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Mar 24th, 2017
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  1. import numpy as np
  2. with open('table.csv') as f:
  3. lines = f.readlines()
  4.  
  5. labels = lines[0]
  6. lines = lines[1:]
  7. data = []
  8. for line in lines:
  9. p = list(map(float,line.split(',')[1:]))
  10. data.append(p)
  11. data = np.array(data)
  12. adj_close = data[:, data.shape[1]-1]
  13. mean, median, last, start, mid = np.mean(adj_close), np.median(adj_close), adj_close[0], adj_close[-1], adj_close[adj_close.shape[0]//2]
  14. std = np.std(adj_close)
  15. print("adj close mean: {} adj close median: {} adj close first: {} adj close last: {} adj closemid: {}".format(mean,median,start,last,mid))
  16. print("adj closestd: {}".format(std))
  17. print("adj close variance: {}".format(std**2))
  18. open_price = data[:,0]
  19. close_price = data[:,3]
  20. print(close_price[0])
  21. daily_returns_pct = 100*(close_price - open_price)/(open_price)
  22. #print(daily_returns_pct)
  23. daily_returns = close_price - open_price
  24. mean_dr, median_dr, std_dr = np.mean(daily_returns), np.median(daily_returns), np.std(daily_returns)
  25. print("mean daily returns: {} median daily returns: {} std daily returns (volatility): {}".format(mean_dr, median_dr, std_dr))
  26. monthlies = np.array(np.split(daily_returns,24))
  27. mean_monthlies = np.mean(monthlies, axis = 1)
  28. print(mean_monthlies)
  29. import matplotlib.pyplot as plt
  30. %matplotlib inline
  31. plt.plot(list(range(1,25)), mean_monthlies)
  32. plt.xlabel('Month, with first month March 20 - April 20, 2015')
  33. plt.ylabel('Average monthly return')
  34. cp = np.array(np.split(close_price, 2))
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