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import os | |
import pandas as pd | |
import numpy as np | |
import yfinance as yf | |
import datetime as dt | |
import seaborn as sns | |
import matplotlib.pyplot as plt | |
sns.set(style = 'ticks', context = 'talk') | |
plt.style.use("dark_background") | |
pd.options.mode.chained_assignment = None | |
def barchart(df): | |
ax = sns.barplot(x = 'Year', y = 'Return', data = df) | |
vals = ax.get_yticks() | |
ax.set_yticklabels(['{:,.1%}'.format(x) for x in vals]) | |
def findReplaceDate(x, dates): | |
diffs = (dates - x).days | |
diff0 = diffs[ diffs < 0 ].max() | |
return dates[ np.where(diffs == diff0)[0][0] ] | |
def singlesDayRet(prices, singlesDays, days, enter = 0): | |
returns = prices.pct_change(days) | |
dates = returns.index | |
datesInd = np.array([ np.where(dates == x)[0][0] + enter + days for x in singlesDays ]) | |
singlesReturns = returns[ returns.index.isin(dates[datesInd]) ] | |
singlesReturns.columns = ['Return'] | |
singlesReturns['Year'] = singlesReturns.index.year | |
return singlesReturns | |
if __name__ == '__main__': | |
ticker = 'BABA' #can change to any ticker | |
varName = 'Adj Close' | |
startDate = dt.datetime(year = 2010, month = 1, day = 1) | |
today = dt.datetime.now() | |
startDate = startDate.strftime('%Y-%m-%d') | |
endDate = today.strftime('%Y-%m-%d') | |
prices = yf.download(ticker, startDate, endDate)[[varName]] | |
prices.rename(columns = {varName:ticker}, inplace = True) | |
minYear = prices.index.min().year | |
maxYear = prices.index.max().year | |
if today <= dt.datetime(year = today.year, month = 11, day = 11): | |
maxYear -= 1 | |
prices = prices [ prices.index.year <= maxYear ] | |
dates = prices.index | |
singlesDays = [ dt.datetime(year = x, month = 11, day = 11) for x in range(minYear,maxYear+1)] | |
singlesDaysAdd = [ x for x in singlesDays if x not in dates ] | |
replaceDays = [ findReplaceDate(x, dates) for x in singlesDaysAdd ] | |
prices.rename(index = dict(zip(replaceDays, singlesDaysAdd)), inplace = True) | |
singlesReturns5_0 = singlesDayRet(prices, singlesDays, days = 5, enter = 0) | |
barchart(singlesReturns5_0) |
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