return = pd.DataFrame({'Close': stock_data['Close']}) | |
| if float(purchase_price) > 0: | |
| stock_return.iloc[0] = float(purchase_price) | |
| else: | |
| purchase_price = stock_return.iloc[0] | |
| if float(current_price) > 0: | |
| stock_return.iloc[-1] = float(current_price) | |
| stock_return['Return'] = (stock_return['Close'] / stock_return['Close'].shift(1)) - 1 | |
| stock_return['Cumulative'] = stock_return['Return'].cumsum() | |
| stock_return['Value'] = stock_return['Cumulative'] * float(purchase_price) * quantity | |
| stock_cum_ret = [] | |
| for i, (key, data) in enumerate(stock_return.T.iteritems()): | |
| data.fillna(0, inplace=True) | |
| try: | |
| Stock = namedtuple('Stock', ['date', 'close', 'ret', 'cumRet', 'value']) | |
| Stock.date = str(key.date()) | |
| Stock.close = data['Close'] | |
| Stock.ret = round(data['Return'], 4) | |
| Stock.cum_ret = round(data['Cumulative'] * 100, 4) | |
| Stock.value = round(data['Value'], 2) | |
| stock_cum_ret.append(Stock) | |
| except KeyError: | |
| continue | |
| return stock_cum_ret |
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