From d0af234c52e0011c14f00f295b1875225d04c86f Mon Sep 17 00:00:00 2001 From: Gabriel Becedillas Date: Sun, 23 Jul 2017 23:47:55 -0300 Subject: [PATCH] Updated Computational Investing Part I samples --- doc/compinvpart1.rst | 62 +----- samples/compinv-1.output | 10 +- samples/compinv-1.py | 22 +-- samples/compinv-3.py | 117 ----------- samples/data/WIKI-AES-2011-quandl.csv | 253 ++++++++++++++++++++++++ samples/data/WIKI-AIG-2011-quandl.csv | 253 ++++++++++++++++++++++++ samples/data/WIKI-IBM-2011-quandl.csv | 253 ++++++++++++++++++++++++ samples/data/WIKI-ORCL-2011-quandl.csv | 253 ++++++++++++++++++++++++ samples/data/aeti-2011-yahoofinance.csv | 253 ------------------------ samples/data/egan-2011-yahoofinance.csv | 253 ------------------------ samples/data/glng-2011-yahoofinance.csv | 253 ------------------------ samples/data/orders.csv | 14 -- samples/data/simo-2011-yahoofinance.csv | 253 ------------------------ testcases/doc_test.py | 10 +- 14 files changed, 1042 insertions(+), 1217 deletions(-) delete mode 100644 samples/compinv-3.py create mode 100644 samples/data/WIKI-AES-2011-quandl.csv create mode 100644 samples/data/WIKI-AIG-2011-quandl.csv create mode 100644 samples/data/WIKI-IBM-2011-quandl.csv create mode 100644 samples/data/WIKI-ORCL-2011-quandl.csv delete mode 100644 samples/data/aeti-2011-yahoofinance.csv delete mode 100644 samples/data/egan-2011-yahoofinance.csv delete mode 100644 samples/data/glng-2011-yahoofinance.csv delete mode 100644 samples/data/orders.csv delete mode 100644 samples/data/simo-2011-yahoofinance.csv diff --git a/doc/compinvpart1.rst b/doc/compinvpart1.rst index 3c87c3c73..2587951cd 100644 --- a/doc/compinvpart1.rst +++ b/doc/compinvpart1.rst @@ -2,12 +2,12 @@ Computational Investing Part I ============================== As I was taking the `Computational Investing Part I `_ course in 2012 -I had to work on a set of assignments and for some of them I used PyAlgoTrade. +I had to work on a set of assignments and for one of them I used PyAlgoTrade. Homework 1 ---------- -For this assignment I had to pick 4 stocks, invest a total of $100000 during 2011, and calculate: +For this assignment I had to pick 4 stocks, invest a total of $1000000 during 2011, and calculate: * Final portfolio value * Anual return @@ -17,10 +17,10 @@ For this assignment I had to pick 4 stocks, invest a total of $100000 during 201 Download the data with the following commands: :: - python -c "from pyalgotrade.tools import yahoofinance; yahoofinance.download_daily_bars('aeti', 2011, 'aeti-2011-yahoofinance.csv')" - python -c "from pyalgotrade.tools import yahoofinance; yahoofinance.download_daily_bars('egan', 2011, 'egan-2011-yahoofinance.csv')" - python -c "from pyalgotrade.tools import yahoofinance; yahoofinance.download_daily_bars('glng', 2011, 'glng-2011-yahoofinance.csv')" - python -c "from pyalgotrade.tools import yahoofinance; yahoofinance.download_daily_bars('simo', 2011, 'simo-2011-yahoofinance.csv')" + python -m "pyalgotrade.tools.quandl" --source-code="WIKI" --table-code="IBM" --from-year=2011 --to-year=2011 --storage=. --force-download --frequency=daily + python -m "pyalgotrade.tools.quandl" --source-code="WIKI" --table-code="AES" --from-year=2011 --to-year=2011 --storage=. --force-download --frequency=daily + python -m "pyalgotrade.tools.quandl" --source-code="WIKI" --table-code="AIG" --from-year=2011 --to-year=2011 --storage=. --force-download --frequency=daily + python -m "pyalgotrade.tools.quandl" --source-code="WIKI" --table-code="ORCL" --from-year=2011 --to-year=2011 --storage=. --force-download --frequency=daily Although the deliverable was an Excel spreadsheet, I validated the results using this piece of code: @@ -29,53 +29,3 @@ Although the deliverable was an Excel spreadsheet, I validated the results using The results were: .. literalinclude:: ../samples/compinv-1.output - -Homework 3 and 4 ----------------- - -For these assignments I had to build a market simulation tool that loads orders from a file, executes those, -and prints the results for each day. - -The orders file for homework 3 look like this: :: - - 2011,1,10,AAPL,Buy,1500, - 2011,1,13,AAPL,Sell,1500, - 2011,1,13,IBM,Buy,4000, - 2011,1,26,GOOG,Buy,1000, - 2011,2,2,XOM,Sell,4000, - 2011,2,10,XOM,Buy,4000, - 2011,3,3,GOOG,Sell,1000, - 2011,3,3,IBM,Sell,2200, - 2011,6,3,IBM,Sell,3300, - 2011,5,3,IBM,Buy,1500, - 2011,6,10,AAPL,Buy,1200, - 2011,8,1,GOOG,Buy,55, - 2011,8,1,GOOG,Sell,55, - 2011,12,20,AAPL,Sell,1200, - -This is the market simulation tool that I built: - -.. literalinclude:: ../samples/compinv-3.py - -The output for homework 3 looks like this: :: - - First date 2011-01-10 00:00:00 - Last date 2011-12-20 00:00:00 - Symbols ['AAPL', 'IBM', 'GOOG', 'XOM'] - 2011-01-10 00:00:00: Portfolio value: $1000000.00 - 2011-01-11 00:00:00: Portfolio value: $998785.00 - 2011-01-12 00:00:00: Portfolio value: $1002940.00 - 2011-01-13 00:00:00: Portfolio value: $1004815.00 - . - . - . - 2011-12-15 00:00:00: Portfolio value: $1113532.00 - 2011-12-16 00:00:00: Portfolio value: $1116016.00 - 2011-12-19 00:00:00: Portfolio value: $1117444.00 - 2011-12-20 00:00:00: Portfolio value: $1133860.00 - Final portfolio value: $1133860.00 - Anual return: 13.39 % - Average daily return: 0.05 % - Std. dev. daily return: 0.0072 - Sharpe ratio: 1.21 - diff --git a/samples/compinv-1.output b/samples/compinv-1.output index f615df80e..7ef410998 100644 --- a/samples/compinv-1.output +++ b/samples/compinv-1.output @@ -1,5 +1,5 @@ -Final portfolio value: $1604979.11 -Anual return: 60.50 % -Average daily return: 0.20 % -Std. dev. daily return: 0.0136 -Sharpe ratio: 2.30 +Final portfolio value: $876350.83 +Anual return: -12.36 % +Average daily return: -0.04 % +Std. dev. daily return: 0.0176 +Sharpe ratio: -0.33 diff --git a/samples/compinv-1.py b/samples/compinv-1.py index dbac7d044..dbf455b26 100644 --- a/samples/compinv-1.py +++ b/samples/compinv-1.py @@ -1,5 +1,5 @@ from pyalgotrade import strategy -from pyalgotrade.barfeed import yahoofeed +from pyalgotrade.barfeed import quandlfeed from pyalgotrade.stratanalyzer import returns from pyalgotrade.stratanalyzer import sharpe from pyalgotrade.utils import stats @@ -14,10 +14,10 @@ def __init__(self, feed): # Place the orders to get them processed on the first bar. orders = { - "aeti": 297810, - "egan": 81266, - "glng": 11095, - "simo": 17293, + "ibm": 1996, + "aes": 22565, + "aig": 5445, + "orcl": 8582, } for instrument, quantity in orders.items(): self.marketOrder(instrument, quantity, onClose=True, allOrNone=True) @@ -25,12 +25,12 @@ def __init__(self, feed): def onBars(self, bars): pass -# Load the yahoo feed from CSV files. -feed = yahoofeed.Feed() -feed.addBarsFromCSV("aeti", "aeti-2011-yahoofinance.csv") -feed.addBarsFromCSV("egan", "egan-2011-yahoofinance.csv") -feed.addBarsFromCSV("glng", "glng-2011-yahoofinance.csv") -feed.addBarsFromCSV("simo", "simo-2011-yahoofinance.csv") +# Load the bar feed from the CSV file +feed = quandlfeed.Feed() +feed.addBarsFromCSV("ibm", "WIKI-IBM-2011-quandl.csv") +feed.addBarsFromCSV("aes", "WIKI-AES-2011-quandl.csv") +feed.addBarsFromCSV("aig", "WIKI-AIG-2011-quandl.csv") +feed.addBarsFromCSV("orcl", "WIKI-ORCL-2011-quandl.csv") # Evaluate the strategy with the feed's bars. myStrategy = MyStrategy(feed) diff --git a/samples/compinv-3.py b/samples/compinv-3.py deleted file mode 100644 index 443dfc48b..000000000 --- a/samples/compinv-3.py +++ /dev/null @@ -1,117 +0,0 @@ -import csv -import datetime -import os - -from pyalgotrade.barfeed import yahoofeed -from pyalgotrade.barfeed import csvfeed -from pyalgotrade import strategy -from pyalgotrade.utils import stats -from pyalgotrade.stratanalyzer import returns -from pyalgotrade.stratanalyzer import sharpe - - -class OrdersFile: - def __init__(self, ordersFile): - self.