From e353900010e40dda6cb9af5da7df9920c774f1d0 Mon Sep 17 00:00:00 2001 From: Thomas Wiecki Date: Tue, 25 Sep 2012 16:53:57 -0400 Subject: [PATCH] Added 2 year data file. --- zipline/optimize/example.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/zipline/optimize/example.py b/zipline/optimize/example.py index a8af7569..ef84fc0d 100644 --- a/zipline/optimize/example.py +++ b/zipline/optimize/example.py @@ -71,11 +71,11 @@ def load_close_px(indexes=None, stocks=None): df = pd.DataFrame({i: d['Close'] for i, d in enumerate(data.itervalues())}) df.index = df.index.tz_localize(pytz.utc) + df.save('close_px.dat') return df def run((short_window, long_window)): - #data = pd.DataFrame.from_csv('SP500.csv') data = pd.load('close_px.dat') #data = load_close_px() myalgo = DMA([0, 1], amount=100, short_window=short_window, long_window=long_window)