Last active
January 24, 2024 00:01
-
-
Save shashankvemuri/a210f7399b56075cbe55c309b460fa9b to your computer and use it in GitHub Desktop.
all the code
This file contains bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
import numpy as np | |
import warnings | |
from pandas_datareader import data as pdr | |
import yfinance as yf | |
import datetime as dt | |
from yahoo_fin import stock_info as si | |
import pandas as pd | |
pd.set_option('display.max_rows', None) | |
warnings.filterwarnings("ignore") | |
yf.pdr_override() | |
num_of_years = 1 | |
start = dt.date.today() - dt.timedelta(days = int(365.25*num_of_years)) | |
end = dt.date.today() | |
tickers = si.tickers_dow() | |
dataset = pdr.get_data_yahoo(tickers, start, end)['Adj Close'] | |
stocks_returns = np.log(dataset/dataset.shift(1)) | |
print('\nCorrelation Matrix') | |
corr_matrix = stocks_returns.corr() | |
print (corr_matrix) | |
def get_redundant_pairs(df): | |
pairs_to_drop = set() | |
cols = df.columns | |
for i in range(0, df.shape[1]): | |
for j in range(0, i+1): | |
pairs_to_drop.add((cols[i], cols[j])) | |
return pairs_to_drop | |
def get_top_abs_correlations(df): | |
au_corr = df.corr().abs().unstack() | |
labels_to_drop = get_redundant_pairs(df) | |
au_corr = au_corr.drop(labels=labels_to_drop).sort_values(ascending=False) | |
return au_corr | |
print("\nTop Absolute Correlations") | |
print(get_top_abs_correlations(stocks_returns)) |
latest pip version breaks the code.
Solution is found here:
ranaroussi/yfinance#937
can somone explain me how to get the tickers list for nifty50 or indian stocks. Thanks in advance.
Sign up for free
to join this conversation on GitHub.
Already have an account?
Sign in to comment
No problem!! You can check out my entire GitHub Python Finance Code Repository at https://github.com/shashankvemuri/Finance