__orders = {} - self.__firstDate = None - self.__lastDate = None - self.__instruments = [] - - # Load orders from the file. - reader = csv.DictReader(open(ordersFile, "r"), fieldnames=["year", "month", "day", "symbol", "action", "qty"]) - for row in reader: - dateTime = datetime.datetime(int(row["year"]), int(row["month"]), int(row["day"])) - self.__orders.setdefault(dateTime, []) - order = (row["symbol"], row["action"], int(row["qty"])) - self.__orders[dateTime].append(order) - - # As we process the file, store instruments, first date, and last date. - if row["symbol"] not in self.__instruments: - self.__instruments.append(row["symbol"]) - - if self.__firstDate is None: - self.__firstDate = dateTime - else: - self.__firstDate = min(self.__firstDate, dateTime) - - if self.__lastDate is None: - self.__lastDate = dateTime - else: - self.__lastDate = max(self.__lastDate, dateTime) - - def getFirstDate(self): - return self.__firstDate - - def getLastDate(self): - return self.__lastDate - - def getInstruments(self): - return self.__instruments - - def getOrders(self, dateTime): - return self.__orders.get(dateTime, []) - - -class MyStrategy(strategy.BacktestingStrategy): - def __init__(self, feed, cash, ordersFile, useAdjustedClose): - # Suscribe to the feed bars event before the broker just to place the orders properly. - feed.getNewValuesEvent().subscribe(self.__onBarsBeforeBroker) - super(MyStrategy, self).__init__(feed, cash) - self.__ordersFile = ordersFile - self.setUseAdjustedValues(useAdjustedClose) - # We will allow buying more shares than cash allows. - self.getBroker().setAllowNegativeCash(True) - - def __onBarsBeforeBroker(self, dateTime, bars): - for instrument, action, quantity in self.__ordersFile.getOrders(dateTime): - if action.lower() == "buy": - self.marketOrder(instrument, quantity, onClose=True) - else: - self.marketOrder(instrument, quantity*-1, onClose=True) - - def onOrderUpdated(self, order): - if order.isCanceled(): - raise Exception("Order canceled. Ran out of cash ?") - - def onBars(self, bars): - portfolioValue = self.getBroker().getEquity() - self.info("Portfolio value: $%.2f" % (portfolioValue)) - - -def main(): - # Load the orders file. - ordersFile = OrdersFile("orders.csv") - print "First date", ordersFile.getFirstDate() - print "Last date", ordersFile.getLastDate() - print "Symbols", ordersFile.getInstruments() - - # Load the data from QSTK storage. QS environment variable has to be defined. - if os.getenv("QS") is None: - raise Exception("QS environment variable not defined") - feed = yahoofeed.Feed() - feed.setBarFilter(csvfeed.DateRangeFilter(ordersFile.getFirstDate(), ordersFile.getLastDate())) - feed.setDailyBarTime(datetime.time(0, 0, 0)) # This is to match the dates loaded with the ones in the orders file. - for symbol in ordersFile.getInstruments(): - feed.addBarsFromCSV(symbol, os.path.join(os.getenv("QS"), "QSData", "Yahoo", symbol + ".csv")) - - # Run the strategy. - cash = 1000000 - useAdjustedClose = True - myStrategy = MyStrategy(feed, cash, ordersFile, useAdjustedClose) - - # Attach returns and sharpe ratio analyzers. - retAnalyzer = returns.Returns() - myStrategy.attachAnalyzer(retAnalyzer) - sharpeRatioAnalyzer = sharpe.SharpeRatio() - myStrategy.attachAnalyzer(sharpeRatioAnalyzer) - - myStrategy.run() - - # Print the results. - print "Final portfolio value: $%.2f" % myStrategy.getResult() - print "Anual return: %.2f %%" % (retAnalyzer.getCumulativeReturns()[-1] * 100) - print "Average daily return: %.2f %%" % (stats.mean(retAnalyzer.getReturns()) * 100) - print "Std. dev. daily return: %.4f" % (stats.stddev(retAnalyzer.getReturns())) - print "Sharpe ratio: %.2f" % (sharpeRatioAnalyzer.getSharpeRatio(0)) - -main() diff --git a/samples/data/WIKI-AES-2011-quandl.csv b/samples/data/WIKI-AES-2011-quandl.csv new file mode 100644 index 000000000..75815c3a4 --- /dev/null +++ b/samples/data/WIKI-AES-2011-quandl.csv @@ -0,0 +1,253 @@ +Date,Open,High,Low,Close,Volume,Ex-Dividend,Split Ratio,Adj. Open,Adj. High,Adj. Low,Adj. Close,Adj. Volume +2011-12-30,11.85,11.96,11.81,11.84,1541900.0,0.0,1.0,10.469236987789,10.566419778393,10.433897791206,10.460402188643,1541900.0 +2011-12-29,11.81,11.95,11.79,11.88,2324700.0,0.0,1.0,10.433897791206,10.557584979247,10.416228192914,10.495741385227,2324700.0 +2011-12-28,11.94,11.94,11.67,11.72,2370200.0,0.0,1.0,10.548750180102,10.548750180102,10.310210603165,10.354384598894,2370200.0 +2011-12-27,11.8,11.97,11.74,11.91,2191600.0,0.0,1.0,10.42506299206,10.575254577539,10.372054197185,10.522245782664,2191600.0 +2011-12-23,11.83,11.92,11.78,11.87,4001500.0,0.0,1.0,10.451567389498,10.53108058181,10.407393393769,10.486906586081,4001500.0 +2011-12-22,11.66,11.84,11.64,11.8,4791300.0,0.0,1.0,10.301375804019,10.460402188643,10.283706205727,10.42506299206,4791300.0 +2011-12-21,11.69,11.69,11.4899,11.59,5751700.0,0.0,1.0,10.327880201456,10.327880201456,10.151095870548,10.239532209998,5751700.0 +2011-12-20,11.67,11.7562,11.58,11.69,8518000.0,0.0,1.0,10.310210603165,10.386366571801,10.230697410852,10.327880201456,8518000.0 +2011-12-19,11.59,11.695,11.44,11.48,5287000.0,0.0,1.0,10.239532209998,10.332297601029,10.107010222811,10.142349419394,5287000.0 +2011-12-16,11.65,11.75,11.43,11.5,7936900.0,0.0,1.0,10.292541004873,10.380888996331,10.098175423665,10.160019017686,7936900.0 +2011-12-15,11.68,11.85,11.56,11.57,5811800.0,0.0,1.0,10.31904540231,10.469236987789,10.213027812561,10.221862611706,5811800.0 +2011-12-14,11.62,11.695,11.48,11.51,5527500.0,0.0,1.0,10.266036607436,10.332297601029,10.142349419394,10.168853816832,5527500.0 +2011-12-13,11.81,11.93,11.61,11.67,7046900.0,0.0,1.0,10.433897791206,10.539915380956,10.25720180829,10.310210603165,7046900.0 +2011-12-12,11.73,11.88,11.6,11.72,5027900.0,0.0,1.0,10.363219398039,10.495741385227,10.248367009144,10.354384598894,5027900.0 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100644 index 000000000..1923af4db --- /dev/null +++ b/samples/data/WIKI-AIG-2011-quandl.csv @@ -0,0 +1,253 @@ +Date,Open,High,Low,Close,Volume,Ex-Dividend,Split Ratio,Adj. Open,Adj. High,Adj. Low,Adj. Close,Adj. 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file mode 100644 index 000000000..31d40db79 --- /dev/null +++ b/samples/data/WIKI-IBM-2011-quandl.csv @@ -0,0 +1,253 @@ +Date,Open,High,Low,Close,Volume,Ex-Dividend,Split Ratio,Adj. Open,Adj. High,Adj. Low,Adj. Close,Adj. Volume +2011-12-30,186.33,186.48,183.85,183.88,3530900.0,0.0,1.0,160.85677989566,160.98627335879,158.71582130531,158.74171999793,3530900.0 +2011-12-29,184.07,186.23,184.01,186.18,2941600.0,0.0,1.0,158.90574505123,160.77045092025,158.85394766597,160.72728643254,2941600.0 +2011-12-28,185.19,185.4,183.34,183.99,2872000.0,0.0,1.0,159.8726295759,160.05392042428,158.27554353068,158.83668187089,2872000.0 +2011-12-27,184.97,185.85,184.39,184.95,2775200.0,0.0,1.0,159.68270582998,160.44240081366,159.18199777256,159.6654400349,2775200.0 +2011-12-23,183.11,184.85,181.89,184.75,3052300.0,0.0,1.0,158.07698688722,159.57911105948,157.02377338712,159.49278208407,3052300.0 +2011-12-22,182.71,182.8,181.0,182.04,5052000.0,0.0,1.0,157.73167098555,157.80936706342,156.2554455059,157.15326685025,5052000.0 +2011-12-21,183.22,183.5,179.04,181.47,9282500.0,0.0,1.0,158.17194876018,158.41366989134,154.56339758772,156.66119169037,9282500.0 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b/samples/data/WIKI-ORCL-2011-quandl.csv new file mode 100644 index 000000000..3ac175e3a --- /dev/null +++ b/samples/data/WIKI-ORCL-2011-quandl.csv @@ -0,0 +1,253 @@ +Date,Open,High,Low,Close,Volume,Ex-Dividend,Split Ratio,Adj. 