Source code for pyEX.studies.peercorrelation

# *****************************************************************************
#
# Copyright (c) 2020, the pyEX authors.
#
# This file is part of the pyEX library, distributed under the terms of
# the Apache License 2.0.  The full license can be found in the LICENSE file.
#


[docs]def peerCorrelation(client, symbol, range="6m"): """This will return a dataframe of peer correlations for the given symbol across the given range Args: client (pyEX.Client): Client symbol (string): Ticker range (string): range to use, for pyEX.chart Returns: DataFrame: result """ peers = client.peers(symbol) rets = client.batchDF(peers + [symbol], "chart", range)["chart"] ret = rets.pivot(columns="symbol", values="changePercent").corr() ret.index.name = "symbol" ret.columns = ret.columns.tolist() return ret
[docs]def peerCorrelationPlot(client, symbol, range="6m"): """This will plot a dataframe of peer correlations for the given symbol across the given range Note: this function requires the use of `seaborn.heatmap` Args: client (pyEX.Client): Client symbol (string): Ticker range (string): range to use, for pyEX.chart Returns: DataFrame: result """ import seaborn as sns return sns.heatmap(peerCorrelation)