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Computational Investing I Notes: QSTK Intro

171 QSTK Intro

import QSTK.qstkutil.qsdateutil as du
import QSTK.qstkutil.tsutil as tsu
import QSTK.qstkutil.DataAccess as da

dates = du.getNYSEdays(datetime_start, datetime_end, timedelta_timeofday)

dataobject = da.DataAccess('Yahoo')

symbols = ['AAPL', 'GLD', 'GOOG', '$SPX', 'XOM']
keys = ['open', 'high', 'low', 'close', 'volume', 'actual_close']

data = dataobject.get_data(dates, symbols, keys)

data = dict(zip(keys, data))

prices = data['close'].values

normalized_prices = prices / prices[0,:]