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Merge pull request #135 from MarkJosephBennett/add-header
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add nvidia headers
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kenhester committed May 6, 2021
2 parents 1d8ec9d + 7e4e406 commit 3b0de26
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Showing 6 changed files with 86 additions and 3 deletions.
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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////

acquireCoalescedPrices <- function(dir,isSubDir=TRUE) {
utilName <- paste0("python3 ",homeuser,
"/FinAnalytics/misc/coalescePrices.py ")
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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////

isPlotInAdjCloses <- FALSE
isCacheEnabled <- TRUE

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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////

import csv
import os
import sys

if len(sys.argv)==1:
dir = '/home/mark/FinAnalytics/MVO3.2021.02/NYSE/'
dir = '/home/mark/FinAnalytics/MVO3.2021.02/NASDAQ/'
dir = 'data/MVO3.2021.02/NYSE/'
dir = 'data/MVO3.2021.02/NASDAQ/'
elif len(sys.argv)==2:
dir = sys.argv[1]
print(dir)
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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////

library(tseries)
source("acquirePrices.R")
source("acquireCoalescedPrices.R")
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setwd("../NYSE")
system("python ../../coalescePrices.py .")
setwd("../NASDAQ")
system("python ../../coalescePrices.py .")
system("python ../../coalescePrices.py .")
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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////

findAllPrices <- function(dir,start=NA,end=NA,
havePrices=F,needToAcquire=F,isSubDir=T) {
isPlotInAdjCloses = FALSE
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13 changes: 13 additions & 0 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/run.sh
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#////////////////////////////////////////////////////////////////////////////
#//
#// Copyright (C) NVIDIA Corporation. All rights reserved.
#//
#// NVIDIA Sample Code
#//
#// Please refer to the NVIDIA end user license agreement (EULA) associated
#// with this source code for terms and conditions that govern your use of
#// this software. Any use, reproduction, disclosure, or distribution of
#// this software and related documentation outside the terms of the EULA
#// is strictly prohibited.
#//
#////////////////////////////////////////////////////////////////////////////
R --no-save <createDirOfPrices.R

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