fanannan

; Clojupyter Snippet
(require '[clojupyter.misc.helper :as helper])
(helper/add-dependencies '[cnuernber/libpython-clj "1.36"])
(require '[libpython-clj.require :refer [require-python]]
         '[libpython-clj.python :refer [py. py.. py.- $. $.. $a $c
                         as-python as-jvm
                         ->python ->jvm
                         get-attr call-attr call-attr-kw
                         get-item att-type-map
                         call call-kw initialize!

fanannan

; not fast, just straitfoward
def make_heatmap_data(xs, ys, zs, func, cutoff, num_grids, min_samples):
    xmin = np.nanpercentile(xs, cutoff*100)
    xmax = np.nanpercentile(xs, (1-cutoff)*100)
    ymin = np.nanpercentile(ys, cutoff*100)
    ymax = np.nanpercentile(ys, (1-cutoff)*100)
    xm = (xmax-xmin)/num_grids
    ym = (ymax-ymin)/num_grids
    r = [[list() for _ in range(num_grids)] for _ in range(num_grids)]
    for x, y, z in zip(xs, ys, zs):

fanannan

; Clojupyter Snippet
(require '[clojupyter.misc.helper :as helper])
(helper/add-dependencies '[cnuernber/libpython-clj "1.36"])
(require '[libpython-clj.require :refer [require-python]]
         '[libpython-clj.python :refer [py. py.. py.- 
                         as-python as-jvm
                         ->python ->jvm
                         get-attr call-attr call-attr-kw
                         get-item att-type-map
                         call call-kw initialize!

fanannan

# coding: utf-8

import os
import shutil
import pandas as pd
import numpy as np
import math
import quandl
from fastai.structured import add_datepart, proc_df
from fastai.column_data import ColumnarModelData

fanannan

#!/usr/bin/env python
# -*- coding: utf-8 -*-

from zipline.data.bundles import register
from zipline.data.bundles.yahoo_csv import yahoo_csv_equities # yahoo_csv.py need to be placed in zipline.data.bundles

tickers = {
     "SPY", "VXX", "VXZ"
}
register(

fanannan

# supplimental fix to pandas-datareader-'0.4.1' (not yet pulled proposal)
#
#
#$ git clone https://github.com/rgkimball/pandas-datareader
#$ cd pandas-datareader
#$ git checkout fix-yahoo
#$ pip install -e .

def fetch_yahoo(ticker):
   NUM_RETRY = 5

fanannan

import datetime
import pickle
import warnings
import math
from hmmlearn.hmm import GaussianHMM, GMMHMM
from matplotlib import cm, pyplot as plt
from matplotlib.dates import YearLocator, MonthLocator
import numpy as np
import pandas as pd
import seaborn as sns

fanannan

%matplotlib inline
import os
import numpy as np
import matplotlib as mpl
import matplotlib.pyplot as plt
import pandas as pd
import glob
from joblib import Memory
from pandas_datareader import wb 
import datetime as dt

fanannan

# %matplotlib inline
import numpy as np
import pandas as pd
import pandas.io as io
import talib as ta
import datetime as dt
import math
from minepy import MINE
from pandas.io.data import DataReader
import urllib

fanannan

#!/usr/bin/env python
# -*- coding: utf-8 -*-

import numpy as np
import pandas as pd
import datetime as dt
from pandas.io.data import DataReader
from joblib import Memory
import matplotlib as mpl
import matplotlib.pyplot as plt