usage.ipynb

{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Populating the interactive namespace from numpy and matplotlib\n"
     ]
    }
   ],
   "source": [
    "# Setup path for databse\n",
    "\n",
    "%autoreload 2\n",
    "%pylab inline\n",
    "pylab.rcParams['figure.figsize'] = (16, 9)\n",
    "\n",
    "import pandas as pd\n",
    "from pathlib import Path\n",
    "path = Path(\"./database/\")"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 20,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "404 Client Error: Not Found for url: https://www.nseindia.com/archives/nsccl/volt/CMVOLT_20062018.CSV\n"
     ]
    }
   ],
   "source": [
    "# Build/update flat-file(csv) database\n",
    "\n",
    "from potion import Database\n",
    "\n",
    "db = Database(path)\n",
    "db.update()"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "# Create a slice of data from the database\n",
    "\n",
    "from potion import Slice\n",
    "\n",
    "s = Slice(path, lookback=21)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 12,
   "metadata": {},
   "outputs": [
    {
     "data": {
      "text/html": [
       "<div>\n",
       "<style scoped>\n",
       "    .dataframe tbody tr th:only-of-type {\n",
       "        vertical-align: middle;\n",
       "    }\n",
       "\n",
       "    .dataframe tbody tr th {\n",
       "        vertical-align: top;\n",
       "    }\n",
       "\n",
       "    .dataframe thead th {\n",
       "        text-align: right;\n",
       "    }\n",
       "</style>\n",
       "<table border=\"1\" class=\"dataframe\">\n",
       "  <thead>\n",
       "    <tr style=\"text-align: right;\">\n",
       "      <th></th>\n",
       "      <th>symbol</th>\n",
       "      <th>return</th>\n",
       "      <th>gross_return</th>\n",
       "      <th>cumulative_return</th>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>date</th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "      <th></th>\n",
       "    </tr>\n",
       "  </thead>\n",
       "  <tbody>\n",
       "    <tr>\n",
       "      <th>2018-05-22</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0016</td>\n",
       "      <td>1.0000</td>\n",
       "      <td>1.000000</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-23</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0113</td>\n",
       "      <td>0.9887</td>\n",
       "      <td>0.988700</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-24</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0094</td>\n",
       "      <td>1.0094</td>\n",
       "      <td>0.997994</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-25</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0114</td>\n",
       "      <td>1.0114</td>\n",
       "      <td>1.009371</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-28</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0165</td>\n",
       "      <td>1.0165</td>\n",
       "      <td>1.026026</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-29</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0047</td>\n",
       "      <td>0.9953</td>\n",
       "      <td>1.021203</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-30</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0077</td>\n",
       "      <td>1.0077</td>\n",
       "      <td>1.029066</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-05-31</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0499</td>\n",
       "      <td>1.0499</td>\n",
       "      <td>1.080417</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-01</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0136</td>\n",
       "      <td>0.9864</td>\n",
       "      <td>1.065723</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-04</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0310</td>\n",
       "      <td>0.9690</td>\n",
       "      <td>1.032686</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-05</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0085</td>\n",
       "      <td>1.0085</td>\n",
       "      <td>1.041464</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-06</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0030</td>\n",
       "      <td>0.9970</td>\n",
       "      <td>1.038339</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-07</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0024</td>\n",
       "      <td>1.0024</td>\n",
       "      <td>1.040831</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-08</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0063</td>\n",
       "      <td>0.9937</td>\n",
       "      <td>1.034274</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-11</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0034</td>\n",
       "      <td>0.9966</td>\n",
       "      <td>1.030757</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-12</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0008</td>\n",
       "      <td>1.0008</td>\n",
       "      <td>1.031582</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-13</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0061</td>\n",
       "      <td>0.9939</td>\n",
       "      <td>1.025289</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-14</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0029</td>\n",
       "      <td>1.0029</td>\n",
       "      <td>1.028263</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-15</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0038</td>\n",
       "      <td>0.9962</td>\n",
       "      <td>1.024355</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-18</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>-0.0052</td>\n",
       "      <td>0.9948</td>\n",
       "      <td>1.019029</td>\n",
       "    </tr>\n",
       "    <tr>\n",
       "      <th>2018-06-19</th>\n",
       "      <td>HDFCBANK</td>\n",
       "      <td>0.0022</td>\n",
       "      <td>1.0022</td>\n",
       "      <td>1.021271</td>\n",
       "    </tr>\n",
       "  </tbody>\n",
       "</table>\n",
       "</div>"
      ],
      "text/plain": [
       "              symbol  return  gross_return  cumulative_return\n",
       "date                                                         \n",
       "2018-05-22  HDFCBANK -0.0016        1.0000           1.000000\n",
       "2018-05-23  HDFCBANK -0.0113        0.9887           0.988700\n",
       "2018-05-24  HDFCBANK  0.0094        1.0094           0.997994\n",
       "2018-05-25  HDFCBANK  0.0114        1.0114           1.009371\n",
       "2018-05-28  HDFCBANK  0.0165        1.0165           1.026026\n",
       "2018-05-29  HDFCBANK -0.0047        0.9953           1.021203\n",
       "2018-05-30  HDFCBANK  0.0077        1.0077           1.029066\n",
       "2018-05-31  HDFCBANK  0.0499        1.0499           1.080417\n",
       "2018-06-01  HDFCBANK -0.0136        0.9864           1.065723\n",
       "2018-06-04  HDFCBANK -0.0310        0.9690           1.032686\n",
       "2018-06-05  HDFCBANK  0.0085        1.0085           1.041464\n",
       "2018-06-06  HDFCBANK -0.0030        0.9970           1.038339\n",
       "2018-06-07  HDFCBANK  0.0024        1.0024           1.040831\n",
       "2018-06-08  HDFCBANK -0.0063        0.9937           1.034274\n",
       "2018-06-11  HDFCBANK -0.0034        0.9966           1.030757\n",
       "2018-06-12  HDFCBANK  0.0008        1.0008           1.031582\n",
       "2018-06-13  HDFCBANK -0.0061        0.9939           1.025289\n",
       "2018-06-14  HDFCBANK  0.0029        1.0029           1.028263\n",
       "2018-06-15  HDFCBANK -0.0038        0.9962           1.024355\n",
       "2018-06-18  HDFCBANK -0.0052        0.9948           1.019029\n",
       "2018-06-19  HDFCBANK  0.0022        1.0022           1.021271"
      ]
     },
     "execution_count": 12,
     "metadata": {},
     "output_type": "execute_result"
    }
   ],
   "source": [
    "# Example\n",
    "\n",
    "df = s.symbol(\"HDFCBANK\")\n",
    "# df['cumulative_return'].plot()\n",
    "df"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": null,
   "metadata": {},
   "outputs": [],
   "source": []
  }
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