{
 "cells": [
  {
   "cell_type": "code",
   "execution_count": 1,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "import pandas_datareader.data as web\n",
    "import datetime\n",
    "import matplotlib.pyplot as plt"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 2,
   "metadata": {
    "collapsed": true
   },
   "outputs": [],
   "source": [
    "start = datetime.datetime(2012, 1, 1)\n",
    "end = datetime.datetime(2017, 12, 31)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 3,
   "metadata": {},
   "outputs": [],
   "source": [
    "f = web.DataReader('SNE', 'morningstar', start, end)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 4,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "                   Close   High    Low   Open   Volume\n",
      "Symbol Date                                           \n",
      "SNE    2012-01-02  18.04  18.04  18.04  18.04        0\n",
      "       2012-01-03  18.38  18.50  18.28  18.28  1414748\n",
      "       2012-01-04  18.22  18.27  18.14  18.24  1146367\n",
      "       2012-01-05  17.70  17.85  17.60  17.83  1464843\n",
      "       2012-01-06  17.44  17.57  17.37  17.57   594057\n"
     ]
    }
   ],
   "source": [
    "print(f.head())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 5,
   "metadata": {},
   "outputs": [],
   "source": [
    "f2 = web.DataReader(['SNE', 'AAPL'], 'morningstar', start, end)"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 6,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "<class 'pandas.core.indexes.multi.MultiIndex'>\n",
      "                   Close   High    Low   Open   Volume\n",
      "Symbol Date                                           \n",
      "SNE    2012-01-02  18.04  18.04  18.04  18.04        0\n",
      "       2012-01-03  18.38  18.50  18.28  18.28  1414748\n",
      "       2012-01-04  18.22  18.27  18.14  18.24  1146367\n",
      "       2012-01-05  17.70  17.85  17.60  17.83  1464843\n",
      "       2012-01-06  17.44  17.57  17.37  17.57   594057\n",
      "                    Close    High      Low    Open    Volume\n",
      "Symbol Date                                                 \n",
      "AAPL   2017-12-25  175.01  175.01  175.010  175.01         0\n",
      "       2017-12-26  170.57  171.47  169.679  170.80  33185536\n",
      "       2017-12-27  170.60  170.78  169.710  170.10  21498213\n",
      "       2017-12-28  171.08  171.85  170.480  171.00  16480187\n",
      "       2017-12-29  169.23  170.59  169.220  170.52  25999922\n"
     ]
    }
   ],
   "source": [
    "print(type(f2.index))\n",
    "print(f2.head())\n",
    "print(f2.tail())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 7,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "              Close            High             Low            Open         \\\n",
      "Symbol         AAPL    SNE     AAPL    SNE     AAPL    SNE     AAPL    SNE   \n",
      "Date                                                                         \n",
      "2012-01-02  57.8571  18.04  57.8571  18.04  57.8571  18.04  57.8571  18.04   \n",
      "2012-01-03  58.7471  18.38  58.9286  18.50  58.4286  18.28  58.5000  18.28   \n",
      "2012-01-04  59.0629  18.22  59.2400  18.27  58.4686  18.14  58.6000  18.24   \n",
      "2012-01-05  59.7186  17.70  59.7929  17.85  58.9529  17.60  59.2786  17.83   \n",
      "2012-01-06  60.3429  17.44  60.3929  17.57  59.8886  17.37  59.9671  17.57   \n",
      "\n",
      "              Volume           \n",
      "Symbol          AAPL      SNE  \n",
      "Date                           \n",
      "2012-01-02         0        0  \n",
      "2012-01-03  75564699  1414748  \n",
      "2012-01-04  65061108  1146367  \n",
      "2012-01-05  67816805  1464843  \n",
      "2012-01-06  79596412   594057  \n"
     ]
    }
   ],
   "source": [
    "f2_u = f2.unstack(0)\n",
    "print(f2_u.head())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 8,
   "metadata": {},
   "outputs": [
    {
     "name": "stdout",
     "output_type": "stream",
     "text": [
      "Symbol         AAPL    SNE\n",
      "Date                      \n",
      "2012-01-02  57.8571  18.04\n",
      "2012-01-03  58.7471  18.38\n",
      "2012-01-04  59.0629  18.22\n",
      "2012-01-05  59.7186  17.70\n",
      "2012-01-06  60.3429  17.44\n"
     ]
    }
   ],
   "source": [
    "print(f2_u['Close'].head())"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 9,
   "metadata": {},
   "outputs": [],
   "source": [
    "f2_u['Close'].plot(title='SNE vs AAPL', grid=True)\n",
    "# plt.show()\n",
    "plt.savefig('data/dst/pandas_datareader_morningstar.png')"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 10,
   "metadata": {},
   "outputs": [],
   "source": [
    "f2_u['Close', 'AAPL'] /= f2_u['Close'].loc[f2_u.index[0], 'AAPL']\n",
    "f2_u['Close', 'SNE'] /= f2_u['Close'].loc[f2_u.index[0], 'SNE']"
   ]
  },
  {
   "cell_type": "code",
   "execution_count": 11,
   "metadata": {},
   "outputs": [],
   "source": [
    "f2_u['Close'].plot(title='SNE vs AAPL', grid=True)\n",
    "# plt.show()\n",
    "plt.savefig('data/dst/pandas_datareader_morningstar_normalize.png')"
   ]
  }
 ],
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