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- In [2]: import mpt
- In [3]: s = mpt.Stock("AAPL", startdate="2011-1-1", enddate="2011-8-26", dbfilename="data/stocks.db", bench="^GSPC")
- In [4]: s.annual_volatility
- Out[4]: 0.25664159049488167
- In [5]: s.beta
- Out[5]: 0.93393835917912793
- In [6]: s.annualized_adjusted_return
- Out[6]: 0.25932811333530831
- In [7]: s.ratearray
- Out[7]:
- array([(datetime.datetime(2011, 1, 3, 0, 0), 0.0),
- (datetime.datetime(2011, 1, 4, 0, 0), 0.005218921625147921),
- ...
- (datetime.datetime(2011, 8, 25, 0, 0), -0.006539422616832269),
- (datetime.datetime(2011, 8, 26, 0, 0), 0.02638338863320122)],
- dtype=[('date', ('<M8[us]', {})), ('rate', '<f8')])
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