scubamut

import matplotlib.pyplot as plt

plt.style.available

# Style sheets reference
# https://matplotlib.org/stable/gallery/style_sheets/style_sheets_reference.html#

# ['Solarize_Light2',
 '_classic_test_patch',
 '_mpl-gallery',

scubamut

import pandas as pd

# Option 1: Make naive datetimes timezone-aware
# Add timezone to naive datetime
naive_dt = pd.to_datetime('2024-01-01')
aware_dt = naive_dt.tz_localize('UTC')  # or any timezone like 'US/Eastern'

# Option 2: Remove timezone from aware datetime
aware_dt = pd.to_datetime('2024-01-01', utc=True)
naive_dt = aware_dt.tz_localize(None)

scubamut

pandas as pd
import numpy as np

# Assuming returns is your dataset with returns data
def calculate_correlations(returns, symbols, window=50):
    """
    Calculate rolling correlations between ETFs
    
    Parameters:
    returns: numpy array or pandas DataFrame of returns

scubamut

import pandas as pd
import matplotlib.pyplot as plt
import yfinance as yf
from datetime import datetime, date, timedelta

data = yf.download('QQQ', '2020-01-01', date.today().strftime('%Y-%m-%d'))
daily_df   = data['Close']

weekly_df  = daily_df.resample('W-Fri').last()
monthly_df = daily_df.resample('BME').last()

scubamut

import pandas as pd
import yfinance as yf

etf = 'SPY'
# etf = 'QQQ
trend = "downtrend"
# trend = "uptrend"
window = 30
year = 2024

scubamut

#########################################################################
# US_stock_bundle
###############

# ~.zipline/extensions.py

#from zipline.data.bundles import register, US_stock_data
#
#register('US_stock_bundle', US_stock_data.US_stock_data, calendar_name='NYSE')

scubamut

# to ingest the etfs

import zipline
from zipline.data.bundles.core import register, ingest
import yfinance as yf
import pandas as pd
from datetime import datetime
import pytz

# FOR ALL ASSETS

scubamut

import sys

if 'ziptrader36' in sys.path[1]:
    active_kernel = 'ziptrader36'

elif 'zipline-reloaded' in sys.path[1]:
        active_kernel = 'zipline-reloaded'
else:
    active_kernel = 'not ziptrader36 or zipline-reloaded'
        

scubamut

VSCode Shortcuts

List of helpful shortcuts for faster coding

If you have any other helpful shortcuts, feel free to add in the comments of this gist :)

Official List of all commands

• Windows
• Mac

scubamut

import talib

# routine to get args required for talib function

def find_talib_args(func):
    s = eval('talib.' + func + '.__doc__')
    try:
        s = s.splitlines()[0].split('(')[1].split(')')[0].replace('[','').replace(']','').replace('?','')
        return s.split(',')
    except: