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import numpy as np
import pandas as pd
from pandas_datareader import data as web
import seaborn as sns
import matplotlib.pyplot as plt
import datetime as dt
sns.set()
class RegPred(object):
def __init__(self, symbol):
from __future__ import print_function
import sys, os
# sys.path.append('..')
# sys.path.append(os.path.abspath(os.path.dirname(__file__)) + '..' + 'orderbook')
sys.path.append(os.path.join(os.path.dirname(__file__) , '..' ))
import unittest
from unittest import TestCase
from run_bond_hedge import *
import time
import pymc3 as pm
import matplotlib.pyplot as plt
import numpy as np
import theano
size = 100
true_intercept = 1
true_slope = 2
x = np.linspace(0, 1, size)
@sumituk1
sumituk1 / test.py
Last active October 18, 2016 20:37
import pymc3 as pm
import numpy as np
from pymc3.math import switch
import theano
from matplotlib import pyplot as plt
import pandas as pd
from scipy import optimize
from interpolate_marketdata import *
import theano.tensor as T
N_sims = 1000