jitenspin

L-M戦略検証

Yahoo Finance のヒストリカルデータを SP500_daily.csv という名前でダウンロードしてお使いください

$ ls 
lm.py SP500_daily.csv
$ python lm.py

jitenspin

import matplotlib.pyplot as plt
import numpy as np
import csv


def yahoo_finance_close_chart(filename, label=None):
    with open(filename) as f:
        reader = csv.reader(f, delimiter=",", doublequote=True,
                            lineterminator="\r\n", quotechar='"', skipinitialspace=True)
        rows = [row for row in reader]

jitenspin

package main

import (
	"encoding/csv"
	"os"
	"strconv"
)

type HistoricalData struct {
	date  string