import numpy as np import pandas_datareader as pdr import matplotlib.pyplot as plt import pandas as pd from datetime import datetime def simulate(startdate, enddate, equities, allocations: c_key = 'Close' f = web.DataReader(stocks, 'yahoo',start,end) cleanData = f.ix[c_key] dataFrame = pd.DataFrame(cleanData) print dataFrame[:5] return c_key #Run Simulate for test data start = datetime(2014,1,1) end = datetime(2014,3,28) stocks = ['AAPL', 'GLD', 'GOOG','XOM'] alloctions = [.2,.2,.3,.3] std_dev, dly_ret, sharpe_ratio, cum_ret = simulate(start, end, stocks, allocations)
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