Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

Sign up for GitHub

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Jump to bottom

add nvidia headers #135

Merged
merged 1 commit into from
May 6, 2021
Merged

add nvidia headers #135

Show file tree
Hide file tree
Changes from all commits
Commits
Show all changes
1 commit
Select commit
File filter

Filter by extension

Filter by extension
Conversations
Failed to load comments.
Jump to
Jump to file
Failed to load files.
Diff view
Diff view
14 changes: 14 additions & 0 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/acquireCoalescedPrices.R
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,17 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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 ")
Expand Down
14 changes: 14 additions & 0 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/acquirePrices.R
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,17 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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

Expand Down
18 changes: 16 additions & 2 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/coalescePrices.py
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,10 +1,24 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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)
Expand Down
16 changes: 15 additions & 1 deletion gtc21-s32407-backtestingequityinvestmentstrats/scripts/createDirOfPrices.R
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,17 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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")
Expand Down Expand Up @@ -60,4 +74,4 @@ res <- findAllPrices(dir = dir,
setwd("../NYSE")
system("python ../../coalescePrices.py .")
setwd("../NASDAQ")
system("python ../../coalescePrices.py .")
system("python ../../coalescePrices.py .")
14 changes: 14 additions & 0 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/findAllPrices.R
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1,3 +1,17 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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
Expand Down
13 changes: 13 additions & 0 deletions gtc21-s32407-backtestingequityinvestmentstrats/scripts/run.sh
View file
Open in desktop
Original file line number Diff line number Diff line change
@@ -1 +1,14 @@
#////////////////////////////////////////////////////////////////////////////
#//
#// 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