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deleted file mode 100644 index 99405cb93..000000000 --- a/samples/data/aeti-2011-yahoofinance.csv +++ /dev/null @@ -1,253 +0,0 @@ -Date,Open,High,Low,Close,Volume,Adj Close -2011-01-03,2.23,2.23,2.23,2.23,0,2.23 -2011-01-04,2.23,2.23,2.23,2.23,0,2.23 -2011-01-05,2.16,2.23,2.16,2.16,3200,2.16 -2011-01-06,2.2,2.2,1.9,2.12,97100,2.12 -2011-01-07,2.09,2.2,2.09,2.17,4900,2.17 -2011-01-10,2.2,2.2,2.2,2.2,500,2.2 -2011-01-11,2.2,2.2,2.2,2.2,0,2.2 -2011-01-12,1.94,2.22,1.94,2.2,3200,2.2 -2011-01-13,2.19,2.21,2.1,2.21,5400,2.21 -2011-01-14,2.2,2.2,2.19,2.19,2100,2.19 -2011-01-18,2.23,2.23,2.22,2.23,2200,2.23 -2011-01-19,2.23,2.25,2.23,2.25,3600,2.25 -2011-01-20,2.29,2.36,2.29,2.36,4900,2.36 -2011-01-21,2.24,2.36,2.24,2.35,2300,2.35 -2011-01-24,2.34,2.34,2.3,2.3,500,2.3 -2011-01-25,2.35,2.35,2.35,2.35,2400,2.35 -2011-01-26,2.38,2.46,2.35,2.35,3200,2.35 -2011-01-27,2.3,2.4,2.3,2.4,5500,2.4 -2011-01-28,2.41,2.45,2.3,2.43,3300,2.43 -2011-01-31,2.43,2.5,2.43,2.5,10200,2.5 -2011-02-01,2.49,2.5,2.45,2.45,1400,2.45 -2011-02-02,2.5,2.53,2.5,2.52,2600,2.52 -2011-02-03,2.66,2.76,2.3,2.5,13800,2.5 -2011-02-04,2.31,2.59,2.2,2.51,4100,2.51 -2011-02-07,2.51,2.51,2.51,2.51,0,2.51 -2011-02-08,2.51,2.55,2.51,2.55,400,2.55 -2011-02-09,2.56,2.56,2.56,2.56,800,2.56 -2011-02-10,2.57,2.59,2.52,2.59,900,2.59 -2011-02-11,2.44,2.59,2.4,2.59,4400,2.59 -2011-02-14,2.59,2.59,2.4,2.59,2700,2.59 -2011-02-15,2.54,2.59,2.54,2.59,1400,2.59 -2011-02-16,2.58,2.59,2.41,2.58,8600,2.58 -2011-02-17,2.57,2.59,2.46,2.59,5300,2.59 -2011-02-18,2.58,2.65,2.57,2.65,5700,2.65 -2011-02-22,2.65,2.65,2.41,2.56,4200,2.56 -2011-02-23,2.56,2.65,2.44,2.65,1900,2.65 -2011-02-24,2.53,2.61,2.45,2.45,4300,2.45 -2011-02-25,2.49,2.59,2.49,2.59,1000,2.59 -2011-02-28,2.65,2.65,2.59,2.65,6100,2.65 -2011-03-01,2.64,2.64,2.59,2.6,600,2.6 -2011-03-02,2.63,2.63,2.59,2.62,700,2.62 -2011-03-03,2.62,2.62,2.62,2.62,0,2.62 -2011-03-04,2.59,2.65,2.59,2.65,400,2.65 -2011-03-07,2.6,2.65,2.6,2.65,3800,2.65 -2011-03-08,2.64,2.7,2.64,2.7,16900,2.7 -2011-03-09,2.7,2.76,2.7,2.75,7900,2.75 -2011-03-10,2.75,2.76,2.59,2.74,10900,2.74 -2011-03-11,2.74,2.74,2.74,2.74,500,2.74 -2011-03-14,2.74,2.74,2.7,2.7,1400,2.7 -2011-03-15,2.7,2.73,2.63,2.7,2200,2.7 -2011-03-16,2.69,2.74,2.69,2.74,1500,2.74 -2011-03-17,2.74,2.74,2.7,2.7,700,2.7 -2011-03-18,2.7,2.7,2.7,2.7,0,2.7 -2011-03-21,2.74,2.75,2.7,2.73,2700,2.73 -2011-03-22,2.61,2.75,2.61,2.75,5300,2.75 -2011-03-23,2.75,2.75,2.75,2.75,1300,2.75 -2011-03-24,2.7,2.7,2.7,2.7,2300,2.7 -2011-03-25,2.63,2.75,2.62,2.75,6400,2.75 -2011-03-28,2.68,2.75,2.61,2.75,8800,2.75 -2011-03-29,2.75,2.75,2.62,2.7,9600,2.7 -2011-03-30,2.63,2.69,2.63,2.69,1400,2.69 -2011-03-31,2.63,2.74,2.61,2.73,9100,2.73 -2011-04-01,2.72,2.83,2.72,2.79,10000,2.79 -2011-04-04,2.7,2.83,2.67,2.79,15500,2.79 -2011-04-05,2.79,2.84,2.68,2.84,7800,2.84 -2011-04-06,2.83,2.89,2.7,2.89,17400,2.89 -2011-04-07,2.91,2.96,2.91,2.96,5400,2.96 -2011-04-08,2.98,3.17,2.79,3.09,15800,3.09 -2011-04-11,3.1,3.1,3.03,3.08,4800,3.08 -2011-04-12,3.09,3.11,3.08,3.11,6400,3.11 -2011-04-13,3.16,3.16,3.1,3.15,4400,3.15 -2011-04-14,3.14,3.15,3.01,3.15,2000,3.15 -2011-04-15,3.15,3.15,3.09,3.15,2800,3.15 -2011-04-18,3.15,3.15,3.15,3.15,0,3.15 -2011-04-19,3.01,3.15,3,3.15,2100,3.15 -2011-04-20,3.01,3.14,3.01,3.14,2800,3.14 -2011-04-21,3.05,3.15,3.05,3.15,2000,3.15 -2011-04-25,3.12,3.15,3.04,3.15,2200,3.15 -2011-04-26,3.12,3.16,3,3.16,7500,3.16 -2011-04-27,3.16,3.16,3.16,3.16,0,3.16 -2011-04-28,3.16,3.19,3.09,3.16,4300,3.16 -2011-04-29,3.13,3.16,3.13,3.15,2800,3.15 -2011-05-02,3.15,3.15,3.15,3.15,0,3.15 -2011-05-03,3.15,3.15,3.15,3.15,700,3.15 -2011-05-04,3.14,3.15,3.14,3.15,700,3.15 -2011-05-05,3.16,3.16,3.16,3.16,100,3.16 -2011-05-06,3.01,3.25,3.01,3.12,16000,3.12 -2011-05-09,3.12,3.24,3.12,3.13,4200,3.13 -2011-05-10,3.15,3.23,3.15,3.23,1100,3.23 -2011-05-11,3.12,3.24,3.12,3.23,3800,3.23 -2011-05-12,3.23,3.23,3.23,3.23,0,3.23 -2011-05-13,3.23,3.23,2.94,3.15,16900,3.15 -2011-05-16,2.98,3.1,2.85,3,24000,3 -2011-05-17,2.62,3.14,2.51,3.14,10300,3.14 -2011-05-18,3.02,3.15,3,3.14,7800,3.14 -2011-05-19,3.03,3.15,3.01,3.13,8700,3.13 -2011-05-20,2.76,3.13,2.76,3.04,13100,3.04 -2011-05-23,3.04,3.1,2.85,2.9,3100,2.9 -2011-05-24,3.05,3.06,2.86,3.01,5200,3.01 -2011-05-25,2.99,3.12,2.81,3.1,7800,3.1 -2011-05-26,3.05,3.1,2.86,3.05,4300,3.05 -2011-05-27,3.08,3.16,3.04,3.16,14200,3.16 -2011-05-31,3.17,3.45,3,3.25,15500,3.25 -2011-06-01,3.21,3.27,3.2,3.27,5700,3.27 -2011-06-02,3.25,3.35,3.25,3.35,5000,3.35 -2011-06-03,3.35,3.35,3.2,3.32,8100,3.32 -2011-06-06,3.26,3.33,3.18,3.3,2400,3.3 -2011-06-07,3.23,3.32,3.2,3.2,18100,3.2 -2011-06-08,3.21,3.26,3,3.01,6500,3.01 -2011-06-09,3.16,3.26,3.14,3.14,3700,3.14 -2011-06-10,3.15,3.25,3.05,3.25,5000,3.25 -2011-06-13,3.24,3.3,3.01,3.16,7900,3.16 -2011-06-14,3.18,3.32,3.14,3.31,3900,3.31 -2011-06-15,3.3,3.32,3.18,3.25,7300,3.25 -2011-06-16,3.25,3.32,3.25,3.27,1900,3.27 -2011-06-17,3.3,3.4,3.29,3.4,2300,3.4 -2011-06-20,3.4,3.45,3.38,3.4,1900,3.4 -2011-06-21,3.4,3.4,3.27,3.4,3800,3.4 -2011-06-22,3.35,3.45,3.35,3.45,2100,3.45 -2011-06-23,3.38,3.45,3.25,3.43,4600,3.43 -2011-06-24,3.26,3.43,3.25,3.43,2000,3.43 -2011-06-27,3.42,3.43,3.42,3.42,1200,3.42 -2011-06-28,3.36,3.44,3.36,3.44,2200,3.44 -2011-06-29,3.26,3.46,3.11,3.46,7700,3.46 -2011-06-30,3.45,3.47,3.27,3.47,8500,3.47 -2011-07-01,3.47,3.47,3.47,3.47,200,3.47 -2011-07-05,3.47,3.47,3.47,3.47,600,3.47 -2011-07-06,3.31,3.48,3.26,3.48,9300,3.48 -2011-07-07,3.48,3.48,3.4,3.47,1100,3.47 -2011-07-08,3.47,3.49,3.47,3.49,2100,3.49 -2011-07-11,3.46,3.49,3.41,3.49,3200,3.49 -2011-07-12,3.45,3.5,3.41,3.49,7200,3.49 -2011-07-13,3.51,3.51,3.44,3.49,6300,3.49 -2011-07-14,3.49,3.49,3.49,3.49,200,3.49 -2011-07-15,3.52,3.55,3.47,3.55,13400,3.55 -2011-07-18,3.55,3.75,3.55,3.68,26300,3.68 -2011-07-19,3.72,3.78,3.68,3.76,13200,3.76 -2011-07-20,3.75,3.79,3.75,3.79,4400,3.79 -2011-07-21,3.79,3.79,3.7,3.74,3500,3.74 -2011-07-22,3.71,3.77,3.68,3.69,10600,3.69 -2011-07-25,3.48,3.6,3.44,3.58,8500,3.58 -2011-07-26,3.54,3.68,3.46,3.68,6300,3.68 -2011-07-27,3.6,3.68,3.53,3.68,1600,3.68 -2011-07-28,3.65,3.67,3.08,3.52,15300,3.52 -2011-07-29,3.49,3.63,3.49,3.56,900,3.56 -2011-08-01,3.59,3.65,3.45,3.51,6800,3.51 -2011-08-02,3.5,3.63,3.45,3.61,5000,3.61 -2011-08-03,3.6,3.63,3.45,3.51,5900,3.51 -2011-08-04,3.48,3.59,3.25,3.55,16100,3.55 -2011-08-05,3.6,3.6,3.23,3.56,9600,3.56 -2011-08-08,3.24,3.57,2.84,3.29,28100,3.29 -2011-08-09,3.3,3.4,3.01,3.39,10700,3.39 -2011-08-10,3.22,3.6,3.18,3.5,13300,3.5 -2011-08-11,3.44,3.53,3.36,3.53,3700,3.53 -2011-08-12,3.53,3.53,3.47,3.53,500,3.53 -2011-08-15,3.43,3.54,3.36,3.54,3000,3.54 -2011-08-16,3.5,3.54,3.42,3.54,800,3.54 -2011-08-17,3.52,3.54,3.37,3.54,800,3.54 -2011-08-18,3.5,3.55,3.5,3.55,900,3.55 -2011-08-19,3.52,3.55,3.13,3.55,5700,3.55 -2011-08-22,3.57,3.57,3.23,3.5,6300,3.5 -2011-08-23,3.53,3.57,3.5,3.52,2200,3.52 -2011-08-24,3.54,3.62,3.49,3.62,6900,3.62 -2011-08-25,3.51,3.62,3.48,3.62,4300,3.62 -2011-08-26,3.6,3.63,3.48,3.55,8200,3.55 -2011-08-29,3.51,3.61,3.41,3.59,3800,3.59 -2011-08-30,3.5,3.62,3.42,3.61,6700,3.61 -2011-08-31,3.58,3.65,3.53,3.65,6300,3.65 -2011-09-01,3.64,3.67,3.62,3.66,13100,3.66 -2011-09-02,3.63,3.65,3.55,3.65,1900,3.65 -2011-09-06,3.54,3.65,3.51,3.63,1800,3.63 -2011-09-07,3.66,3.66,3.52,3.65,2700,3.65 -2011-09-08,3.65,3.65,3.65,3.65,0,3.65 -2011-09-09,3.51,3.63,3.25,3.63,8700,3.63 -2011-09-12,3.6,3.63,3.43,3.62,4000,3.62 -2011-09-13,3.62,3.62,3.41,3.59,1900,3.59 -2011-09-14,3.46,3.6,3.45,3.6,2800,3.6 -2011-09-15,3.6,3.6,3.6,3.6,0,3.6 -2011-09-16,3.21,3.6,3.21,3.6,1000,3.6 -2011-09-19,3.54,3.6,3.54,3.6,2100,3.6 -2011-09-20,3.58,3.6,3.5,3.51,3300,3.51 -2011-09-21,3.5,3.65,3.5,3.65,5900,3.65 -2011-09-22,3.58,3.67,3.49,3.67,3100,3.67 -2011-09-23,3.64,3.64,3.41,3.58,6000,3.58 -2011-09-26,3.58,3.65,3.58,3.65,3200,3.65 -2011-09-27,3.66,3.67,3.46,3.52,3600,3.52 -2011-09-28,3.62,3.65,3.45,3.6,4700,3.6 -2011-09-29,3.65,3.66,3.61,3.66,800,3.66 -2011-09-30,3.66,3.7,3.5,3.7,4200,3.7 -2011-10-03,3.7,3.75,3.41,3.67,12800,3.67 -2011-10-04,3.67,3.67,3.63,3.63,1300,3.63 -2011-10-05,3.79,3.79,3.74,3.77,3100,3.77 -2011-10-06,3.78,3.78,3.55,3.75,2600,3.75 -2011-10-07,3.75,3.76,3.67,3.76,2100,3.76 -2011-10-10,3.75,3.78,3.75,3.78,1100,3.78 -2011-10-11,3.78,3.78,3.43,3.73,10600,3.73 -2011-10-12,3.76,3.79,3.73,3.78,3300,3.78 -2011-10-13,3.78,3.78,3.75,3.78,600,3.78 -2011-10-14,3.78,3.78,3.78,3.78,0,3.78 -2011-10-17,3.78,3.79,3.47,3.75,6600,3.75 -2011-10-18,3.76,3.8,3.51,3.79,4900,3.79 -2011-10-19,3.83,3.83,3.7,3.75,24600,3.75 -2011-10-20,3.75,3.75,3.7,3.75,5900,3.75 -2011-10-21,3.75,3.75,3.75,3.75,600,3.75 -2011-10-24,3.7,3.75,3.7,3.7,3600,3.7 -2011-10-25,3.75,3.75,3.7,3.75,5200,3.75 -2011-10-26,3.75,3.8,3.7,3.8,9700,3.8 -2011-10-27,3.8,3.84,3.55,3.83,9200,3.83 -2011-10-28,3.64,3.83,3.64,3.8,24500,3.8 -2011-10-31,3.72,3.8,3.72,3.8,1200,3.8 -2011-11-01,3.85,3.85,3.77,3.77,1300,3.77 -2011-11-02,3.8,3.8,3.76,3.76,300,3.76 -2011-11-03,3.8,3.86,3.75,3.85,6500,3.85 -2011-11-04,3.86,3.87,3.81,3.86,1900,3.86 -2011-11-07,3.86,3.86,3.8,3.86,2200,3.86 -2011-11-08,3.87,3.88,3.85,3.86,3500,3.86 -2011-11-09,3.7,3.92,3.55,3.92,17500,3.92 -2011-11-10,3.93,3.93,3.79,3.93,4100,3.93 -2011-11-11,3.93,3.97,3.71,3.96,31100,3.96 -2011-11-14,3.95,3.97,3.86,3.97,5400,3.97 -2011-11-15,3.97,3.97,3.97,3.97,0,3.97 -2011-11-16,3.92,3.96,3.78,3.96,18900,3.96 -2011-11-17,3.96,3.96,3.96,3.96,0,3.96 -2011-11-18,3.83,3.98,3.82,3.98,7300,3.98 -2011-11-21,4,4.01,3.85,4.01,27500,4.01 -2011-11-22,4.02,4.1,4,4.1,25000,4.1 -2011-11-23,4.11,4.12,3.99,4.08,9700,4.08 -2011-11-25,4.09,4.11,3.9,3.9,2400,3.9 -2011-11-28,3.9,4.13,3.9,4.13,19900,4.13 -2011-11-29,4.05,4.13,3.85,4.12,13300,4.12 -2011-11-30,4.11,4.15,3.72,4.15,11200,4.15 -2011-12-01,3.97,4.24,3.96,4.22,42600,4.22 -2011-12-02,4.23,4.23,4.15,4.23,18800,4.23 -2011-12-05,4.24,4.4,4.19,4.25,11400,4.25 -2011-12-06,4.32,4.52,4.32,4.51,18900,4.51 -2011-12-07,4.37,4.53,4.37,4.53,12500,4.53 -2011-12-08,4.52,4.54,4.17,4.54,16800,4.54 -2011-12-09,4.54,4.55,4.35,4.55,15700,4.55 -2011-12-12,4.56,4.56,4.5,4.55,6600,4.55 -2011-12-13,4.54,4.56,4.32,4.55,23400,4.55 -2011-12-14,4.52,4.56,4.3,4.49,25000,4.49 -2011-12-15,4.54,4.54,4.29,4.44,11900,4.44 -2011-12-16,4.25,4.5,4.25,4.44,28000,4.44 -2011-12-19,4.32,4.5,4.32,4.48,25300,4.48 -2011-12-20,4.55,4.55,4.4,4.53,13600,4.53 -2011-12-21,4.52,4.58,4.32,4.53,22800,4.53 -2011-12-22,4.47,4.55,4.43,4.55,5200,4.55 -2011-12-23,4.57,4.58,4.4,4.55,23500,4.55 -2011-12-27,4.59,4.6,4.41,4.6,33300,4.6 -2011-12-28,4.47,4.65,4.47,4.64,32400,4.64 -2011-12-29,4.65,5.34,4.48,5.15,73900,5.15 -2011-12-30,5,5.16,4.85,5.08,51400,5.08 diff --git a/samples/data/egan-2011-yahoofinance.csv b/samples/data/egan-2011-yahoofinance.csv deleted file mode 100644 index a6e488338..000000000 --- a/samples/data/egan-2011-yahoofinance.csv +++ /dev/null @@ -1,253 +0,0 @@ -Date,Open,High,Low,Close,Volume,Adj Close -2011-01-03,1.17,1.4,1.17,1.2,6400,1.2 -2011-01-04,1.35,1.35,1.3,1.3,4400,1.3 -2011-01-05,1.3,1.4,1.3,1.34,4800,1.34 -2011-01-06,1.3,1.3,1.15,1.3,8400,1.3 -2011-01-07,1.3,1.3,1.3,1.3,200,1.3 -2011-01-10,1.3,1.3,1.3,1.3,600,1.3 -2011-01-11,1.21,1.3,1.2,1.25,3200,1.25 -2011-01-12,1.25,1.25,1.25,1.25,0,1.25 -2011-01-13,1.3,1.35,1.3,1.35,12900,1.35 -2011-01-14,1.39,1.39,1.32,1.37,5300,1.37 -2011-01-18,1.37,1.4,1.37,1.4,8400,1.4 -2011-01-19,1.4,1.45,1.35,1.4,16200,1.4 -2011-01-20,1.3,1.4,1.3,1.4,1800,1.4 -2011-01-21,1.4,1.4,1.35,1.4,3100,1.4 -2011-01-24,1.4,1.6,1.35,1.6,43300,1.6 -2011-01-25,1.33,1.51,1.33,1.5,10200,1.5 -2011-01-26,1.5,1.5,1.45,1.5,5000,1.5 -2011-01-27,1.5,1.5,1.35,1.41,4600,1.41 -2011-01-28,1.41,1.41,1.35,1.4,13100,1.4 -2011-01-31,1.33,1.44,1.32,1.44,7900,1.44 -2011-02-01,1.44,1.44,1.35,1.4,5700,1.4 -2011-02-02,1.35,1.45,1.35,1.4,10200,1.4 -2011-02-03,1.5,1.5,1.49,1.5,10200,1.5 -2011-02-04,1.5,1.6,1.5,1.55,5000,1.55 -2011-02-07,1.56,1.6,1.45,1.6,13900,1.6 -2011-02-08,1.7,2.3,1.6,2,47400,2 -2011-02-09,1.8,2.09,1.75,2,6600,2 -2011-02-10,2,2,1.99,2,1900,2 -2011-02-11,2,2.1,1.95,2.02,10200,2.02 -2011-02-14,1.8,2.1,1.8,2.05,18500,2.05 -2011-02-15,1.8,2.1,1.8,1.95,3000,1.95 -2011-02-16,1.95,1.95,1.8,1.95,2400,1.95 -2011-02-17,1.95,1.95,1.95,1.95,100,1.95 -2011-02-18,2.1,2.1,1.81,2,6000,2 -2011-02-22,2,2,1.8,1.87,25000,1.87 -2011-02-23,1.8,1.87,1.8,1.87,300,1.87 -2011-02-24,2,2,1.76,1.89,10100,1.89 -2011-02-25,2.1,2.1,1.85,1.9,8200,1.9 -2011-02-28,2.07,2.07,1.85,1.95,3600,1.95 -2011-03-01,1.95,1.95,1.85,1.9,1600,1.9 -2011-03-02,1.95,2,1.95,2,9000,2 -2011-03-03,2.1,2.15,2.1,2.13,4900,2.13 -2011-03-04,2,2,2,2,1100,2 -2011-03-07,2,2,2,2,2500,2 -2011-03-08,2.12,2.12,1.76,2.05,34300,2.05 -2011-03-09,2.05,2.05,2.05,2.05,0,2.05 -2011-03-10,2.05,2.05,1.95,2.05,4600,2.05 -2011-03-11,2,2,1.85,2,14000,2 -2011-03-14,1.8,2.1,1.8,2,1200,2 -2011-03-15,1.95,1.95,1.95,1.95,900,1.95 -2011-03-16,1.95,2.1,1.95,2,7500,2 -2011-03-17,1.81,2.1,1.81,2.02,3800,2.02 -2011-03-18,2,2.08,2,2,900,2 -2011-03-21,2.1,2.25,2.1,2.25,15800,2.25 -2011-03-22,2.25,2.31,2.2,2.25,117900,2.25 -2011-03-23,2.31,2.45,2.15,2.45,119600,2.45 -2011-03-24,2.45,2.66,2.45,2.55,235600,2.55 -2011-03-25,2.75,2.9,2.63,2.89,101100,2.89 -2011-03-28,2.95,2.95,2.7,2.85,13200,2.85 -2011-03-29,2.9,2.9,2.6,2.8,7100,2.8 -2011-03-30,2.8,2.8,2.8,2.8,0,2.8 -2011-03-31,2.8,2.8,2.8,2.8,200,2.8 -2011-04-01,2.7,2.7,2.65,2.65,4900,2.65 -2011-04-04,2.65,2.75,2.65,2.75,4600,2.75 -2011-04-05,2.7,2.76,2.7,2.76,38600,2.76 -2011-04-06,2.72,2.72,2.72,2.72,2000,2.72 -2011-04-07,2.51,2.7,2.51,2.7,900,2.7 -2011-04-08,2.51,2.76,2.45,2.76,11800,2.76 -2011-04-11,2.42,2.9,2.42,2.8,3000,2.8 -2011-04-12,2.45,2.8,2.45,2.7,16600,2.7 -2011-04-13,2.45,2.8,2.45,2.8,8000,2.8 -2011-04-14,2.8,2.8,2.8,2.8,0,2.8 -2011-04-15,2.8,2.8,2.8,2.8,0,2.8 -2011-04-18,2.53,2.77,2.53,2.53,2600,2.53 -2011-04-19,2.7,2.77,2.67,2.77,46500,2.77 -2011-04-20,2.6,2.77,2.6,2.6,6500,2.6 -2011-04-21,2.65,2.65,2.6,2.6,1300,2.6 -2011-04-25,2.6,2.75,2.6,2.75,6300,2.75 -2011-04-26,2.8,2.8,2.62,2.62,7900,2.62 -2011-04-27,2.62,2.76,2.62,2.62,3000,2.62 -2011-04-28,2.76,2.9,2.75,2.75,7800,2.75 -2011-04-29,2.8,2.8,2.5,2.79,3100,2.79 -2011-05-02,2.8,2.8,2.6,2.6,5300,2.6 -2011-05-03,2.7,2.7,2.55,2.7,1500,2.7 -2011-05-04,2.7,2.8,2.47,2.8,12700,2.8 -2011-05-05,2.6,2.8,2.6,2.8,5700,2.8 -2011-05-06,2.8,2.8,2.69,2.8,4500,2.8 -2011-05-09,2.8,2.81,2.75,2.81,13000,2.81 -2011-05-10,2.77,2.81,2.75,2.77,12000,2.77 -2011-05-11,2.77,2.84,2.77,2.81,32900,2.81 -2011-05-12,2.81,2.88,2.7,2.88,11700,2.88 -2011-05-13,2.88,2.88,2.48,2.87,8900,2.87 -2011-05-16,2.87,2.87,2.75,2.8,2100,2.8 -2011-05-17,2.6,2.8,2.4,2.8,14600,2.8 -2011-05-18,2.87,2.87,2.55,2.8,3400,2.8 -2011-05-19,2.8,2.8,2.8,2.8,200,2.8 -2011-05-20,2.8,2.8,2.8,2.8,1400,2.8 -2011-05-23,2.8,2.8,2.65,2.79,1300,2.79 -2011-05-24,2.7,2.75,2.45,2.75,6300,2.75 -2011-05-25,2.75,2.8,2.75,2.8,8700,2.8 -2011-05-26,2.8,3.99,2.55,3.2,85300,3.2 -2011-05-27,3.1,3.47,3.01,3.05,27600,3.05 -2011-05-31,3.05,3.05,2.91,3.03,11200,3.03 -2011-06-01,2.95,3.55,2.86,3.37,13000,3.37 -2011-06-02,3.26,3.26,3.26,3.26,3000,3.26 -2011-06-03,3.34,3.34,3.01,3.18,11000,3.18 -2011-06-06,3,3.18,2.75,3.18,14600,3.18 -2011-06-07,3.19,3.25,3.1,3.1,18000,3.1 -2011-06-08,2.75,3.1,2.35,2.8,55600,2.8 -2011-06-09,2.97,3.39,2.8,3.1,3900,3.1 -2011-06-10,3.15,3.15,2.7,3.15,1200,3.15 -2011-06-13,2.99,3.1,2.7,2.99,1000,2.99 -2011-06-14,3.15,3.15,2.65,3.14,16500,3.14 -2011-06-15,3.35,3.35,2.56,3,3000,3 -2011-06-16,3,3.19,2.5,3,35500,3 -2011-06-17,3.19,3.19,2.45,2.75,5600,2.75 -2011-06-20,2.75,2.99,2.55,2.98,3000,2.98 -2011-06-21,2.94,2.94,2.94,2.94,100,2.94 -2011-06-22,2.75,2.9,2.7,2.9,5100,2.9 -2011-06-23,2.76,2.9,2.76,2.9,1300,2.9 -2011-06-24,2.59,2.9,2.58,2.9,700,2.9 -2011-06-27,2.55,2.9,2.55,2.9,300,2.9 -2011-06-28,2.9,2.9,2.9,2.9,0,2.9 -2011-06-29,2.84,2.98,2.55,2.95,3700,2.95 -2011-06-30,2.95,2.95,2.95,2.95,0,2.95 -2011-07-01,2.55,2.9,2.55,2.9,6200,2.9 -2011-07-05,2.55,2.9,2.55,2.88,1100,2.88 -2011-07-06,2.88,2.88,2.88,2.88,0,2.88 -2011-07-07,2.56,2.87,2.56,2.87,2100,2.87 -2011-07-08,2.87,2.87,2.87,2.87,0,2.87 -2011-07-11,2.85,2.85,2.68,2.8,4300,2.8 -2011-07-12,2.88,2.9,2.81,2.85,5700,2.85 -2011-07-13,2.78,2.9,2.78,2.9,6500,2.9 -2011-07-14,2.9,3.38,2.81,3.38,16400,3.38 -2011-07-15,3.19,3.38,3.1,3.34,12100,3.34 -2011-07-18,3.06,3.35,3.05,3.15,3100,3.15 -2011-07-19,3.35,3.65,3.35,3.45,267000,3.45 -2011-07-20,3.43,3.9,3.35,3.66,37500,3.66 -2011-07-21,3.5,3.99,3.5,3.8,34800,3.8 -2011-07-22,3.8,3.8,3,3.79,56000,3.79 -2011-07-25,3.95,3.95,3.49,3.89,37900,3.89 -2011-07-26,4,4,3.55,3.8,2800,3.8 -2011-07-27,3.45,3.93,3.45,3.6,600,3.6 -2011-07-28,3.45,3.8,3.4,3.8,6100,3.8 -2011-07-29,3.66,3.8,3.52,3.8,43400,3.8 -2011-08-01,4,4,3.6,3.6,1900,3.6 -2011-08-02,3.7,3.7,3.6,3.6,46900,3.6 -2011-08-03,3.8,3.8,3.51,3.51,2600,3.51 -2011-08-04,4,4,3.6,3.9,22300,3.9 -2011-08-05,3.6,3.85,3.55,3.8,12400,3.8 -2011-08-08,3.2,3.85,3.2,3.72,8200,3.72 -2011-08-09,3.31,3.71,3.31,3.71,6200,3.71 -2011-08-10,3.3,3.71,3.3,3.5,2700,3.5 -2011-08-11,3.45,3.5,3.45,3.5,4900,3.5 -2011-08-12,3.7,3.7,3.36,3.6,7500,3.6 -2011-08-15,3.6,3.67,3.5,3.67,4100,3.67 -2011-08-16,3.67,3.67,3.67,3.67,0,3.67 -2011-08-17,3.67,3.75,3.5,3.5,18200,3.5 -2011-08-18,3.7,3.7,3.31,3.31,3600,3.31 -2011-08-19,3.64,3.64,3.64,3.64,100,3.64 -2011-08-22,3.31,3.64,3.31,3.64,600,3.64 -2011-08-23,3.75,3.75,3.64,3.64,600,3.64 -2011-08-24,3.5,3.75,3.32,3.75,8000,3.75 -2011-08-25,3.75,3.92,3.5,3.92,36600,3.92 -2011-08-26,3.95,4.15,3.6,4.02,55000,4.02 -2011-08-29,4,4.02,3.9,3.9,26800,3.9 -2011-08-30,3.7,4.02,3.7,4.02,16600,4.02 -2011-08-31,4.02,4.02,3.65,3.98,39800,3.98 -2011-09-01,3.98,4.35,3.95,4.15,129500,4.15 -2011-09-02,4,4.5,3.75,4.01,29000,4.01 -2011-09-06,4.1,4.5,3.98,4.1,131400,4.1 -2011-09-07,4.1,4.25,4,4.25,115900,4.25 -2011-09-08,4.25,4.62,4.16,4.55,270300,4.55 -2011-09-09,4.3,4.65,4.1,4.5,105500,4.5 -2011-09-12,4.75,4.75,4.5,4.6,39900,4.6 -2011-09-13,4.6,4.75,4.47,4.75,84200,4.75 -2011-09-14,4.75,4.75,4.6,4.65,24000,4.65 -2011-09-15,4.65,4.79,4.65,4.78,32900,4.78 -2011-09-16,4.9,5,4.75,5,12500,5 -2011-09-19,4.86,5,4.56,5,18200,5 -2011-09-20,5,5,4.9,4.9,10100,4.9 -2011-09-21,4.9,5,4.77,4.95,19600,4.95 -2011-09-22,5,5,3.75,4.5,29600,4.5 -2011-09-23,5.01,5.02,4.3,4.7,12500,4.7 -2011-09-26,4.4,4.75,4.3,4.75,11800,4.75 -2011-09-27,4.8,5,4.51,4.8,10700,4.8 -2011-09-28,4.5,5,4.49,4.5,26000,4.5 -2011-09-29,4.5,4.95,4.5,4.5,17600,4.5 -2011-09-30,4.5,4.73,4.3,4.73,13900,4.73 -2011-10-03,4.73,4.73,4.1,4.1,10800,4.1 -2011-10-04,4.48,4.48,4.01,4.45,9500,4.45 -2011-10-05,4.06,4.44,4.06,4.4,9300,4.4 -2011-10-06,4.2,4.55,4.15,4.55,19700,4.55 -2011-10-07,4.64,4.64,4.38,4.5,13000,4.5 -2011-10-10,4.5,4.78,4.3,4.78,29100,4.78 -2011-10-11,4.8,5.25,4.8,5.14,124300,5.14 -2011-10-12,5.5,6.4,5.45,5.99,204600,5.99 -2011-10-13,6.27,7.19,5.72,7.09,250600,7.09 -2011-10-14,7.92,7.94,6.62,6.91,200500,6.91 -2011-10-17,7.25,7.25,6.76,7.04,109200,7.04 -2011-10-18,7.19,7.29,6.82,6.9,139600,6.9 -2011-10-19,6.9,7.12,6.6,6.97,102200,6.97 -2011-10-20,7.01,7.01,6.05,6.69,58000,6.69 -2011-10-21,6.29,7.18,6.26,7.08,84300,7.08 -2011-10-24,7.42,7.98,7.4,7.82,240200,7.82 -2011-10-25,7.5,7.88,7.36,7.85,93500,7.85 -2011-10-26,7.9,8,7.56,7.85,116800,7.85 -2011-10-27,8,8.5,7.99,8.14,128700,8.14 -2011-10-28,8.6,9,8.31,9,135500,9 -2011-10-31,8.96,9.48,8.75,9.4,270700,9.4 -2011-11-01,9.34,9.36,8.2,8.88,178600,8.88 -2011-11-02,8.95,9,8.25,8.39,107200,8.39 -2011-11-03,8.48,8.77,8.2,8.3,58600,8.3 -2011-11-04,8.2,8.5,7.91,7.97,76000,7.97 -2011-11-07,8.1,8.1,7.41,7.78,119200,7.78 -2011-11-08,7.8,7.87,7.29,7.63,58100,7.63 -2011-11-09,7.88,7.89,5.85,6.03,380600,6.03 -2011-11-10,5.48,5.48,4.64,5.3,408700,5.3 -2011-11-11,5.35,5.56,5.18,5.55,141700,5.55 -2011-11-14,5.43,5.94,5.21,5.94,111600,5.94 -2011-11-15,5.88,6.08,5.6,6.01,95900,6.01 -2011-11-16,6,6.03,5.7,6.03,35300,6.03 -2011-11-17,6.07,6.07,5.62,5.82,32400,5.82 -2011-11-18,5.78,5.84,5.27,5.79,51800,5.79 -2011-11-21,5.55,5.71,5.37,5.61,27300,5.61 -2011-11-22,5.56,5.7,5.51,5.7,14200,5.7 -2011-11-23,5.6,5.85,5.57,5.69,19100,5.69 -2011-11-25,5.4,5.89,5.4,5.76,9500,5.76 -2011-11-28,5.83,5.83,5.33,5.51,36000,5.51 -2011-11-29,5.46,5.46,5.25,5.37,41100,5.37 -2011-11-30,5.44,5.49,5.25,5.3,24600,5.3 -2011-12-01,5.3,5.3,5.1,5.23,110200,5.23 -2011-12-02,5.25,5.25,5.1,5.19,26300,5.19 -2011-12-05,5.21,5.21,4.79,4.84,79600,4.84 -2011-12-06,4.81,4.85,4.41,4.75,65200,4.75 -2011-12-07,4.71,4.8,4.21,4.53,58300,4.53 -2011-12-08,4.41,4.53,4.41,4.5,61100,4.5 -2011-12-09,4.53,4.61,4.25,4.45,154200,4.45 -2011-12-12,4.45,4.94,4.38,4.87,125000,4.87 -2011-12-13,4.94,6.06,4.68,5.88,167800,5.88 -2011-12-14,5.89,6.37,5.5,6.2,102000,6.2 -2011-12-15,6.23,6.47,6.06,6.36,51600,6.36 -2011-12-16,6.36,6.39,6,6.21,65600,6.21 -2011-12-19,6.4,6.89,6.4,6.81,78700,6.81 -2011-12-20,6.94,7.1,6.81,6.84,52000,6.84 -2011-12-21,6.87,6.87,6.55,6.7,43600,6.7 -2011-12-22,6.71,6.99,6.71,6.76,33100,6.76 -2011-12-23,6.83,7,6.83,6.91,16500,6.91 -2011-12-27,6.97,7.12,6.79,6.92,23700,6.92 -2011-12-28,6.85,6.95,6.76,6.87,13200,6.87 -2011-12-29,6.89,7,6.83,6.91,12000,6.91 -2011-12-30,6.96,7.01,6.85,6.91,17600,6.91 diff --git a/samples/data/glng-2011-yahoofinance.csv b/samples/data/glng-2011-yahoofinance.csv deleted file mode 100644 index 5e4c983f5..000000000 --- a/samples/data/glng-2011-yahoofinance.csv +++ /dev/null @@ -1,253 +0,0 @@ -Date,Open,High,Low,Close,Volume,Adj Close -2011-01-03,15.18,15.43,15.04,15.31,245000,14.61 -2011-01-04,15.34,15.34,14.77,15.12,214200,14.43 -2011-01-05,15.04,15.37,14.95,15.35,137300,14.65 -2011-01-06,15.41,15.81,15.41,15.7,283000,14.98 -2011-01-07,15.79,16.11,15.69,15.92,281700,15.19 -2011-01-10,15.92,16.49,15.9,16.16,344500,15.42 -2011-01-11,16.22,16.26,16,16.12,231200,15.38 -2011-01-12,16.28,16.36,16.13,16.22,183200,15.48 -2011-01-13,16.15,16.34,15.94,16.28,242600,15.54 -2011-01-14,16.2,16.5,16.08,16.45,166600,15.7 -2011-01-18,16.55,17.28,16.55,17.04,453200,16.26 -2011-01-19,17.11,17.21,16.77,16.88,325600,16.11 -2011-01-20,16.78,16.88,16.52,16.66,274400,15.9 -2011-01-21,16.79,17.14,16.73,17.05,277000,16.27 -2011-01-24,17.14,17.19,16.87,16.96,185100,16.19 -2011-01-25,16.86,17.57,16.7,17.27,408600,16.48 -2011-01-26,17.37,17.73,17.21,17.42,344800,16.63 -2011-01-27,17.51,17.57,17.21,17.31,178600,16.52 -2011-01-28,17.33,17.42,16.85,16.89,311400,16.12 -2011-01-31,17.17,17.71,17.17,17.45,417900,16.65 -2011-02-01,17.84,18.08,17.44,18.02,414800,17.2 -2011-02-02,18,18,17.61,17.65,259300,16.84 -2011-02-03,17.65,17.77,17.5,17.6,311100,16.8 -2011-02-04,17.56,17.95,17.46,17.87,273500,17.05 -2011-02-07,17.93,18.42,17.93,18.39,267900,17.55 -2011-02-08,18.4,18.5,17.92,18.41,172300,17.57 -2011-02-09,18.08,18.42,18,18.41,247700,17.57 -2011-02-10,18.33,18.35,18,18.34,240400,17.5 -2011-02-11,18.18,18.67,18.13,18.67,198500,17.82 -2011-02-14,18.53,19,18.52,18.98,245900,18.11 -2011-02-15,18.97,19.1,18.58,18.83,262000,17.97 -2011-02-16,18.88,19.26,18.75,19.24,242500,18.36 -2011-02-17,19.21,19.47,19.12,19.34,256600,18.46 -2011-02-18,19.39,19.39,18.83,18.95,313300,18.09 -2011-02-22,18.78,18.8,18.12,18.26,337300,17.43 -2011-02-23,18.33,18.69,18.1,18.48,249900,17.64 -2011-02-24,18.53,18.6,18.2,18.26,206300,17.43 -2011-02-25,18.29,19.05,18.29,18.99,291800,18.12 -2011-02-28,19.23,19.39,18.86,19.06,276300,18.19 -2011-03-01,18.82,19.08,18.5,18.93,321900,18.07 -2011-03-02,18.89,19.11,18.61,19,490800,18.13 -2011-03-03,19.14,19.74,18.94,19.41,399000,18.52 -2011-03-04,19.4,19.65,19.27,19.58,287300,18.69 -2011-03-07,19.6,19.73,19.24,19.34,312600,18.46 -2011-03-08,19.31,19.68,19.14,19.42,203200,18.53 -2011-03-09,19.15,19.21,18.5,18.5,318500,17.93 -2011-03-10,18.2,18.3,17.42,17.82,466700,17.27 -2011-03-11,17.82,19.52,17.5,18.64,796300,18.07 -2011-03-14,19.2,20.53,19.2,20.32,2037500,19.7 -2011-03-15,20.05,21.45,19.94,21.31,1880700,20.66 -2011-03-16,22.67,22.67,21.65,21.84,2307600,21.17 -2011-03-17,22.57,24.09,22.32,23.96,2841100,23.23 -2011-03-18,24,24,22,22.96,2061600,22.26 -2011-03-21,23.16,23.93,23.04,23.51,1172100,22.79 -2011-03-22,23.91,24.87,23.77,24.15,1530500,23.41 -2011-03-23,24.1,24.45,23.45,24.01,1034500,23.27 -2011-03-24,24.11,24.45,23.78,24.24,543800,23.5 -2011-03-25,24.45,25.12,24.45,24.79,826400,24.03 -2011-03-28,24.99,24.99,24.38,24.75,643200,23.99 -2011-03-29,24.66,24.66,24.1,24.31,565200,23.56 -2011-03-30,23.3,24.53,22.47,24.23,1856500,23.49 -2011-03-31,24.94,25.96,24.75,25.58,1198600,24.8 -2011-04-01,26.87,27.09,26.01,26.23,1126000,25.43 -2011-04-04,26.67,28.92,26.55,28.53,1437300,27.66 -2011-04-05,28.29,28.88,27.82,28.3,922200,27.43 -2011-04-06,29.73,29.73,27.34,28.43,1040400,27.56 -2011-04-07,28.09,28.19,27.51,28.12,794600,27.26 -2011-04-08,28.92,28.95,26.65,26.95,869200,26.12 -2011-04-11,27.4,27.9,26.93,27.2,536200,26.37 -2011-04-12,27.73,27.8,26.16,26.8,503500,25.98 -2011-04-13,27.74,27.78,26.38,26.79,333100,25.97 -2011-04-14,26.45,26.68,26.16,26.47,530900,25.66 -2011-04-15,26.5,27.67,26.23,27.64,631600,26.79 -2011-04-18,26.63,26.63,25.31,25.71,727400,24.92 -2011-04-19,26.27,26.82,25.89,26.27,403700,25.46 -2011-04-20,27.28,31.23,27.28,30.5,1954200,29.57 -2011-04-21,31,31,29.33,30.3,704800,29.37 -2011-04-25,30.62,31.62,30.3,30.62,454900,29.68 -2011-04-26,30.83,31.4,30.42,31.2,505500,30.24 -2011-04-27,31.04,31.42,30.77,31.11,493500,30.16 -2011-04-28,32.29,32.85,31.47,32.03,731300,31.05 -2011-04-29,32.02,32.99,31.49,32.56,587000,31.56 -2011-05-02,32.63,32.71,31.65,31.74,414900,30.77 -2011-05-03,31.6,31.84,29.72,30.42,686100,29.49 -2011-05-04,30.06,30.18,28.33,28.93,663100,28.04 -2011-05-05,28.8,29.99,28.75,29.11,396700,28.22 -2011-05-06,28.96,30.05,28.74,28.94,559000,28.05 -2011-05-09,29.22,30.01,29.12,29.82,354000,28.91 -2011-05-10,29.88,30.15,29.54,30.05,315400,29.13 -2011-05-11,30.44,30.44,28.12,28.44,438900,27.57 -2011-05-12,28.14,28.2,27.1,27.79,573000,26.94 -2011-05-13,27.82,28.47,26.63,27.19,569400,26.36 -2011-05-16,27.16,29.17,27.04,28.2,603000,27.34 -2011-05-17,28.04,28.6,26.64,26.96,704900,26.13 -2011-05-18,28.2,29.16,27.75,29.03,661700,28.14 -2011-05-19,29.73,29.75,28.52,29.11,440200,28.22 -2011-05-20,29.06,30.39,28.43,29.46,931200,28.56 -2011-05-23,28.54,28.97,27.83,28.81,505700,27.93 -2011-05-24,28.86,30.11,28.76,29.54,704400,28.63 -2011-05-25,31.19,31.38,29.41,31.19,797700,30.23 -2011-05-26,31.6,31.74,31,31.31,490400,30.35 -2011-05-27,31.9,32.78,31.55,32.26,741000,31.27 -2011-05-31,33.47,34.15,31.65,31.86,1351800,30.88 -2011-06-01,33.86,34.75,33.13,33.31,1633600,32.29 -2011-06-02,33.37,33.49,32.27,33.05,740900,32.04 -2011-06-03,33.17,33.71,32.38,32.56,534300,31.56 -2011-06-06,32.71,32.75,30.53,31,726400,30.05 -2011-06-07,31.52,33.2,31.02,32.19,595500,31.2 -2011-06-08,31.55,31.71,30.3,30.5,651300,29.8 -2011-06-09,30.56,31.52,30.34,31.1,459200,30.38 -2011-06-10,30.56,31.1,30.16,30.87,465000,30.16 -2011-06-13,30.26,31.21,29.42,30.26,583600,29.56 -2011-06-14,30.27,31.4,30.24,31.12,465200,30.4 -2011-06-15,30.4,31.14,30.09,30.46,527000,29.76 -2011-06-16,29.85,31.07,29.8,30.38,452000,29.68 -2011-06-17,30.25,32.52,30,30.94,959300,30.23 -2011-06-20,30.56,31.23,30.37,31.02,388900,30.3 -2011-06-21,31.16,32.29,31.14,32.05,389100,31.31 -2011-06-22,31.85,33.88,31.85,33.01,669000,32.25 -2011-06-23,32.16,32.81,31.25,32.68,455500,31.93 -2011-06-24,32.63,33,31.86,32.2,1452100,31.46 -2011-06-27,32.31,32.91,31.94,32.82,296500,32.06 -2011-06-28,32.89,33.98,32.89,33.52,386700,32.75 -2011-06-29,34.34,35.32,34.03,35.03,789100,34.22 -2011-06-30,34.86,35.13,34.65,34.89,750900,34.09 -2011-07-01,34.98,36.83,34.89,36.2,754000,35.36 -2011-07-05,36.83,37.33,36.73,37.15,747800,36.29 -2011-07-06,36.71,38.21,36.66,37.81,936400,36.94 -2011-07-07,37.4,38.43,36.69,37.96,1141000,37.08 -2011-07-08,37.27,39.9,37.05,38.98,1467000,38.08 -2011-07-11,38.06,39.1,37.98,38.81,857300,37.91 -2011-07-12,38.29,38.62,37.5,37.76,694000,36.89 -2011-07-13,38.51,38.78,37.54,37.75,675200,36.88 -2011-07-14,37.6,38.23,37.23,37.88,522100,37.01 -2011-07-15,37.94,38.45,37.79,38.26,540400,37.38 -2011-07-18,38,38,37.17,37.65,438200,36.78 -2011-07-19,38.18,39.48,38.1,39.15,604500,38.25 -2011-07-20,39.33,39.4,38.52,38.81,315600,37.91 -2011-07-21,38.97,39.66,38.81,39.05,496200,38.15 -2011-07-22,38.97,39.5,38.53,39.36,269000,38.45 -2011-07-25,39.14,39.85,38.81,39.16,387400,38.26 -2011-07-26,39.52,39.77,38.76,38.88,250900,37.98 -2011-07-27,38.53,38.57,36.84,37.29,560900,36.43 -2011-07-28,36.82,38.21,36.61,37.89,441200,37.02 -2011-07-29,37.18,38.56,37.16,38.13,691800,37.25 -2011-08-01,38.93,39.16,37.64,38.2,790900,37.32 -2011-08-02,37.53,38.12,36.71,36.75,575200,35.9 -2011-08-03,36.69,37.39,35.4,37.32,866400,36.46 -2011-08-04,35.78,35.78,33.65,33.77,1227100,32.99 -2011-08-05,33.1,33.3,29.12,31.25,1160900,30.53 -2011-08-08,29.02,29.95,27.42,27.9,1360100,27.26 -2011-08-09,29.3,30.07,27.43,29.86,767300,29.17 -2011-08-10,30.3,31.5,29.43,29.76,756600,29.07 -2011-08-11,30.31,33.66,30.02,33.12,813400,32.36 -2011-08-12,32.74,33.8,32.26,32.35,657300,31.6 -2011-08-15,33.75,33.91,32.65,33.28,829600,32.51 -2011-08-16,32.99,33.11,31.54,32.31,754500,31.56 -2011-08-17,32.81,33.36,32.07,32.63,684300,31.88 -2011-08-18,30.11,30.34,28.91,30.04,1218200,29.35 -2011-08-19,29.5,30.78,29.32,29.5,672000,28.82 -2011-08-22,30.21,30.58,28.72,29.62,748100,28.94 -2011-08-23,29.38,31.31,29.28,31.13,1142600,30.41 -2011-08-24,30.48,31.23,29.61,31.01,1054900,30.29 -2011-08-25,30.8,32.25,30.69,30.97,923400,30.26 -2011-08-26,30.54,31.11,29.69,30.19,1350000,29.49 -2011-08-29,31.28,32.04,30.82,31.79,1067600,31.06 -2011-08-30,31,33.46,30.75,33.09,848000,32.33 -2011-08-31,33.06,33.69,32.31,32.99,608200,32.23 -2011-09-01,32.97,33.76,32.28,32.43,458000,31.68 -2011-09-02,31.77,33.21,31.57,31.82,547400,31.09 -2011-09-06,30.71,31.41,30.07,31.16,516800,30.44 -2011-09-07,31.43,32.8,31.34,32.69,487600,31.94 -2011-09-08,32.03,33.87,32.01,33.14,706500,32.38 -2011-09-09,32.14,32.7,30.76,31.4,721200,30.93 -2011-09-12,30.18,31.43,29.92,31.21,681100,30.75 -2011-09-13,31.14,32.36,30.94,32.17,613100,31.69 -2011-09-14,32.21,32.98,31.01,32.46,550500,31.98 -2011-09-15,32.92,33.65,32.64,33.53,645300,33.03 -2011-09-16,33.36,33.6,32.2,32.8,573400,32.31 -2011-09-19,32.11,34.14,31.94,33.74,617500,33.24 -2011-09-20,34.15,37.26,33.82,35.53,1321600,35 -2011-09-21,36.18,36.93,34.62,34.71,878200,34.19 -2011-09-22,33.28,33.5,31.31,31.98,901600,31.5 -2011-09-23,31.98,32.58,31.17,31.79,592800,31.32 -2011-09-26,32.06,32.54,30.41,32.53,603000,32.05 -2011-09-27,33.36,34.05,32.94,33.25,404600,32.75 -2011-09-28,33.36,33.57,31.76,31.9,471200,31.42 -2011-09-29,32.88,33,31.38,32.26,873100,31.78 -2011-09-30,31.58,32.94,31.4,31.78,560300,31.31 -2011-10-03,31.05,32,29.76,29.76,1105100,29.32 -2011-10-04,29,29.9,27.71,29.87,1306700,29.43 -2011-10-05,29.81,30.64,29.37,30.23,763800,29.78 -2011-10-06,30.6,31.81,30.25,31.7,740600,31.23 -2011-10-07,32.15,32.54,31.2,31.32,419400,30.85 -2011-10-10,32.52,33.4,32.46,33.27,467500,32.77 -2011-10-11,32.84,33.98,32.59,33.84,344500,33.34 -2011-10-12,34.21,34.91,33.9,34.34,419200,33.83 -2011-10-13,33.72,34.47,33.2,34.31,303200,33.8 -2011-10-14,34.73,36.15,34.7,35.9,466700,35.37 -2011-10-17,35.61,36.34,35.39,35.5,578400,34.97 -2011-10-18,36.01,36.44,35.11,36.3,457800,35.76 -2011-10-19,37.67,39.22,37.31,38.25,1448700,37.68 -2011-10-20,38.33,39.06,37.49,37.93,719700,37.37 -2011-10-21,39.2,39.2,38.3,38.72,486500,38.14 -2011-10-24,38.79,39.35,38.65,39.2,534100,38.62 -2011-10-25,38.65,39.04,37.69,38.17,371600,37.6 -2011-10-26,39.9,39.9,37.78,38.85,829300,38.27 -2011-10-27,40.77,41,39.93,40.79,691300,40.18 -2011-10-28,40.55,41.42,40.29,41.04,488500,40.43 -2011-10-31,40.83,41.36,40.34,40.43,507100,39.83 -2011-11-01,38.3,40,38,39.2,732900,38.62 -2011-11-02,39.97,40.18,38.95,40.09,405200,39.49 -2011-11-03,40.35,41.34,39.77,41.27,363700,40.66 -2011-11-04,40.56,40.62,39.84,40.29,285000,39.69 -2011-11-07,40.24,40.59,39.51,39.74,379400,39.15 -2011-11-08,39.99,40.51,39.13,40.42,311900,39.82 -2011-11-09,38.52,39.09,37.64,37.67,674000,37.11 -2011-11-10,38.25,38.66,37.37,37.95,424800,37.38 -2011-11-11,39.64,40.99,39.1,40.9,715000,40.29 -2011-11-14,40.58,43.4,40.56,42.36,1105000,41.73 -2011-11-15,42.53,43.45,41.86,43.04,719800,42.4 -2011-11-16,42.51,43.6,42.23,42.31,496800,41.68 -2011-11-17,43.9,44.26,41.69,42.09,1304100,41.46 -2011-11-18,42.81,43.08,41.75,41.99,436200,41.36 -2011-11-21,41.18,41.97,40.44,41.66,519300,41.04 -2011-11-22,41.07,41.96,40.68,41.02,338200,40.41 -2011-11-23,40.28,40.29,38.12,38.7,758200,38.12 -2011-11-25,39,39.74,38.69,38.77,276700,38.19 -2011-11-28,41.32,41.96,40.49,41,707800,40.39 -2011-11-29,41.67,42.04,41.16,41.53,410500,40.91 -2011-11-30,43.73,44.02,42.81,43.6,804400,42.95 -2011-12-01,43.47,43.87,42.42,42.76,460900,42.12 -2011-12-02,43.5,44.11,43.12,43.66,367200,43.01 -2011-12-05,44.29,45.1,43.3,43.96,551600,43.31 -2011-12-06,43.85,44.47,43.5,44,471700,43.34 -2011-12-07,44.11,44.35,43.18,43.91,366000,43.26 -2011-12-08,43.91,44.77,42.01,42.12,710000,41.78 -2011-12-09,43.37,44.51,43.13,44.34,629000,43.98 -2011-12-12,43.14,43.31,42.5,43.23,403800,42.88 -2011-12-13,43.37,43.79,41.89,42.23,406300,41.89 -2011-12-14,42.19,42.63,40.04,41.13,751400,40.8 -2011-12-15,42.87,43.67,42.01,42.28,848900,41.94 -2011-12-16,43.59,43.89,42.49,43,717800,42.65 -2011-12-19,43.39,43.74,41.72,41.92,464600,41.58 -2011-12-20,43.52,44.44,43.43,44.41,654900,44.05 -2011-12-21,44.97,44.97,43.52,44.6,428500,44.24 -2011-12-22,45.07,45.5,44.46,44.95,464400,44.59 -2011-12-23,45.38,45.59,44.91,45.12,278900,44.75 -2011-12-27,45.11,45.21,44.54,44.59,299200,44.23 -2011-12-28,44.85,44.85,43.5,43.53,456800,43.18 -2011-12-29,43.67,44.75,43.67,44.45,340400,44.09 -2011-12-30,44.78,44.88,43.82,44.45,526600,44.09 diff --git a/samples/data/orders.csv b/samples/data/orders.csv deleted file mode 100644 index 21d16c71a..000000000 --- a/samples/data/orders.csv +++ /dev/null @@ -1,14 +0,0 @@ -2011,1,10,AAPL,Buy,1500, -2011,1,13,AAPL,Sell,1500, -2011,1,13,IBM,Buy,4000, -2011,1,26,GOOG,Buy,1000, -2011,2,2,XOM,Sell,4000, -2011,2,10,XOM,Buy,4000, -2011,3,3,GOOG,Sell,1000, -2011,3,3,IBM,Sell,2200, -2011,6,3,IBM,Sell,3300, -2011,5,3,IBM,Buy,1500, -2011,6,10,AAPL,Buy,1200, -2011,8,1,GOOG,Buy,55, -2011,8,1,GOOG,Sell,55, -2011,12,20,AAPL,Sell,1200, diff --git a/samples/data/simo-2011-yahoofinance.csv b/samples/data/simo-2011-yahoofinance.csv deleted file mode 100644 index ae3be0209..000000000 --- a/samples/data/simo-2011-yahoofinance.csv +++ /dev/null @@ -1,253 +0,0 @@ -Date,Open,High,Low,Close,Volume,Adj Close -2011-01-03,4.34,4.48,4.33,4.41,175500,4.41 -2011-01-04,4.45,4.47,4.25,4.38,172200,4.38 -2011-01-05,4.35,4.49,4.33,4.48,75500,4.48 -2011-01-06,4.46,4.46,4.14,4.33,502900,4.33 -2011-01-07,4.35,4.46,4.33,4.42,86400,4.42 -2011-01-10,4.45,4.54,4.42,4.43,110400,4.43 -2011-01-11,4.49,4.58,4.43,4.56,105800,4.56 -2011-01-12,4.64,4.7,4.48,4.48,104300,4.48 -2011-01-13,4.5,4.65,4.5,4.6,244600,4.6 -2011-01-14,4.67,4.99,4.67,4.95,393200,4.95 -2011-01-18,5.01,5.02,4.75,4.92,266700,4.92 -2011-01-19,4.9,4.95,4.75,4.76,2978300,4.76 -2011-01-20,4.79,4.79,4.53,4.72,139700,4.72 -2011-01-21,4.78,4.82,4.7,4.75,61100,4.75 -2011-01-24,4.75,4.9,4.7,4.79,92700,4.79 -2011-01-25,4.76,4.8,4.72,4.74,67200,4.74 -2011-01-26,4.77,4.89,4.72,4.86,51900,4.86 -2011-01-27,4.89,5.15,4.88,5.15,261100,5.15 -2011-01-28,5.18,5.31,5.15,5.3,360100,5.3 -2011-01-31,5.3,5.6,5.3,5.56,712100,5.56 -2011-02-01,6.56,7.6,6.56,7.5,4090100,7.5 -2011-02-02,7.5,7.5,7.25,7.41,851800,7.41 -2011-02-03,7.45,7.45,7.13,7.3,458600,7.3 -2011-02-04,7.37,7.38,7.13,7.13,357700,7.13 -2011-02-07,7.13,7.25,7.06,7.18,357600,7.18 -2011-02-08,7.15,7.15,6.95,7.09,342200,7.09 -2011-02-09,7.05,7.13,7.01,7.13,294700,7.13 -2011-02-10,7.08,7.95,7.02,7.92,1491500,7.92 -2011-02-11,8,8.36,7.75,8.3,736200,8.3 -2011-02-14,8.38,8.62,8.07,8.24,666400,8.24 -2011-02-15,8.2,8.25,8.02,8.09,239100,8.09 -2011-02-16,8.11,8.3,8.06,8.22,337600,8.22 -2011-02-17,8.21,8.5,8.05,8.39,409100,8.39 -2011-02-18,8.5,8.6,8.3,8.58,440600,8.58 -2011-02-22,8.3,8.51,8.1,8.27,512000,8.27 -2011-02-23,8.27,8.27,7.62,7.8,510400,7.8 -2011-02-24,7.53,7.78,7.42,7.72,386200,7.72 -2011-02-25,7.88,8.5,7.85,8.5,500000,8.5 -2011-02-28,8.52,9.21,8.51,9.08,799800,9.08 -2011-03-01,9.18,9.2,8.7,8.76,375600,8.76 -2011-03-02,8.84,9.16,8.74,9.16,260000,9.16 -2011-03-03,9.26,9.5,8.98,9,608400,9 -2011-03-04,9,9.32,8.78,8.86,480700,8.86 -2011-03-07,8.95,8.95,8.21,8.36,403200,8.36 -2011-03-08,8.4,8.85,8.4,8.66,275300,8.66 -2011-03-09,8.59,8.72,8.29,8.29,173600,8.29 -2011-03-10,8.21,8.28,7.7,7.83,399900,7.83 -2011-03-11,7.83,8.28,7.73,8,386900,8 -2011-03-14,7.89,7.99,7.75,7.91,133100,7.91 -2011-03-15,7.6,7.66,7.35,7.49,321700,7.49 -2011-03-16,7.46,7.72,7.1,7.33,382200,7.33 -2011-03-17,7.43,7.51,7.23,7.26,183800,7.26 -2011-03-18,7.47,7.6,7.31,7.55,207700,7.55 -2011-03-21,7.64,7.83,7.64,7.83,202200,7.83 -2011-03-22,7.86,7.86,7.5,7.51,183400,7.51 -2011-03-23,7.5,8,7.4,7.8,321300,7.8 -2011-03-24,7.95,7.99,7.61,7.97,249300,7.97 -2011-03-25,8.05,8.29,7.89,7.94,162600,7.94 -2011-03-28,7.98,8.04,7.9,7.95,68000,7.95 -2011-03-29,7.95,7.97,7.76,7.84,117700,7.84 -2011-03-30,7.89,8.2,7.89,8.14,145700,8.14 -2011-03-31,8.2,8.2,8.06,8.08,85900,8.08 -2011-04-01,8.1,8.35,8,8.05,179000,8.05 -2011-04-04,8.1,8.22,7.99,8.05,113300,8.05 -2011-04-05,8.05,8.12,7.9,7.91,83500,7.91 -2011-04-06,8.5,9.7,8.5,9.42,1784200,9.42 -2011-04-07,9.31,9.58,9.14,9.29,418200,9.29 -2011-04-08,9.29,9.3,9.02,9.09,279600,9.09 -2011-04-11,8.82,9.84,8.81,9.81,1404200,9.81 -2011-04-12,9.46,9.72,9.22,9.24,656400,9.24 -2011-04-13,9.31,9.4,9,9.07,293200,9.07 -2011-04-14,9,9.14,8.89,8.98,199500,8.98 -2011-04-15,9,9.24,8.82,9.11,255000,9.11 -2011-04-18,9.05,9.11,8.6,8.88,362600,8.88 -2011-04-19,8.87,8.96,8.6,8.95,318600,8.95 -2011-04-20,9.2,10.23,9.15,10.13,1768300,10.13 -2011-04-21,10.11,10.2,9.81,9.95,442700,9.95 -2011-04-25,10.05,11.1,9.94,11.1,1189600,11.1 -2011-04-26,11.31,12.09,11.28,11.74,1700000,11.74 -2011-04-27,11.73,11.93,11.2,11.41,731100,11.41 -2011-04-28,11.34,11.59,11.04,11.16,568000,11.16 -2011-04-29,12.81,13.09,11.67,12.18,2044000,12.18 -2011-05-02,12.28,12.38,11.75,11.91,614900,11.91 -2011-05-03,11.8,11.91,11.41,11.78,387600,11.78 -2011-05-04,11.74,11.77,11.31,11.55,407400,11.55 -2011-05-05,11.38,12.23,11.31,12,509800,12 -2011-05-06,12.1,12.48,12.06,12.31,574700,12.31 -2011-05-09,12.29,13,12.18,12.89,851000,12.89 -2011-05-10,12.95,13.29,12.93,13.04,672100,13.04 -2011-05-11,13.02,13.09,12.66,12.89,396200,12.89 -2011-05-12,12.8,12.89,12.6,12.75,334000,12.75 -2011-05-13,12.75,13.44,12.61,13.05,694500,13.05 -2011-05-16,13.02,13.2,12.08,12.15,766700,12.15 -2011-05-17,11.95,11.98,11.57,11.7,788800,11.7 -2011-05-18,11.7,12.55,11.6,12.49,1123700,12.49 -2011-05-19,12.59,12.6,12.13,12.35,437900,12.35 -2011-05-20,12.23,12.41,12.13,12.17,219700,12.17 -2011-05-23,11.95,11.95,11.61,11.62,507000,11.62 -2011-05-24,11.67,12.2,11.67,12.05,406500,12.05 -2011-05-25,11.96,12.29,11.9,12,306500,12 -2011-05-26,12.05,12.2,11.85,12.15,279600,12.15 -2011-05-27,12.27,12.99,12.25,12.42,809400,12.42 -2011-05-31,12.69,12.84,12.1,12.2,521400,12.2 -2011-06-01,12.21,12.32,11.63,11.68,728900,11.68 -2011-06-02,11.75,11.99,11.62,11.67,342900,11.67 -2011-06-03,11.46,11.68,11.05,11.17,490300,11.17 -2011-06-06,11.07,11.35,10.75,10.81,349200,10.81 -2011-06-07,11.01,11.1,10.63,10.69,355300,10.69 -2011-06-08,10.3,10.55,10.12,10.15,539900,10.15 -2011-06-09,10.17,10.65,10.17,10.52,253500,10.52 -2011-06-10,10.4,10.59,10,10.06,272700,10.06 -2011-06-13,10.12,10.2,9.91,10.01,184200,10.01 -2011-06-14,10.19,10.66,10.14,10.58,319200,10.58 -2011-06-15,10.31,10.53,10.19,10.21,313200,10.21 -2011-06-16,10.22,10.56,10.1,10.28,320800,10.28 -2011-06-17,10.43,10.43,9.51,9.53,580800,9.53 -2011-06-20,9.34,9.71,9.25,9.66,432600,9.66 -2011-06-21,9.8,10.48,9.74,10.45,219300,10.45 -2011-06-22,10.38,10.85,10.33,10.64,436200,10.64 -2011-06-23,10.36,10.62,10.04,10.61,352000,10.61 -2011-06-24,10.61,10.84,10.1,10.3,284600,10.3 -2011-06-27,10.48,10.59,10.05,10.2,142000,10.2 -2011-06-28,10.3,10.59,10.29,10.47,230800,10.47 -2011-06-29,10.5,10.6,10.1,10.2,247700,10.2 -2011-06-30,10.25,10.84,10.25,10.72,344100,10.72 -2011-07-01,10.82,11.63,10.73,10.88,475800,10.88 -2011-07-05,10.91,11.2,10.65,10.75,228900,10.75 -2011-07-06,10.71,10.9,10.32,10.51,183500,10.51 -2011-07-07,10.68,10.86,10.46,10.48,273900,10.48 -2011-07-08,10.37,10.47,10.12,10.3,184100,10.3 -2011-07-11,10.12,10.2,9.86,9.86,205200,9.86 -2011-07-12,9.8,9.86,9.47,9.63,433700,9.63 -2011-07-13,9.72,9.88,9.6,9.71,327300,9.71 -2011-07-14,9.71,9.87,9.46,9.5,135500,9.5 -2011-07-15,9.59,9.79,9.35,9.68,157500,9.68 -2011-07-18,9.65,9.7,9.36,9.61,233900,9.61 -2011-07-19,9.7,10.39,9.7,10.31,457600,10.31 -2011-07-20,10.43,10.68,10.32,10.63,275800,10.63 -2011-07-21,10.65,10.88,10.48,10.61,228100,10.61 -2011-07-22,10.68,11.5,10.68,11.5,461300,11.5 -2011-07-25,11.39,11.6,11.26,11.41,333300,11.41 -2011-07-26,11.41,11.67,11.41,11.52,237200,11.52 -2011-07-27,11.44,11.52,10.81,10.93,437000,10.93 -2011-07-28,10.95,11.02,10.5,10.84,354700,10.84 -2011-07-29,11.53,12.04,11.02,11.79,1298100,11.79 -2011-08-01,12.04,12.23,11.82,12.1,661300,12.1 -2011-08-02,11.98,12.17,11.5,11.55,414600,11.55 -2011-08-03,11.57,11.65,10.95,11.41,391800,11.41 -2011-08-04,10.89,11.29,10.13,10.16,601000,10.16 -2011-08-05,10.13,10.26,9.3,9.64,771300,9.64 -2011-08-08,9.22,9.37,8.27,8.36,961200,8.36 -2011-08-09,8.36,10.29,8.36,10.24,1385700,10.24 -2011-08-10,10,10.69,9.55,10.49,699600,10.49 -2011-08-11,10.59,10.85,10.21,10.76,407300,10.76 -2011-08-12,10.86,11.3,10.74,11.19,471400,11.19 -2011-08-15,11.37,11.63,10.97,11.53,309700,11.53 -2011-08-16,11.21,11.35,11.01,11.18,254400,11.18 -2011-08-17,11.24,11.51,11.02,11.14,283900,11.14 -2011-08-18,10.77,10.77,9.99,10.21,478800,10.21 -2011-08-19,9.94,10.64,9.93,10.23,384000,10.23 -2011-08-22,10.45,10.69,10.13,10.26,230600,10.26 -2011-08-23,10.43,11.1,10.36,10.81,470100,10.81 -2011-08-24,10.81,10.97,10.36,10.69,148500,10.69 -2011-08-25,10.63,10.79,10.3,10.33,121500,10.33 -2011-08-26,10.24,10.76,10.14,10.71,168700,10.71 -2011-08-29,10.93,11.08,10.71,11.04,191500,11.04 -2011-08-30,11.01,11.13,10.67,10.87,201600,10.87 -2011-08-31,10.9,11,10.55,10.75,185400,10.75 -2011-09-01,10.74,10.79,10.28,10.32,199600,10.32 -2011-09-02,10.17,10.17,9.96,10.07,342600,10.07 -2011-09-06,9.81,10.4,9.55,10.34,265200,10.34 -2011-09-07,10.6,10.9,10.4,10.64,318000,10.64 -2011-09-08,10.61,11.17,10.53,10.81,382800,10.81 -2011-09-09,10.7,11.09,10.47,10.74,258300,10.74 -2011-09-12,10.5,10.93,10.5,10.87,146400,10.87 -2011-09-13,10.97,12.1,10.82,11.86,1366000,11.86 -2011-09-14,12,12.75,11.94,12.6,1263900,12.6 -2011-09-15,12.5,13.35,12.5,13.07,1138600,13.07 -2011-09-16,13.07,13.89,12.97,13.5,970000,13.5 -2011-09-19,13.15,13.29,12.8,13.05,624600,13.05 -2011-09-20,12.97,13.17,12.45,12.5,514500,12.5 -2011-09-21,12.61,13.16,12.28,12.52,449900,12.52 -2011-09-22,12,12.34,11.5,11.7,850000,11.7 -2011-09-23,11.62,12.25,11.4,11.94,456900,11.94 -2011-09-26,12.16,13.58,12,13.43,1072100,13.43 -2011-09-27,13.78,14,13.23,13.38,857800,13.38 -2011-09-28,13.85,13.85,12.75,12.76,577500,12.76 -2011-09-29,13,13,11.86,12.05,573900,12.05 -2011-09-30,11.8,12.11,11.5,11.56,578400,11.56 -2011-10-03,11.31,11.4,10.56,10.7,934100,10.7 -2011-10-04,10.5,12,10.3,11.96,1137900,11.96 -2011-10-05,11.96,12.59,11.68,12.5,493700,12.5 -2011-10-06,12.5,12.87,12.41,12.49,289500,12.49 -2011-10-07,12.79,13.53,12.68,13.26,895600,13.26 -2011-10-10,13.72,14.45,13.3,13.57,1314300,13.57 -2011-10-11,13.58,14.25,13.37,14.09,770700,14.09 -2011-10-12,14.39,14.5,13.9,13.96,423200,13.96 -2011-10-13,13.99,14.6,13.58,14.5,745400,14.5 -2011-10-14,14.86,15,14.3,14.75,565400,14.75 -2011-10-17,14.87,14.94,13.95,14.11,390400,14.11 -2011-10-18,14.59,15.25,14.23,15.11,939200,15.11 -2011-10-19,15.14,15.93,15.02,15.09,849700,15.09 -2011-10-20,15.05,15.25,14.4,15.14,690600,15.14 -2011-10-21,15.57,16.5,15.57,16,928000,16 -2011-10-24,16.08,17,16.08,16.59,618000,16.59 -2011-10-25,16.64,16.65,15.61,15.79,535500,15.79 -2011-10-26,16.27,16.58,15.74,16.13,383900,16.13 -2011-10-27,16.8,17,16.42,16.55,497200,16.55 -2011-10-28,16.74,17.36,16.51,17.34,641700,17.34 -2011-10-31,17.6,17.62,16.79,16.79,432700,16.79 -2011-11-01,16.3,16.47,15.36,15.77,898800,15.77 -2011-11-02,17.49,19.6,17.1,19.25,4448600,19.25 -2011-11-03,19.32,19.65,17.8,18.46,1631600,18.46 -2011-11-04,18.25,18.79,17.89,18.55,917100,18.55 -2011-11-07,18.38,18.55,17.7,18.08,469200,18.08 -2011-11-08,18.24,19.11,18.21,18.62,950700,18.62 -2011-11-09,18.02,18.36,17.61,17.68,502700,17.68 -2011-11-10,18.1,18.23,17.3,17.84,403500,17.84 -2011-11-11,18.1,18.65,17.86,18.48,438600,18.48 -2011-11-14,18.38,19.9,18.15,19.88,1363800,19.88 -2011-11-15,19.3,20.44,19.3,20.21,1141300,20.21 -2011-11-16,19.41,20.2,19.37,19.56,606200,19.56 -2011-11-17,19.9,20.49,19.34,19.52,1153400,19.52 -2011-11-18,19.7,19.83,18.5,18.58,865200,18.58 -2011-11-21,18.27,18.5,17.52,18.02,792200,18.02 -2011-11-22,18.04,18.63,17.75,18.31,342400,18.31 -2011-11-23,18.01,18.15,17.31,17.54,397700,17.54 -2011-11-25,17.66,17.77,17.31,17.36,120500,17.36 -2011-11-28,17.8,18.97,17.79,18.66,653700,18.66 -2011-11-29,18.67,19.2,18.3,19.1,481000,19.1 -2011-11-30,19.6,19.9,19.13,19.5,530000,19.5 -2011-12-01,19.54,19.8,19.11,19.41,323100,19.41 -2011-12-02,19.51,20.01,19,19.2,577100,19.2 -2011-12-05,19.46,19.5,18.04,18.93,641500,18.93 -2011-12-06,19.01,19.01,18.46,18.72,157900,18.72 -2011-12-07,18.65,19.48,18.46,19.21,343000,19.21 -2011-12-08,19.22,20.2,19.02,19.55,1542600,19.55 -2011-12-09,19.75,20.49,19.3,20.42,1211100,20.42 -2011-12-12,19.98,20,19.5,19.95,762000,19.95 -2011-12-13,20.35,21,18.75,18.85,1248400,18.85 -2011-12-14,18.8,19.4,18.3,19.29,886600,19.29 -2011-12-15,19.51,19.75,19.23,19.63,437300,19.63 -2011-12-16,19.8,19.9,19.63,19.84,437100,19.84 -2011-12-19,19.85,20,19.3,19.38,291100,19.38 -2011-12-20,19.79,20.84,19.5,20.83,1037800,20.83 -2011-12-21,20.85,20.85,20.05,20.39,463700,20.39 -2011-12-22,20.59,21,20.46,20.59,651600,20.59 -2011-12-23,20.82,21.1,20.72,21.03,396500,21.03 -2011-12-27,21.09,21.6,20.75,21.48,664100,21.48 -2011-12-28,21.5,21.54,20.35,20.41,515900,20.41 -2011-12-29,20.4,20.98,20.4,20.92,233300,20.92 -2011-12-30,20.92,20.92,20.32,20.48,280800,20.48 diff --git a/testcases/doc_test.py b/testcases/doc_test.py index bf1eba7a1..ef3ea4a44 100644 --- a/testcases/doc_test.py +++ b/testcases/doc_test.py @@ -102,13 +102,19 @@ def testCSVFeed(self): class CompInvTestCase(common.TestCase): def testCompInv_1(self): - files = [os.path.join("samples", "data", src) for src in ["aeti-2011-yahoofinance.csv", "egan-2011-yahoofinance.csv", "simo-2011-yahoofinance.csv", "glng-2011-yahoofinance.csv"]] + files = [os.path.join("samples", "data", src) for src in [ + "WIKI-IBM-2011-quandl.csv", + "WIKI-AES-2011-quandl.csv", + "WIKI-AIG-2011-quandl.csv", + "WIKI-ORCL-2011-quandl.csv", + ]] + with common.CopyFiles(files, "."): res = common.run_sample_module("compinv-1") self.assertTrue(res.exit_ok()) # Skip the first two lines that have debug messages from the broker. - lines = res.get_output_lines()[2:] + lines = res.get_output_lines() self.assertEqual( lines, common.head_file("compinv-1.output", len(lines))