sp500 | S & P500 Daily Data in MySQL , sqlite and CSV formats | Business library

by vijinho Shell Version: Current License: MIT

X-Ray Key Features Code Snippets Community Discussions(10)Vulnerabilities Install Support

kandi X-RAY | sp500 Summary

sp500 is a Shell library typically used in Web Site, Business applications. sp500 has no bugs, it has no vulnerabilities, it has a Permissive License and it has low support. You can download it from GitHub.

This is a raw set of imported daily S&P500 CSV data from Yahoo Finance converted to MySQL and sqlite formats. The data is daily open, close, high, low and volume since 3, January 1950.

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Support

sp500 has a low active ecosystem.

It has 2 star(s) with 0 fork(s). There are 1 watchers for this library.

It had no major release in the last 6 months.

sp500 has no issues reported. There are no pull requests.

It has a neutral sentiment in the developer community.

The latest version of sp500 is current.

Quality

sp500 has 0 bugs and 0 code smells.

Security

sp500 has no vulnerabilities reported, and its dependent libraries have no vulnerabilities reported.

sp500 code analysis shows 0 unresolved vulnerabilities.

There are 0 security hotspots that need review.

License

sp500 is licensed under the MIT License. This license is Permissive.

Permissive licenses have the least restrictions, and you can use them in most projects.

Reuse

sp500 releases are not available. You will need to build from source code and install.

Installation instructions are not available. Examples and code snippets are available.

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sp500 Key Features

No Key Features are available at this moment for sp500.

sp500 Examples and Code Snippets

No Code Snippets are available at this moment for sp500.

Community Discussions

Trending Discussions on sp500

how to use ggplot to visualise grouped data

How to categorise years with cut?

Pandas converting string elements into multi index components

Unable to store data in a function

List which doesn't append in a for loop in pandas autocorrelation

Error triggers when scraping historical data from stock that only has 1 day of historical data

How to fix NA error on the LAG LOG aggregated returns in R for FRED data

How to code and plot the performance of two trading strategies

yfinance SP500 ticker.info into DataFrame

discord.py wait and analyze input using imported file

QUESTION

how to use ggplot to visualise grouped data

Asked 2022-Apr-10 at 08:23

I have the following code which generate the following results:

...

ANSWER

Answered 2022-Apr-10 at 08:23

You are piping the result of your data manipulation through to ggplot, but also passing the name of the data frame as the first argument to ggplot.

Remember that doing

Source https://stackoverflow.com/questions/71814784

QUESTION

How to categorise years with cut?

Asked 2022-Apr-07 at 17:08

I am trying to put the years 1928 to 2022 into decades categories in R, as I want to calculate the average return of the stock market for each decade

...

ANSWER

Answered 2022-Apr-07 at 17:08

The labels= argument to the function you're using accepts a vector of length(breaks)-1 for you to override the labels.

Source https://stackoverflow.com/questions/71785788

QUESTION

Pandas converting string elements into multi index components

Asked 2022-Apr-01 at 07:06

I have a DataFrame like this:

...

ANSWER

Answered 2022-Apr-01 at 07:06

import pandas as pd

df = pd.read_csv("https://raw.githubusercontent.com/fja05680/sp500/master/S%26P%20500%20Historical%20Components%20%26%20Changes(03-14-2022).csv")

# convert string to list of tickers
df.tickers=df.tickers.str.split(',')

# explode list to rows
df = df.explode("tickers")

# make multi index, order levels and sort
df = df.set_index(['tickers', 'date']).sort_index()

# create random col
df['random value'] = 'x'

Source https://stackoverflow.com/questions/71701296

QUESTION

Unable to store data in a function

Asked 2022-Mar-03 at 09:30

getSymbols(c("spy", "XLE", "IYR", "XLP", "XLY", "XLV", "XLK", "XLF", "XLU","IYR","XLI", "XLC", "XME"))

  
get.sector.performance <- function(interval) {
  
  year <- "2021::"
  
  sp500 <- cumsum(interval(SPY[year]))

}

get.sector.performance(dailyReturn)

...

ANSWER

Answered 2022-Mar-03 at 01:53

You can use <<- instead of <- in order to write an object from a function scope to the global environment.

