{ "metadata": { "name": "" }, "nbformat": 3, "nbformat_minor": 0, "worksheets": [ { "cells": [ { "cell_type": "code", "collapsed": false, "input": [ "# special IPython command to prepare the notebook for matplotlib\n", "%matplotlib inline\n", "\n", "import numpy as np\n", "import pandas as pd\n", "import math\n", "import scipy\n", "import random\n", "import Quandl\n", "import matplotlib.pyplot as plt\n", "\n", "import string\n", "\n", "# set some nicer defaults for matplotlib\n", "from matplotlib import rcParams\n", "\n", "import scipy.stats as stats\n", "\n", "#these colors come from colorbrewer2.org. Each is an RGB triplet\n", "dark2_colors = [(0.10588235294117647, 0.6196078431372549, 0.4666666666666667),\n", " (0.8509803921568627, 0.37254901960784315, 0.00784313725490196),\n", " (0.4588235294117647, 0.4392156862745098, 0.7019607843137254),\n", " (0.9058823529411765, 0.1607843137254902, 0.5411764705882353),\n", " (0.4, 0.6509803921568628, 0.11764705882352941),\n", " (0.9019607843137255, 0.6705882352941176, 0.00784313725490196),\n", " (0.6509803921568628, 0.4627450980392157, 0.11372549019607843),\n", " (0.4, 0.4, 0.4)]\n", "\n", "rcParams['figure.figsize'] = (10, 6)\n", "rcParams['figure.dpi'] = 150\n", "rcParams['axes.color_cycle'] = dark2_colors\n", "rcParams['lines.linewidth'] = 2\n", "rcParams['axes.grid'] = True\n", "rcParams['axes.facecolor'] = '#eeeeee'\n", "rcParams['font.size'] = 14\n", "rcParams['patch.edgecolor'] = 'none'\n", "\n", "authtoken='Cx1CtXeu61zjTzpehmNV'" ], "language": "python", "metadata": {}, "outputs": [], "prompt_number": 4 }, { "cell_type": "code", "collapsed": false, "input": [ "data = {'gold_price':'BUNDESBANK/BBK01_WT5511.1',\n", " 'usd_to_pound':'QUANDL/USDGBP.1',\n", " 'cpi':'FRED/CPIAUCSL.1',\n", " 'unemployment':'FRED/UNRATE.1',\n", " 'gas_price':'BTS_MM/RETAILGAS.1',\n", " 'house_sales':'FRED/HSN1F.1',\n", " 'usd_to_euro':'QUANDL/USDEUR.1',\n", " 's_and_p_500':'YAHOO/INDEX_GSPC.6'}" ], "language": "python", "metadata": {}, "outputs": [], "prompt_number": 52 }, { "cell_type": "code", "collapsed": false, "input": [ "'''\n", "takes a dictionary of Quandl codes and returns a list of dataframes\n", "the colom name of each dataframe is its repective key from the dictionary\n", "'''\n", "def get_quandl_data(quandl_codes):\n", " list_of_data = []\n", " for number, code in enumerate(quandl_codes.values()):\n", " data = Quandl.get([code], authtoken=authtoken)\n", " data.columns = [quandl_codes.keys()[number]]\n", " list_of_data.append(data)\n", " return list_of_data" ], "language": "python", "metadata": {}, "outputs": [], "prompt_number": 53 }, { "cell_type": "code", "collapsed": false, "input": [ "d = get_quandl_data(data)\n", " " ], "language": "python", "metadata": {}, "outputs": [ { "output_type": "stream", "stream": "stdout", "text": [ "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'FRED.CPIAUCSL.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'FRED.HSN1F.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'BTS_MM.RETAILGAS.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'BUNDESBANK.BBK01_WT5511.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'QUANDL.USDGBP.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'QUANDL.USDEUR.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'FRED.UNRATE.1']\n", "Token Cx1CtXeu61zjTzpehmNV activated and saved for later use.\n", "Returning Dataframe for " ] }, { "output_type": "stream", "stream": "stdout", "text": [ " [u'YAHOO.INDEX_GSPC.6']\n" ] } ], "prompt_number": 54 }, { "cell_type": "code", "collapsed": false, "input": [], "language": "python", "metadata": {}, "outputs": [] } ], "metadata": {} } ] }