.. DO NOT EDIT.
.. THIS FILE WAS AUTOMATICALLY GENERATED BY SPHINX-GALLERY.
.. TO MAKE CHANGES, EDIT THE SOURCE PYTHON FILE:
.. "auto_ch9\ch9_get_market_data.py"
.. LINE NUMBERS ARE GIVEN BELOW.

.. only:: html

    .. note::
        :class: sphx-glr-download-link-note

        :ref:`Go to the end <sphx_glr_download_auto_ch9_ch9_get_market_data.py>`
        to download the full example code.

.. rst-class:: sphx-glr-example-title

.. _sphx_glr_auto_ch9_ch9_get_market_data.py:


====================================================================================================
9.01 Free time series modeling
====================================================================================================
We reproduce here the figure 9.1 of the book, showcasing how to download data an plot the charts for the three selected stocks.

.. GENERATED FROM PYTHON SOURCE LINES 9-11

Necessary Imports
------------------------

.. GENERATED FROM PYTHON SOURCE LINES 11-34

.. code-block:: Python

    import os
    import sys

    import matplotlib.pyplot as plt
    import numpy as np

    try:
        CURRENT_DIR = os.path.dirname(os.path.abspath(__file__))
    except NameError:
        CURRENT_DIR = os.getcwd()
    PARENT_DIR = os.path.abspath(os.path.join(CURRENT_DIR, ".."))
    sys.path.insert(0, PARENT_DIR)

    from utils.ch9.data_utils import df_summary
    from utils.ch9.market_data import retrieve_market_data

    try:
        current_dir = os.path.dirname(__file__)
        data_path = os.path.join(current_dir, "data")
    except NameError:
        current_dir = os.getcwd()
        data_path = os.path.join(current_dir, "data")








.. GENERATED FROM PYTHON SOURCE LINES 35-37

Parameter definition
------------------------

.. GENERATED FROM PYTHON SOURCE LINES 37-53

.. code-block:: Python



    def get_cdpres_param():
        return {
            "rescale_kernel": {"max": 2000, "seed": None},
            "rescale": True,
            "grid_projection": True,
            "reproductibility": False,
            "date_format": "%d/%m/%Y",
            "begin_date": "01/06/2020",
            "end_date": "01/06/2022",
            "today_date": "01/06/2022",
            "symbols": ["AAPL", "GOOGL", "AMZN"],
        }









.. GENERATED FROM PYTHON SOURCE LINES 54-58

Getting the market data
------------------------------------------------
We call the graphic function created inside the parameters by the `retrieve_market_data` method.
This displays the historical data for the selected stocks and date range.

.. GENERATED FROM PYTHON SOURCE LINES 58-62

.. code-block:: Python

    params = retrieve_market_data()
    params["graphic"](params)
    plt.show()
    print(df_summary(np.log(params["data"] / params["data"].shift(1)).dropna()))



.. image-sg:: /auto_ch9/images/sphx_glr_ch9_get_market_data_001.png
   :alt: ch9 get market data
   :srcset: /auto_ch9/images/sphx_glr_ch9_get_market_data_001.png
   :class: sphx-glr-single-img


.. rst-class:: sphx-glr-script-out

 .. code-block:: none

               Mean  Variance  Skewness  Kurtosis
    AAPL   0.001241 -0.069257  0.000402  1.954392
    AMZN  -0.000030 -0.437657  0.000501  6.702824
    GOOGL  0.000915 -0.090485  0.000326  1.393784





.. rst-class:: sphx-glr-timing

   **Total running time of the script:** (0 minutes 0.059 seconds)


.. _sphx_glr_download_auto_ch9_ch9_get_market_data.py:

.. only:: html

  .. container:: sphx-glr-footer sphx-glr-footer-example

    .. container:: sphx-glr-download sphx-glr-download-jupyter

      :download:`Download Jupyter notebook: ch9_get_market_data.ipynb <ch9_get_market_data.ipynb>`

    .. container:: sphx-glr-download sphx-glr-download-python

      :download:`Download Python source code: ch9_get_market_data.py <ch9_get_market_data.py>`

    .. container:: sphx-glr-download sphx-glr-download-zip

      :download:`Download zipped: ch9_get_market_data.zip <ch9_get_market_data.zip>`


.. only:: html

 .. rst-class:: sphx-glr-signature

    `Gallery generated by Sphinx-Gallery <https://sphinx-gallery.github.io>`_