Source https://stackoverflow.com/questions/71330921

QUESTION

List which doesn't append in a for loop in pandas autocorrelation

Asked 2022-Feb-20 at 16:31

I have a data Series which looks like this:

...

ANSWER

Answered 2022-Feb-20 at 16:31

In your code, the wk list is being initialized empty every time, Hence you need to place it outside the loop like below for it to work.

Source https://stackoverflow.com/questions/71196254

QUESTION

Error triggers when scraping historical data from stock that only has 1 day of historical data

Asked 2022-Feb-20 at 10:24

I'm getting data using yahoo_fin. Im Getting the last 100 days from current date. The list tickers_sp500() works but when I try using list tickers_nasdaq(). It keeps throwing timestamp error. I found that it triggers the error when it gets to AGBR from Nasdaq list which only has one row in historical data. In this example Its getting all the data and not just the last 100 but I still get the error. Error is "KeyError: 'timestamp'"

...

ANSWER

Answered 2022-Feb-20 at 10:24

Ticker data is stored in dictionary-like data structures and those defective tickers (e.g. AGBR) may be missing the timestamp key of such dictionary, so it's failing to fetch.

You can skip the defective ones by wrapping the si.get_data call in a try..except clause as explained in the Python docs.

In your case, the code would become

Source https://stackoverflow.com/questions/71190186

QUESTION

How to fix NA error on the LAG LOG aggregated returns in R for FRED data

Asked 2022-Feb-14 at 22:07

I am having difficulty understanding why the apply.quarterly() function is not really giving me the quarterly returns and returning NA and why my diff(log()) function is also not working with FRED data. Perhaps I am doing something wrong but I cannot really understand what. Could someone help me understand or fix this issue?

The code I use:

...

ANSWER

Answered 2022-Feb-14 at 22:07

Make these changes:

do not convert the xts objects to data frames
suggest not using setDefaults
n, ns and nd are not used and those lines are dropped.
add na.rm = TRUE to mean
use Ad(...) to extract the adjusted column
have cleaned up formatting

This gives

Source https://stackoverflow.com/questions/71118296

QUESTION

How to code and plot the performance of two trading strategies

Asked 2022-Feb-07 at 13:11

So I have the monthly returns on the SP500 in addition to the risk free rate in a zoo timeseries object called SP500.df . I want to backtest two different trading strategies and plot them in a graph. In form of either cumulative return, or just how much 1$ intial investment would be at end of period.

Strategy 1: buy and hold SP500 the whole period.
Strategy 2: Hold SP500 from nov - april (winter), then switch to risk free rate from may - october (summer).

Notice that I also have extracted the winter and summer return in two respective vectors. called Winter_returns and summer_returns.

mkt= returns
rf= risk free rate

this is how dataframe SP500.df looks:

...

ANSWER

Answered 2022-Feb-07 at 13:11

Here is a way.
Define a calculations function calc and apply it to the column MKT to have strategy 1 then create a vector of all returns/rates rates and apply the function to it. The plot uses base R graphics.

Source https://stackoverflow.com/questions/71018439

QUESTION

yfinance SP500 ticker.info into DataFrame

Asked 2022-Jan-08 at 15:21

I want to store the "info" from a list of the SP500 symbols in a Pandas DataFrame.

I can do this one at a time (df1, df2,...) and then append all into one DataFrame (df):

but would like to have a function that automates this by iterating through a list of symbols and appends new rows each time to 'df'.

Any ideas?? Thanks!

...

ANSWER

Answered 2022-Jan-08 at 15:16

Try this:

Source https://stackoverflow.com/questions/70633363

QUESTION

discord.py wait and analyze input using imported file

Asked 2022-Jan-02 at 00:30

I'm making a bot that takes in the user input (which is a stock symbol) and then provides information on that specific stock. Thing is, I'm not really sure how to use the client.wait_input() in my case. Here's my code for the bot:

...

ANSWER

Answered 2022-Jan-02 at 00:16

The companySymbol variable already stores the user's input, so you can modify the stocks_input() function to take input.

Source https://stackoverflow.com/questions/70547395

Community Discussions, Code Snippets contain sources that include Stack Exchange Network

Vulnerabilities

No vulnerabilities reported

Install sp500

You can download it from GitHub.

Support

For any new features, suggestions and bugs create an issue on GitHub. If you have any questions check and ask questions on community page Stack Overflow .

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