peter.davidson pdavidsonFIA
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| <!DOCTYPE html> | |
| <meta charset="utf-8"> | |
| <style> | |
| .links line { | |
| stroke: #999; | |
| stroke-opacity: 0.6; | |
| } | |
| .nodes circle { |
pdavidsonFIA
/ eiopa_scraper.py
Created
August 16, 2021 15:00
Download EIOPA rfr and store in sqlite database
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| import os | |
| from datetime import date | |
| import zipfile | |
| import sqlite3 | |
| from sqlite3 import Error | |
| import pandas as pd | |
| def download_file(url: str, | |
| workspace, # url of the file to download |
pdavidsonFIA
/ gwp_anim.py
Last active
April 25, 2021 07:43
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| __author__ = """Peter Davidson FIA""" | |
| __email__ = '[email protected]' | |
| __version__ = '0.1' | |
| __license__ = 'If you find this helpful, please say thank you' | |
| import pandas as pd, numpy as np | |
| def shear_array(df): | |
| # This function just shears an array | |
| # E.g. x = np.arange(9).reshape(3,3) | |
| # shear_array(x) |
pdavidsonFIA
/ eiopa_rfr.txt
Last active
March 23, 2021 17:41
Builds an animation of eiopa spot rates
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| {"eur": {"0": {"1": -0.00157, "2": -0.00129, "3": -0.00038, "4": 0.00096, "5": 0.00232, "6": 0.00381, "7": 0.00526, "8": 0.00667, "9": 0.00801, "10": 0.00921, "11": 0.01026, "12": 0.0112, "13": 0.01208, "14": 0.01284, "15": 0.01344, "16": 0.01388, "17": 0.01422, "18": 0.01454, "19": 0.01488, "20": 0.01527, "21": 0.01574, "22": 0.01627, "23": 0.01683, "24": 0.01741, "25": 0.018, "26": 0.01859, "27": 0.01918, "28": 0.01976, "29": 0.02033, "30": 0.02088, "31": 0.02141, "32": 0.02193, "33": 0.02243, "34": 0.02292, "35": 0.02338, "36": 0.02383, "37": 0.02426, "38": 0.02468, "39": 0.02508, "40": 0.02547, "41": 0.02584, "42": 0.02619, "43": 0.02654, "44": 0.02687, "45": 0.02719, "46": 0.02749, "47": 0.02779, "48": 0.02807, "49": 0.02834, "50": 0.02861, "51": 0.02886, "52": 0.02911, "53": 0.02934, "54": 0.02957, "55": 0.02979, "56": 0.03001, "57": 0.03021, "58": 0.03041, "59": 0.03061, "60": 0.03079, "61": 0.03097, "62": 0.03115, "63": 0.03132, "64": 0.03148, "65": 0.03164, "66": 0.0318, "67": 0.03195, "68": 0.0321, |
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| def unpickle_to_excel(filenames, params): | |
| import os | |
| import pandas as pd | |
| filename_pkl= os.path.splitext(filenames[0])[0] + '.pkl' | |
| filename_xl=os.path.splitext(filenames[0])[0] + '.xlsx' | |
| df = pd.read_pickle(filename_pkl) | |
| df.reset_index().to_excel(filename_xl, index=False) | |
| if __name__ == '__main__': | |
| from context_menu import menus |
pdavidsonFIA
/ waterfall_chart_series.py
Created
January 24, 2021 11:40
Waterfall chart from series data
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| import matplotlib, matplotlib.pyplot as plt, matplotlib.ticker as tick | |
| import seaborn as sns | |
| def get_waterfall_colours(df, stocks=None): | |
| """Returns color palette for drawing waterfall bars""" | |
| default_colours = sns.color_palette("tab10") | |
| index_rgb = [3, 2, 0,5] # Red, green, blue, brown | |
| palette_subset = [default_colours[i] for i in index_rgb] | |
| colour_palette = [] | |
| for index, value in df.items(): |